FG Options History — October 2019

In October 2019, FG traded between $7.89 and $9.41. ATM implied volatility averaged 46.0%, placing in the 21.4% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 25.3% (HV 20d: 20.6%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.01.

Notable Days

2019-10-29: Highest Volume — 233 contracts
2019-10-07: Largest IV spike — 100.6% change
2019-10-07: Highest IV Rank — 53.0%
2019-10-03: Largest Expected Move — 17.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.54	$7.89	$9.41	$7.89	$8.99
Max Pain	$7.50	$7.50	$7.50	$7.50	$7.50
ATM IV	46.0%	23.4%	85.4%	23.4%	47.8%
Expected Move	12.6%	6.7%	17.8%	6.7%	13.7%
HV 20d	20.6%	15.5%	34.4%	15.5%	34.4%
HV 60d	32.6%	28.3%	33.7%	32.6%	32.0%
IV Rank	21.4%	3.4%	53.0%	3.4%	22.9%
IV Percentile	53.3%	4.8%	93.5%	4.8%	63.8%
Term Structure	-13.6%	-44.1%	30.7%	28.5%	-14.8%
VWIV	42.2%	21.4%	63.0%	21.4%	63.0%
Skew 25d	-0.5%	-37.5%	64.3%	7.5%	16.3%
Skew 10d	9.2%	-30.0%	81.5%	24.9%	4.4%
Call IV 25d	49.5%	24.8%	89.2%	60.9%	35.6%
Put IV 25d	49.0%	28.5%	91.2%	68.4%	51.9%
Bid-Ask Spread %	79.94	19.50	132.61	114.64	37.60
Gamma HHI	0.95	0.50	1.00	0.99	0.50
Net GEX	2.1K	638	4.5K	2.2K	4.5K
Net DEX	-115.0K	-271.3K	-71.3K	-71.3K	-258.9K
Net VEX	-184	-354	-52	-245	-354
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.01	0.00	0.04	0.00	0.00
Total Volume	18.391	0	233	0	8
Total OI	178.652	152	432	158	432

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2019-10-01	$7.89	$0.00	23.4%	6.7%	15.5%	3.4%	0.0%	7.5%	28.5%	2.2K	-71.3K	-245	0.00	114.64	N/A	N/A	0	0	158	0
2019-10-02	$8.07	$0.00	31.4%	9.0%	17.6%	9.7%	0.0%	6.2%	30.7%	2.0K	-77.0K	-241	0.00	106.73	N/A	N/A	0	0	158	0
2019-10-03	$8.18	$7.50	51.7%	17.8%	17.3%	26.0%	0.0%	20.2%	-32.3%	2.2K	-86.5K	-233	0.00	126.42	N/A	N/A	0	0	158	0
2019-10-04	$8.39	$7.50	42.6%	17.5%	19.3%	18.7%	0.0%	-2.2%	-30.6%	2.0K	-93.5K	-223	0.00	132.61	N/A	N/A	0	0	158	0
2019-10-07	$8.47	$7.50	85.4%	14.9%	19.4%	53.0%	0.0%	-16.4%	-40.2%	1.7K	-97.2K	-206	0.00	128.63	N/A	N/A	0	0	158	0
2019-10-08	$8.32	$7.50	85.2%	13.3%	20.7%	52.9%	0.0%	-8.9%	-5.9%	2.2K	-94.8K	-210	0.00	120.04	N/A	N/A	0	0	158	0
2019-10-09	$8.30	$7.50	47.2%	13.5%	20.7%	22.4%	0.0%	-19.0%	-25.1%	2.2K	-93.5K	-210	0.00	81.11	N/A	N/A	0	0	158	0
2019-10-10	$8.31	$7.50	51.9%	14.9%	19.8%	26.2%	0.0%	-8.1%	-24.2%	2.2K	-94.2K	-209	0.00	99.10	N/A	N/A	0	0	158	0
2019-10-11	$8.51	$7.50	61.4%	17.6%	21.5%	33.8%	0.0%	2.0%	-29.3%	2.0K	-96.8K	-204	0.00	125.15	N/A	N/A	0	0	158	0
2019-10-14	$8.43	$7.50	25.7%	7.4%	19.2%	5.2%	0.0%	-19.9%	-9.9%	1.9K	-105.6K	-158	0.00	112.32	N/A	N/A	0	0	158	0
2019-10-15	$8.51	$7.50	40.3%	11.5%	19.3%	16.9%	0.0%	-6.9%	-31.6%	2.1K	-104.6K	-174	0.00	46.53	N/A	N/A	0	0	158	0
2019-10-16	$8.49	$7.50	43.2%	12.4%	19.4%	19.2%	0.0%	-3.7%	-32.5%	2.1K	-104.1K	-173	0.00	45.24	N/A	N/A	0	0	158	0
2019-10-17	$8.53	$7.50	41.4%	11.9%	19.2%	17.7%	0.0%	-6.1%	-30.4%	2.1K	-104.0K	-176	0.00	46.92	N/A	N/A	0	0	158	0
2019-10-18	$8.55	$7.50	55.8%	16.0%	19.0%	29.3%	0.0%	-5.9%	-32.6%	2.0K	-106.6K	-158	0.00	83.26	N/A	N/A	0	0	158	0
2019-10-21	$8.60	$7.50	56.6%	16.2%	18.9%	30.0%	0.0%	-37.5%	10.7%	2.0K	-105.5K	-166	0.00	124.25	N/A	N/A	0	0	158	0
2019-10-22	$8.65	$7.50	52.5%	15.0%	18.5%	26.6%	0.0%	-5.4%	-44.1%	1.9K	-110.5K	-142	0.00	25.57	N/A	N/A	0	0	158	0
2019-10-23	$8.64	$7.50	37.7%	10.8%	18.5%	14.8%	0.0%	-2.1%	4.4%	1.8K	-110.0K	-151	0.00	19.50	N/A	N/A	0	0	158	0
2019-10-24	$8.53	$7.50	33.0%	9.5%	19.4%	11.0%	0.0%	3.4%	10.1%	1.9K	-109.5K	-144	0.00	34.37	N/A	N/A	0	0	158	0
2019-10-25	$8.57	$7.50	41.1%	11.8%	19.4%	17.5%	0.0%	-9.1%	-14.3%	1.9K	-108.1K	-149	0.00	51.87	N/A	N/A	0	0	158	0
2019-10-28	$8.68	$7.50	39.2%	11.2%	19.6%	16.0%	0.0%	4.9%	-9.1%	1.7K	-113.8K	-133	0.00	27.01	N/A	N/A	100	0	158	0
2019-10-29	$9.31	$7.50	24.6%	7.1%	29.3%	4.3%	21.4%	15.0%	2.2%	638	-128.2K	-52	0.04	96.45	N/A	N/A	225	8	152	0
2019-10-30	$9.41	$7.50	38.1%	10.9%	28.9%	15.1%	0.0%	64.3%	7.5%	2.8K	-271.3K	-120	0.00	53.39	N/A	N/A	82	0	357	8
2019-10-31	$8.99	$7.50	47.8%	13.7%	34.4%	22.9%	63.0%	16.3%	-14.8%	4.5K	-258.9K	-354	0.00	37.60	N/A	N/A	0	8	424	8