FG Options History — December 2024

In December 2024, FG traded between $40.28 and $48.56. ATM implied volatility averaged 52.8%, placing in the 38.5% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 13.1% (HV 20d: 39.7%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.69.

Notable Days

  • 2024-12-20: Highest Volume — 23 contracts
  • 2024-12-11: Largest IV drop — 47.0% change
  • 2024-12-10: Highest IV Rank — 66.7%
  • 2024-12-30: Largest Expected Move — 17.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$43.89$40.28$48.56$48.56$41.57
Max Pain$40.71$40.00$45.00$45.00$40.00
ATM IV52.8%39.8%75.4%52.4%50.8%
Expected Move13.8%11.3%17.2%15.0%14.6%
HV 20d39.7%29.5%62.8%60.9%38.6%
HV 60d45.8%44.0%48.4%44.0%45.5%
IV Rank38.5%22.3%66.7%38.0%36.0%
IV Percentile68.4%32.9%97.6%73.8%66.7%
Term Structure-8.7%-26.5%4.3%-26.5%-5.1%
VWIV44.8%30.6%64.4%51.7%64.4%
Skew 25d8.6%-23.6%32.6%31.8%17.1%
Skew 10d4.8%-31.4%81.2%81.2%-20.4%
Call IV 25d44.8%29.7%64.0%39.8%33.2%
Put IV 25d53.4%34.6%75.7%71.5%50.2%
Bid-Ask Spread %114.96107.42120.31120.29118.57
Gamma HHI0.340.230.520.520.38
Net GEX9.3K-2.6K28.3K28.3K-1.6K
Net DEX-212.5K-494.4K-26.0K-494.4K-70.2K
Net VEX-1.4K-2.2K-893-1.6K-898
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.690.006.670.000.00
Total Volume2.90502300
Total OI476.524407508502408

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$48.56$45.0052.4%15.0%60.9%38.0%0.0%31.8%-26.5%28.3K-494.4K-1.6K0.00120.29N/AN/A00350152
2024-12-03$46.95$45.0058.2%16.7%62.8%45.3%0.0%22.8%4.3%19.7K-443.1K-2.2K0.00120.31N/AN/A00350152
2024-12-04$46.88$45.0049.1%14.1%62.8%34.0%51.7%32.6%-16.3%21.2K-412.7K-1.8K0.00116.58N/AN/A30350152
2024-12-05$46.73$40.0056.1%11.8%36.3%42.6%40.8%12.3%3.2%20.2K-381.7K-1.9K0.00110.37N/AN/A20352152
2024-12-06$46.73$40.0064.5%11.3%29.5%53.1%39.1%12.3%2.3%22.4K-412.1K-1.8K0.00112.35N/AN/A30352152
2024-12-09$44.90$40.0073.3%13.1%30.9%64.1%38.8%17.1%-15.1%14.1K-285.3K-1.7K0.00107.42N/AN/A20353152
2024-12-10$44.48$40.0075.4%12.4%30.2%66.7%43.5%-5.4%-7.5%12.5K-247.5K-1.6K0.60115.70N/AN/A53352152
2024-12-11$45.28$40.0040.0%11.5%30.5%22.5%0.0%-2.6%0.6%12.5K-266.1K-1.4K0.00112.57N/AN/A00352153
2024-12-12$43.89$40.0043.9%12.6%32.2%27.4%0.0%5.1%-3.5%9.3K-201.7K-1.5K0.00110.81N/AN/A00352153
2024-12-13$44.59$40.0050.3%14.4%32.4%35.4%0.0%7.8%-9.7%9.1K-223.8K-1.6K0.00114.72N/AN/A20352153
2024-12-16$44.61$40.0051.2%14.7%32.3%36.5%0.0%18.5%-11.2%10.7K-232.6K-1.5K0.00115.92N/AN/A00353153
2024-12-17$43.42$40.0039.8%11.4%33.5%22.3%42.3%1.3%1.9%4.4K-150.5K-1.2K0.00113.99N/AN/A50353153
2024-12-18$40.28$40.0052.2%15.0%42.2%37.8%0.0%-0.2%-22.2%2.7K-26.0K-1.4K0.00119.69N/AN/A00355153
2024-12-19$41.45$40.0046.1%13.2%43.9%30.2%49.0%-9.2%-10.3%2.5K-72.2K-1.2K0.00115.49N/AN/A20355147
2024-12-20$41.97$40.0050.4%14.4%40.4%35.5%47.9%-20.5%-11.9%3.1K-93.7K-1.2K6.67109.02N/AN/A320355147
2024-12-23$41.65$40.0046.2%13.3%39.2%30.3%30.6%14.4%0.4%606-70.4K-1.0K1.00112.35N/AN/A11279128
2024-12-24$41.95$40.0051.7%14.8%38.3%37.2%64.4%10.5%-24.7%5.1K-111.6K-1.3K0.00118.53N/AN/A80279128
2024-12-26$42.40$40.0041.4%11.9%38.6%24.3%0.0%-23.6%-19.2%3.7K-114.0K-1.1K0.00115.80N/AN/A10279128
2024-12-27$41.51$40.0055.3%15.8%38.8%41.6%0.0%16.5%-0.8%-2.6K-68.7K-9330.00117.34N/AN/A00280128
2024-12-30$41.80$40.0060.0%17.2%38.8%47.5%0.0%22.3%-10.7%-1.6K-83.6K-8930.00116.41N/AN/A00280128
2024-12-31$41.57$40.0050.8%14.6%38.6%36.0%0.0%17.1%-5.1%-1.6K-70.2K-8980.00118.57N/AN/A00280128