FORM Options History — October 2019 In October 2019, FORM traded between $18.69 and $21.84. ATM implied volatility averaged 49.7%, placing in the 41.1% IV rank vs the trailing year. The 30-day expected move averaged 15.0%. IV traded above realized volatility by 13.9% (HV 20d: 35.8%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.40.
Notable Days 2019-10-28 : Highest Volume — 2,023 contracts2019-10-31 : Largest IV drop — 45.2% change2019-10-24 : Highest IV Rank — 63.8%2019-10-24 : Largest Expected Move — 18.8%Monthly Statistics Metric Avg Min Max Open Close Price $20.42 $18.69 $21.84 $18.69 $21.80 Max Pain $18.70 $17.50 $20.00 $17.50 $20.00 ATM IV 49.7% 24.0% 65.4% 38.7% 31.4% Expected Move 15.0% 6.9% 18.8% 11.1% 9.0% HV 20d 35.8% 30.9% 39.0% 31.1% 37.4% HV 60d 33.8% 31.7% 35.6% 32.9% 31.7% IV Rank 41.1% 4.2% 63.8% 25.3% 14.8% IV Percentile 63.2% 1.2% 94.4% 43.3% 12.7% Term Structure -10.5% -19.4% 16.7% 10.4% 2.9% VWIV 53.9% 31.7% 63.3% 45.6% 31.7% Skew 25d 7.1% -6.4% 21.1% 5.8% 7.4% Skew 10d 13.1% -18.4% 40.3% -3.8% 5.4% Call IV 25d 49.6% 28.5% 59.1% 31.8% 33.8% Put IV 25d 56.7% 22.1% 70.4% 37.6% 41.3% Bid-Ask Spread % 78.69 72.47 88.27 77.13 74.04 Gamma HHI 0.60 0.29 0.88 0.43 0.81 Net GEX 59.3K 8.0K 210.0K 47.7K 210.0K Net DEX -2.0M -3.6M -1.2M -1.2M -3.6M Net VEX -5.5K -9.3K -4.2K -5.0K -8.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.40 0.00 2.76 0.67 0.01 Total Volume 171 1 2,023 5 161 Total OI 3,966.261 3,104 5,283 3,440 5,283
Daily Data (23 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 2019-10-01 $18.69 $17.50 38.7% 11.1% 31.1% 25.3% 0.0% 5.8% 10.4% 47.7K -1.2M -5.0K 0.67 77.13 N/A N/A 3 2 1,435 2,005 2019-10-02 $18.89 $17.50 24.0% 6.9% 30.9% 4.2% 0.0% -6.4% 16.7% 53.6K -1.3M -4.7K 1.50 86.35 N/A N/A 14 21 1,441 2,007 2019-10-03 $19.32 $20.00 31.0% 13.0% 31.1% 14.3% 45.6% 5.4% -7.4% 58.0K -1.4M -4.8K 0.83 76.92 N/A N/A 12 10 1,449 2,009 2019-10-04 $20.29 $20.00 36.3% 14.5% 34.4% 21.8% 53.2% 8.6% -11.3% 57.4K -2.0M -4.4K 2.76 85.77 N/A N/A 233 642 1,449 2,009 2019-10-07 $20.16 $20.00 38.0% 15.0% 33.5% 24.2% 53.0% 4.4% -8.9% 52.1K -1.9M -5.7K 0.11 80.05 N/A N/A 37 4 1,611 2,629 2019-10-08 $19.40 $17.50 36.4% 15.0% 36.6% 22.0% 51.5% 9.6% -14.7% 53.2K -1.3M -6.1K 0.10 87.81 N/A N/A 21 2 1,645 2,631 2019-10-09 $19.61 $17.50 52.4% 15.0% 33.6% 45.0% 0.0% 5.4% -11.8% 59.3K -1.5M -5.9K 0.00 85.58 N/A N/A 4 0 1,647 2,631 2019-10-10 $20.05 $17.50 51.8% 14.9% 33.7% 44.2% 0.0% 4.9% -11.2% 66.9K -1.8M -5.7K 0.00 78.35 N/A N/A 0 1 1,645 2,631 2019-10-11 $20.16 $17.50 52.2% 15.0% 33.7% 44.7% 53.3% 5.1% -10.7% 72.2K -1.9M -5.4K 0.00 88.27 N/A N/A 5 0 1,645 2,630 2019-10-14 $19.81 $17.50 54.1% 15.5% 34.4% 47.5% 51.7% 6.9% -15.5% 83.1K -1.7M -5.3K 0.58 74.72 N/A N/A 19 11 1,642 2,630 2019-10-15 $20.70 $17.50 51.6% 14.8% 37.1% 43.8% 49.1% 6.4% -12.0% 55.4K -2.5M -4.6K 0.20 72.63 N/A N/A 41 8 1,657 2,631 2019-10-16 $20.30 $17.50 52.7% 15.1% 37.5% 45.4% 52.8% 5.8% -14.7% 126.1K -2.2M -4.7K 0.08 77.22 N/A N/A 37 3 1,658 2,634 2019-10-17 $20.83 $17.50 52.6% 15.1% 37.8% 45.4% 51.9% 8.1% -11.9% 29.0K -2.6M -4.2K 0.00 81.26 N/A N/A 104 0 1,658 2,634 2019-10-18 $20.46 $17.50 52.8% 15.1% 38.6% 45.7% 52.2% 5.0% -11.1% 8.4K -2.5M -4.9K 0.01 78.68 N/A N/A 202 1 1,717 2,635 2019-10-21 $20.85 $17.50 57.5% 16.5% 39.0% 52.4% 58.3% 5.2% -11.9% 10.6K -1.4M -5.0K 0.48 73.10 N/A N/A 48 23 1,128 1,976 2019-10-22 $20.62 $20.00 60.6% 17.4% 37.8% 56.8% 58.7% 7.4% -15.9% 9.2K -1.3M -5.1K 0.00 75.78 N/A N/A 1 0 1,147 1,998 2019-10-23 $20.36 $20.00 62.1% 17.8% 37.5% 59.0% 57.6% 7.5% -16.5% 8.0K -1.2M -5.2K 0.20 76.96 N/A N/A 5 1 1,148 1,998 2019-10-24 $21.18 $20.00 65.4% 18.8% 38.9% 63.8% 59.3% 11.7% -17.0% 10.7K -1.5M -4.9K 0.07 76.62 N/A N/A 15 1 1,151 1,999 2019-10-25 $21.35 $20.00 59.7% 17.1% 36.8% 55.5% 58.3% 8.3% -15.8% 12.2K -1.6M -4.6K 0.00 79.31 N/A N/A 14 0 1,164 2,000 2019-10-28 $21.84 $20.00 62.8% 18.0% 37.1% 60.0% 63.3% 10.4% -19.4% 13.5K -1.7M -4.3K 0.00 76.94 N/A N/A 2,022 1 1,171 2,000 2019-10-29 $21.60 $20.00 61.6% 17.7% 37.6% 58.3% 61.0% 9.4% -17.8% 129.7K -3.5M -9.3K 0.02 74.01 N/A N/A 58 1 3,182 2,003 2019-10-30 $21.50 $20.00 57.3% 16.4% 37.8% 52.0% 60.8% 21.1% -15.2% 138.4K -3.5M -9.3K 1.16 72.47 N/A N/A 67 78 3,227 2,004 2019-10-31 $21.80 $20.00 31.4% 9.0% 37.4% 14.8% 31.7% 7.4% 2.9% 210.0K -3.6M -8.3K 0.01 74.04 N/A N/A 160 1 3,210 2,073
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