FVAL Options History — July 2024 In July 2024, FVAL traded between $57.59 and $59.88. ATM implied volatility averaged 17.0%, placing in the 25.8% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 9.5% (HV 20d: 7.5%). Max pain ranged from $57.00 to $57.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-07-16 : Highest Volume — 1 contracts2024-07-10 : Largest IV drop — 36.5% change2024-07-09 : Highest IV Rank — 38.9%2024-07-30 : Largest Expected Move — 5.5%Monthly Statistics Metric Avg Min Max Open Close Price $58.58 $57.59 $59.88 $57.59 $59.00 Max Pain $57.00 $57.00 $57.00 $57.00 $57.00 ATM IV 17.0% 13.8% 22.1% 17.3% 18.7% Expected Move 4.6% 3.9% 5.5% 4.9% 5.4% HV 20d 7.5% 5.6% 10.5% 5.6% 10.4% HV 60d 8.4% 7.8% 9.1% 9.1% 8.2% IV Rank 25.8% 17.4% 38.9% 26.4% 30.2% IV Percentile 40.8% 9.1% 84.9% 43.7% 60.3% Term Structure -3.0% -4.8% -1.2% -4.1% -4.0% Skew 25d 0.8% 0.0% 1.6% 0.1% 0.8% Skew 10d 1.5% 0.8% 3.5% 1.0% 1.5% Call IV 25d 18.5% 14.9% 22.4% 21.3% 22.4% Put IV 25d 19.3% 16.3% 23.1% 21.4% 23.1% Bid-Ask Spread % 135.54 126.96 161.47 158.95 131.62 Gamma HHI 0.44 0.35 0.53 0.52 0.35 Net GEX 696 425 874 646 804 Net DEX -10.1K -12.7K -8.0K -8.0K -11.8K Net VEX -23 -32 -10 -19 -29 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 0.045 0 1 0 0 Total OI 2.5 2 3 2 3
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 2024-07-01 $57.59 $0.00 17.3% 4.9% 5.6% 26.4% 0.0% 0.1% -4.1% 646 -8.0K -19 0.00 158.95 N/A N/A 0 0 2 0 2024-07-02 $57.91 $0.00 17.2% 4.9% 5.8% 26.3% 0.0% 1.1% -4.1% 627 -8.2K -18 0.00 159.88 N/A N/A 0 0 2 0 2024-07-03 $57.88 $0.00 18.0% 5.1% 5.8% 28.2% 0.0% 0.2% -4.1% 621 -8.2K -18 0.00 161.47 N/A N/A 0 0 2 0 2024-07-05 $58.16 $57.00 19.2% 3.9% 5.7% 31.4% 0.0% 1.4% -1.8% 609 -8.5K -17 0.00 133.82 N/A N/A 0 0 2 0 2024-07-08 $58.17 $57.00 21.3% 4.0% 5.7% 37.1% 0.0% 0.5% -1.5% 617 -8.5K -17 0.00 133.22 N/A N/A 0 0 2 0 2024-07-09 $58.21 $57.00 22.1% 4.1% 5.6% 38.9% 0.0% 1.1% -1.9% 618 -8.6K -17 0.00 133.07 N/A N/A 0 0 2 0 2024-07-10 $58.58 $57.00 14.0% 4.0% 5.9% 17.9% 0.0% 1.6% -1.2% 593 -8.9K -16 0.00 132.75 N/A N/A 0 0 2 0 2024-07-11 $58.59 $57.00 14.2% 4.1% 5.9% 18.4% 0.0% 0.3% -2.9% 579 -9.1K -15 0.00 132.32 N/A N/A 0 0 2 0 2024-07-12 $58.96 $57.00 13.8% 4.0% 6.1% 17.4% 0.0% 0.7% -2.5% 551 -9.5K -14 0.00 130.45 N/A N/A 0 0 2 0 2024-07-15 $59.16 $57.00 14.8% 4.2% 6.0% 19.9% 0.0% 0.7% -2.3% 525 -9.6K -13 0.00 132.35 N/A N/A 0 0 2 0 2024-07-16 $59.88 $57.00 14.1% 4.0% 6.4% 18.2% 0.0% 1.2% -2.7% 425 -10.6K -10 0.00 130.88 N/A N/A 1 0 2 0 2024-07-17 $59.54 $57.00 15.3% 4.4% 6.7% 21.3% 0.0% 0.5% -3.8% 709 -12.7K -30 0.00 132.13 N/A N/A 0 0 3 0 2024-07-18 $58.97 $57.00 15.0% 4.3% 7.8% 20.5% 0.0% 0.1% -2.3% 768 -12.4K -31 0.00 126.96 N/A N/A 0 0 3 0 2024-07-19 $58.57 $57.00 16.1% 4.6% 8.3% 23.4% 0.0% 0.6% -2.0% 804 -11.2K -32 0.00 131.60 N/A N/A 0 0 3 0 2024-07-22 $58.97 $57.00 16.6% 4.8% 8.3% 24.7% 0.0% 1.2% -2.3% 788 -11.7K -31 0.00 131.79 N/A N/A 0 0 3 0 2024-07-23 $58.80 $57.00 16.8% 4.8% 8.2% 25.1% 0.0% 0.9% -2.8% 807 -11.5K -31 0.00 133.39 N/A N/A 0 0 3 0 2024-07-24 $57.95 $57.00 17.6% 5.0% 9.8% 27.3% 0.0% 0.0% -3.7% 874 -10.1K -32 0.00 131.25 N/A N/A 0 0 3 0 2024-07-25 $57.97 $57.00 17.3% 5.0% 9.8% 26.6% 0.0% 0.4% -3.4% 871 -10.2K -31 0.00 129.83 N/A N/A 0 0 3 0 2024-07-26 $58.58 $57.00 17.3% 5.0% 10.5% 26.4% 0.0% 1.6% -3.0% 836 -11.0K -31 0.00 129.82 N/A N/A 0 0 3 0 2024-07-29 $58.70 $57.00 18.6% 5.3% 10.5% 30.0% 0.0% 1.4% -3.9% 820 -11.2K -30 0.00 132.65 N/A N/A 0 0 3 0 2024-07-30 $58.70 $57.00 19.2% 5.5% 10.5% 31.4% 0.0% 1.3% -4.8% 827 -11.2K -30 0.00 131.56 N/A N/A 0 0 3 0 2024-07-31 $59.00 $57.00 18.7% 5.4% 10.4% 30.2% 0.0% 0.8% -4.0% 804 -11.8K -29 0.00 131.62 N/A N/A 0 0 3 0
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