FG Options History — February 2023 In February 2023, FG traded between $20.30 and $24.22. ATM implied volatility averaged 43.9%, placing in the 14.5% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded below realized volatility by 86.8% (HV 20d: 130.7%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 1.71.
Notable Days 2023-02-10 : Highest Volume — 191 contracts2023-02-24 : Largest IV spike — 55.8% change2023-02-02 : Highest IV Rank — 22.5%2023-02-01 : Largest Expected Move — 15.5%Monthly Statistics Metric Avg Min Max Open Close Price $21.74 $20.30 $24.22 $21.59 $20.70 Max Pain $21.45 $20.00 $22.50 $20.00 $22.50 ATM IV 43.9% 31.7% 66.7% 54.1% 33.4% Expected Move 11.8% 9.1% 15.5% 15.5% 9.6% HV 20d 130.7% 20.9% 334.5% 334.5% 51.2% HV 60d 193.1% 192.0% 194.1% 192.1% 194.1% IV Rank 14.5% 10.3% 22.5% 18.1% 10.9% IV Percentile 52.4% 29.0% 84.5% 71.4% 30.6% Term Structure -2.0% -19.9% 11.7% -5.1% 9.4% VWIV 43.8% 32.2% 59.1% 50.0% 36.2% Skew 25d 10.9% -27.2% 28.1% -27.2% 24.7% Skew 10d 17.8% -28.6% 68.6% -28.6% 57.3% Call IV 25d 38.0% 21.3% 72.9% 72.9% 21.3% Put IV 25d 48.8% 34.6% 67.2% 45.7% 46.0% Bid-Ask Spread % 117.91 101.21 134.57 131.52 109.13 Gamma HHI 0.55 0.39 0.82 0.71 0.43 Net GEX 3.1K 118 15.0K 832 841 Net DEX -71.6K -169.1K -34.2K -52.8K -39.9K Net VEX -334 -512 -243 -300 -278 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.71 0.00 10.50 0.00 10.50 Total Volume 15.789 0 191 2 23 Total OI 134.947 66 282 66 104
Daily Data (19 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 2023-02-01 $21.59 $20.00 54.1% 15.5% 334.5% 18.1% 50.0% -27.2% -5.1% 832 -52.8K -300 0.00 131.52 N/A N/A 2 0 52 14 2023-02-02 $21.91 $20.00 66.7% 11.5% 315.1% 22.5% 0.0% 26.7% 1.2% 1.1K -64.0K -312 0.00 119.83 N/A N/A 0 0 57 14 2023-02-03 $21.66 $20.00 49.1% 9.9% 315.8% 16.3% 59.1% 27.4% -5.4% 1.3K -64.7K -305 0.00 124.99 N/A N/A 0 1 57 14 2023-02-06 $21.63 $20.00 50.2% 10.6% 311.4% 16.8% 0.0% 17.8% 4.9% 1.3K -63.1K -304 0.00 128.80 N/A N/A 0 0 58 15 2023-02-07 $21.46 $20.00 46.9% 13.7% 312.1% 15.6% 0.0% -16.0% -19.9% 829 -59.1K -303 0.00 134.57 N/A N/A 1 0 59 15 2023-02-08 $21.63 $20.00 31.7% 9.1% 312.4% 10.3% 0.0% 21.2% 10.4% 1.3K -62.7K -303 0.00 114.84 N/A N/A 0 0 59 15 2023-02-09 $21.95 $20.00 38.1% 10.9% 20.9% 12.5% 47.3% 12.4% -8.1% 1.5K -64.8K -305 0.00 130.96 N/A N/A 3 0 59 15 2023-02-10 $24.22 $20.00 40.6% 11.6% 39.5% 13.4% 50.4% 7.0% 1.8% 1.4K -98.7K -308 0.07 134.42 N/A N/A 178 13 62 15 2023-02-13 $23.34 $22.50 49.2% 14.1% 42.5% 16.4% 0.0% -1.7% -3.1% 15.0K -169.1K -512 0.00 119.16 N/A N/A 10 0 237 35 2023-02-14 $23.02 $22.50 39.4% 11.3% 42.4% 13.0% 43.8% 8.7% -8.7% 9.8K -122.8K -447 0.00 105.29 N/A N/A 1 0 247 35 2023-02-15 $22.98 $22.50 44.4% 12.7% 41.3% 14.7% 44.2% 20.3% -5.9% 12.8K -144.2K -488 0.00 101.21 N/A N/A 2 0 247 35 2023-02-16 $21.96 $22.50 45.4% 13.0% 45.0% 15.1% 42.9% 26.4% -9.7% 4.0K -81.3K -413 2.50 105.28 N/A N/A 4 10 247 35 2023-02-17 $21.59 $22.50 35.7% 10.2% 45.0% 11.7% 41.5% 10.2% 11.7% 2.4K -76.1K -403 10.00 107.66 N/A N/A 1 10 249 26 2023-02-21 $20.30 $22.50 42.2% 12.1% 50.2% 14.0% 39.9% -0.7% 5.8% 1.8K -47.3K -320 0.41 109.47 N/A N/A 17 7 84 15 2023-02-22 $20.37 $22.50 44.9% 12.9% 49.9% 14.9% 0.0% 16.6% 1.0% 998 -34.2K -269 0.00 119.79 N/A N/A 0 0 73 22 2023-02-23 $21.05 $22.50 33.3% 9.5% 51.4% 10.9% 32.2% 5.1% 2.8% 118 -36.9K -243 0.00 115.72 N/A N/A 2 0 73 22 2023-02-24 $21.05 $22.50 51.8% 14.9% 51.1% 17.3% 0.0% -0.8% -19.9% 1.4K -43.5K -266 0.00 115.22 N/A N/A 12 0 75 22 2023-02-27 $20.71 $22.50 36.9% 10.6% 51.2% 12.1% 38.3% 28.1% -1.6% 693 -35.8K -275 0.50 112.42 N/A N/A 2 1 79 22 2023-02-28 $20.70 $22.50 33.4% 9.6% 51.2% 10.9% 36.2% 24.7% 9.4% 841 -39.9K -278 10.50 109.13 N/A N/A 2 21 81 23
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