FIZZ Options History — June 2024 In June 2024, FIZZ traded between $44.08 and $51.59. ATM implied volatility averaged 31.1%, placing in the 26.5% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 6.0% (HV 20d: 25.1%). Max pain ranged from $41.75 to $45.00. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.65.
Notable Days 2024-06-28 : Highest Volume — 1,901 contracts2024-06-11 : Largest IV spike — 61.3% change2024-06-26 : Highest IV Rank — 44.3%2024-06-26 : Largest Expected Move — 11.3%Monthly Statistics Metric Avg Min Max Open Close Price $47.46 $44.08 $51.59 $46.74 $51.59 Max Pain $44.28 $41.75 $45.00 $45.00 $41.75 ATM IV 31.1% 19.1% 39.6% 32.8% 32.3% Expected Move 9.3% 7.1% 11.3% 9.4% 9.3% HV 20d 25.1% 13.3% 63.8% 15.4% 63.8% HV 60d 25.4% 22.0% 40.5% 22.8% 40.5% IV Rank 26.5% 2.5% 44.3% 28.4% 29.5% IV Percentile 38.3% 0.4% 80.6% 46.0% 42.9% Term Structure 1.0% -4.4% 8.8% -0.2% -0.4% VWIV 32.4% 26.9% 36.7% 26.9% 36.7% Skew 25d 5.2% -13.8% 17.8% 6.0% 4.2% Skew 10d 16.6% -0.4% 35.8% 0.3% 5.6% Call IV 25d 29.5% 18.0% 36.8% 27.6% 32.2% Put IV 25d 34.7% 20.5% 45.7% 33.6% 36.4% Bid-Ask Spread % 90.59 78.00 108.42 95.99 92.11 Gamma HHI 0.40 0.37 0.47 0.37 0.42 Net GEX 60.3K -4.6K 156.7K 23.1K 156.7K Net DEX -1.8M -6.5M 0 -825.0K -6.5M Net VEX -11.1K -13.5K 0 -11.0K -10.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.65 0.00 4.92 0.00 4.92 Total Volume 207.158 5 1,901 41 1,901 Total OI 2,080.947 0 2,620 1,901 2,620
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-06-03 $46.74 $45.00 32.8% 9.4% 15.4% 28.4% 26.9% 6.0% -0.2% 23.1K -825.0K -11.0K 0.00 95.99 N/A N/A 41 0 1,102 799 2024-06-04 $46.85 $45.00 27.7% 7.9% 15.4% 18.8% 32.6% -8.5% -3.9% 30.7K -906.0K -11.0K 0.10 108.42 N/A N/A 21 2 1,143 799 2024-06-05 $46.83 $45.00 24.9% 7.1% 13.3% 13.4% 0.0% 5.7% 6.4% 27.4K -890.1K -10.9K 0.00 101.35 N/A N/A 0 105 1,145 799 2024-06-06 $47.53 $45.00 30.0% 8.3% 14.3% 23.1% 29.5% 3.0% 8.8% 34.8K -1.1M -11.9K 0.00 86.67 N/A N/A 24 0 1,143 903 2024-06-07 $46.66 $45.00 23.8% 9.3% 15.6% 11.4% 32.2% 7.4% -0.5% 13.7K -635.4K -11.6K 0.00 82.39 N/A N/A 0 5 1,153 903 2024-06-10 $46.23 $45.00 19.1% 9.6% 15.5% 2.5% 33.0% 14.6% -2.1% -4.6K -355.9K -11.3K 0.00 94.29 N/A N/A 0 10 1,153 903 2024-06-11 $46.23 $45.00 30.9% 9.5% 14.9% 24.7% 33.0% 2.9% 0.4% 8.8K -261.2K -11.2K 2.67 78.58 N/A N/A 3 8 1,153 913 2024-06-12 $47.37 $45.00 34.7% 10.0% 17.4% 32.0% 28.4% 10.0% -4.4% 28.3K -931.9K -11.3K 0.26 90.53 N/A N/A 147 38 1,154 910 2024-06-13 $47.84 $45.00 29.4% 8.4% 17.6% 23.6% 29.6% 8.9% 5.1% 55.9K -1.2M -11.6K 0.01 87.98 N/A N/A 82 1 1,249 956 2024-06-14 $48.00 $45.00 31.0% 8.9% 17.3% 26.8% 33.2% 10.1% 8.3% 65.4K -1.5M -13.5K 0.44 87.18 N/A N/A 119 52 1,350 957 2024-06-17 $49.23 $45.00 33.0% 9.4% 19.2% 30.8% 33.0% 2.2% -1.7% 107.3K -2.6M -13.2K 0.38 87.70 N/A N/A 192 73 1,419 907 2024-06-18 $49.46 $45.00 33.1% 9.5% 19.0% 31.1% 30.5% 13.0% -3.1% 136.7K -2.8M -12.9K 0.00 87.19 N/A N/A 85 0 1,448 864 2024-06-20 $48.20 $45.00 33.5% 9.6% 21.1% 31.9% 33.7% 17.8% 3.0% 88.3K -2.0M -13.1K 0.12 102.56 N/A N/A 182 22 1,452 864 2024-06-21 $48.62 $45.00 32.8% 9.4% 21.2% 30.6% 33.9% 4.8% 3.7% 97.6K -2.7M -13.2K 0.05 94.21 N/A N/A 55 3 1,595 885 2024-06-24 $44.61 $0.00 34.6% 9.9% 37.6% 34.3% 34.8% -13.8% 3.9% 0 0 0 0.35 92.26 N/A N/A 23 8 0 0 2024-06-25 $44.78 $41.75 35.1% 10.1% 37.4% 35.2% 35.4% 3.9% -2.3% 88.2K -2.2M -11.8K 0.39 85.63 N/A N/A 18 7 1,534 758 2024-06-26 $44.08 $41.75 39.6% 11.3% 37.8% 44.3% 35.5% 4.9% -2.0% 72.9K -1.7M -11.2K 0.48 88.21 N/A N/A 87 42 1,532 758 2024-06-27 $50.87 $41.75 33.0% 9.4% 63.8% 30.8% 31.5% 1.8% -0.2% 115.1K -5.6M -9.6K 0.19 78.00 N/A N/A 486 94 1,553 762 2024-06-28 $51.59 $41.75 32.3% 9.3% 63.8% 29.5% 36.7% 4.2% -0.4% 156.7K -6.5M -10.1K 4.92 92.11 N/A N/A 321 1,580 1,787 833
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