FG Options History — April 2023 In April 2023, FG traded between $17.46 and $19.02. ATM implied volatility averaged 56.9%, placing in the 19.1% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded above realized volatility by 12.7% (HV 20d: 44.2%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 15.39.
Notable Days 2023-04-26 : Highest Volume — 113 contracts2023-04-10 : Largest IV spike — 42.5% change2023-04-10 : Highest IV Rank — 27.9%2023-04-10 : Largest Expected Move — 19.0%Monthly Statistics Metric Avg Min Max Open Close Price $18.20 $17.46 $19.02 $17.76 $18.34 Max Pain $17.50 $17.50 $17.50 $17.50 $17.50 ATM IV 56.9% 46.5% 82.4% 58.3% 56.7% Expected Move 16.2% 13.3% 19.0% 16.7% 16.3% HV 20d 44.2% 28.1% 61.6% 61.6% 30.7% HV 60d 77.5% 47.4% 189.1% 189.1% 49.4% IV Rank 19.1% 15.4% 27.9% 19.5% 19.0% IV Percentile 74.3% 55.6% 90.5% 79.0% 75.4% Term Structure -7.0% -24.7% 2.7% -5.7% -1.8% VWIV 38.9% 18.9% 56.1% 33.9% 18.9% Skew 25d 14.5% -14.1% 39.0% 8.3% 20.4% Skew 10d 17.5% -11.1% 166.4% -4.6% 15.6% Call IV 25d 37.2% 19.6% 52.2% 37.9% 45.5% Put IV 25d 51.7% 38.1% 68.0% 46.3% 66.0% Bid-Ask Spread % 113.24 102.24 121.64 120.73 116.11 Gamma HHI 0.71 0.54 0.82 0.54 0.80 Net GEX -7.2K -13.6K -2.6K -2.6K -11.6K Net DEX 173.7K 108.6K 343.6K 126.5K 116.9K Net VEX -2.6K -2.9K -2.3K -2.3K -2.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 15.39 0.00 109.00 27.50 1.00 Total Volume 28.737 0 113 57 2 Total OI 838.421 594 1,095 594 1,094
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 2023-04-03 $17.76 $17.50 58.3% 16.7% 61.6% 19.5% 33.9% 8.3% -5.7% -2.6K 126.5K -2.3K 27.50 120.73 N/A N/A 2 55 244 350 2023-04-04 $17.63 $17.50 56.1% 16.1% 61.6% 18.8% 0.0% 7.4% -3.8% -4.7K 186.1K -2.4K 0.00 119.31 N/A N/A 0 15 245 405 2023-04-05 $17.64 $17.50 59.9% 17.2% 61.2% 20.1% 0.0% 10.8% -9.2% -4.9K 150.5K -2.5K 109.00 121.64 N/A N/A 1 109 245 420 2023-04-06 $17.60 $17.50 57.8% 18.6% 60.5% 19.4% 27.6% 22.6% -13.2% -5.3K 199.3K -2.5K 0.00 114.88 N/A N/A 2 0 246 529 2023-04-10 $17.77 $17.50 82.4% 19.0% 51.0% 27.9% 0.0% 13.7% -13.4% -5.4K 188.2K -2.4K 0.00 114.46 N/A N/A 0 0 247 529 2023-04-11 $18.37 $17.50 59.0% 16.5% 51.3% 19.8% 43.3% 7.0% -15.3% -5.5K 116.4K -2.5K 0.00 111.56 N/A N/A 16 0 247 529 2023-04-12 $18.38 $17.50 51.1% 14.7% 51.3% 17.1% 38.7% 20.2% 2.7% -5.1K 108.6K -2.5K 20.00 115.40 N/A N/A 1 20 263 544 2023-04-13 $18.41 $17.50 57.5% 16.5% 48.8% 19.3% 0.0% 3.4% -14.4% -6.1K 160.0K -2.6K 0.00 111.82 N/A N/A 0 0 264 564 2023-04-14 $18.38 $17.50 50.6% 14.5% 47.4% 16.9% 43.2% 11.7% 1.3% -6.5K 174.0K -2.6K 0.00 111.51 N/A N/A 0 5 264 564 2023-04-17 $18.67 $17.50 60.2% 17.3% 40.0% 20.2% 0.0% 13.9% -15.3% -6.6K 142.0K -2.6K 0.00 111.11 N/A N/A 2 0 264 565 2023-04-18 $18.63 $17.50 60.3% 17.3% 40.2% 20.2% 0.0% 25.9% -10.6% -6.5K 143.9K -2.6K 0.67 102.24 N/A N/A 3 2 266 565 2023-04-19 $18.75 $17.50 46.5% 13.3% 36.8% 15.4% 45.1% 16.9% 2.1% -5.8K 112.3K -2.6K 0.00 111.62 N/A N/A 0 1 268 567 2023-04-20 $18.69 $17.50 53.4% 15.3% 36.1% 17.9% 0.0% 33.5% 1.7% -7.0K 154.5K -2.5K 0.00 116.80 N/A N/A 0 19 268 565 2023-04-21 $19.02 $17.50 50.1% 14.4% 35.6% 16.7% 38.8% -14.1% 2.2% -6.1K 122.1K -2.6K 22.75 108.39 N/A N/A 4 91 268 582 2023-04-24 $18.81 $17.50 50.8% 14.6% 34.8% 16.9% 38.8% 2.3% -4.4% -9.8K 178.2K -2.8K 1.69 116.41 N/A N/A 13 22 255 662 2023-04-25 $17.77 $17.50 54.7% 15.7% 34.6% 18.3% 43.4% 3.9% -24.7% -12.0K 333.2K -2.7K 0.00 110.94 N/A N/A 0 45 267 684 2023-04-26 $17.46 $17.50 54.4% 15.6% 28.4% 18.2% 56.1% 29.4% -5.3% -13.6K 343.6K -2.8K 0.13 108.22 N/A N/A 100 13 267 729 2023-04-27 $17.70 $17.50 61.2% 17.5% 28.1% 20.6% 18.9% 39.0% -6.3% -11.1K 244.3K -2.9K 2.00 108.40 N/A N/A 1 2 353 742 2023-04-28 $18.34 $17.50 56.7% 16.3% 30.7% 19.0% 0.0% 20.4% -1.8% -11.6K 116.9K -2.8K 1.00 116.11 N/A N/A 1 1 354 740
« Mar 2023 | All History | May 2023 » Home FG History April 2023