FIZZ Options History — December 2024

In December 2024, FIZZ traded between $42.41 and $49.89. ATM implied volatility averaged 33.1%, placing in the 18.3% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded below realized volatility by 0.6% (HV 20d: 33.7%). Max pain ranged from $45.00 to $45.00. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 5.93.

Notable Days

  • 2024-12-23: Highest Volume — 822 contracts
  • 2024-12-06: Largest IV drop — 50.6% change
  • 2024-12-10: Highest IV Rank — 32.7%
  • 2024-12-02: Largest Expected Move — 12.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$46.26$42.41$49.89$49.89$42.41
Max Pain$45.00$45.00$45.00$45.00$45.00
ATM IV33.1%20.2%45.1%45.0%34.3%
Expected Move9.3%7.4%12.9%12.9%9.8%
HV 20d33.7%19.3%38.7%24.8%35.1%
HV 60d25.8%20.0%27.7%20.0%27.2%
IV Rank18.3%2.8%32.7%32.5%19.8%
IV Percentile44.3%1.6%86.9%84.5%55.2%
Term Structure-1.0%-12.5%5.2%-12.5%-3.8%
VWIV34.5%28.2%47.7%47.7%33.4%
Skew 25d5.8%-6.7%19.3%13.0%-6.7%
Skew 10d9.1%0.2%22.6%22.6%3.8%
Call IV 25d30.1%16.3%45.8%44.0%30.2%
Put IV 25d35.9%23.5%57.0%57.0%23.5%
Bid-Ask Spread %91.7681.49100.71100.6398.60
Gamma HHI0.330.200.530.300.53
Net GEX-53.9K-366.2K173.6K169.0K-363.5K
Net DEX-37.8K-3.4M4.7M-3.3M4.7M
Net VEX-13.0K-17.6K-9.5K-17.2K-9.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.930.0079.860.001.72
Total Volume100.714082210147
Total OI3,623.3332,5393,7703,6203,632

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$49.89$45.0045.0%12.9%24.8%32.5%47.7%13.0%-12.5%169.0K-3.3M-17.2K0.00100.63N/AN/A1002,3781,242
2024-12-03$49.36$45.0041.4%11.9%20.7%28.3%46.1%4.6%-7.7%162.9K-3.4M-17.6K0.10100.71N/AN/A2022,3791,242
2024-12-04$49.30$45.0040.8%11.7%20.7%27.6%42.9%1.3%-8.1%162.9K-3.1M-16.7K0.0086.75N/AN/A2802,3891,244
2024-12-05$49.55$45.0040.8%9.3%19.3%27.5%34.6%14.0%0.7%173.6K-3.2M-16.7K0.3384.18N/AN/A96322,4101,244
2024-12-06$46.17$45.0020.2%9.2%31.9%2.8%29.8%5.1%-1.6%1.1K-498.7K-14.3K0.1086.52N/AN/A192192,4971,262
2024-12-09$48.58$45.0030.2%8.2%37.0%14.8%29.0%3.0%2.3%93.5K-2.2M-13.7K0.0685.27N/AN/A9862,4991,265
2024-12-10$47.23$45.0045.1%8.9%38.2%32.7%29.9%6.8%3.0%29.4K-1.1M-13.7K2.0087.50N/AN/A122,5081,262
2024-12-11$47.02$45.0030.2%8.7%37.9%14.8%0.0%4.9%2.6%5.6K-980.8K-13.0K0.0081.49N/AN/A002,4871,263
2024-12-12$46.95$45.0033.0%9.5%37.9%18.2%29.1%3.7%-5.6%1.2K-748.0K-12.9K0.1788.06N/AN/A612,4871,262
2024-12-13$46.69$45.0030.0%8.6%37.2%14.6%0.0%4.9%0.2%-23.3K-562.0K-12.6K0.0083.82N/AN/A002,4871,261
2024-12-16$46.50$45.0031.1%8.9%37.1%15.9%0.0%6.6%5.2%-23.2K-578.4K-12.2K0.6790.05N/AN/A322,4871,261
2024-12-17$46.45$45.0029.1%8.3%36.8%13.5%30.9%19.3%4.2%-19.1K-535.3K-12.0K0.5093.59N/AN/A212,4871,263
2024-12-18$45.75$45.0034.4%9.8%37.1%19.8%0.0%9.8%-1.1%-37.0K-14.5K-12.0K0.0097.43N/AN/A0112,4881,263
2024-12-19$46.41$45.0032.3%9.3%37.5%17.4%0.0%3.3%-3.2%-30.1K-419.4K-11.9K0.0094.06N/AN/A402,4881,277
2024-12-20$45.52$45.0029.4%8.4%38.0%13.9%28.2%8.8%2.7%-80.1K346.0K-10.9K0.1796.11N/AN/A1222,4881,274
2024-12-23$44.34$45.0029.6%8.5%38.7%14.1%33.6%5.4%-0.0%-99.8K1.3M-9.8K19.5594.19N/AN/A407821,3071,232
2024-12-24$44.02$45.0025.7%7.4%35.8%9.5%34.3%6.6%4.3%-230.5K2.2M-10.9K79.8699.40N/AN/A75591,3241,839
2024-12-26$43.76$45.0028.3%8.1%35.8%12.6%42.1%4.0%0.9%-300.9K3.1M-12.6K0.1494.45N/AN/A711,3182,338
2024-12-27$42.96$45.0030.4%8.7%35.5%15.1%31.2%-2.9%1.5%-357.7K3.9M-11.6K0.3388.70N/AN/A931,3162,310
2024-12-30$42.67$45.0033.9%9.7%35.3%19.3%28.5%6.2%-4.5%-366.2K4.3M-10.4K1.0095.53N/AN/A551,3192,311
2024-12-31$42.41$45.0034.3%9.8%35.1%19.8%33.4%-6.7%-3.8%-363.5K4.7M-9.5K1.7298.60N/AN/A54931,3242,308