FORM Options History — October 2015 In October 2015, FORM traded between $6.56 and $8.60. ATM implied volatility averaged 53.1%, placing in the 27.1% IV rank vs the trailing year. The 30-day expected move averaged 15.4%. IV traded above realized volatility by 15.9% (HV 20d: 37.2%). Max pain ranged from $8.00 to $8.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.31.
Notable Days 2015-10-09 : Highest Volume — 784 contracts2015-10-09 : Largest IV drop — 36.1% change2015-10-02 : Highest IV Rank — 37.4%2015-10-02 : Largest Expected Move — 17.8%Monthly Statistics Metric Avg Min Max Open Close Price $7.43 $6.56 $8.60 $6.56 $8.24 Max Pain $8.00 $8.00 $8.00 $8.00 $8.00 ATM IV 53.1% 38.2% 62.0% 58.6% 57.7% Expected Move 15.4% 13.6% 17.8% 16.8% 16.5% HV 20d 37.2% 28.6% 51.4% 28.6% 51.4% HV 60d 47.4% 34.5% 56.4% 54.2% 42.3% IV Rank 27.1% 10.1% 37.4% 33.5% 32.5% IV Percentile 66.9% 15.5% 86.1% 80.2% 81.0% Term Structure -4.5% -21.6% 2.4% 2.4% -21.6% VWIV 54.4% 48.6% 66.4% 64.3% 58.7% Skew 25d 6.7% -15.0% 24.8% 14.9% 1.3% Skew 10d 15.1% -12.3% 47.3% 39.3% 3.9% Call IV 25d 52.6% 43.0% 64.2% 64.2% 57.1% Put IV 25d 59.4% 37.2% 79.1% 79.1% 58.4% Bid-Ask Spread % 83.53 42.27 125.92 121.74 110.49 Gamma HHI 0.29 0.24 0.36 0.24 0.31 Net GEX 3.5K -1 8.7K 1.8K 8.7K Net DEX -35.2K -278.1K 111.8K 111.8K -278.1K Net VEX -958 -1.3K -756 -832 -1.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.31 0.14 0.37 0.14 0.35 Total Volume 547.773 148 784 540 495 Total OI 1,520.682 852 2,180 1,781 1,058
Daily Data (22 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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2015-10-01 $6.56 $8.00 58.6% 16.8% 28.6% 33.5% 64.3% 14.9% 2.4% 1.8K 111.8K -832 0.14 121.74 N/A N/A 472 68 1,261 520 2015-10-02 $6.93 $8.00 62.0% 17.8% 30.9% 37.4% 66.4% 22.5% -1.7% 1.4K 106.5K -776 0.14 53.13 N/A N/A 474 68 1,261 520 2015-10-05 $7.16 $8.00 49.3% 14.9% 32.5% 22.8% 52.4% 7.6% -3.9% 1.2K 67.9K -756 0.33 93.02 N/A N/A 111 37 1,278 520 2015-10-06 $7.41 $8.00 42.3% 15.4% 33.8% 14.7% 50.2% 18.8% -5.1% 290 923 -796 0.29 53.70 N/A N/A 534 156 1,319 536 2015-10-07 $7.46 $8.00 56.3% 15.2% 32.7% 30.8% 52.4% 5.2% -5.1% -1 -21.8K -1.1K 0.28 53.36 N/A N/A 589 166 1,321 543 2015-10-08 $7.45 $8.00 59.7% 15.8% 32.7% 34.7% 51.4% -2.8% -5.2% 592 -5.1K -952 0.31 42.27 N/A N/A 596 183 1,459 615 2015-10-09 $7.42 $8.00 38.2% 15.0% 32.7% 10.1% 52.2% -6.3% -5.4% 2.6K 27.5K -901 0.30 45.38 N/A N/A 601 183 1,499 655 2015-10-12 $7.10 $8.00 51.6% 14.7% 37.1% 25.5% 53.0% -15.0% -6.0% 4.0K 61.1K -919 0.30 91.55 N/A N/A 559 170 1,514 655 2015-10-13 $7.12 $8.00 57.0% 15.3% 36.9% 31.6% 51.9% 7.4% -3.9% 4.9K 65.6K -918 0.31 65.58 N/A N/A 559 172 1,534 646 2015-10-14 $7.11 $8.00 51.0% 14.6% 36.7% 24.8% 48.6% 24.8% -3.1% 3.9K 71.4K -895 0.31 94.72 N/A N/A 559 171 1,534 646 2015-10-15 $7.41 $8.00 52.9% 15.2% 39.1% 27.0% 50.2% 9.8% -3.4% 3.5K 3.2K -892 0.33 105.12 N/A N/A 560 186 1,534 642 2015-10-16 $7.38 $8.00 47.4% 13.6% 39.0% 20.7% 49.5% 1.8% 1.8% 3.5K -6.3K -862 0.32 80.70 N/A N/A 579 186 1,538 622 2015-10-19 $7.47 $8.00 56.1% 16.1% 39.0% 30.6% 51.6% 4.1% -4.7% 3.7K -68.8K -925 0.32 97.48 N/A N/A 293 95 652 200 2015-10-20 $7.40 $8.00 52.5% 15.1% 38.6% 26.5% 54.3% 4.9% -2.8% 4.0K -79.7K -1.0K 0.32 58.61 N/A N/A 293 95 717 201 2015-10-21 $7.38 $8.00 55.4% 15.9% 37.9% 29.8% 55.3% -3.8% -4.6% 4.0K -76.7K -992 0.35 95.30 N/A N/A 293 104 717 201 2015-10-22 $7.48 $8.00 55.9% 16.0% 37.9% 30.4% 54.1% 3.5% -4.3% 4.2K -93.1K -1.0K 0.37 125.92 N/A N/A 282 104 717 201 2015-10-23 $7.57 $8.00 52.7% 15.1% 37.5% 26.8% 54.0% 17.7% -4.8% 4.3K -97.0K -1.0K 0.37 100.60 N/A N/A 282 104 718 201 2015-10-26 $7.55 $8.00 53.8% 15.4% 37.6% 27.9% 55.4% 6.2% -4.8% 4.3K -93.7K -1.0K 0.37 112.37 N/A N/A 283 104 718 201 2015-10-27 $7.49 $8.00 54.9% 15.7% 38.0% 29.3% 54.1% 5.3% -2.9% 4.1K -78.0K -960 0.36 51.03 N/A N/A 292 105 713 201 2015-10-28 $7.70 $8.00 53.7% 15.4% 37.4% 27.8% 54.7% -4.0% -5.8% 4.6K -129.2K -1.1K 0.34 95.20 N/A N/A 307 105 723 202 2015-10-29 $8.60 $8.00 48.5% 13.9% 50.1% 21.9% 63.1% 24.4% -4.7% 6.7K -262.1K -1.2K 0.30 90.47 N/A N/A 367 109 740 202 2015-10-30 $8.24 $8.00 57.7% 16.5% 51.4% 32.5% 58.7% 1.3% -21.6% 8.7K -278.1K -1.3K 0.35 110.49 N/A N/A 367 128 852 206
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