FN Options History — May 2021 In May 2021, FN traded between $77.73 and $89.19. ATM implied volatility averaged 31.1%, placing in the 15.8% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded below realized volatility by 4.0% (HV 20d: 35.1%). Max pain ranged from $75.00 to $90.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 7.19.
Notable Days 2021-05-12 : Highest Volume — 479 contracts2021-05-04 : Largest IV drop — 37.1% change2021-05-03 : Highest IV Rank — 50.6%2021-05-03 : Largest Expected Move — 13.8%Monthly Statistics Metric Avg Min Max Open Close Price $84.15 $77.73 $89.19 $86.00 $89.19 Max Pain $84.75 $75.00 $90.00 $90.00 $85.00 ATM IV 31.1% 25.8% 48.0% 48.0% 26.7% Expected Move 9.0% 7.4% 13.8% 13.8% 7.7% HV 20d 35.1% 29.9% 39.8% 30.9% 29.9% HV 60d 31.1% 29.4% 32.5% 29.8% 30.6% IV Rank 15.8% 4.4% 50.6% 50.6% 6.4% IV Percentile 12.4% 1.2% 85.7% 85.7% 1.6% Term Structure -0.0% -14.5% 4.4% -14.5% 1.1% VWIV 31.9% 25.6% 51.2% 51.2% 27.8% Skew 25d 3.6% -4.5% 10.7% 4.0% 2.6% Skew 10d 8.9% -10.0% 37.7% 37.7% 11.8% Call IV 25d 30.1% 26.2% 46.9% 46.9% 26.5% Put IV 25d 33.7% 27.0% 50.9% 50.9% 29.1% Bid-Ask Spread % 88.78 79.29 100.93 90.73 97.55 Gamma HHI 0.51 0.19 0.71 0.19 0.71 Net GEX -9.3K -180.1K 184.7K 4.3K 153.3K Net DEX -770.3K -3.1M 1.7M -185.9K -3.1M Net VEX -11.1K -16.4K -3.2K -3.2K -13.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 7.19 0.00 51.00 19.42 0.55 Total Volume 139.8 1 479 388 17 Total OI 1,274 347 1,852 347 1,268
Daily Data (20 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 Vol Put Vol Call OI Put OI 2021-05-03 $86.00 $90.00 48.0% 13.8% 30.9% 50.6% 51.2% 4.0% -14.5% 4.3K -185.9K -3.2K 19.42 90.73 19 369 138 209 2021-05-04 $84.84 $85.00 30.2% 8.7% 30.5% 13.4% 31.2% 3.0% -2.4% -98.6K 286.6K -4.3K 6.98 99.56 54 377 161 571 2021-05-05 $85.78 $85.00 28.5% 8.2% 30.2% 10.2% 27.3% -0.7% 4.4% -64.6K -40.7K -4.7K 0.14 100.93 102 14 210 577 2021-05-06 $85.68 $85.00 29.0% 8.4% 30.1% 11.3% 0.0% 2.0% 0.5% -83.5K -140.2K -5.9K 0.00 79.29 0 1 269 590 2021-05-07 $85.07 $75.00 27.2% 8.2% 30.1% 7.4% 28.4% 4.9% 1.3% -78.3K -98.4K -5.8K 1.03 83.22 31 32 275 590 2021-05-10 $83.26 $85.00 28.5% 9.1% 30.8% 10.2% 30.6% 5.3% -4.8% -133.4K 365.5K -6.5K 0.18 85.08 125 23 301 620 2021-05-11 $81.75 $85.00 34.8% 9.2% 31.2% 24.0% 25.6% 5.1% -0.4% -149.4K 735.6K -7.8K 6.07 84.92 14 85 397 632 2021-05-12 $77.73 $85.00 34.0% 9.7% 35.1% 22.1% 35.9% 10.7% 0.5% -115.9K 1.6M -6.7K 1.85 84.43 168 311 409 558 2021-05-13 $78.90 $85.00 33.9% 9.7% 35.4% 21.9% 41.3% 4.4% 0.7% -180.1K 1.7M -10.9K 0.05 86.63 344 16 565 824 2021-05-14 $81.89 $85.00 31.6% 9.1% 38.6% 17.1% 33.2% 5.3% 0.1% -75.2K -475.6K -15.7K 0.89 84.51 27 24 905 838 2021-05-17 $81.62 $85.00 33.3% 9.5% 38.6% 20.6% 32.6% 5.5% 0.4% -91.4K -293.4K -15.1K 0.72 84.99 18 13 931 842 2021-05-18 $81.89 $85.00 32.8% 9.4% 38.6% 19.6% 31.4% 5.7% -1.7% -90.1K -496.5K -15.1K 51.00 83.15 1 51 949 855 2021-05-19 $83.12 $85.00 32.4% 9.3% 38.8% 18.7% 34.1% 4.1% 2.3% -18.4K -1.2M -16.4K 27.00 81.81 1 27 950 902 2021-05-20 $84.34 $85.00 31.0% 8.9% 39.1% 15.7% 31.6% 0.9% 3.6% 49.1K -1.4M -16.3K 1.88 88.88 16 30 949 886 2021-05-21 $84.53 $85.00 29.9% 8.6% 37.8% 13.4% 29.7% 4.3% 1.6% 135.9K -2.1M -15.4K 4.80 88.34 5 24 954 882 2021-05-24 $86.00 $85.00 28.6% 8.2% 38.5% 10.4% 28.6% 3.3% 1.1% 161.3K -2.5M -15.2K 13.00 88.20 1 13 886 496 2021-05-25 $85.55 $85.00 28.6% 8.2% 38.4% 10.4% 27.8% 4.1% 1.1% 160.2K -2.3M -15.1K 0.62 93.88 29 18 887 509 2021-05-26 $87.47 $85.00 27.8% 8.0% 39.5% 8.7% 26.2% -4.5% 2.3% 184.7K -2.9M -15.8K 0.00 94.69 393 0 902 525 2021-05-27 $88.46 $85.00 25.8% 7.4% 39.8% 4.4% 0.0% 2.1% 2.5% 143.7K -2.8M -13.1K 0.50 94.87 2 1 743 525 2021-05-28 $89.19 $85.00 26.7% 7.7% 29.9% 6.4% 27.8% 2.6% 1.1% 153.3K -3.1M -13.0K 0.55 97.55 11 6 742 526
« Apr 2021 | All History | Jun 2021 » Home FN History May 2021