FG Options History — November 2024

In November 2024, FG traded between $40.34 and $49.01. ATM implied volatility averaged 54.8%, placing in the 41.0% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded below realized volatility by 2.1% (HV 20d: 56.9%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.60.

Notable Days

  • 2024-11-25: Highest Volume — 75 contracts
  • 2024-11-11: Largest IV spike — 75.0% change
  • 2024-11-11: Highest IV Rank — 78.0%
  • 2024-11-01: Largest Expected Move — 19.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$45.70$40.34$49.01$40.34$48.52
Max Pain$44.00$40.00$45.00$40.00$45.00
ATM IV54.8%37.8%84.5%68.8%55.2%
Expected Move13.5%10.0%19.7%19.7%15.8%
HV 20d56.9%27.9%63.0%28.4%61.0%
HV 60d44.6%35.4%47.1%35.6%44.6%
IV Rank41.0%19.8%78.0%58.4%41.5%
IV Percentile71.1%33.3%98.8%96.0%79.8%
Term Structure-8.0%-33.5%7.6%-10.1%-33.5%
VWIV37.4%15.5%49.7%46.1%15.5%
Skew 25d9.9%-3.3%39.8%17.4%39.8%
Skew 10d10.0%-52.6%51.1%20.0%-52.6%
Call IV 25d41.5%16.0%66.5%53.6%27.4%
Put IV 25d51.4%33.7%71.0%71.0%67.2%
Bid-Ask Spread %108.4192.05118.36105.92115.39
Gamma HHI0.400.190.580.220.50
Net GEX14.0K2.1K25.6K2.9K25.1K
Net DEX-358.2K-583.9K-17.1K-41.4K-557.6K
Net VEX-2.1K-2.6K-1.5K-2.1K-2.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.600.004.860.000.00
Total Volume11.807510
Total OI471.35437507467502

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$40.34$40.0068.8%19.7%28.4%58.4%0.0%17.4%-10.1%2.9K-41.4K-2.1K0.00105.92N/AN/A10297170
2024-11-04$40.37$40.0074.0%14.7%27.9%65.0%0.0%1.2%7.6%4.8K-93.4K-2.3K0.0092.05N/AN/A00298170
2024-11-05$40.80$40.0065.5%15.3%28.2%54.3%0.0%6.6%-4.9%2.1K-17.1K-1.9K0.0097.33N/AN/A01298170
2024-11-06$47.13$40.0071.3%13.2%59.2%61.6%46.1%-0.0%-1.2%15.8K-488.6K-2.6K4.86112.83N/AN/A734298170
2024-11-07$44.52$45.0077.1%13.9%63.0%68.9%0.0%3.8%-0.6%8.1K-219.8K-2.4K0.00116.11N/AN/A030305202
2024-11-08$45.99$45.0048.3%13.0%62.6%32.9%0.0%12.0%-8.9%12.4K-381.4K-2.5K0.00103.38N/AN/A00305177
2024-11-11$46.78$45.0084.5%11.7%62.5%78.0%0.0%24.3%-3.4%15.6K-456.0K-2.2K0.00112.07N/AN/A50305177
2024-11-12$45.95$45.0053.3%10.0%62.9%39.1%43.6%5.8%-7.5%13.2K-394.9K-2.1K0.00108.25N/AN/A20305177
2024-11-13$46.28$45.0037.8%10.8%62.0%19.8%32.1%6.8%6.1%14.1K-415.4K-2.1K0.0098.66N/AN/A10305177
2024-11-14$45.52$45.0042.1%12.1%62.2%25.2%0.0%0.1%-0.2%12.1K-367.1K-2.2K0.00103.04N/AN/A00306177
2024-11-15$45.23$45.0044.3%12.7%62.1%27.9%0.0%5.6%-5.5%11.8K-340.3K-2.0K0.00112.91N/AN/A20306177
2024-11-18$45.50$45.0042.1%12.1%60.8%25.2%49.7%-3.3%-1.1%12.9K-323.4K-1.9K0.50103.25N/AN/A21283166
2024-11-19$45.62$45.0048.4%13.9%60.8%33.0%0.0%4.6%-15.7%11.2K-294.8K-1.7K0.00102.19N/AN/A015285167
2024-11-20$45.03$45.0049.6%14.2%61.1%34.6%0.0%9.2%-15.2%11.0K-278.4K-1.8K0.00118.00N/AN/A00285152
2024-11-21$47.11$45.0048.2%13.8%62.2%32.8%0.0%1.8%-3.3%15.4K-422.8K-2.1K0.00108.13N/AN/A00285152
2024-11-22$48.09$45.0043.5%12.5%62.2%26.8%0.0%2.4%-17.3%19.1K-450.7K-2.0K0.00108.43N/AN/A00285152
2024-11-25$49.01$45.0048.6%13.9%62.3%33.2%15.5%17.7%-6.8%22.1K-583.9K-2.0K0.00114.44N/AN/A750285152
2024-11-26$48.04$45.0046.9%13.4%63.0%31.1%0.0%20.1%-14.9%25.1K-523.9K-2.0K0.00118.36N/AN/A00350152
2024-11-27$48.13$45.0046.3%13.3%63.0%30.4%0.0%21.5%-22.6%25.6K-513.5K-1.5K0.00117.48N/AN/A600350152
2024-11-29$48.52$45.0055.2%15.8%61.0%41.5%0.0%39.8%-33.5%25.1K-557.6K-2.1K0.00115.39N/AN/A00350152