FN Options History — October 2024

In October 2024, FN traded between $228.38 and $267.27. ATM implied volatility averaged 64.9%, placing in the 46.1% IV rank vs the trailing year. The 30-day expected move averaged 19.6%. IV traded above realized volatility by 20.2% (HV 20d: 44.7%). Max pain ranged from $230.00 to $250.00. Net GEX was positive for 20 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 0.93.

Notable Days

  • 2024-10-18: Highest Volume — 1,498 contracts
  • 2024-10-09: Largest IV spike — 49.2% change
  • 2024-10-31: Highest IV Rank — 77.8%
  • 2024-10-31: Largest Expected Move — 26.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$248.28$228.38$267.27$228.38$243.54
Max Pain$237.39$230.00$250.00$250.00$240.00
ATM IV64.9%38.7%91.0%42.4%91.0%
Expected Move19.6%11.8%26.1%12.2%26.1%
HV 20d44.7%36.3%53.5%44.4%50.1%
HV 60d60.2%57.6%61.7%61.1%58.1%
IV Rank46.1%14.2%77.8%18.7%77.8%
IV Percentile85.2%32.1%99.2%59.1%99.2%
Term Structure-13.4%-28.7%19.3%16.2%-28.7%
VWIV68.5%41.2%87.4%43.0%86.7%
Skew 25d4.4%0.4%7.4%3.9%1.0%
Skew 10d14.2%-0.9%37.9%11.4%24.8%
Call IV 25d65.6%41.5%91.4%42.6%91.4%
Put IV 25d70.0%44.6%92.4%46.5%92.4%
Bid-Ask Spread %74.6764.2789.8987.2272.94
Gamma HHI0.210.140.320.170.15
Net GEX161.2K-179.6K439.2K-179.6K148.4K
Net DEX-8.7M-19.4M2.3M2.3M-5.6M
Net VEX-52.9K-59.4K-44.9K-48.7K-55.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.930.014.880.470.59
Total Volume168.783221,49822392
Total OI2,833.4782,2853,1722,5552,912

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-10-01$228.38$250.0042.4%12.2%44.4%18.7%43.0%3.9%16.2%-179.6K2.3M-48.7K0.4787.221571,1191,436
2024-10-02$232.74$250.0041.0%11.8%44.6%17.0%41.2%3.1%19.3%-152.5K731.9K-48.2K0.0189.8931121,1191,442
2024-10-03$232.56$230.0043.3%17.8%44.6%19.8%62.9%2.6%-11.0%164.3K-3.3M-52.5K4.8872.3917831,4101,443
2024-10-04$241.88$230.0038.7%17.2%38.7%14.2%60.5%6.7%-10.5%233.8K-7.4M-56.0K0.6874.2525171,4231,512
2024-10-07$240.50$230.0043.1%18.5%38.7%19.5%64.0%3.3%-12.4%215.8K-6.8M-54.3K0.5973.0217101,4301,526
2024-10-08$244.50$230.0043.1%18.2%38.0%19.5%64.2%3.7%-11.8%224.1K-8.8M-53.6K3.0770.5214431,4291,529
2024-10-09$253.10$230.0064.3%18.4%37.5%45.3%65.8%7.0%-13.2%244.2K-12.8M-52.3K0.3373.9163211,4291,544
2024-10-10$252.07$230.0062.7%18.0%36.3%43.4%59.9%3.6%-11.7%223.6K-12.4M-50.4K1.3672.8425341,4341,548
2024-10-11$264.38$230.0062.8%18.0%38.2%43.5%62.6%4.3%-13.8%282.8K-17.8M-48.6K0.4074.9245181,4371,574
2024-10-14$264.85$230.0066.1%18.9%36.6%47.5%65.9%5.1%-14.6%296.0K-18.2M-46.9K0.5072.7172361,4461,585
2024-10-15$255.38$240.0067.3%19.3%39.3%49.0%68.3%5.1%-15.1%194.4K-14.5M-46.7K2.2974.2442961,4781,605
2024-10-16$262.79$240.0068.4%19.6%40.0%50.3%67.6%6.5%-16.9%361.3K-17.7M-48.0K0.1764.273661,5151,622
2024-10-17$267.27$240.0069.6%20.0%39.6%51.8%68.8%5.2%-14.5%439.2K-19.4M-46.1K0.6076.6062371,4971,625
2024-10-18$242.74$240.0070.3%20.1%53.3%52.6%69.9%6.2%-14.6%-136.5K-8.7M-44.9K1.5978.365789201,5211,651
2024-10-21$246.30$240.0071.4%20.5%53.5%54.0%73.2%4.7%-15.4%105.3K-4.7M-59.3K0.6572.8998641,0961,189
2024-10-22$248.00$240.0072.0%20.6%53.5%54.6%71.5%6.1%-15.7%105.1K-5.3M-57.9K0.0772.9810171,1591,208
2024-10-23$245.66$240.0074.8%21.5%52.9%58.1%78.7%4.5%-16.1%97.5K-4.5M-57.9K1.3972.5218251,2491,213
2024-10-24$245.72$240.0076.3%21.9%51.1%60.0%74.7%5.1%-18.8%100.2K-4.6M-58.1K0.0572.3519091,2611,234
2024-10-25$246.28$240.0075.3%21.6%50.6%58.7%74.3%7.4%-17.5%123.9K-5.7M-57.6K0.2170.83180371,4391,237
2024-10-28$247.10$240.0080.0%22.9%49.8%64.5%80.2%0.4%-21.1%207.3K-6.9M-59.4K0.4076.562081,6101,255
2024-10-29$253.20$240.0083.3%23.9%48.6%68.5%83.1%1.5%-24.2%210.1K-8.9M-57.1K0.4576.2938171,6171,257
2024-10-30$251.41$240.0086.1%24.7%48.5%71.8%87.4%4.5%-25.2%198.0K-8.6M-56.3K0.6374.8216101,6381,267
2024-10-31$243.54$240.0091.0%26.1%50.1%77.8%86.7%1.0%-28.7%148.4K-5.6M-55.6K0.5972.942471451,6361,276