FVAL Options History — May 2024 In May 2024, FVAL traded between $54.83 and $57.34. ATM implied volatility averaged 20.2%, placing in the 34.1% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 10.1% (HV 20d: 10.1%). Max pain ranged from $44.00 to $44.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-05-16 : Highest Volume — 1 contracts2024-05-15 : Largest IV drop — 60.7% change2024-05-14 : Highest IV Rank — 80.8%2024-05-02 : Largest Expected Move — 5.8%Monthly Statistics Metric Avg Min Max Open Close Price $56.40 $54.83 $57.34 $54.83 $56.09 Max Pain $44.00 $44.00 $44.00 $44.00 $44.00 ATM IV 20.2% 14.7% 38.1% 19.3% 17.5% Expected Move 4.6% 4.1% 5.8% 5.5% 5.0% HV 20d 10.1% 8.2% 12.6% 12.3% 8.8% HV 60d 10.5% 9.9% 11.4% 11.3% 10.1% IV Rank 34.1% 19.8% 80.8% 31.7% 27.0% IV Percentile 55.2% 13.5% 97.6% 64.7% 46.0% Term Structure -3.1% -6.4% 7.8% -5.1% -4.0% Skew 25d 0.8% -0.1% 1.3% 1.2% 1.3% Skew 10d 4.3% 0.7% 12.2% 1.6% 1.0% Call IV 25d 18.3% 15.4% 24.2% 23.4% 20.6% Put IV 25d 19.1% 16.4% 25.1% 24.6% 21.9% Bid-Ask Spread % 156.05 134.62 161.59 134.62 156.65 Gamma HHI 0.80 0.50 1.00 1.00 0.51 Net GEX 679 224 1.3K 1.3K 599 Net DEX -14.7K -25.4K -3.9K -17.1K -5.8K Net VEX -14 -26 -1 -13 -25 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.091 0 1 0 0 Total OI 9.091 1 15 14 2
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 2024-05-01 $54.83 $44.00 19.3% 5.5% 12.3% 31.7% 0.0% 1.2% -5.1% 1.3K -17.1K -13 0.00 134.62 N/A N/A 0 0 4 10 2024-05-02 $54.91 $44.00 20.2% 5.8% 11.9% 34.1% 0.0% 1.0% -6.3% 1.3K -17.3K -13 0.00 134.89 N/A N/A 0 0 4 10 2024-05-03 $55.54 $44.00 20.0% 5.7% 12.3% 33.5% 0.0% 0.8% -6.4% 1.1K -19.0K -10 0.00 135.91 N/A N/A 0 0 4 10 2024-05-06 $55.86 $0.00 22.2% 4.1% 12.5% 39.3% 0.0% 0.9% -2.3% 951 -19.7K -8 0.00 161.27 N/A N/A 0 0 4 10 2024-05-07 $56.09 $0.00 23.3% 4.2% 12.6% 42.0% 0.0% 0.6% -2.3% 857 -20.2K -6 0.00 160.28 N/A N/A 0 0 4 10 2024-05-08 $56.22 $0.00 23.7% 4.1% 12.2% 43.2% 0.0% 1.2% -2.4% 793 -20.5K -5 0.00 160.25 N/A N/A 0 0 4 10 2024-05-09 $56.50 $0.00 24.9% 4.1% 12.2% 46.4% 0.0% 1.1% -2.9% 654 -21.1K -4 0.00 158.66 N/A N/A 0 0 4 10 2024-05-10 $56.64 $0.00 25.4% 4.1% 10.4% 47.5% 0.0% 0.9% -2.7% 606 -21.3K -4 0.00 160.05 N/A N/A 0 0 4 10 2024-05-13 $56.69 $0.00 33.6% 4.2% 9.5% 68.9% 0.0% 0.6% -3.1% 575 -21.5K -3 0.00 159.76 N/A N/A 0 0 4 10 2024-05-14 $56.91 $0.00 38.1% 4.1% 9.5% 80.8% 0.0% 0.9% -2.5% 477 -21.8K -2 0.00 159.00 N/A N/A 0 0 4 10 2024-05-15 $57.34 $0.00 15.0% 4.3% 9.5% 20.4% 0.0% 0.8% -3.4% 305 -22.4K -1 0.00 158.68 N/A N/A 0 0 4 10 2024-05-16 $57.29 $0.00 15.4% 4.4% 9.6% 21.5% 0.0% 0.6% 7.8% 337 -22.3K -1 0.00 158.68 N/A N/A 1 0 4 10 2024-05-17 $57.23 $0.00 14.7% 4.2% 9.5% 19.8% 0.0% 0.6% -2.6% 789 -25.4K -14 0.00 159.98 N/A N/A 0 0 5 10 2024-05-20 $57.16 $0.00 14.9% 4.3% 9.1% 20.1% 0.0% 0.4% -2.4% 224 -3.9K -14 0.00 158.73 N/A N/A 1 0 1 0 2024-05-21 $57.25 $0.00 15.6% 4.5% 8.7% 22.2% 0.0% 0.9% -2.8% 569 -7.3K -25 0.00 160.45 N/A N/A 0 0 2 0 2024-05-22 $57.08 $0.00 15.2% 4.4% 8.8% 21.0% 0.0% 0.3% -3.1% 585 -7.1K -25 0.00 158.39 N/A N/A 0 0 2 0 2024-05-23 $56.44 $0.00 16.4% 4.7% 8.9% 24.2% 0.0% -0.1% -3.7% 571 -6.3K -26 0.00 155.64 N/A N/A 0 0 2 0 2024-05-24 $56.70 $0.00 15.3% 4.4% 8.7% 21.3% 0.0% 0.9% -2.7% 585 -6.7K -25 0.00 159.41 N/A N/A 0 0 2 0 2024-05-28 $56.36 $0.00 17.8% 5.1% 9.1% 27.9% 0.0% 0.1% -5.7% 577 -6.2K -25 0.00 158.88 N/A N/A 0 0 2 0 2024-05-29 $56.04 $0.00 17.6% 5.1% 8.2% 27.4% 0.0% 1.1% -4.1% 578 -5.9K -25 0.00 161.24 N/A N/A 0 0 2 0 2024-05-30 $55.70 $0.00 18.3% 5.2% 8.5% 29.0% 0.0% 0.9% -4.6% 575 -5.6K -25 0.00 161.59 N/A N/A 0 0 2 0 2024-05-31 $56.09 $0.00 17.5% 5.0% 8.8% 27.0% 0.0% 1.3% -4.0% 599 -5.8K -25 0.00 156.65 N/A N/A 0 0 2 0
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