FORM Options History — April 2023 In April 2023, FORM traded between $26.85 and $31.33. ATM implied volatility averaged 53.4%, placing in the 25.4% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded above realized volatility by 16.4% (HV 20d: 37.0%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.81.
Notable Days 2023-04-14 : Highest Volume — 112 contracts2023-04-06 : Largest IV spike — 27.5% change2023-04-25 : Highest IV Rank — 35.7%2023-04-25 : Largest Expected Move — 17.9%Monthly Statistics Metric Avg Min Max Open Close Price $28.97 $26.85 $31.33 $31.33 $27.41 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 53.4% 46.0% 62.3% 46.5% 51.7% Expected Move 15.3% 13.2% 17.9% 13.3% 14.8% HV 20d 37.0% 29.2% 40.1% 36.8% 29.2% HV 60d 44.9% 42.5% 46.7% 46.0% 42.5% IV Rank 25.4% 16.8% 35.7% 17.4% 23.4% IV Percentile 56.2% 27.0% 86.1% 28.2% 50.8% Term Structure -1.9% -26.5% 18.4% 10.0% 5.0% VWIV 47.0% 27.1% 62.7% 27.1% 46.0% Skew 25d 7.8% -8.1% 29.5% 17.8% 3.6% Skew 10d 10.0% -10.2% 47.9% 5.3% 31.8% Call IV 25d 45.2% 28.9% 55.2% 29.4% 54.4% Put IV 25d 53.0% 43.5% 61.7% 47.2% 58.1% Bid-Ask Spread % 105.82 93.24 119.33 99.92 97.69 Gamma HHI 0.34 0.28 0.44 0.37 0.29 Net GEX 4.3K 2.0K 7.5K 3.9K 5.4K Net DEX -366.7K -617.9K -141.2K -617.9K -178.5K Net VEX -1.2K -1.5K -1.0K -1.3K -1.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.81 0.00 10.33 0.00 0.38 Total Volume 12.789 0 112 1 11 Total OI 511.947 189 680 583 257
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 2023-04-03 $31.33 $25.00 46.5% 13.3% 36.8% 17.4% 27.1% 17.8% 10.0% 3.9K -617.9K -1.3K 0.00 99.92 N/A N/A 1 0 344 239 2023-04-04 $30.21 $25.00 58.4% 16.7% 38.5% 31.2% 0.0% 8.6% 0.5% 2.0K -476.4K -1.4K 0.00 109.21 N/A N/A 0 0 345 239 2023-04-05 $29.80 $25.00 46.0% 13.2% 37.7% 16.8% 0.0% 1.2% -15.0% 2.7K -492.8K -1.3K 0.00 112.71 N/A N/A 3 0 345 239 2023-04-06 $29.62 $25.00 58.6% 16.1% 37.2% 31.5% 0.0% 29.5% -6.3% 2.7K -491.4K -1.4K 0.00 101.53 N/A N/A 0 0 346 239 2023-04-10 $30.59 $25.00 51.5% 14.6% 37.9% 23.2% 0.0% 3.5% -0.4% 2.9K -560.4K -1.2K 0.00 107.86 N/A N/A 1 0 346 239 2023-04-11 $30.68 $25.00 52.7% 15.8% 37.8% 24.6% 0.0% 1.8% -2.1% 3.3K -589.0K -1.2K 0.00 105.38 N/A N/A 1 0 347 239 2023-04-12 $30.09 $25.00 49.2% 14.1% 38.2% 20.6% 0.0% -8.1% 7.1% 2.4K -487.9K -1.2K 0.00 103.50 N/A N/A 0 0 348 239 2023-04-13 $30.20 $25.00 46.9% 13.5% 38.0% 17.9% 0.0% -4.4% -1.6% 2.9K -486.0K -1.2K 0.00 118.99 N/A N/A 8 0 349 239 2023-04-14 $29.89 $25.00 57.5% 16.5% 35.1% 30.2% 0.0% 0.0% -26.5% 2.8K -479.3K -1.1K 0.00 119.33 N/A N/A 112 0 353 239 2023-04-17 $28.91 $25.00 56.1% 16.1% 36.7% 28.6% 0.0% -3.5% -6.8% 7.5K -462.9K -1.5K 0.00 110.59 N/A N/A 29 0 441 239 2023-04-18 $28.14 $25.00 46.0% 13.2% 37.6% 16.9% 0.0% 12.7% 3.0% 6.3K -288.1K -1.2K 0.00 107.27 N/A N/A 10 0 417 239 2023-04-19 $28.21 $25.00 53.9% 15.5% 37.3% 26.0% 48.1% 8.0% 4.0% 6.2K -315.6K -1.3K 0.00 109.33 N/A N/A 4 0 422 239 2023-04-20 $28.48 $25.00 57.6% 16.5% 37.5% 30.3% 0.0% 15.8% -12.9% 5.8K -206.1K -1.1K 0.00 103.03 N/A N/A 0 0 420 239 2023-04-21 $28.06 $25.00 58.9% 16.9% 37.6% 31.8% 0.0% 10.3% -7.4% 5.7K -202.9K -1.0K 0.00 106.37 N/A N/A 0 0 420 239 2023-04-24 $28.07 $25.00 52.3% 15.0% 37.6% 24.1% 51.9% -1.5% -2.1% 5.9K -201.5K -1.0K 10.33 93.24 N/A N/A 3 31 179 10 2023-04-25 $26.92 $25.00 62.3% 17.9% 40.1% 35.7% 62.7% 26.2% -11.1% 4.3K -143.5K -1.1K 0.00 110.22 N/A N/A 11 0 182 41 2023-04-26 $26.85 $25.00 52.2% 15.0% 39.2% 24.0% 45.8% 18.1% 18.4% 4.5K -141.2K -1.2K 0.50 96.63 N/A N/A 2 1 188 41 2023-04-27 $27.01 $25.00 56.0% 16.0% 32.4% 28.4% 0.0% 8.2% 7.2% 4.4K -146.4K -1.2K 0.07 97.73 N/A N/A 14 1 189 51 2023-04-28 $27.41 $25.00 51.7% 14.8% 29.2% 23.4% 46.0% 3.6% 5.0% 5.4K -178.5K -1.3K 0.38 97.69 N/A N/A 8 3 205 52
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