FG Options History — November 2019 In November 2019, FG traded between $8.93 and $9.39. ATM implied volatility averaged 38.1%, placing in the 16.6% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 4.8% (HV 20d: 33.3%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2019-11-07 : Highest Volume — 503 contracts2019-11-22 : Largest IV spike — 100.3% change2019-11-12 : Highest IV Rank — 50.3%2019-11-01 : Largest Expected Move — 12.4%Monthly Statistics Metric Avg Min Max Open Close Price $9.16 $8.93 $9.39 $8.93 $9.14 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 38.1% 15.5% 81.9% 43.1% 33.9% Expected Move 7.8% 4.4% 12.4% 12.4% 9.7% HV 20d 33.3% 19.7% 36.5% 33.7% 19.7% HV 60d 26.8% 24.7% 31.4% 31.0% 24.7% IV Rank 16.6% 0.0% 50.3% 19.1% 14.3% IV Percentile 39.2% 0.0% 93.3% 55.4% 35.3% Term Structure 2.0% -23.6% 60.5% -23.6% 11.6% VWIV 48.1% 27.3% 80.4% 80.4% 36.6% Skew 25d 11.6% -21.9% 23.2% 4.8% 23.2% Skew 10d 7.0% -26.2% 21.0% -12.5% 15.1% Call IV 25d 24.5% 16.4% 52.7% 20.2% 24.1% Put IV 25d 36.1% 25.0% 49.2% 25.0% 47.3% Bid-Ask Spread % 68.88 24.80 120.63 105.67 77.63 Gamma HHI 0.57 0.50 0.71 0.50 0.52 Net GEX 4.3K 2.3K 6.9K 4.6K 4.1K Net DEX -541.4K -743.2K -252.1K -252.1K -551.0K Net VEX -322 -443 -252 -333 -320 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 41.9 0 503 1 0 Total OI 691.95 411 915 432 675
Daily Data (20 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 2019-11-01 $8.93 $7.50 43.1% 12.4% 33.7% 19.1% 80.4% 4.8% -23.6% 4.6K -252.1K -333 0.00 105.67 N/A N/A 1 0 424 8 2019-11-04 $9.15 $0.00 54.5% 9.7% 34.5% 28.3% 0.0% 4.6% -8.2% 4.2K -284.1K -280 0.00 69.95 N/A N/A 154 0 425 0 2019-11-05 $9.05 $0.00 50.9% 8.2% 34.0% 25.4% 0.0% 12.8% 7.0% 5.0K -264.8K -310 0.00 34.76 N/A N/A 0 0 411 0 2019-11-06 $9.07 $0.00 65.3% 11.5% 33.9% 36.9% 0.0% -21.9% -20.7% 4.2K -266.8K -345 0.00 70.81 N/A N/A 0 0 411 0 2019-11-07 $9.12 $0.00 57.9% 6.9% 33.9% 31.0% 27.3% 22.4% 2.3% 5.3K -253.4K -364 0.00 109.86 N/A N/A 503 0 411 0 2019-11-08 $9.32 $7.50 38.9% 4.6% 33.7% 15.7% 0.0% 5.6% 8.5% 4.3K -737.3K -298 0.00 25.35 N/A N/A 0 0 911 0 2019-11-11 $9.15 $7.50 56.8% 8.7% 34.4% 30.1% 0.0% 21.8% 9.9% 6.9K -703.9K -391 0.00 53.61 N/A N/A 0 0 911 0 2019-11-12 $9.26 $7.50 81.9% 5.0% 34.4% 50.3% 0.0% 9.8% 7.7% 5.7K -743.2K -312 0.00 43.94 N/A N/A 0 0 911 0 2019-11-13 $9.31 $7.50 20.9% 6.0% 34.4% 1.3% 0.0% 16.3% 1.9% 3.0K -731.7K -270 0.00 44.35 N/A N/A 4 0 911 0 2019-11-14 $9.39 $7.50 15.5% 4.4% 34.4% 0.0% 0.0% 14.1% 8.4% 2.9K -740.4K -294 0.00 49.20 N/A N/A 0 0 915 0 2019-11-15 $9.15 $7.50 16.5% 4.7% 36.1% 0.8% 0.0% 6.2% 3.8% 2.3K -717.8K -252 0.00 24.80 N/A N/A 8 0 915 0 2019-11-18 $9.07 $7.50 18.9% 5.4% 36.3% 2.7% 0.0% 9.7% 60.5% 3.2K -571.0K -301 0.00 60.15 N/A N/A 0 0 700 0 2019-11-19 $9.18 $7.50 19.5% 5.6% 36.5% 3.1% 0.0% 10.7% 5.9% 2.8K -583.0K -293 0.00 41.83 N/A N/A 0 0 700 0 2019-11-20 $9.19 $7.50 35.9% 10.3% 36.4% 15.9% 0.0% 3.1% -9.9% 5.5K -565.9K -443 0.00 120.63 N/A N/A 0 0 700 0 2019-11-21 $9.20 $7.50 17.3% 5.0% 36.0% 1.4% 0.0% 14.1% -2.7% 2.6K -585.2K -289 0.00 108.87 N/A N/A 0 0 700 0 2019-11-22 $9.12 $7.50 34.8% 10.0% 36.2% 15.0% 0.0% 19.4% -4.3% 5.3K -569.9K -388 0.00 81.50 N/A N/A 0 0 700 0 2019-11-25 $9.16 $7.50 27.2% 7.8% 36.1% 9.1% 0.0% 16.6% -3.7% 3.8K -578.5K -299 0.00 85.38 N/A N/A 0 0 700 0 2019-11-26 $9.12 $7.50 31.6% 9.1% 25.8% 12.5% 0.0% 21.0% -4.1% 5.3K -557.9K -324 0.00 75.65 N/A N/A 0 0 700 0 2019-11-27 $9.19 $7.50 40.7% 11.7% 25.7% 19.6% 36.6% 18.4% -9.7% 5.4K -569.5K -343 0.00 93.56 N/A N/A 168 0 700 0 2019-11-29 $9.14 $7.50 33.9% 9.7% 19.7% 14.3% 0.0% 23.2% 11.6% 4.1K -551.0K -320 0.00 77.63 N/A N/A 0 0 675 0
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