FORM Options History — May 2023 In May 2023, FORM traded between $26.31 and $31.85. ATM implied volatility averaged 50.0%, placing in the 21.4% IV rank vs the trailing year. The 30-day expected move averaged 14.4%. IV traded above realized volatility by 13.3% (HV 20d: 36.7%). Max pain ranged from $22.50 to $30.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 1.07.
Notable Days 2023-05-26 : Highest Volume — 78 contracts2023-05-04 : Largest IV drop — 36.5% change2023-05-03 : Highest IV Rank — 46.1%2023-05-03 : Largest Expected Move — 20.4%Monthly Statistics Metric Avg Min Max Open Close Price $29.25 $26.31 $31.85 $27.49 $31.17 Max Pain $23.86 $22.50 $30.00 $25.00 $30.00 ATM IV 50.0% 35.5% 71.2% 63.4% 53.6% Expected Move 14.4% 10.9% 20.4% 18.2% 15.4% HV 20d 36.7% 27.2% 42.3% 29.1% 42.3% HV 60d 37.5% 35.3% 44.0% 42.2% 37.0% IV Rank 21.4% 4.7% 46.1% 37.0% 25.6% IV Percentile 42.3% 4.0% 97.2% 88.1% 62.3% Term Structure -3.8% -25.6% 7.7% -8.9% 4.6% VWIV 46.2% 29.4% 57.2% 54.6% 29.4% Skew 25d 10.3% -8.2% 52.2% 4.4% 6.0% Skew 10d 13.8% -2.2% 69.1% 20.2% 4.8% Call IV 25d 39.2% 29.7% 56.6% 56.6% 50.4% Put IV 25d 49.5% 34.3% 85.0% 61.0% 56.4% Bid-Ask Spread % 106.41 96.21 117.89 100.10 106.02 Gamma HHI 0.37 0.29 0.50 0.29 0.50 Net GEX 5.8K 4.2K 9.1K 5.1K 9.1K Net DEX -243.4K -399.8K -97.2K -170.1K -399.8K Net VEX -1.3K -1.7K -1.1K -1.2K -1.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.07 0.00 4.67 0.00 0.00 Total Volume 11.727 0 78 3 0 Total OI 304.5 251 379 260 379
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 2023-05-01 $27.49 $25.00 63.4% 18.2% 29.1% 37.0% 54.6% 4.4% -8.9% 5.1K -170.1K -1.2K 0.00 100.10 N/A N/A 3 0 205 55 2023-05-02 $27.30 $25.00 69.9% 20.0% 29.1% 44.5% 0.0% 22.3% -25.6% 5.0K -162.7K -1.2K 0.00 106.78 N/A N/A 0 0 196 55 2023-05-03 $27.48 $25.00 71.2% 20.4% 27.2% 46.1% 57.2% 7.8% -16.7% 5.0K -162.6K -1.2K 1.50 107.86 N/A N/A 10 15 196 55 2023-05-04 $26.31 $22.50 45.2% 13.1% 30.4% 16.0% 0.0% 13.1% 2.3% 4.2K -97.2K -1.1K 0.00 104.14 N/A N/A 0 11 207 78 2023-05-05 $27.95 $22.50 36.9% 10.9% 38.5% 6.3% 0.0% 12.6% -4.2% 5.6K -176.3K -1.2K 0.00 105.22 N/A N/A 0 0 207 73 2023-05-08 $27.92 $22.50 35.5% 11.9% 36.2% 4.7% 31.3% 20.4% 1.2% 5.6K -172.7K -1.2K 0.50 101.45 N/A N/A 8 4 207 73 2023-05-09 $27.75 $22.50 46.8% 13.0% 36.1% 17.8% 0.0% -8.2% 3.0% 5.6K -167.0K -1.2K 4.67 106.83 N/A N/A 6 28 208 73 2023-05-10 $28.70 $22.50 48.9% 14.0% 38.2% 20.2% 53.5% 0.7% -5.2% 4.8K -194.3K -1.3K 0.00 104.43 N/A N/A 3 0 208 101 2023-05-11 $28.57 $22.50 43.3% 12.4% 38.1% 13.7% 0.0% 10.3% -3.5% 4.8K -190.2K -1.3K 0.00 106.76 N/A N/A 0 0 209 101 2023-05-12 $28.11 $22.50 42.0% 12.0% 38.3% 12.2% 0.0% -5.8% -3.2% 4.7K -172.8K -1.2K 0.00 107.26 N/A N/A 0 0 209 101 2023-05-15 $28.86 $22.50 46.8% 13.4% 37.9% 17.8% 0.0% -1.6% 3.8% 5.1K -207.4K -1.3K 0.00 106.27 N/A N/A 1 0 209 101 2023-05-16 $29.44 $22.50 51.6% 14.8% 37.2% 23.4% 0.0% 5.4% -7.6% 5.2K -229.0K -1.3K 0.00 105.94 N/A N/A 0 0 210 101 2023-05-17 $30.09 $22.50 46.3% 13.3% 37.8% 17.2% 0.0% 7.1% -8.9% 6.0K -241.6K -1.3K 3.50 116.98 N/A N/A 2 7 206 101 2023-05-18 $30.99 $22.50 45.7% 13.1% 38.9% 16.5% 0.0% 9.4% -13.4% 6.1K -283.4K -1.3K 0.00 109.05 N/A N/A 29 0 207 109 2023-05-19 $30.53 $22.50 43.9% 12.6% 38.9% 14.4% 0.0% 6.0% 6.3% 6.6K -348.1K -1.4K 0.20 110.05 N/A N/A 5 1 233 109 2023-05-22 $30.82 $22.50 46.4% 13.3% 38.9% 17.3% 0.0% 12.7% -3.0% 6.5K -324.0K -1.4K 0.00 98.36 N/A N/A 0 0 224 89 2023-05-23 $30.55 $22.50 44.6% 12.8% 35.3% 15.2% 0.0% 19.1% -2.5% 6.5K -313.6K -1.4K 0.00 96.21 N/A N/A 0 0 224 89 2023-05-24 $29.63 $22.50 43.3% 12.4% 37.6% 13.7% 0.0% 2.0% 7.7% 6.0K -271.6K -1.4K 0.00 102.16 N/A N/A 2 0 224 89 2023-05-25 $30.16 $22.50 51.7% 14.8% 37.8% 23.5% 51.2% 14.2% 1.0% 6.1K -301.1K -1.4K 3.50 107.90 N/A N/A 2 7 224 89 2023-05-26 $31.79 $30.00 55.0% 15.8% 41.3% 27.2% 29.4% 16.5% -2.9% 6.5K -380.6K -1.4K 0.00 113.24 N/A N/A 78 0 226 96 2023-05-30 $31.85 $30.00 67.2% 19.3% 41.3% 41.4% 0.0% 52.2% -8.4% 6.8K -389.4K -1.6K 0.00 117.89 N/A N/A 36 0 247 96 2023-05-31 $31.17 $30.00 53.6% 15.4% 42.3% 25.6% 0.0% 6.0% 4.6% 9.1K -399.8K -1.7K 0.00 106.02 N/A N/A 0 0 283 96
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