FN Options History — June 2022

In June 2022, FN traded between $75.14 and $88.61. ATM implied volatility averaged 37.7%, placing in the 41.0% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded below realized volatility by 2.7% (HV 20d: 40.4%). Max pain ranged from $80.00 to $85.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 1.80.

Notable Days

2022-06-06: Highest Volume — 419 contracts
2022-06-16: Largest IV spike — 13.1% change
2022-06-17: Highest IV Rank — 48.3%
2022-06-17: Largest Expected Move — 11.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$82.43	$75.14	$88.61	$86.92	$80.72
Max Pain	$82.62	$80.00	$85.00	$85.00	$80.00
ATM IV	37.7%	34.4%	40.7%	40.0%	40.3%
Expected Move	10.7%	9.6%	11.7%	11.5%	11.5%
HV 20d	40.4%	35.1%	44.3%	42.6%	44.0%
HV 60d	39.8%	37.4%	42.0%	38.2%	41.8%
IV Rank	41.0%	32.9%	48.3%	46.6%	47.3%
IV Percentile	60.0%	46.8%	71.4%	69.8%	69.4%
Term Structure	4.7%	-0.3%	12.1%	-0.3%	5.9%
VWIV	43.3%	36.0%	58.8%	45.9%	58.8%
Skew 25d	2.7%	-15.1%	12.7%	5.9%	4.3%
Skew 10d	4.1%	-16.3%	25.1%	5.7%	12.3%
Call IV 25d	40.9%	30.7%	58.5%	39.5%	40.9%
Put IV 25d	43.6%	36.5%	56.2%	45.4%	45.2%
Bid-Ask Spread %	93.60	87.65	100.73	91.33	99.13
Gamma HHI	0.48	0.33	0.70	0.49	0.41
Net GEX	-62.6K	-159.2K	-17.0K	-61.8K	-30.6K
Net DEX	727.1K	110.2K	2.6M	423.6K	387.0K
Net VEX	-3.4K	-4.2K	-3.0K	-4.2K	-3.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.80	1.13	2.83	2.75	1.42
Total Volume	300.762	184	419	413	184
Total OI	582.762	451	743	617	481

Daily Data (21 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
2022-06-01	$86.92	$85.00	40.0%	11.5%	42.6%	46.6%	45.9%	5.9%	-0.3%	-61.8K	423.6K	-4.2K	2.75	91.33	110	303	185	432
2022-06-02	$87.97	$85.00	35.5%	9.8%	42.8%	35.8%	38.5%	-0.8%	3.5%	-55.5K	259.9K	-3.9K	2.83	88.94	107	303	186	432
2022-06-03	$87.26	$85.00	37.1%	10.4%	38.9%	39.5%	36.7%	5.6%	2.0%	-56.0K	304.9K	-3.8K	2.40	87.65	119	285	187	432
2022-06-06	$87.73	$85.00	37.1%	9.9%	39.0%	39.7%	37.3%	5.6%	4.3%	-53.2K	215.1K	-3.4K	2.52	90.24	119	300	199	433
2022-06-07	$88.61	$85.00	36.0%	9.6%	36.7%	37.0%	36.2%	1.8%	5.1%	-47.4K	140.3K	-3.4K	2.59	90.27	116	300	199	441
2022-06-08	$88.09	$85.00	34.4%	9.9%	36.5%	32.9%	37.2%	7.5%	4.9%	-54.4K	202.4K	-3.5K	2.59	91.54	116	300	200	441
2022-06-09	$86.69	$85.00	35.7%	10.2%	36.5%	36.1%	36.0%	10.6%	2.2%	-61.1K	289.1K	-3.4K	2.59	89.31	116	300	200	441
2022-06-10	$83.40	$85.00	36.9%	10.6%	38.6%	39.0%	38.0%	12.7%	4.3%	-104.4K	852.3K	-3.7K	2.56	92.37	108	277	200	441
2022-06-13	$79.49	$85.00	40.0%	11.5%	36.7%	46.7%	37.2%	2.1%	3.9%	-146.1K	1.3M	-3.4K	1.42	90.17	108	153	203	442
2022-06-14	$79.10	$85.00	38.5%	11.0%	35.1%	43.0%	43.2%	11.4%	5.3%	-157.2K	1.7M	-3.5K	1.45	90.54	108	157	203	456
2022-06-15	$80.88	$85.00	35.8%	10.3%	35.3%	36.3%	41.7%	-0.8%	10.0%	-159.2K	1.3M	-3.6K	1.17	96.82	134	157	204	472
2022-06-16	$75.14	$80.00	40.5%	11.6%	40.7%	47.8%	42.2%	4.1%	2.4%	-81.8K	2.5M	-3.2K	1.51	89.39	134	202	234	472
2022-06-17	$76.25	$80.00	40.7%	11.7%	40.3%	48.3%	43.5%	2.8%	0.5%	-37.4K	2.6M	-3.3K	1.13	91.58	134	152	234	509
2022-06-21	$79.15	$80.00	38.2%	11.0%	43.0%	42.3%	46.7%	9.6%	6.4%	-39.0K	613.0K	-3.3K	1.26	96.35	93	117	179	272
2022-06-22	$78.24	$80.00	38.0%	10.9%	43.0%	41.7%	42.4%	-15.1%	4.1%	-36.1K	591.3K	-3.4K	1.26	100.73	93	117	193	272
2022-06-23	$78.50	$80.00	38.2%	10.9%	42.8%	42.2%	50.7%	-13.2%	3.6%	-35.5K	586.6K	-3.5K	1.26	98.41	93	117	193	272
2022-06-24	$80.93	$80.00	36.1%	10.3%	44.3%	37.0%	44.0%	3.6%	1.7%	-31.3K	401.0K	-3.3K	1.27	97.41	92	117	193	272
2022-06-27	$83.34	$80.00	37.4%	10.7%	43.4%	40.3%	45.7%	-1.0%	9.3%	-17.0K	110.2K	-3.0K	1.33	98.23	81	108	194	273
2022-06-28	$81.03	$80.00	39.0%	11.2%	43.8%	44.2%	56.8%	3.6%	8.2%	-22.7K	245.8K	-3.3K	1.27	99.20	85	108	201	282
2022-06-29	$81.66	$80.00	36.4%	10.4%	44.0%	37.8%	51.2%	-3.8%	12.1%	-26.4K	301.5K	-3.1K	1.27	95.95	85	108	201	282
2022-06-30	$80.72	$80.00	40.3%	11.5%	44.0%	47.3%	58.8%	4.3%	5.9%	-30.6K	387.0K	-3.2K	1.42	99.13	76	108	201	280