FG Options History — August 2019

In August 2019, FG traded between $6.99 and $8.05. ATM implied volatility averaged 53.5%, placing in the 27.5% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded above realized volatility by 10.1% (HV 20d: 43.4%). Max pain ranged from $7.50 to $12.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2019-08-29: Highest Volume — 16 contracts
2019-08-23: Largest IV spike — 195.6% change
2019-08-23: Highest IV Rank — 74.2%
2019-08-23: Largest Expected Move — 32.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.58	$6.99	$8.05	$7.70	$7.98
Max Pain	$11.07	$7.50	$12.50	$7.50	$12.50
ATM IV	53.5%	28.0%	111.7%	47.0%	48.9%
Expected Move	13.0%	8.0%	32.0%	13.5%	14.0%
HV 20d	43.4%	31.3%	52.1%	31.3%	43.2%
HV 60d	32.8%	29.3%	36.1%	29.3%	34.0%
IV Rank	27.5%	7.0%	74.2%	22.3%	23.7%
IV Percentile	60.9%	16.9%	97.8%	63.7%	64.0%
Term Structure	12.5%	-18.5%	166.2%	-7.1%	8.5%
VWIV	85.5%	48.3%	159.6%	48.6%	159.6%
Skew 25d	4.0%	-38.1%	40.9%	-20.5%	21.6%
Skew 10d	19.7%	-41.5%	76.9%	-10.7%	76.9%
Call IV 25d	57.3%	37.6%	79.5%	68.4%	51.2%
Put IV 25d	61.3%	27.4%	93.0%	47.9%	72.8%
Bid-Ask Spread %	116.76	37.24	135.45	114.73	125.37
Gamma HHI	0.94	0.74	1.00	0.86	0.95
Net GEX	1.0K	557	2.4K	1.3K	739
Net DEX	-21.9K	-35.6K	-10.7K	-25.3K	-24.3K
Net VEX	-72	-85	-58	-70	-76
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	2.364	0	16	2	0
Total OI	193.227	58	308	302	59

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	Put Vol	Call OI	Put OI
2019-08-01	$7.70	$7.50	47.0%	13.5%	31.3%	22.3%	48.6%	-20.5%	-7.1%	1.3K	-25.3K	-70	114.73	N/A	N/A	0	2	302	0
2019-08-02	$7.35	$7.50	48.5%	13.9%	32.3%	23.5%	48.3%	8.2%	1.2%	1.1K	-18.8K	-70	101.85	N/A	N/A	0	2	302	2
2019-08-05	$7.10	$0.00	75.2%	10.7%	33.2%	44.9%	0.0%	26.1%	4.0%	1.0K	-15.4K	-64	123.86	N/A	N/A	0	0	302	2
2019-08-06	$7.16	$0.00	55.1%	14.6%	33.7%	28.7%	0.0%	13.4%	-15.7%	1.1K	-14.8K	-62	122.04	N/A	N/A	0	0	302	2
2019-08-07	$7.09	$0.00	85.8%	13.3%	33.7%	53.4%	0.0%	-0.1%	-15.5%	921	-16.8K	-65	132.80	N/A	N/A	0	0	302	2
2019-08-08	$7.40	$0.00	77.9%	11.5%	38.2%	47.1%	0.0%	8.1%	-6.9%	1.2K	-18.9K	-63	113.46	N/A	N/A	0	0	302	2
2019-08-09	$7.33	$0.00	57.3%	11.5%	37.9%	30.5%	0.0%	30.5%	-1.5%	1.4K	-18.3K	-63	129.47	N/A	N/A	6	0	302	2
2019-08-12	$7.38	$0.00	35.3%	9.9%	38.0%	12.9%	0.0%	10.0%	-1.1%	2.3K	-20.0K	-71	109.12	N/A	N/A	10	0	308	0
2019-08-13	$7.36	$0.00	73.5%	9.6%	38.0%	43.5%	0.0%	14.7%	-3.7%	1.7K	-21.0K	-70	119.97	N/A	N/A	0	0	308	0
2019-08-14	$6.99	$0.00	54.5%	15.6%	41.4%	28.3%	0.0%	16.4%	-18.5%	580	-10.7K	-58	122.22	N/A	N/A	0	0	308	0
2019-08-15	$7.39	$0.00	28.0%	8.0%	47.1%	7.0%	0.0%	15.6%	5.3%	2.4K	-20.6K	-67	121.53	N/A	N/A	0	0	308	0
2019-08-16	$7.66	$0.00	29.7%	8.5%	49.2%	8.4%	0.0%	2.5%	13.4%	583	-35.6K	-66	103.31	N/A	N/A	15	0	308	0
2019-08-19	$7.80	$0.00	36.7%	10.5%	49.6%	14.0%	0.0%	6.3%	161.4%	668	-22.9K	-84	37.24	N/A	N/A	0	0	58	0
2019-08-20	$7.58	$0.00	28.3%	8.1%	50.6%	7.3%	0.0%	-27.6%	1.6%	760	-21.0K	-81	107.03	N/A	N/A	0	0	58	0
2019-08-21	$7.84	$0.00	30.3%	8.7%	51.0%	8.9%	0.0%	-32.1%	166.2%	963	-25.0K	-77	123.34	N/A	N/A	0	0	58	0
2019-08-22	$8.05	$0.00	37.8%	10.8%	52.0%	14.9%	0.0%	-38.1%	0.0%	932	-26.7K	-75	132.79	N/A	N/A	0	0	58	0
2019-08-23	$7.88	$0.00	111.7%	32.0%	52.1%	74.2%	159.6%	40.9%	0.0%	557	-24.9K	-85	135.45	N/A	N/A	1	0	58	0
2019-08-26	$7.98	$12.50	38.4%	11.0%	52.1%	15.3%	0.0%	-31.1%	4.0%	705	-25.3K	-77	110.63	N/A	N/A	0	0	59	0
2019-08-27	$7.88	$12.50	52.9%	15.2%	52.1%	27.0%	0.0%	9.8%	-14.1%	712	-24.7K	-77	124.63	N/A	N/A	0	0	59	0
2019-08-28	$7.90	$12.50	59.2%	17.0%	52.1%	32.1%	0.0%	4.0%	-14.6%	755	-24.9K	-77	124.77	N/A	N/A	0	0	59	0
2019-08-29	$8.02	$12.50	64.6%	18.5%	46.7%	36.4%	0.0%	10.4%	-17.1%	627	-26.1K	-80	133.18	N/A	N/A	16	0	59	0
2019-08-30	$7.98	$12.50	48.9%	14.0%	43.2%	23.7%	0.0%	21.6%	8.5%	739	-24.3K	-76	125.37	N/A	N/A	0	0	59	0