FG Options History — June 2024 In June 2024, FG traded between $36.77 and $40.69. ATM implied volatility averaged 35.3%, placing in the 7.0% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded below realized volatility by 2.5% (HV 20d: 37.7%). Max pain ranged from $35.00 to $45.00. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 0.23.
Notable Days 2024-06-06 : Highest Volume — 121 contracts2024-06-14 : Largest IV spike — 31.2% change2024-06-03 : Highest IV Rank — 14.9%2024-06-03 : Largest Expected Move — 13.5%Monthly Statistics Metric Avg Min Max Open Close Price $38.48 $36.77 $40.69 $40.69 $37.87 Max Pain $39.47 $35.00 $45.00 $35.00 $40.00 ATM IV 35.3% 22.2% 47.3% 47.3% 22.2% Expected Move 10.3% 6.4% 13.5% 13.5% 6.4% HV 20d 37.7% 31.1% 44.0% 40.1% 31.6% HV 60d 38.8% 37.5% 39.9% 37.9% 37.5% IV Rank 7.0% 0.0% 14.9% 14.9% 0.0% IV Percentile 27.3% 0.0% 67.9% 67.9% 0.0% Term Structure 8.2% -40.8% 25.5% -40.8% 16.8% VWIV 36.5% 22.9% 46.6% 39.8% 34.6% Skew 25d 6.0% -11.6% 18.1% -2.5% 13.0% Skew 10d 7.8% -15.4% 57.6% -15.4% 17.0% Call IV 25d 36.2% 21.3% 49.8% 40.6% 21.3% Put IV 25d 42.2% 34.3% 48.5% 38.1% 34.3% Bid-Ask Spread % 101.65 89.37 119.84 118.52 110.23 Gamma HHI 0.25 0.20 0.32 0.22 0.31 Net GEX 2.5K -4.1K 5.4K 1.1K 2.5K Net DEX 88.7K 915 187.9K 915 176.2K Net VEX -1.8K -2.2K -1.4K -1.8K -1.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.23 0.00 2.67 0.00 0.00 Total Volume 10.105 0 121 10 0 Total OI 659.526 550 697 550 684
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 2024-06-03 $40.69 $35.00 47.3% 13.5% 40.1% 14.9% 0.0% -2.5% -40.8% 1.1K 915 -1.8K 0.00 118.52 N/A N/A 10 0 368 182 2024-06-04 $38.66 $35.00 42.0% 12.0% 42.6% 11.4% 0.0% -11.6% -16.2% -4.1K 147.8K -1.6K 0.00 119.84 N/A N/A 3 0 378 182 2024-06-05 $39.80 $35.00 34.8% 10.0% 44.0% 6.6% 0.0% 6.2% 11.8% -1.9K 86.3K -1.7K 0.00 113.44 N/A N/A 2 0 377 182 2024-06-06 $39.44 $45.00 35.6% 11.4% 43.4% 7.2% 39.8% 2.7% 1.9% -3.0K 104.7K -1.6K 0.49 92.19 N/A N/A 81 40 378 182 2024-06-07 $38.93 $40.00 31.4% 10.5% 43.7% 4.4% 36.0% 4.5% 6.8% 4.7K 22.2K -2.2K 0.00 94.04 N/A N/A 1 0 460 222 2024-06-10 $39.03 $40.00 34.9% 12.1% 42.7% 6.7% 0.0% 3.9% -1.7% 5.2K 11.5K -2.2K 0.00 89.37 N/A N/A 1 0 461 222 2024-06-11 $38.50 $40.00 33.8% 9.4% 39.9% 6.0% 46.6% 13.3% 21.4% 4.3K 42.9K -2.2K 0.00 100.28 N/A N/A 7 0 461 222 2024-06-12 $38.81 $40.00 33.7% 9.7% 37.2% 5.9% 29.5% 7.0% 15.0% 4.3K 46.8K -2.0K 0.00 99.08 N/A N/A 10 0 466 222 2024-06-13 $37.73 $40.00 31.3% 9.0% 38.2% 4.4% 0.0% 13.5% 21.6% 3.4K 104.6K -2.0K 0.00 101.66 N/A N/A 10 0 475 222 2024-06-14 $36.77 $40.00 41.1% 11.8% 38.9% 10.8% 0.0% 13.9% 9.9% 1.2K 187.9K -1.8K 0.00 100.78 N/A N/A 3 0 466 222 2024-06-17 $37.02 $40.00 42.2% 12.1% 35.5% 11.5% 43.3% -0.8% 8.9% 1.8K 164.7K -1.8K 2.67 95.37 N/A N/A 3 8 469 222 2024-06-18 $37.95 $40.00 34.3% 9.8% 37.3% 6.3% 0.0% 16.3% 21.5% 5.4K 2.2K -2.0K 0.00 103.48 N/A N/A 3 0 469 224 2024-06-20 $38.19 $40.00 35.9% 10.3% 37.5% 7.4% 0.0% 2.8% 4.4% 4.3K 64.2K -1.8K 0.00 96.98 N/A N/A 0 0 466 224 2024-06-21 $38.42 $40.00 39.1% 11.2% 37.5% 9.5% 39.2% 4.0% 6.3% 3.2K 73.7K -1.8K 0.00 91.60 N/A N/A 1 0 466 224 2024-06-24 $38.68 $40.00 36.1% 10.4% 32.7% 7.5% 36.2% 1.4% 8.0% 4.2K 63.9K -1.6K 0.00 99.23 N/A N/A 1 0 458 224 2024-06-25 $37.87 $40.00 30.3% 8.7% 31.4% 3.7% 22.9% 18.1% 21.4% 2.2K 146.6K -1.5K 0.50 99.20 N/A N/A 4 2 457 224 2024-06-26 $38.19 $40.00 36.2% 10.4% 31.6% 7.6% 34.6% 2.4% 12.5% 3.8K 132.5K -1.5K 0.00 100.24 N/A N/A 2 0 461 225 2024-06-27 $38.61 $40.00 27.5% 7.9% 31.1% 1.8% 0.0% 6.4% 25.5% 4.4K 106.4K -1.5K 0.00 105.85 N/A N/A 0 0 459 225 2024-06-28 $37.87 $40.00 22.2% 6.4% 31.6% 0.0% 0.0% 13.0% 16.8% 2.5K 176.2K -1.4K 0.00 110.23 N/A N/A 0 0 459 225
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