FG Options History — July 2024 In July 2024, FG traded between $37.54 and $45.29. ATM implied volatility averaged 42.3%, placing in the 13.1% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded above realized volatility by 10.2% (HV 20d: 32.1%). Max pain ranged from $30.00 to $40.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.39.
Notable Days 2024-07-17 : Highest Volume — 96 contracts2024-07-10 : Largest IV spike — 46.1% change2024-07-22 : Highest IV Rank — 22.9%2024-07-22 : Largest Expected Move — 16.4%Monthly Statistics Metric Avg Min Max Open Close Price $41.97 $37.54 $45.29 $37.54 $43.05 Max Pain $34.77 $30.00 $40.00 $40.00 $35.00 ATM IV 42.3% 21.9% 57.4% 25.4% 39.5% Expected Move 12.7% 6.3% 16.4% 7.3% 11.3% HV 20d 32.1% 22.9% 37.3% 31.5% 37.1% HV 60d 36.8% 34.7% 38.0% 37.4% 36.2% IV Rank 13.1% 0.0% 22.9% 2.1% 11.4% IV Percentile 50.2% 0.0% 84.1% 0.8% 42.9% Term Structure 0.1% -19.5% 32.7% 30.3% 0.6% VWIV 40.1% 29.7% 46.4% 29.7% 45.5% Skew 25d 10.1% -10.9% 27.3% 21.1% 17.0% Skew 10d 14.4% -9.9% 46.6% 20.9% 46.6% Call IV 25d 35.1% 21.6% 47.3% 21.6% 43.1% Put IV 25d 45.2% 24.0% 65.2% 42.6% 60.1% Bid-Ask Spread % 110.30 100.91 118.37 104.84 111.44 Gamma HHI 0.34 0.24 0.62 0.29 0.24 Net GEX 9.9K 1.8K 24.3K 3.6K 10.4K Net DEX -253.3K -804.8K 205.6K 90.8K -288.0K Net VEX -1.6K -2.2K -1.1K -1.4K -1.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.39 0.00 3.67 0.00 0.00 Total Volume 8.864 0 96 3 0 Total OI 547.955 243 820 684 258
Daily Data (22 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 2024-07-01 $37.54 $40.00 25.4% 7.3% 31.5% 2.1% 0.0% 21.1% 30.3% 3.6K 90.8K -1.4K 0.00 104.84 N/A N/A 3 0 459 225 2024-07-02 $37.61 $40.00 22.8% 6.5% 30.5% 0.4% 29.7% 10.9% 32.7% 1.8K 205.6K -1.3K 0.00 107.37 N/A N/A 1 0 462 225 2024-07-03 $38.21 $40.00 21.9% 6.3% 25.6% 0.0% 36.9% 11.6% 20.3% 3.7K 156.3K -1.3K 1.50 103.57 N/A N/A 6 9 461 225 2024-07-05 $38.02 $30.00 22.9% 12.5% 23.1% 0.6% 0.0% 15.9% 7.3% 3.2K 172.1K -1.2K 0.00 116.73 N/A N/A 0 1 462 227 2024-07-08 $37.83 $30.00 31.6% 12.0% 23.0% 6.2% 37.0% -10.9% 3.4% 3.2K 198.6K -1.1K 0.00 100.91 N/A N/A 8 0 462 228 2024-07-09 $38.16 $30.00 25.3% 11.1% 22.9% 2.2% 0.0% 7.6% 9.3% 5.2K 190.7K -1.1K 3.67 104.78 N/A N/A 3 11 468 228 2024-07-10 $39.57 $30.00 37.0% 10.6% 26.4% 9.7% 46.4% 16.7% 7.5% 9.2K 13.4K -1.3K 1.00 116.64 N/A N/A 1 1 467 233 2024-07-11 $42.13 $35.00 50.4% 14.5% 33.8% 18.4% 0.0% 9.8% -6.0% 11.3K -321.0K -1.3K 0.00 112.60 N/A N/A 14 0 466 234 2024-07-12 $42.09 $35.00 51.6% 14.8% 33.8% 19.2% 0.0% 11.2% -3.7% 12.9K -404.2K -1.3K 0.00 111.88 N/A N/A 0 0 489 234 2024-07-15 $43.55 $35.00 41.4% 11.9% 33.2% 12.6% 0.0% 5.0% 13.6% 13.1K -564.2K -1.2K 0.00 116.56 N/A N/A 0 0 489 234 2024-07-16 $45.05 $35.00 41.1% 11.8% 32.1% 12.4% 39.5% 17.4% -1.0% 18.2K -752.2K -1.1K 0.14 105.70 N/A N/A 7 1 489 234 2024-07-17 $45.29 $35.00 50.9% 14.6% 32.1% 18.7% 0.0% 0.7% -16.1% 20.1K -804.8K -1.2K 0.00 113.20 N/A N/A 96 0 494 234 2024-07-18 $44.44 $35.00 50.4% 14.5% 33.2% 18.4% 43.0% 6.7% -14.6% 24.3K -793.4K -2.2K 0.00 106.49 N/A N/A 7 0 585 234 2024-07-19 $44.05 $35.00 52.8% 15.1% 33.7% 19.9% 0.0% 1.3% -19.5% 9.7K -654.3K -2.0K 0.00 112.60 N/A N/A 5 0 586 234 2024-07-22 $43.92 $35.00 57.4% 16.4% 33.9% 22.9% 0.0% 22.2% -10.2% 9.6K -288.3K -1.9K 0.00 103.17 N/A N/A 0 2 182 61 2024-07-23 $45.09 $35.00 56.1% 16.1% 34.6% 22.1% 0.0% 8.3% -13.7% 10.1K -336.8K -2.0K 0.00 118.37 N/A N/A 4 0 182 63 2024-07-24 $43.30 $35.00 55.7% 16.0% 37.3% 21.8% 0.0% 10.8% -13.0% 9.6K -293.6K -2.0K 0.00 111.67 N/A N/A 0 0 186 63 2024-07-25 $43.73 $35.00 51.6% 14.8% 37.3% 19.2% 0.0% -0.7% -10.6% 9.6K -296.2K -1.9K 0.00 112.42 N/A N/A 1 0 182 63 2024-07-26 $43.94 $35.00 56.2% 16.1% 37.3% 22.1% 0.0% 27.3% -19.4% 9.6K -290.0K -2.0K 0.00 118.14 N/A N/A 5 0 182 63 2024-07-29 $43.19 $35.00 42.8% 12.3% 37.1% 13.5% 42.4% 11.0% 2.0% 9.4K -257.5K -1.8K 0.00 108.86 N/A N/A 2 0 187 63 2024-07-30 $43.48 $35.00 45.2% 13.0% 36.6% 15.0% 45.5% 0.8% 2.3% 10.0K -255.3K -1.8K 0.00 108.70 N/A N/A 7 0 189 63 2024-07-31 $43.05 $35.00 39.5% 11.3% 37.1% 11.4% 0.0% 17.0% 0.6% 10.4K -288.0K -1.9K 0.00 111.44 N/A N/A 0 0 195 63
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