FORM Options History — February 2023 In February 2023, FORM traded between $28.71 and $32.61. ATM implied volatility averaged 48.7%, placing in the 23.7% IV rank vs the trailing year. The 30-day expected move averaged 13.6%. IV traded below realized volatility by 5.5% (HV 20d: 54.2%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.47.
Notable Days 2023-02-06 : Highest Volume — 404 contracts2023-02-15 : Largest IV drop — 39.3% change2023-02-03 : Highest IV Rank — 44.5%2023-02-01 : Largest Expected Move — 17.6%Monthly Statistics Metric Avg Min Max Open Close Price $30.67 $28.71 $32.61 $29.43 $30.34 Max Pain $28.16 $25.00 $30.00 $25.00 $30.00 ATM IV 48.7% 31.8% 67.5% 61.3% 43.8% Expected Move 13.6% 9.1% 17.6% 17.6% 12.5% HV 20d 54.2% 41.4% 62.2% 41.4% 57.3% HV 60d 50.0% 45.5% 51.4% 50.0% 49.5% IV Rank 23.7% 5.0% 44.5% 37.6% 18.2% IV Percentile 39.8% 0.8% 92.9% 82.1% 21.0% Term Structure -1.1% -16.3% 21.2% -15.9% 3.5% VWIV 49.5% 36.1% 89.4% 61.2% 40.7% Skew 25d 9.8% -7.6% 27.1% 18.1% 9.5% Skew 10d 11.4% -3.7% 28.8% 28.8% 16.8% Call IV 25d 40.8% 33.2% 55.6% 53.4% 37.2% Put IV 25d 50.7% 40.6% 71.5% 71.5% 46.7% Bid-Ask Spread % 104.22 96.95 112.37 101.52 109.09 Gamma HHI 0.45 0.25 0.85 0.27 0.38 Net GEX 20.1K 2.2K 59.4K 2.2K 9.4K Net DEX -712.0K -1.2M -356.9K -356.9K -611.1K Net VEX -2.1K -2.7K -1.9K -1.9K -2.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.47 0.00 3.67 0.05 0.00 Total Volume 51.684 0 404 39 0 Total OI 822 471 1,146 471 695
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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-02-01 $29.43 $25.00 61.3% 17.6% 41.4% 37.6% 61.2% 18.1% -15.9% 2.2K -356.9K -1.9K 0.05 101.52 N/A N/A 37 2 272 199 2023-02-02 $30.09 $25.00 66.2% 15.4% 41.5% 43.1% 0.0% 23.7% -16.3% 4.3K -449.9K -1.9K 0.00 104.22 N/A N/A 3 0 303 199 2023-02-03 $29.82 $25.00 67.5% 14.8% 41.9% 44.5% 50.2% 13.8% -7.6% 4.4K -440.5K -2.0K 0.00 103.21 N/A N/A 10 0 306 199 2023-02-06 $28.71 $25.00 57.6% 15.8% 43.0% 33.5% 56.2% 19.7% -7.6% 4.1K -365.6K -1.9K 0.01 104.36 N/A N/A 400 4 306 199 2023-02-07 $29.29 $25.00 52.8% 16.3% 43.2% 28.2% 0.0% 18.6% 0.4% 18.5K -447.2K -2.2K 0.00 103.78 N/A N/A 1 0 706 203 2023-02-08 $28.88 $25.00 48.1% 13.8% 43.6% 23.0% 0.0% 0.4% -15.4% 16.8K -433.5K -2.0K 3.67 104.05 N/A N/A 3 11 706 203 2023-02-09 $32.61 $25.00 47.5% 13.6% 59.2% 22.3% 37.7% -7.6% -4.7% 53.4K -1.0M -2.4K 0.26 96.95 N/A N/A 288 74 721 206 2023-02-10 $31.47 $30.00 43.4% 12.5% 61.6% 17.9% 43.1% 10.2% 3.1% 46.9K -1.0M -2.5K 0.17 104.77 N/A N/A 42 7 868 269 2023-02-13 $32.02 $30.00 52.3% 15.0% 61.0% 27.7% 0.0% 11.6% -2.5% 51.6K -1.1M -2.7K 0.91 100.37 N/A N/A 11 10 877 269 2023-02-14 $32.45 $30.00 52.3% 15.0% 61.0% 27.7% 0.0% 27.1% 21.2% 55.3K -1.2M -2.3K 0.00 106.31 N/A N/A 0 0 873 269 2023-02-15 $32.60 $30.00 31.8% 9.1% 60.8% 5.0% 36.1% 6.7% 4.3% 59.4K -1.2M -2.2K 0.00 98.76 N/A N/A 4 0 873 269 2023-02-16 $32.42 $30.00 37.7% 10.8% 60.6% 11.5% 47.4% 1.4% 19.0% 6.8K -1.0M -2.0K 0.00 103.45 N/A N/A 4 0 873 269 2023-02-17 $31.44 $30.00 45.7% 13.1% 62.2% 20.4% 45.7% 11.1% 4.1% 6.9K -947.3K -2.0K 0.00 102.11 N/A N/A 7 0 876 269 2023-02-21 $30.20 $30.00 49.1% 14.1% 58.1% 24.2% 36.4% -2.0% -4.1% 6.7K -575.1K -2.0K 2.38 102.96 N/A N/A 13 31 385 239 2023-02-22 $29.71 $30.00 38.2% 10.9% 58.1% 12.1% 89.4% 1.9% 3.2% 8.2K -516.3K -2.1K 0.00 108.70 N/A N/A 12 0 396 239 2023-02-23 $30.63 $30.00 40.6% 11.6% 58.6% 14.7% 40.7% 6.3% -7.3% 10.7K -681.3K -2.0K 0.00 105.05 N/A N/A 7 0 427 269 2023-02-24 $30.27 $30.00 43.2% 12.4% 58.6% 17.7% 0.0% 10.5% 2.8% 8.0K -590.9K -2.2K 0.00 112.37 N/A N/A 1 0 424 269 2023-02-27 $30.27 $30.00 46.7% 13.4% 58.6% 21.5% 0.0% 6.0% -1.1% 8.8K -625.9K -2.2K 0.00 108.17 N/A N/A 0 0 424 269 2023-02-28 $30.34 $30.00 43.8% 12.5% 57.3% 18.2% 0.0% 9.5% 3.5% 9.4K -611.1K -2.2K 0.00 109.09 N/A N/A 0 0 426 269
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