FG Options History — April 2024

In April 2024, FG traded between $35.19 and $41.71. ATM implied volatility averaged 48.2%, placing in the 15.5% IV rank vs the trailing year. The 30-day expected move averaged 14.4%. IV traded above realized volatility by 10.3% (HV 20d: 37.8%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 2.15.

Notable Days

  • 2024-04-03: Highest Volume — 157 contracts
  • 2024-04-10: Largest IV spike — 40.0% change
  • 2024-04-16: Highest IV Rank — 26.9%
  • 2024-04-16: Largest Expected Move — 18.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.35$35.19$41.71$40.25$37.77
Max Pain$40.00$40.00$40.00$40.00$40.00
ATM IV48.2%29.7%65.5%35.8%55.9%
Expected Move14.4%9.0%18.8%10.3%16.0%
HV 20d37.8%30.6%43.0%34.1%41.4%
HV 60d41.9%40.4%43.2%40.5%42.7%
IV Rank15.5%3.3%26.9%7.3%20.5%
IV Percentile57.5%4.4%88.1%23.8%77.0%
Term Structure-10.2%-30.4%12.6%6.2%-12.1%
VWIV46.6%31.4%62.1%31.4%62.1%
Skew 25d8.2%-6.7%22.3%9.9%-0.0%
Skew 10d13.6%-8.2%27.7%17.2%0.8%
Call IV 25d44.7%32.2%62.8%32.9%59.9%
Put IV 25d52.9%36.6%62.0%42.8%59.9%
Bid-Ask Spread %102.4596.59107.89101.78107.89
Gamma HHI0.400.280.600.590.29
Net GEX-10.5K-29.9K-880-25.1K-8.0K
Net DEX428.5K43.8K800.4K377.2K340.1K
Net VEX-3.1K-4.3K-2.3K-3.6K-2.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.150.0026.670.000.00
Total Volume18.818015711
Total OI873.0456311,031823650

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$40.25$40.0035.8%10.3%34.1%7.3%31.4%9.9%6.2%-25.1K377.2K-3.6K0.00101.78N/AN/A10379444
2024-04-02$40.25$40.0031.5%9.0%30.6%4.5%31.5%10.7%10.7%-29.9K389.7K-3.6K0.00100.92N/AN/A400378444
2024-04-03$41.71$40.0036.4%10.4%32.6%7.7%36.1%2.3%2.0%-10.7K64.4K-3.8K0.00105.61N/AN/A1570417444
2024-04-04$40.91$40.0038.3%13.6%33.7%9.0%0.0%7.1%-8.9%-10.1K130.9K-4.2K0.0499.86N/AN/A271555444
2024-04-05$41.39$40.0029.7%13.3%31.5%3.3%0.0%-1.0%-12.5%-6.0K43.8K-4.3K0.0098.19N/AN/A00582445
2024-04-08$40.75$40.0039.4%13.1%32.4%9.7%0.0%2.7%-8.4%-15.1K181.8K-4.0K0.0096.59N/AN/A20582445
2024-04-09$39.60$40.0038.5%14.2%34.5%9.1%0.0%16.9%-11.7%-17.0K330.1K-3.8K0.50104.44N/AN/A21584445
2024-04-10$37.62$40.0053.9%15.5%39.7%19.2%42.8%7.5%-15.7%-14.2K637.2K-3.2K26.67104.77N/AN/A380586445
2024-04-11$36.34$40.0049.8%14.3%41.7%16.5%0.0%8.2%-12.7%-9.4K741.0K-2.8K0.00100.13N/AN/A00586426
2024-04-12$36.85$40.0064.2%18.4%42.0%26.0%61.8%22.3%-30.4%-10.2K675.9K-3.0K0.00104.75N/AN/A018586426
2024-04-15$35.75$40.0059.4%17.0%42.7%22.9%49.9%12.1%-22.1%-7.0K800.4K-2.6K2.33102.02N/AN/A921586441
2024-04-16$36.21$40.0065.5%18.8%43.0%26.9%0.0%15.3%-21.6%-7.9K730.3K-2.7K0.00104.03N/AN/A020593430
2024-04-17$35.42$40.0060.0%17.2%41.7%23.3%0.0%14.2%-22.0%-3.6K788.8K-2.3K0.00100.31N/AN/A00593420
2024-04-18$35.19$40.0052.0%14.9%38.7%18.0%0.0%9.6%-5.2%-880737.7K-2.4K0.00104.80N/AN/A00593406
2024-04-19$36.53$40.0050.7%14.5%40.0%17.2%0.0%8.1%-6.3%-9.6K638.9K-2.6K0.00104.06N/AN/A00593406
2024-04-22$37.11$40.0042.6%12.2%37.9%11.8%45.8%-2.0%12.6%-9.3K408.6K-2.6K0.00103.59N/AN/A180346285
2024-04-23$38.02$40.0039.8%11.4%38.5%9.9%42.9%8.6%-2.7%-7.3K317.5K-2.9K0.0099.75N/AN/A30355285
2024-04-24$38.87$40.0046.0%13.2%39.1%14.0%0.0%20.6%-7.5%-7.0K282.0K-3.0K0.00103.77N/AN/A00358285
2024-04-25$38.67$40.0053.1%15.2%39.0%18.7%0.0%15.4%-16.2%-7.8K300.0K-2.9K0.00102.89N/AN/A40358285
2024-04-26$39.11$40.0054.4%15.6%38.8%19.6%62.1%-6.7%-21.5%-7.4K269.6K-2.9K0.00100.66N/AN/A30362285
2024-04-29$39.38$40.0062.6%18.0%38.8%25.0%62.1%-0.4%-17.8%-6.6K240.3K-2.9K0.50103.08N/AN/A21364285
2024-04-30$37.77$40.0055.9%16.0%41.4%20.5%0.0%-0.0%-12.1%-8.0K340.1K-2.6K0.00107.89N/AN/A10364286