FG Options History — July 2019

Name: FG Options Analytics - July 2019
Creator: Options Analysis Suite

In July 2019, FG traded between $7.95 and $8.72. ATM implied volatility averaged 40.6%, placing in the 17.2% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 18.6% (HV 20d: 22.0%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2019-07-17: Highest Volume — 2 contracts
2019-07-29: Largest IV spike — 63.8% change
2019-07-01: Highest IV Rank — 37.2%
2019-07-01: Largest Expected Move — 18.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.25	$7.95	$8.72	$8.32	$8.22
Max Pain	$7.50	$7.50	$7.50	$7.50	$7.50
ATM IV	40.6%	26.4%	65.6%	65.6%	35.1%
Expected Move	10.6%	7.6%	18.8%	18.8%	10.1%
HV 20d	22.0%	16.4%	24.6%	20.2%	24.4%
HV 60d	25.9%	24.1%	26.8%	24.1%	26.6%
IV Rank	17.2%	5.7%	37.2%	37.2%	12.7%
IV Percentile	44.7%	13.6%	80.8%	80.8%	38.3%
Term Structure	3.2%	-46.9%	161.5%	-26.5%	-7.4%
VWIV	30.8%	24.8%	36.2%	36.2%	31.3%
Skew 25d	-4.9%	-40.0%	15.8%	-22.2%	-0.1%
Skew 10d	11.8%	-52.6%	69.8%	26.7%	54.2%
Call IV 25d	45.3%	20.1%	111.0%	80.5%	33.5%
Put IV 25d	40.4%	24.0%	74.9%	58.3%	33.5%
Bid-Ask Spread %	105.18	43.61	134.51	125.52	104.72
Gamma HHI	0.59	0.49	0.86	0.50	0.83
Net GEX	1.8K	1.0K	2.6K	2.6K	1.0K
Net DEX	-41.3K	-52.8K	-32.6K	-52.8K	-36.7K
Net VEX	-97	-175	-61	-175	-61
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	0.455	0	2	1	0
Total OI	301.273	300	302	300	302

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2019-07-01	$8.32	$0.00	65.6%	18.8%	20.2%	37.2%	0.0%	-22.2%	-26.5%	2.6K	-52.8K	-175	125.52	N/A	N/A	1	300
2019-07-02	$8.24	$0.00	38.1%	10.9%	16.4%	15.1%	0.0%	-4.0%	3.6%	2.3K	-48.4K	-161	55.58	N/A	N/A	1	301
2019-07-03	$8.49	$0.00	42.3%	12.1%	19.6%	18.5%	0.0%	3.4%	-9.0%	2.6K	-51.6K	-160	43.61	N/A	N/A	1	301
2019-07-05	$8.72	$7.50	61.0%	8.4%	20.9%	33.5%	0.0%	6.8%	4.9%	2.6K	-52.0K	-126	81.92	N/A	N/A	1	301
2019-07-08	$8.51	$7.50	58.5%	9.7%	22.5%	31.5%	0.0%	0.4%	-12.6%	2.3K	-49.1K	-124	98.56	N/A	N/A	0	301
2019-07-09	$8.41	$7.50	56.2%	8.2%	22.3%	29.6%	0.0%	-2.1%	-5.0%	1.5K	-41.7K	-84	97.18	N/A	N/A	0	301
2019-07-10	$8.38	$7.50	29.5%	8.5%	22.3%	8.2%	0.0%	-40.0%	-5.4%	1.7K	-42.8K	-83	123.04	N/A	N/A	0	301
2019-07-11	$8.28	$7.50	29.9%	8.6%	22.1%	8.5%	0.0%	-32.9%	-6.5%	1.5K	-39.1K	-84	119.92	N/A	N/A	0	301
2019-07-12	$8.34	$7.50	26.4%	7.6%	22.2%	5.7%	0.0%	-4.3%	-1.5%	1.1K	-38.9K	-73	108.62	N/A	N/A	0	301
2019-07-15	$8.20	$7.50	31.3%	9.0%	22.9%	9.7%	0.0%	-11.1%	-11.4%	1.3K	-37.8K	-76	115.68	N/A	N/A	0	300
2019-07-16	$8.18	$7.50	33.4%	9.6%	22.5%	11.3%	0.0%	-17.6%	-15.2%	1.9K	-39.5K	-102	108.38	N/A	N/A	0	300
2019-07-17	$8.12	$7.50	38.0%	10.9%	21.5%	15.1%	36.2%	12.7%	-4.3%	1.9K	-39.3K	-103	108.92	N/A	N/A	2	300
2019-07-18	$8.10	$7.50	31.7%	9.1%	21.5%	10.0%	24.8%	15.8%	10.1%	1.7K	-37.1K	-94	75.12	N/A	N/A	2	302
2019-07-19	$8.03	$7.50	29.4%	8.4%	21.3%	8.1%	31.3%	10.1%	-1.7%	1.3K	-34.9K	-73	108.75	N/A	N/A	2	302
2019-07-22	$7.95	$7.50	30.4%	8.7%	21.0%	9.0%	0.0%	-12.5%	161.5%	1.3K	-33.1K	-71	119.55	N/A	N/A	0	302
2019-07-23	$7.95	$7.50	31.1%	8.9%	20.9%	9.5%	0.0%	-2.0%	99.6%	1.3K	-32.6K	-71	122.61	N/A	N/A	0	302
2019-07-24	$8.18	$7.50	35.6%	10.2%	23.4%	13.1%	0.0%	10.3%	5.0%	1.4K	-36.5K	-73	116.83	N/A	N/A	0	302
2019-07-25	$8.14	$7.50	54.5%	15.6%	23.5%	28.3%	0.0%	0.5%	-35.1%	2.2K	-43.4K	-98	126.42	N/A	N/A	0	302
2019-07-26	$8.28	$7.50	31.4%	9.0%	24.3%	9.8%	0.0%	-5.4%	-7.1%	1.1K	-38.6K	-61	109.06	N/A	N/A	0	302
2019-07-29	$8.15	$7.50	51.5%	14.8%	24.6%	25.9%	0.0%	-11.0%	-19.1%	2.1K	-43.8K	-101	109.40	N/A	N/A	0	302
2019-07-30	$8.20	$7.50	52.9%	15.2%	24.6%	27.0%	0.0%	-2.3%	-46.9%	1.9K	-39.8K	-85	134.51	N/A	N/A	0	302
2019-07-31	$8.22	$7.50	35.1%	10.1%	24.4%	12.7%	0.0%	-0.1%	-7.4%	1.0K	-36.7K	-61	104.72	N/A	N/A	0	302