FVAL Options History — June 2021

Name: FVAL Options Analytics - June 2021
Creator: Options Analysis Suite

In June 2021, FVAL traded between $47.61 and $48.07. ATM implied volatility averaged 18.7%. The 30-day expected move averaged 5.4%. Net GEX was positive for 0 of 7 trading days. Term structure was in contango for 0 of 7 days.

Notable Days

2021-06-25: Largest IV spike — 51.2% change
2021-06-28: Largest Expected Move — 7.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$47.84	$47.61	$48.07	$47.67	$48.07
ATM IV	18.7%	12.6%	26.2%	18.6%	21.2%
Expected Move	5.4%	3.6%	7.5%	5.3%	6.1%
Term Structure	-3.4%	-5.3%	-0.8%	-3.2%	-5.3%
Skew 25d	2.0%	-0.8%	7.5%	7.5%	1.9%
Skew 10d	3.9%	1.2%	14.1%	5.1%	1.3%
Call IV 25d	21.1%	10.7%	35.4%	16.3%	25.6%
Put IV 25d	23.0%	9.9%	36.5%	23.9%	27.4%
Bid-Ask Spread %	127.11	110.83	139.78	127.51	130.24
Net GEX	0	0	0	0	0
Net DEX	0	0	0	0	0
Net VEX	0	0	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0	0	0	0	0
Total OI	0	0	0	0	0

Daily Data (7 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	Spread %	Call Wall	Put Wall
2021-06-22	$47.67	$0.00	18.6%	5.3%	0.0%	0.0%	0.0%	7.5%	-3.2%	127.51	N/A	N/A
2021-06-23	$47.61	$0.00	13.3%	3.8%	0.0%	0.0%	0.0%	1.7%	-1.0%	121.44	N/A	N/A
2021-06-24	$47.75	$0.00	12.6%	3.6%	0.0%	0.0%	0.0%	-0.8%	-0.8%	110.83	N/A	N/A
2021-06-25	$47.93	$0.00	19.1%	5.5%	0.0%	0.0%	0.0%	1.7%	-3.5%	130.15	N/A	N/A
2021-06-28	$47.91	$0.00	26.2%	7.5%	0.0%	0.0%	0.0%	1.1%	-4.5%	139.78	N/A	N/A
2021-06-29	$47.92	$0.00	20.3%	5.8%	0.0%	0.0%	0.0%	0.9%	-5.2%	129.81	N/A	N/A
2021-06-30	$48.07	$0.00	21.2%	6.1%	0.0%	0.0%	0.0%	1.9%	-5.3%	130.24	N/A	N/A