FG Options History — October 2024

In October 2024, FG traded between $40.42 and $44.89. ATM implied volatility averaged 51.1%, placing in the 36.5% IV rank vs the trailing year. The 30-day expected move averaged 14.7%. IV traded above realized volatility by 15.0% (HV 20d: 36.1%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 1.10.

Notable Days

  • 2024-10-17: Highest Volume — 45 contracts
  • 2024-10-08: Largest IV spike — 48.8% change
  • 2024-10-31: Highest IV Rank — 62.0%
  • 2024-10-31: Largest Expected Move — 20.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$42.74$40.42$44.89$42.09$40.42
Max Pain$43.48$40.00$45.00$40.00$40.00
ATM IV51.1%36.2%71.6%56.5%71.6%
Expected Move14.7%10.8%20.5%16.2%20.5%
HV 20d36.1%29.7%39.5%33.1%30.0%
HV 60d41.3%36.8%44.0%43.4%36.8%
IV Rank36.5%17.8%62.0%43.1%62.0%
IV Percentile71.1%31.3%97.2%85.7%97.2%
Term Structure-7.5%-32.7%14.4%0.1%-27.0%
VWIV56.2%38.6%72.9%55.0%67.0%
Skew 25d5.3%-24.9%26.2%15.6%24.6%
Skew 10d8.3%-28.3%57.2%39.6%57.2%
Call IV 25d51.5%28.6%89.5%43.3%56.6%
Put IV 25d56.8%36.7%84.8%58.9%81.3%
Bid-Ask Spread %106.2997.52116.71105.95103.64
Gamma HHI0.320.230.420.340.25
Net GEX8.6K3.2K13.6K8.6K4.4K
Net DEX-226.3K-390.7K-87.3K-219.3K-87.3K
Net VEX-2.5K-2.8K-2.0K-2.8K-2.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.100.006.000.000.00
Total Volume5.60904542
Total OI471.391441493474465

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$42.09$40.0056.5%16.2%33.1%43.1%0.0%15.6%0.1%8.6K-219.3K-2.8K0.00105.95N/AN/A40297177
2024-10-02$43.71$40.0041.4%11.9%34.8%24.3%0.0%-24.9%1.8%11.1K-265.9K-2.8K0.00112.96N/AN/A00301177
2024-10-03$42.27$40.0057.4%12.7%37.1%44.2%0.0%2.3%6.6%10.2K-254.7K-2.8K0.00103.81N/AN/A10301177
2024-10-04$43.30$40.0042.4%13.8%35.7%25.6%55.0%26.2%-9.1%11.4K-292.5K-2.7K0.00100.19N/AN/A03302177
2024-10-07$42.54$40.0036.2%13.9%36.5%17.8%0.0%-12.7%-9.6%10.0K-228.4K-2.6K0.0097.52N/AN/A00302180
2024-10-08$42.63$40.0053.8%13.9%36.2%39.8%55.3%-8.6%-4.6%9.9K-233.0K-2.4K0.00111.58N/AN/A06302180
2024-10-09$43.00$45.0040.5%11.6%35.7%23.2%38.6%2.2%3.0%11.3K-283.3K-2.7K0.00105.59N/AN/A60302180
2024-10-10$42.59$45.0048.0%13.7%35.5%32.5%0.0%15.6%-3.2%10.5K-248.4K-2.6K0.00107.92N/AN/A00307180
2024-10-11$44.25$45.0037.7%10.8%36.0%19.7%0.0%19.0%14.4%13.6K-390.7K-2.7K0.00110.47N/AN/A00307180
2024-10-14$43.70$45.0053.0%15.2%36.0%38.8%54.5%25.2%-10.4%11.8K-309.7K-2.5K0.04100.27N/AN/A261307180
2024-10-15$43.49$45.0043.2%12.4%36.1%26.5%0.0%3.6%-0.6%10.9K-291.6K-2.8K0.00113.11N/AN/A00313180
2024-10-16$44.89$45.0045.5%13.0%37.6%29.4%0.0%-10.6%-1.8%11.4K-368.2K-2.7K0.00113.77N/AN/A00313180
2024-10-17$44.35$45.0041.5%11.9%37.5%24.4%0.0%4.7%8.2%11.7K-318.7K-2.6K3.50103.14N/AN/A1035313180
2024-10-18$43.97$45.0052.0%14.9%37.6%37.5%0.0%9.5%-8.4%8.3K-313.5K-2.5K0.0099.59N/AN/A50308180
2024-10-21$42.55$45.0055.5%15.9%39.5%41.9%55.1%-7.8%-21.6%6.8K-194.5K-2.6K0.00100.56N/AN/A50280161
2024-10-22$42.44$45.0058.5%16.8%39.3%45.6%0.0%10.2%-32.7%5.9K-153.7K-2.3K0.0097.80N/AN/A01285161
2024-10-23$42.52$45.0054.0%15.5%39.3%40.0%47.9%-20.9%-4.3%6.5K-167.2K-2.4K6.0099.74N/AN/A16285162
2024-10-24$41.70$45.0045.5%13.1%38.8%29.4%0.0%18.9%-10.8%3.2K-89.9K-2.0K0.00103.00N/AN/A00285167
2024-10-25$41.34$45.0054.3%15.6%38.2%40.4%0.0%16.4%-17.2%4.4K-106.7K-2.2K0.00109.29N/AN/A00285166
2024-10-28$41.73$45.0068.3%19.6%38.2%57.8%72.9%20.0%-17.3%4.8K-111.1K-2.2K1.50116.71N/AN/A23285166
2024-10-29$41.61$45.0057.6%16.5%32.8%44.5%0.0%-12.3%-17.5%5.3K-127.5K-2.3K0.00116.32N/AN/A00286167
2024-10-30$41.89$45.0062.1%17.8%29.7%50.2%59.4%5.3%-10.9%6.0K-149.0K-2.2K0.00111.82N/AN/A120286167
2024-10-31$40.42$40.0071.6%20.5%30.0%62.0%67.0%24.6%-27.0%4.4K-87.3K-2.1K0.00103.64N/AN/A02297168