FN Options History — October 2022

In October 2022, FN traded between $97.54 and $114.96. ATM implied volatility averaged 51.1%, placing in the 29.6% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded above realized volatility by 13.3% (HV 20d: 37.8%). Max pain ranged from $100.00 to $110.00. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.13.

Notable Days

  • 2022-10-28: Highest Volume — 123 contracts
  • 2022-10-12: Largest IV spike — 26.5% change
  • 2022-10-31: Highest IV Rank — 42.5%
  • 2022-10-31: Largest Expected Move — 17.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$104.91$97.54$114.96$97.89$114.96
Max Pain$108.33$100.00$110.00$100.00$110.00
ATM IV51.1%38.9%62.2%40.2%62.2%
Expected Move15.1%11.2%17.8%11.5%17.8%
HV 20d37.8%34.1%40.9%34.1%38.2%
HV 60d82.6%82.0%83.3%82.0%83.3%
IV Rank29.6%15.5%42.5%16.9%42.5%
IV Percentile82.4%49.6%98.4%57.1%98.4%
Term Structure-7.6%-15.9%7.4%6.1%-13.3%
VWIV60.9%49.8%72.8%49.8%65.7%
Skew 25d7.3%-1.5%13.4%7.8%7.7%
Skew 10d13.0%-12.1%35.9%5.7%2.3%
Call IV 25d50.9%39.0%59.8%39.0%59.8%
Put IV 25d58.3%45.7%67.5%46.8%67.5%
Bid-Ask Spread %78.6368.9997.8695.4368.99
Gamma HHI0.190.140.260.230.18
Net GEX-6.8K-33.0K7.6K-26.6K2.9K
Net DEX-185.9K-734.3K178.3K163.5K-175.8K
Net VEX-1.8K-2.7K-1.0K-2.6K-1.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.130.652.840.682.38
Total Volume87.4296412364108
Total OI393.429110514461195

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$97.89$100.0040.2%11.5%34.1%16.9%49.8%7.8%6.1%-26.6K163.5K-2.6K0.6895.433826203258
2022-10-04$100.82$100.0039.4%11.3%35.6%16.0%50.8%-1.5%6.2%-17.5K-70.1K-2.4K0.7197.863827203266
2022-10-05$105.03$100.0038.9%11.2%38.0%15.5%51.2%1.9%7.4%-2.9K-349.2K-2.4K0.7192.113827203267
2022-10-06$107.06$110.0041.0%13.9%38.4%17.9%72.8%10.9%-6.0%7.6K-454.8K-2.7K1.2469.883847203267
2022-10-07$104.36$110.0040.5%14.3%38.6%17.3%61.0%4.6%-9.5%-6.4K-276.6K-2.3K0.6573.274932204271
2022-10-10$103.14$110.0042.7%14.9%38.5%19.8%54.5%5.7%-6.0%-7.8K-297.5K-2.1K0.6574.584932217274
2022-10-11$101.15$110.0044.6%15.1%36.8%22.0%57.8%10.6%-7.8%-18.1K-46.5K-2.4K0.9074.674944217276
2022-10-12$99.91$110.0056.4%16.2%36.2%35.8%70.0%7.1%-13.0%-20.0K-75.2K-2.1K0.9079.584944217291
2022-10-13$100.67$110.0053.1%15.2%35.5%32.0%60.1%7.2%-10.0%-20.5K-84.5K-2.0K0.8374.775344217291
2022-10-14$97.54$110.0051.7%14.8%36.1%30.4%57.7%6.2%-9.1%-33.0K178.3K-2.1K0.8178.915343223291
2022-10-17$100.68$110.0055.3%15.8%37.7%34.5%61.7%8.7%-12.2%-10.0K-182.8K-1.6K0.8174.315343223289
2022-10-18$101.77$110.0054.7%15.7%37.6%33.8%62.2%10.1%-10.2%663-359.0K-1.5K0.8376.805344223289
2022-10-19$99.40$110.0053.2%15.3%38.4%32.1%62.8%9.0%-11.1%-12.9K-35.9K-1.5K0.8377.565344223290
2022-10-20$101.46$110.0054.5%15.6%38.2%33.6%65.5%7.0%-8.4%-8.6K-274.2K-1.3K0.8378.905344223290
2022-10-21$106.43$110.0054.6%15.7%38.9%33.7%57.8%8.7%-8.0%5.6K-734.3K-1.1K0.8378.475445223290
2022-10-24$108.29$105.0057.0%16.3%38.8%36.5%65.5%13.4%-10.1%3.3K-110.0K-1.0K1.0083.1033334070
2022-10-25$113.35$110.0053.3%15.3%40.9%32.1%63.0%8.4%-6.1%4.6K-160.0K-1.1K1.4474.3827394277
2022-10-26$112.71$110.0060.3%17.3%39.9%40.3%64.0%2.1%-9.6%6.6K-208.0K-1.1K1.4477.4427394977
2022-10-27$112.59$110.0059.4%17.0%38.4%39.3%60.4%10.0%-15.9%7.4K-208.5K-1.1K2.4877.4129725077
2022-10-28$114.00$110.0059.4%17.0%38.4%39.3%65.1%8.3%-12.1%3.3K-142.0K-1.9K2.8472.87329153110
2022-10-31$114.96$110.0062.2%17.8%38.2%42.5%65.7%7.7%-13.3%2.9K-175.8K-1.8K2.3868.99327657138