FIZZ Options History — February 2024

In February 2024, FIZZ traded between $46.34 and $52.60. ATM implied volatility averaged 38.5%, placing in the 31.1% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 10.9% (HV 20d: 27.6%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 1.23.

Notable Days

  • 2024-02-29: Highest Volume — 169 contracts
  • 2024-02-06: Largest IV spike — 71.4% change
  • 2024-02-06: Highest IV Rank — 56.6%
  • 2024-02-07: Largest Expected Move — 13.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$49.11$46.34$52.60$47.13$52.60
Max Pain$50.00$50.00$50.00$50.00$50.00
ATM IV38.5%29.9%53.1%34.7%39.9%
Expected Move10.9%9.9%13.4%10.4%11.4%
HV 20d27.6%24.1%33.4%31.9%24.3%
HV 60d31.3%30.0%32.2%30.4%32.2%
IV Rank31.1%16.1%56.6%24.5%33.6%
IV Percentile68.6%17.9%92.1%54.4%79.8%
Term Structure-4.7%-12.3%2.5%-3.2%-12.3%
VWIV41.0%32.8%58.6%32.8%50.4%
Skew 25d2.0%-18.0%9.2%5.9%6.6%
Skew 10d4.9%-28.7%19.8%10.3%0.4%
Call IV 25d38.3%32.7%55.8%32.7%44.1%
Put IV 25d40.3%35.9%50.6%38.6%50.6%
Bid-Ask Spread %84.6173.0696.7979.7096.79
Gamma HHI0.520.260.880.810.29
Net GEX-80.4K-362.2K97.0K-255.6K56.6K
Net DEX116.6K-1.5M2.4M1.6M-1.5M
Net VEX-6.9K-9.3K-5.6K-9.3K-6.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.230.007.000.250.90
Total Volume34.601695169
Total OI1,840.658812,5462,3501,059

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-02-01$47.13$50.0034.7%10.4%31.9%24.5%32.8%5.9%-3.2%-255.6K1.6M-9.3K0.2579.70N/AN/A416211,729
2024-02-02$46.55$50.0029.9%9.9%32.0%16.1%0.0%2.8%-0.5%-329.6K2.1M-9.3K0.0078.33N/AN/A006251,729
2024-02-05$46.34$50.0031.0%10.0%31.0%18.0%0.0%2.9%-1.4%-362.2K2.1M-8.5K0.0080.53N/AN/A006251,729
2024-02-06$46.39$50.0053.1%10.3%31.0%56.6%0.0%4.1%-3.6%-241.8K2.4M-9.1K0.0080.19N/AN/A0116251,729
2024-02-07$46.57$50.0046.9%13.4%30.7%45.7%52.0%9.2%-9.7%-344.0K1.6M-7.5K5.0088.58N/AN/A2106251,730
2024-02-08$47.18$50.0036.5%10.5%31.2%27.7%0.0%3.0%-4.4%-284.2K1.2M-6.8K0.0081.22N/AN/A006231,740
2024-02-09$47.79$50.0035.3%10.1%31.6%25.5%0.0%1.9%-3.9%-198.8K842.1K-6.9K0.0082.89N/AN/A006231,740
2024-02-12$49.28$50.0035.4%10.1%33.4%25.6%35.3%2.4%-3.9%10.6K-327.1K-5.6K0.0086.05N/AN/A9906231,740
2024-02-13$47.98$50.0035.9%10.3%24.6%26.6%35.9%0.9%-4.1%-172.7K642.6K-6.4K1.0073.06N/AN/A557211,740
2024-02-14$49.70$50.0036.7%10.5%26.4%28.1%36.6%1.1%-1.1%76.7K-506.0K-5.9K0.1681.54N/AN/A91157241,742
2024-02-15$50.17$50.0038.0%10.9%26.5%30.3%37.6%3.2%-3.9%97.0K-965.0K-6.3K0.9682.87N/AN/A23227901,756
2024-02-16$49.55$50.0036.3%10.4%25.2%27.3%36.1%1.1%-4.1%53.2K-536.1K-5.8K0.0084.07N/AN/A3008041,742
2024-02-20$50.14$50.0038.4%11.0%24.8%31.0%37.6%3.0%-4.9%30.7K-696.5K-5.9K1.5085.17N/AN/A3451555326
2024-02-21$50.31$50.0037.9%10.9%24.5%30.1%37.6%4.8%-5.3%34.3K-767.8K-6.2K0.1877.59N/AN/A112589370
2024-02-22$50.06$50.0038.3%11.0%24.1%30.8%38.3%2.5%-6.7%34.1K-730.6K-6.1K0.2585.16N/AN/A41601372
2024-02-23$50.87$50.0037.6%10.8%24.5%29.5%58.6%-18.0%-5.0%42.8K-950.9K-6.1K0.0094.26N/AN/A400603372
2024-02-26$50.84$50.0041.6%11.9%24.5%36.5%43.2%1.3%2.5%45.3K-984.0K-6.3K0.0091.38N/AN/A60643372
2024-02-27$51.51$50.0040.3%11.6%24.7%34.3%41.6%0.4%-8.0%52.0K-1.2M-6.2K1.1890.70N/AN/A2226653372
2024-02-28$51.31$50.0046.1%13.2%24.6%44.3%50.4%1.5%-10.3%47.4K-1.1M-6.6K7.0092.07N/AN/A17654397
2024-02-29$52.60$50.0039.9%11.4%24.3%33.6%0.0%6.6%-12.3%56.6K-1.5M-6.3K0.9096.79N/AN/A8980655404