FG Options History — September 2024

In September 2024, FG traded between $39.39 and $44.51. ATM implied volatility averaged 44.2%, placing in the 21.6% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 4.7% (HV 20d: 39.5%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 9.01.

Notable Days

  • 2024-09-27: Highest Volume — 60 contracts
  • 2024-09-04: Largest IV spike — 36.5% change
  • 2024-09-18: Highest IV Rank — 40.3%
  • 2024-09-04: Largest Expected Move — 16.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$42.00$39.39$44.51$42.62$44.51
Max Pain$40.00$40.00$40.00$40.00$40.00
ATM IV44.2%33.1%58.2%42.6%49.4%
Expected Move12.6%9.5%16.7%12.2%14.2%
HV 20d39.5%34.3%46.0%46.0%34.3%
HV 60d41.7%41.3%42.0%41.3%41.7%
IV Rank21.6%9.1%40.3%13.4%34.3%
IV Percentile55.3%15.9%84.5%54.4%72.2%
Term Structure-3.9%-34.3%19.4%-34.3%-3.7%
VWIV46.1%37.6%52.5%49.9%44.6%
Skew 25d3.6%-19.9%42.5%14.6%19.6%
Skew 10d7.1%-31.6%108.1%44.2%38.3%
Call IV 25d47.0%33.6%73.7%66.8%44.2%
Put IV 25d50.6%29.5%116.2%81.4%63.7%
Bid-Ask Spread %109.6792.61119.11113.63105.14
Gamma HHI0.220.190.340.270.34
Net GEX2.8K-2.9K9.8K5.9K9.8K
Net DEX-78.1K-287.5K203.7K-197.7K-287.5K
Net VEX-3.2K-3.7K-2.6K-3.2K-2.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio9.010.0055.000.000.00
Total Volume16.4060045
Total OI489.8409560467429

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$42.62$40.0042.6%12.2%46.0%13.4%0.0%14.6%-34.3%5.9K-197.7K-3.2K0.00113.63N/AN/A00239228
2024-09-04$41.73$40.0058.2%16.7%45.5%23.5%0.0%42.5%-16.6%5.6K-163.7K-3.2K0.00111.16N/AN/A120239228
2024-09-05$41.73$40.0050.4%16.2%42.8%18.4%0.0%-5.2%-13.9%4.5K-132.2K-3.2K0.00117.61N/AN/A05239228
2024-09-06$40.37$40.0050.6%15.3%42.2%18.5%0.0%-8.4%-6.2%2.4K-40.3K-3.2K55.00119.11N/AN/A155239233
2024-09-09$40.30$40.0049.2%11.4%41.9%17.7%49.9%13.1%-6.1%-61867.1K-3.6K0.50116.97N/AN/A21239288
2024-09-10$39.91$40.0047.8%13.0%41.8%16.7%0.0%7.5%-2.5%88663.8K-3.5K0.00113.22N/AN/A028240289
2024-09-11$39.39$40.0036.0%10.3%39.8%9.1%52.5%17.5%6.0%-2.9K203.7K-3.6K2.00107.61N/AN/A12240317
2024-09-12$40.21$40.0048.5%13.9%40.4%17.2%0.0%10.5%-7.3%-1.5K146.0K-3.7K0.00112.07N/AN/A00239319
2024-09-13$41.60$40.0045.6%13.1%41.0%29.6%0.0%-9.7%-1.2%7145.9K-3.7K0.00110.17N/AN/A00239319
2024-09-16$42.29$40.0040.2%11.5%40.4%22.8%0.0%-3.5%-5.4%2316.5K-3.6K1.00103.29N/AN/A11239319
2024-09-17$42.38$40.0047.0%13.5%40.3%31.3%0.0%18.1%3.6%338-79.4K-3.7K30.00105.07N/AN/A130240320
2024-09-18$42.20$40.0054.2%15.5%38.2%40.3%0.0%-13.4%-22.2%1.5K-104.0K-3.4K0.00111.81N/AN/A00241290
2024-09-19$43.00$40.0037.7%10.8%38.6%19.7%0.0%-12.8%-0.5%2.1K-140.0K-3.3K0.00109.28N/AN/A050241290
2024-09-20$42.74$40.0033.1%9.5%38.7%13.9%0.0%-19.9%-0.4%4.0K-172.4K-2.7K0.00108.33N/AN/A70241230
2024-09-23$42.81$40.0036.1%10.4%35.9%17.7%37.6%19.4%-11.7%4.7K-129.3K-2.6K4.0092.61N/AN/A14214209
2024-09-24$42.33$40.0041.2%11.8%36.2%24.0%0.0%2.8%10.6%4.1K-132.6K-2.7K0.00106.15N/AN/A00215213
2024-09-25$42.37$40.0043.2%12.4%36.1%26.5%0.0%0.9%19.4%3.5K-111.0K-2.7K0.00106.21N/AN/A00216213
2024-09-26$43.41$40.0033.1%9.5%35.4%14.0%44.6%-15.7%10.8%4.5K-140.4K-2.7K6.00110.28N/AN/A318212213
2024-09-27$44.16$40.0040.3%11.5%35.4%22.9%0.0%-6.3%4.0%6.3K-265.1K-2.6K0.58113.77N/AN/A3822214195
2024-09-30$44.51$40.0049.4%14.2%34.3%34.3%0.0%19.6%-3.7%9.8K-287.5K-2.7K0.00105.14N/AN/A450252177