FVAL Options History — January 2023

Name: FVAL Options Analytics - January 2023
Creator: Options Analysis Suite

In January 2023, FVAL traded between $43.78 and $46.78. ATM implied volatility averaged 24.7%, placing in the 27.1% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 7.3% (HV 20d: 17.4%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 3 of 20 days.

Notable Days

2023-01-05: Highest Volume — 15 contracts
2023-01-11: Largest IV drop — 56.6% change
2023-01-10: Highest IV Rank — 51.2%
2023-01-04: Largest Expected Move — 9.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$45.39	$43.78	$46.78	$43.78	$46.54
Max Pain	$50.00	$50.00	$50.00	$50.00	$50.00
ATM IV	24.7%	15.7%	36.2%	28.4%	22.3%
Expected Move	6.6%	4.5%	9.1%	8.1%	6.4%
HV 20d	17.4%	14.3%	19.9%	18.8%	14.6%
HV 60d	21.4%	20.3%	22.8%	22.8%	20.3%
IV Rank	27.1%	8.3%	51.2%	34.9%	22.0%
IV Percentile	33.2%	0.8%	86.5%	59.5%	15.5%
Term Structure	-3.6%	-13.9%	6.0%	-13.9%	-1.4%
VWIV	26.2%	26.2%	26.2%	26.2%	26.2%
Skew 25d	1.9%	-0.5%	6.5%	-0.5%	2.6%
Skew 10d	-1.1%	-16.2%	3.1%	0.4%	2.7%
Call IV 25d	24.5%	14.1%	36.2%	20.7%	27.3%
Put IV 25d	26.4%	17.2%	36.8%	20.2%	29.8%
Bid-Ask Spread %	131.06	120.24	136.53	134.27	129.67
Gamma HHI	0.43	0.35	0.57	0.57	0.37
Net GEX	121	-752	1.0K	784	816
Net DEX	-304	-5.0K	5.4K	-1.6K	-4.3K
Net VEX	-90	-120	-54	-58	-78
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0.75	0	15	0	0
Total OI	23.75	11	26	11	26

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Put Vol	Call OI	Put OI
2023-01-03	$43.78	$0.00	28.4%	8.1%	18.8%	34.9%	0.0%	-0.5%	-13.9%	784	-1.6K	-58	134.27	N/A	N/A	0	10	1
2023-01-04	$43.95	$0.00	31.6%	9.1%	18.0%	41.7%	0.0%	0.5%	-9.0%	804	-3.9K	-73	136.19	N/A	N/A	0	10	1
2023-01-05	$43.89	$50.00	28.5%	7.6%	17.6%	35.0%	26.2%	6.5%	-1.8%	717	-962	-54	120.24	N/A	N/A	15	10	1
2023-01-06	$44.97	$50.00	25.9%	5.8%	19.8%	29.7%	0.0%	3.6%	4.6%	-733	5.4K	-115	122.55	N/A	N/A	0	10	16
2023-01-09	$44.72	$50.00	34.1%	6.6%	19.8%	46.9%	0.0%	1.0%	-3.3%	-714	4.2K	-120	132.19	N/A	N/A	0	10	16
2023-01-10	$44.90	$50.00	36.2%	6.8%	19.8%	51.2%	0.0%	2.2%	-2.0%	-752	4.4K	-118	134.76	N/A	N/A	0	10	16
2023-01-11	$45.41	$50.00	15.7%	4.5%	19.9%	8.3%	0.0%	3.1%	6.0%	163	-1.4K	-85	129.36	N/A	N/A	0	10	16
2023-01-12	$45.66	$50.00	22.4%	6.4%	19.6%	22.3%	0.0%	1.8%	-3.1%	-177	477	-108	134.46	N/A	N/A	0	10	16
2023-01-13	$45.88	$50.00	19.4%	5.5%	19.5%	15.9%	0.0%	2.1%	0.5%	188	-2.8K	-98	129.44	N/A	N/A	0	10	16
2023-01-17	$45.72	$50.00	24.1%	6.9%	17.1%	25.9%	0.0%	1.7%	-8.0%	-94	1.9K	-93	136.53	N/A	N/A	0	10	16
2023-01-18	$45.09	$50.00	24.2%	6.9%	17.1%	26.1%	0.0%	0.2%	-4.1%	-495	2.0K	-102	131.87	N/A	N/A	0	10	16
2023-01-19	$44.81	$50.00	25.2%	7.2%	16.5%	28.2%	0.0%	1.8%	-4.5%	-745	4.9K	-95	136.12	N/A	N/A	0	10	16
2023-01-20	$45.39	$50.00	24.2%	6.9%	16.9%	26.0%	0.0%	2.6%	-4.0%	-386	2.2K	-91	133.25	N/A	N/A	0	10	16
2023-01-23	$45.94	$50.00	25.0%	7.2%	17.0%	27.7%	0.0%	1.8%	-5.0%	48	-389	-95	133.20	N/A	N/A	0	10	16
2023-01-24	$45.87	$50.00	22.9%	6.6%	15.9%	23.2%	0.0%	1.1%	-5.2%	217	-2.1K	-90	132.23	N/A	N/A	0	10	16
2023-01-25	$46.03	$50.00	22.2%	6.4%	15.8%	21.9%	0.0%	3.0%	-4.9%	316	-770	-75	126.66	N/A	N/A	0	10	16
2023-01-26	$46.42	$50.00	23.1%	6.6%	15.9%	23.6%	0.0%	2.5%	-4.6%	558	-3.8K	-86	130.07	N/A	N/A	0	10	16
2023-01-27	$46.78	$50.00	22.0%	6.3%	14.3%	21.4%	0.0%	1.3%	-4.8%	866	-5.0K	-83	130.27	N/A	N/A	0	10	16
2023-01-30	$46.14	$50.00	17.1%	4.9%	14.7%	11.1%	0.0%	0.3%	-2.4%	1.0K	-4.7K	-75	127.86	N/A	N/A	0	10	16
2023-01-31	$46.54	$50.00	22.3%	6.4%	14.6%	22.0%	0.0%	2.6%	-1.4%	816	-4.3K	-78	129.67	N/A	N/A	0	10	16