FG Options History — June 2023

In June 2023, FG traded between $20.34 and $25.05. ATM implied volatility averaged 46.7%, placing in the 15.5% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 2.2% (HV 20d: 44.5%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.09.

Notable Days

  • 2023-06-05: Highest Volume — 25 contracts
  • 2023-06-12: Largest IV spike — 95.7% change
  • 2023-06-08: Highest IV Rank — 25.6%
  • 2023-06-01: Largest Expected Move — 14.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.13$20.34$25.05$20.34$25.05
Max Pain$20.00$20.00$20.00$20.00$20.00
ATM IV46.7%32.5%75.7%51.8%35.5%
Expected Move11.0%9.1%14.9%14.9%10.2%
HV 20d44.5%32.8%83.6%83.6%55.0%
HV 60d59.3%56.1%62.8%61.9%59.7%
IV Rank15.5%10.6%25.6%17.3%11.6%
IV Percentile46.8%18.7%86.5%62.7%23.8%
Term Structure5.5%-19.9%32.4%-9.5%2.9%
VWIV34.4%17.2%39.9%32.8%39.9%
Skew 25d12.9%-11.6%27.7%15.5%18.6%
Skew 10d20.8%-8.1%69.5%9.9%12.7%
Call IV 25d28.4%17.5%52.4%41.3%36.8%
Put IV 25d41.3%32.5%56.8%56.8%55.4%
Bid-Ask Spread %116.3599.18126.44121.45112.19
Gamma HHI0.440.370.590.430.43
Net GEX3.0K-4.7K8.5K-4.7K6.2K
Net DEX-349.3K-659.0K-62.9K-62.9K-650.9K
Net VEX-1.8K-2.2K-1.2K-2.2K-1.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.090.001.000.130.00
Total Volume4.57102516
Total OI781.952760811764777

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$20.34$20.0051.8%14.9%83.6%17.3%0.0%15.5%-9.5%-4.7K-62.9K-2.2K0.00121.45N/AN/A01294470
2023-06-02$21.52$20.0047.0%13.5%39.4%15.6%0.0%-11.6%-19.9%-1.1K-189.7K-2.2K0.13124.22N/AN/A81294470
2023-06-05$21.45$20.0057.0%9.1%34.6%19.1%32.8%27.7%12.0%-406-219.5K-2.1K0.00115.47N/AN/A250302470
2023-06-06$21.34$20.0064.0%9.4%32.8%21.5%36.1%25.5%1.9%-906-211.8K-2.2K0.00119.10N/AN/A130325470
2023-06-07$22.63$20.0061.0%10.7%33.7%20.5%0.0%4.0%4.2%2.9K-380.4K-1.9K0.00105.58N/AN/A30330470
2023-06-08$22.25$20.0075.7%11.1%35.7%25.6%0.0%12.2%5.2%2.9K-351.3K-2.0K0.00116.56N/AN/A00332470
2023-06-09$23.09$20.0036.8%11.4%36.5%12.1%29.7%5.7%0.3%4.1K-456.2K-1.7K0.0099.18N/AN/A80332470
2023-06-12$22.29$20.0072.1%11.4%40.3%24.3%0.0%11.5%5.0%2.8K-365.8K-1.9K0.00117.31N/AN/A00340470
2023-06-13$22.80$20.0066.8%11.4%40.2%22.5%17.2%26.6%-1.7%4.6K-451.0K-1.7K0.00112.17N/AN/A10340470
2023-06-14$22.52$20.0039.2%11.2%41.1%12.9%0.0%14.7%2.1%4.4K-402.2K-1.8K0.00115.61N/AN/A00341470
2023-06-15$21.60$20.0039.1%11.2%44.9%12.9%39.4%11.9%32.4%2.1K-295.6K-2.0K0.00114.88N/AN/A01339470
2023-06-16$21.38$20.0037.6%10.8%43.2%12.4%0.0%12.3%3.9%2.3K-275.1K-2.0K0.00115.84N/AN/A02339471
2023-06-20$21.55$20.0037.5%10.7%42.2%12.3%36.6%10.6%9.4%3.1K-293.9K-1.9K0.00104.31N/AN/A10337423
2023-06-21$21.39$20.0032.5%9.3%42.1%10.6%0.0%12.3%14.1%6.8K-345.8K-1.7K0.00119.27N/AN/A00338423
2023-06-22$21.20$20.0038.9%11.1%42.1%12.8%0.0%17.3%20.0%3.5K-287.5K-1.8K0.00126.44N/AN/A20338423
2023-06-23$20.60$20.0043.5%12.5%43.2%14.4%0.0%15.2%4.3%99-173.0K-1.9K0.00121.08N/AN/A10338423
2023-06-26$20.86$20.0035.7%10.2%43.0%11.7%0.0%8.9%22.8%2.4K-236.3K-1.7K0.00118.40N/AN/A00338423
2023-06-27$22.76$20.0039.1%11.2%52.6%12.9%39.2%16.9%-4.7%7.0K-472.7K-1.5K1.00119.00N/AN/A33338423
2023-06-28$23.40$20.0036.2%10.4%53.0%11.9%0.0%17.8%16.9%8.5K-554.6K-1.3K0.00122.97N/AN/A10341423
2023-06-29$24.76$20.0034.1%9.8%55.8%11.1%38.4%-1.8%-6.6%6.6K-659.0K-1.2K0.00122.29N/AN/A160343423
2023-06-30$25.05$20.0035.5%10.2%55.0%11.6%39.9%18.6%2.9%6.2K-650.9K-1.4K0.00112.19N/AN/A60354423