FG Options History — June 2020

Name: FG Options Analytics - June 2020
Creator: Options Analysis Suite

In June 2020, FG traded between $8.38 and $8.38. ATM implied volatility averaged 42.4%, placing in the 14.0% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded below realized volatility by 65.3% (HV 20d: 107.7%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 1 of 1 trading days. Term structure was in contango for 0 of 1 days. Put/call ratio averaged 0.11.

Notable Days

2020-06-01: Highest Volume — 563 contracts
2020-06-01: Highest IV Rank — 14.0%
2020-06-01: Largest Expected Move — 12.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.38	$8.38	$8.38	$8.38	$8.38
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	42.4%	42.4%	42.4%	42.4%	42.4%
Expected Move	12.2%	12.2%	12.2%	12.2%	12.2%
HV 20d	107.7%	107.7%	107.7%	107.7%	107.7%
HV 60d	78.3%	78.3%	78.3%	78.3%	78.3%
IV Rank	14.0%	14.0%	14.0%	14.0%	14.0%
IV Percentile	54.8%	54.8%	54.8%	54.8%	54.8%
Term Structure	-7.8%	-7.8%	-7.8%	-7.8%	-7.8%
VWIV	38.5%	38.5%	38.5%	38.5%	38.5%
Skew 25d	10.2%	10.2%	10.2%	10.2%	10.2%
Skew 10d	24.1%	24.1%	24.1%	24.1%	24.1%
Call IV 25d	40.3%	40.3%	40.3%	40.3%	40.3%
Put IV 25d	50.5%	50.5%	50.5%	50.5%	50.5%
Bid-Ask Spread %	76.44	76.44	76.44	76.44	76.44
Gamma HHI	0.84	0.84	0.84	0.84	0.84
Net GEX	37.4K	37.4K	37.4K	37.4K	37.4K
Net DEX	602.8K	602.8K	602.8K	602.8K	602.8K
Net VEX	-5.5K	-5.5K	-5.5K	-5.5K	-5.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.11	0.11	0.11	0.11	0.11
Total Volume	563	563	563	563	563
Total OI	9,833	9,833	9,833	9,833	9,833

Daily Data (1 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
2020-06-01	$8.38	$10.00	42.4%	12.2%	107.7%	14.0%	38.5%	10.2%	-7.8%	37.4K	602.8K	-5.5K	0.11	76.44	N/A	N/A	509	54	7,571	2,262