FG Options History — October 2023

In October 2023, FG traded between $26.57 and $31.35. ATM implied volatility averaged 44.8%, placing in the 13.4% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 7.8% (HV 20d: 37.1%). Max pain ranged from $22.50 to $30.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.03.

Notable Days

  • 2023-10-18: Highest Volume — 16 contracts
  • 2023-10-10: Largest IV spike — 51.9% change
  • 2023-10-03: Highest IV Rank — 24.1%
  • 2023-10-03: Largest Expected Move — 20.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.07$26.57$31.35$27.02$30.54
Max Pain$28.98$22.50$30.00$22.50$30.00
ATM IV44.8%32.4%71.4%49.4%40.4%
Expected Move12.5%9.3%20.5%14.2%11.6%
HV 20d37.1%33.8%39.0%37.9%33.8%
HV 60d38.8%37.4%40.4%37.8%40.4%
IV Rank13.4%5.0%24.1%16.5%5.4%
IV Percentile36.5%4.0%80.2%52.4%25.8%
Term Structure-3.8%-26.3%16.3%0.1%-6.8%
VWIV48.7%48.7%48.7%48.7%48.7%
Skew 25d-9.7%-29.8%21.5%1.9%-11.9%
Skew 10d-20.9%-54.4%23.9%-13.9%11.6%
Call IV 25d58.7%26.4%88.6%42.0%88.6%
Put IV 25d49.0%36.9%76.7%43.9%76.7%
Bid-Ask Spread %121.00117.33126.56122.28118.33
Gamma HHI0.490.340.720.370.48
Net GEX9.1K4.3K16.5K5.2K8.5K
Net DEX-366.6K-604.8K-229.9K-319.6K-269.3K
Net VEX-1.0K-1.1K-918-1.1K-918
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.030.000.330.000.00
Total Volume2.63601600
Total OI380.091179482467179

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$27.02$22.5049.4%14.2%37.9%16.5%0.0%1.9%0.1%5.2K-319.6K-1.1K0.00122.28N/AN/A00253214
2023-10-03$26.57$22.5071.4%20.5%37.1%24.1%0.0%17.0%-26.3%4.3K-281.6K-1.1K0.00121.88N/AN/A00253214
2023-10-04$26.75$22.5063.9%18.3%37.0%21.5%0.0%21.5%-5.8%4.4K-291.0K-1.1K0.00119.22N/AN/A00253214
2023-10-05$27.64$30.0041.6%10.7%38.3%13.8%0.0%-7.4%3.2%6.2K-336.9K-1.1K0.00118.73N/AN/A00253214
2023-10-06$27.96$30.0040.4%11.0%37.7%13.3%0.0%-14.6%1.0%7.3K-360.1K-1.0K0.00119.09N/AN/A10253214
2023-10-09$28.48$30.0041.3%11.6%37.4%13.6%0.0%-22.9%-1.0%9.0K-398.1K-1.0K0.00121.90N/AN/A40254214
2023-10-10$28.41$30.0062.7%11.6%37.3%21.1%0.0%-2.6%-2.4%7.7K-385.7K-1.1K0.00125.88N/AN/A20255214
2023-10-11$28.74$30.0040.2%11.5%36.7%13.3%0.0%-21.6%-7.4%11.2K-429.7K-9860.00120.16N/AN/A00257214
2023-10-12$28.46$30.0034.3%9.8%36.4%11.2%0.0%-10.2%-1.7%8.8K-397.0K-1.0K0.00122.25N/AN/A00257214
2023-10-13$28.70$30.0041.6%11.9%36.5%13.8%0.0%-26.3%-6.7%10.9K-419.2K-9830.00122.84N/AN/A00257214
2023-10-16$29.60$30.0042.6%12.2%37.5%14.1%0.0%10.5%-7.0%16.5K-456.6K-9510.00122.16N/AN/A50257214
2023-10-17$30.80$30.0041.9%12.0%38.9%13.8%0.0%4.6%-18.7%16.1K-559.4K-9960.00123.11N/AN/A80262214
2023-10-18$31.35$30.0043.8%12.5%39.0%14.5%0.0%-9.0%-22.7%14.6K-604.8K-9870.00123.98N/AN/A160261214
2023-10-19$30.63$30.0042.1%12.1%38.7%13.9%0.0%-28.0%1.5%15.6K-576.6K-9870.00120.02N/AN/A30267215
2023-10-20$29.42$30.0048.3%13.8%36.7%16.1%48.7%4.0%16.3%7.4K-430.5K-9800.33126.56N/AN/A31267215
2023-10-23$29.81$30.0035.8%10.3%36.9%11.7%0.0%-27.5%4.3%8.0K-260.9K-9570.00121.74N/AN/A0016420
2023-10-24$29.56$30.0032.4%9.3%36.8%10.5%0.0%14.0%6.7%7.8K-251.8K-9630.00117.33N/AN/A2016420
2023-10-25$29.04$30.0048.3%13.8%37.4%16.1%0.0%-29.8%-6.9%7.7K-229.9K-9500.00117.75N/AN/A0016620
2023-10-26$29.73$30.0042.4%12.1%36.4%6.2%0.0%-29.3%-1.7%7.8K-260.8K-9590.00117.44N/AN/A0016620
2023-10-27$29.62$30.0042.8%12.3%36.3%6.4%0.0%-28.5%0.8%7.9K-256.4K-9570.00118.95N/AN/A0016620
2023-10-30$30.79$30.0039.1%11.2%34.5%5.0%0.0%-17.3%-2.3%8.3K-289.4K-9550.00120.44N/AN/A13016620
2023-10-31$30.54$30.0040.4%11.6%33.8%5.4%0.0%-11.9%-6.8%8.5K-269.3K-9180.00118.33N/AN/A0015920