FG Options History — August 2024

In August 2024, FG traded between $36.88 and $45.31. ATM implied volatility averaged 54.5%, placing in the 21.1% IV rank vs the trailing year. The 30-day expected move averaged 13.6%. IV traded above realized volatility by 5.4% (HV 20d: 49.1%). Max pain ranged from $35.00 to $45.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 6.32.

Notable Days

  • 2024-08-16: Highest Volume — 88 contracts
  • 2024-08-20: Largest IV spike — 66.1% change
  • 2024-08-05: Highest IV Rank — 51.8%
  • 2024-08-02: Largest Expected Move — 19.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$40.33$36.88$45.31$40.64$45.31
Max Pain$37.27$35.00$45.00$35.00$40.00
ATM IV54.5%31.8%102.0%61.9%41.5%
Expected Move13.6%9.1%19.3%17.7%11.9%
HV 20d49.1%43.1%52.1%43.4%43.1%
HV 60d40.3%37.7%41.3%37.7%39.3%
IV Rank21.1%6.4%51.8%25.8%12.7%
IV Percentile68.4%12.7%99.2%87.7%47.6%
Term Structure-5.5%-39.7%15.1%-29.3%-13.5%
VWIV51.2%38.7%61.0%61.0%38.7%
Skew 25d8.7%-28.7%32.1%18.1%12.0%
Skew 10d9.8%-26.6%56.1%56.1%17.2%
Call IV 25d46.0%22.6%107.6%53.9%32.6%
Put IV 25d54.7%28.2%78.9%72.0%44.6%
Bid-Ask Spread %113.03102.00123.94121.13117.96
Gamma HHI0.250.200.340.220.26
Net GEX7.9K4.3K14.9K8.0K7.5K
Net DEX-264.6K-553.8K-104.4K-203.3K-335.1K
Net VEX-2.9K-4.4K-1.5K-1.8K-3.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio6.320.0035.001.1812.50
Total Volume20.636088111
Total OI415.545258561258476

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$40.64$35.0061.9%17.7%43.4%25.8%0.0%18.1%-29.3%8.0K-203.3K-1.8K0.00121.13N/AN/A0119563
2024-08-02$38.59$35.0067.2%19.3%47.5%29.3%0.0%-28.7%-39.7%6.6K-145.3K-1.6K0.00123.94N/AN/A0019563
2024-08-05$36.88$45.00102.0%16.7%50.2%51.8%61.0%0.3%-15.6%4.7K-104.4K-1.5K1.18107.47N/AN/A111319563
2024-08-06$38.34$35.0068.5%15.7%52.1%30.1%58.5%-0.9%-0.6%6.3K-158.0K-1.7K0.48109.66N/AN/A211020672
2024-08-07$36.95$35.0080.8%17.2%51.9%38.1%45.1%14.0%-14.3%5.8K-128.0K-1.6K0.03111.61N/AN/A59222782
2024-08-08$38.70$35.0056.0%13.3%49.4%22.0%0.0%26.2%1.8%10.3K-323.5K-2.4K0.00119.12N/AN/A0028683
2024-08-09$38.23$35.0057.2%13.3%49.4%22.8%0.0%31.8%-1.6%10.3K-301.6K-2.3K0.00111.16N/AN/A0028683
2024-08-12$37.76$35.0074.6%13.4%47.3%34.0%0.0%11.2%-8.9%10.4K-308.8K-2.4K0.00118.03N/AN/A0028683
2024-08-13$39.27$35.0071.5%12.9%47.9%32.1%45.0%0.7%-2.3%10.5K-335.4K-2.4K0.00102.00N/AN/A3028683
2024-08-14$39.08$35.0042.3%12.1%47.7%13.2%0.0%13.1%15.1%11.2K-326.5K-2.3K0.00116.69N/AN/A40028683
2024-08-15$40.20$35.0043.8%12.5%49.1%14.1%0.0%2.2%-15.3%14.9K-488.5K-2.8K0.00120.43N/AN/A0032683
2024-08-16$41.25$35.0044.6%12.8%50.3%14.6%0.0%27.0%-0.7%13.6K-553.8K-2.9K28.33115.70N/AN/A38532683
2024-08-19$41.53$35.0031.8%9.1%50.4%6.4%0.0%5.7%9.4%8.8K-347.9K-3.9K35.00115.78N/AN/A135307177
2024-08-20$40.12$35.0052.9%15.2%50.4%20.0%58.6%25.2%2.4%5.4K-183.6K-4.1K9.00116.27N/AN/A19308212
2024-08-21$40.34$40.0038.7%11.1%48.8%10.8%38.7%-22.7%5.1%5.1K-201.1K-4.2K0.00105.44N/AN/A160309221
2024-08-22$40.31$40.0038.7%11.1%48.6%10.9%0.0%0.1%3.2%7.5K-252.1K-4.3K0.00102.59N/AN/A015325221
2024-08-23$42.02$40.0043.9%12.6%51.2%14.2%0.0%18.7%9.5%8.0K-351.6K-4.4K0.00106.32N/AN/A150325236
2024-08-26$41.94$40.0044.5%12.8%50.8%14.6%0.0%15.1%-1.4%5.3K-213.2K-3.8K0.00104.77N/AN/A150273236
2024-08-27$42.11$40.0045.8%13.1%50.8%15.5%0.0%4.3%1.0%4.9K-152.4K-3.6K0.90109.11N/AN/A3027258236
2024-08-28$43.47$40.0040.0%11.5%52.0%11.7%0.0%-14.0%-6.9%4.3K-181.4K-3.5K1.00111.81N/AN/A22238260
2024-08-29$44.22$40.0050.9%14.6%47.5%18.7%0.0%32.1%-19.1%4.6K-226.7K-3.5K12.50119.76N/AN/A225238262
2024-08-30$45.31$40.0041.5%11.9%43.1%12.7%0.0%12.0%-13.5%7.5K-335.1K-3.3K0.00117.96N/AN/A011239237