FN Options History — June 2024

In June 2024, FN traded between $231.11 and $254.32. ATM implied volatility averaged 38.8%, placing in the 15.5% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded below realized volatility by 0.4% (HV 20d: 39.3%). Max pain ranged from $185.00 to $230.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 15 of 19 days. Put/call ratio averaged 1.32.

Notable Days

2024-06-20: Highest Volume — 297 contracts
2024-06-12: Largest IV drop — 9.0% change
2024-06-11: Highest IV Rank — 18.6%
2024-06-17: Largest Expected Move — 11.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$241.28	$231.11	$254.32	$238.55	$242.57
Max Pain	$204.47	$185.00	$230.00	$230.00	$220.00
ATM IV	38.8%	36.7%	41.4%	38.5%	37.2%
Expected Move	11.0%	10.5%	11.3%	11.0%	10.7%
HV 20d	39.3%	34.3%	49.7%	49.7%	40.6%
HV 60d	44.6%	42.8%	46.8%	46.7%	43.3%
IV Rank	15.5%	12.9%	18.6%	15.1%	13.6%
IV Percentile	55.6%	48.4%	67.1%	53.6%	48.4%
Term Structure	4.0%	-1.6%	8.9%	-1.2%	1.5%
VWIV	39.6%	37.2%	49.8%	40.0%	38.8%
Skew 25d	1.7%	-0.5%	3.9%	2.8%	1.6%
Skew 10d	4.1%	-5.8%	14.3%	12.4%	-3.3%
Call IV 25d	38.5%	37.3%	40.2%	38.8%	37.5%
Put IV 25d	40.2%	38.0%	41.6%	41.6%	39.2%
Bid-Ask Spread %	85.43	78.04	92.28	89.30	89.19
Gamma HHI	0.30	0.16	0.45	0.39	0.20
Net GEX	331.9K	115.8K	769.9K	484.0K	170.5K
Net DEX	-14.0M	-23.4M	-7.4M	-15.1M	-8.8M
Net VEX	-49.5K	-56.6K	-42.7K	-53.9K	-46.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.32	0.04	5.43	5.43	0.39
Total Volume	95.737	8	297	283	145
Total OI	2,475.842	1,772	3,056	2,398	1,906

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 Vol	Put Vol	Call OI	Put OI
2024-06-03	$238.55	$230.00	38.5%	11.0%	49.7%	15.1%	40.0%	2.8%	-1.2%	484.0K	-15.1M	-53.9K	5.43	89.30	44	239	1,402	996
2024-06-04	$232.82	$230.00	39.0%	11.2%	49.0%	15.7%	39.3%	3.1%	-1.6%	314.8K	-10.8M	-56.4K	1.50	92.28	10	15	1,409	1,105
2024-06-05	$241.56	$230.00	37.9%	10.9%	36.9%	14.3%	42.6%	2.0%	-0.8%	437.1K	-16.5M	-54.7K	1.58	88.69	12	19	1,412	1,106
2024-06-06	$236.05	$185.00	41.1%	11.0%	38.4%	18.2%	37.9%	3.9%	7.9%	365.6K	-13.0M	-55.1K	3.64	80.43	42	153	1,413	1,111
2024-06-07	$231.11	$185.00	39.4%	11.2%	37.8%	16.2%	37.3%	3.6%	6.5%	144.6K	-8.4M	-56.6K	0.60	79.85	5	3	1,449	1,262
2024-06-10	$237.96	$185.00	40.3%	10.9%	38.4%	17.3%	38.7%	2.0%	7.8%	314.1K	-13.2M	-54.5K	1.79	79.69	14	25	1,451	1,261
2024-06-11	$234.19	$185.00	41.4%	11.2%	38.4%	18.6%	49.8%	1.3%	6.1%	235.7K	-11.4M	-52.4K	0.43	78.04	7	3	1,439	1,244
2024-06-12	$237.89	$185.00	37.7%	10.8%	34.3%	14.1%	38.7%	0.3%	8.3%	330.8K	-14.1M	-50.1K	2.89	83.45	27	78	1,439	1,244
2024-06-13	$243.72	$190.00	38.6%	11.1%	34.5%	15.2%	37.5%	-0.5%	7.4%	453.0K	-18.2M	-48.3K	2.86	87.06	28	80	1,433	1,296
2024-06-14	$239.47	$190.00	38.8%	11.1%	35.1%	15.4%	41.5%	1.9%	7.6%	383.3K	-14.7M	-51.0K	0.75	82.17	12	9	1,430	1,367
2024-06-17	$249.62	$190.00	39.4%	11.3%	36.6%	16.2%	39.9%	1.3%	7.5%	569.4K	-23.0M	-43.6K	0.08	81.52	169	13	1,437	1,371
2024-06-18	$254.32	$190.00	36.7%	10.5%	37.0%	12.9%	38.2%	0.5%	8.9%	497.8K	-23.4M	-42.7K	0.04	85.40	80	3	1,384	1,381
2024-06-20	$244.38	$190.00	39.3%	11.3%	40.2%	16.1%	39.6%	0.4%	1.5%	769.9K	-18.8M	-42.7K	1.75	84.51	108	189	1,414	1,381
2024-06-21	$245.11	$220.00	38.1%	10.9%	39.9%	14.7%	39.1%	1.8%	1.5%	141.5K	-20.8M	-45.7K	0.43	89.57	51	22	1,496	1,560
2024-06-24	$239.46	$220.00	39.1%	11.2%	39.7%	15.9%	39.1%	1.1%	3.4%	115.8K	-7.4M	-44.1K	0.15	86.58	155	24	943	829
2024-06-25	$245.51	$220.00	38.4%	11.0%	39.8%	15.0%	38.9%	1.1%	1.6%	195.6K	-9.8M	-47.3K	0.56	86.52	9	5	1,029	853
2024-06-26	$242.59	$220.00	39.3%	11.3%	39.8%	16.1%	38.4%	1.9%	-0.9%	173.7K	-8.8M	-47.8K	0.10	88.93	10	1	1,035	857
2024-06-27	$247.44	$220.00	37.5%	10.8%	40.3%	14.0%	37.2%	1.7%	3.1%	209.9K	-10.4M	-48.0K	0.11	90.05	9	1	1,038	858
2024-06-28	$242.57	$220.00	37.2%	10.7%	40.6%	13.6%	38.8%	1.6%	1.5%	170.5K	-8.8M	-46.1K	0.39	89.19	104	41	1,047	859