FVAL Options History — August 2023 In August 2023, FVAL traded between $48.71 and $50.88. ATM implied volatility averaged 19.6%, placing in the 19.1% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 10.0% (HV 20d: 9.6%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 1 of 23 days.
Notable Days 2023-08-09 : Largest IV drop — 31.5% change2023-08-08 : Highest IV Rank — 29.5%2023-08-31 : Largest Expected Move — 6.2%Monthly Statistics Metric Avg Min Max Open Close Price $49.63 $48.71 $50.88 $50.88 $50.02 ATM IV 19.6% 16.2% 24.8% 19.9% 21.6% Expected Move 5.3% 4.0% 6.2% 5.7% 6.2% HV 20d 9.6% 8.5% 11.8% 8.8% 11.3% HV 60d 10.6% 10.3% 10.9% 10.9% 10.3% IV Rank 19.1% 12.2% 29.5% 19.7% 23.2% IV Percentile 25.7% 7.9% 53.6% 25.4% 40.9% Term Structure -3.6% -7.4% 11.5% -4.3% -7.4% Skew 25d 1.8% 0.6% 4.9% 1.2% 1.1% Skew 10d 1.9% 0.4% 2.9% 1.2% 0.5% Call IV 25d 21.0% 17.3% 25.8% 23.6% 25.8% Put IV 25d 22.7% 18.5% 26.9% 24.9% 26.9% Bid-Ask Spread % 133.30 128.01 137.26 136.76 137.26 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 (23 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 2023-08-01 $50.88 $0.00 19.9% 5.7% 8.8% 19.7% 0.0% 1.2% -4.3% 0 0 0 0.00 136.76 N/A N/A 0 0 0 0 2023-08-02 $50.39 $0.00 21.3% 6.1% 9.5% 22.5% 0.0% 4.9% -4.4% 0 0 0 0.00 134.65 N/A N/A 0 0 0 0 2023-08-03 $50.11 $0.00 21.2% 4.7% 8.9% 22.4% 0.0% 2.2% -3.1% 0 0 0 0.00 132.27 N/A N/A 0 0 0 0 2023-08-04 $49.97 $0.00 21.4% 4.5% 9.0% 22.7% 0.0% 1.1% -3.4% 0 0 0 0.00 128.99 N/A N/A 0 0 0 0 2023-08-07 $50.39 $0.00 24.6% 4.8% 9.3% 29.3% 0.0% 2.1% -2.7% 0 0 0 0.00 132.56 N/A N/A 0 0 0 0 2023-08-08 $50.33 $0.00 24.8% 4.0% 8.9% 29.5% 0.0% 2.4% -2.7% 0 0 0 0.00 130.07 N/A N/A 0 0 0 0 2023-08-09 $50.09 $0.00 17.0% 4.9% 8.8% 13.7% 0.0% 1.4% -3.7% 0 0 0 0.00 131.34 N/A N/A 0 0 0 0 2023-08-10 $49.77 $0.00 16.2% 4.7% 8.6% 12.2% 0.0% 1.2% -2.3% 0 0 0 0.00 128.01 N/A N/A 0 0 0 0 2023-08-11 $49.91 $0.00 16.9% 4.8% 8.6% 13.5% 0.0% 1.9% -3.5% 0 0 0 0.00 132.65 N/A N/A 0 0 0 0 2023-08-14 $50.08 $0.00 17.4% 5.0% 8.5% 14.6% 0.0% 2.2% -4.5% 0 0 0 0.00 132.45 N/A N/A 0 0 0 0 2023-08-15 $49.38 $0.00 18.4% 5.3% 9.2% 16.6% 0.0% 0.8% -4.8% 0 0 0 0.00 131.55 N/A N/A 0 0 0 0 2023-08-16 $49.14 $0.00 18.3% 5.2% 9.2% 16.5% 0.0% 1.5% -4.7% 0 0 0 0.00 130.18 N/A N/A 0 0 0 0 2023-08-17 $48.73 $0.00 18.2% 5.2% 9.4% 16.3% 0.0% 1.6% 11.5% 0 0 0 0.00 130.56 N/A N/A 0 0 0 0 2023-08-18 $48.81 $0.00 18.8% 5.4% 9.4% 17.4% 0.0% 2.9% -3.5% 0 0 0 0.00 132.56 N/A N/A 0 0 0 0 2023-08-21 $49.03 $0.00 19.1% 5.5% 9.4% 18.1% 0.0% 2.4% -3.7% 0 0 0 0.00 135.47 N/A N/A 0 0 0 0 2023-08-22 $48.71 $0.00 19.5% 5.6% 9.5% 18.9% 0.0% 1.2% -5.0% 0 0 0 0.00 136.40 N/A N/A 0 0 0 0 2023-08-23 $49.20 $0.00 19.4% 5.5% 10.4% 18.6% 0.0% 2.5% -4.1% 0 0 0 0.00 135.70 N/A N/A 0 0 0 0 2023-08-24 $48.72 $0.00 19.3% 5.5% 10.7% 18.5% 0.0% 0.6% -6.0% 0 0 0 0.00 133.04 N/A N/A 0 0 0 0 2023-08-25 $48.99 $0.00 19.5% 5.6% 10.3% 18.9% 0.0% 1.9% -5.0% 0 0 0 0.00 134.62 N/A N/A 0 0 0 0 2023-08-28 $49.15 $0.00 21.0% 6.0% 10.5% 21.9% 0.0% 1.1% -5.5% 0 0 0 0.00 137.21 N/A N/A 0 0 0 0 2023-08-29 $49.83 $0.00 19.8% 5.7% 11.8% 19.4% 0.0% 1.3% -5.6% 0 0 0 0.00 134.85 N/A N/A 0 0 0 0 2023-08-30 $49.95 $0.00 17.4% 5.0% 11.4% 14.6% 0.0% 1.2% -4.5% 0 0 0 0.00 136.76 N/A N/A 0 0 0 0 2023-08-31 $50.02 $0.00 21.6% 6.2% 11.3% 23.2% 0.0% 1.1% -7.4% 0 0 0 0.00 137.26 N/A N/A 0 0 0 0
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