FVAL Options History — October 2024

Name: FVAL Options Analytics - October 2024
Creator: Options Analysis Suite

In October 2024, FVAL traded between $60.08 and $62.01. ATM implied volatility averaged 18.5%, placing in the 29.5% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 8.9% (HV 20d: 9.5%). Max pain ranged from $56.00 to $56.00. Net GEX was positive for 20 of 23 trading days. Term structure was in contango for 0 of 23 days.

Notable Days

2024-10-28: Highest Volume — 2 contracts
2024-10-09: Largest IV drop — 30.9% change
2024-10-07: Highest IV Rank — 40.6%
2024-10-31: Largest Expected Move — 6.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$61.21	$60.08	$62.01	$60.24	$60.69
Max Pain	$56.00	$56.00	$56.00	$56.00	$56.00
ATM IV	18.5%	15.4%	22.7%	19.2%	21.8%
Expected Move	5.0%	4.4%	6.2%	5.5%	6.2%
HV 20d	9.5%	8.5%	11.1%	9.9%	11.1%
HV 60d	13.7%	10.8%	14.5%	14.2%	11.2%
IV Rank	29.5%	21.6%	40.6%	31.5%	38.1%
IV Percentile	59.5%	27.4%	87.7%	68.3%	84.1%
Term Structure	-3.0%	-10.1%	-0.7%	-4.2%	-10.1%
VWIV	16.0%	16.0%	16.0%	16.0%	16.0%
Skew 25d	2.3%	0.4%	11.3%	1.9%	11.3%
Skew 10d	7.5%	1.8%	14.9%	7.0%	1.8%
Call IV 25d	18.0%	14.3%	23.1%	20.6%	14.3%
Put IV 25d	20.3%	17.9%	25.6%	22.4%	25.6%
Bid-Ask Spread %	144.19	140.72	153.78	152.01	143.83
Gamma HHI	0.64	0.53	0.92	0.54	0.56
Net GEX	264	-672	450	444	-616
Net DEX	-8.3K	-9.7K	-2.2K	-8.2K	-2.2K
Net VEX	-18	-29	-14	-18	-28
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0.087	0	2	0	0
Total OI	2.261	2	4	2	4

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	Spread %	Call Wall	Put Wall	Put Vol	Call OI	Put OI
2024-10-01	$60.24	$0.00	19.2%	5.5%	9.9%	31.5%	0.0%	1.9%	-4.2%	444	-8.2K	-18	152.01	N/A	N/A	0	2	0
2024-10-02	$60.22	$0.00	20.1%	5.8%	9.9%	33.7%	0.0%	3.1%	-3.9%	445	-8.1K	-18	153.78	N/A	N/A	0	2	0
2024-10-03	$60.08	$56.00	20.0%	4.5%	9.7%	33.5%	0.0%	2.2%	-1.5%	449	-8.1K	-18	142.59	N/A	N/A	0	2	0
2024-10-04	$60.74	$56.00	18.9%	4.4%	8.5%	30.6%	0.0%	2.6%	-0.7%	415	-8.6K	-18	143.11	N/A	N/A	0	2	0
2024-10-07	$60.26	$56.00	22.7%	4.7%	9.1%	40.6%	0.0%	1.1%	-4.6%	450	-8.3K	-18	141.76	N/A	N/A	0	2	0
2024-10-08	$60.65	$56.00	22.3%	4.5%	9.2%	39.6%	0.0%	2.6%	-1.5%	422	-8.5K	-17	142.79	N/A	N/A	0	2	0
2024-10-09	$61.00	$56.00	15.4%	4.4%	9.2%	21.6%	0.0%	2.5%	-1.0%	404	-8.8K	-17	142.96	N/A	N/A	0	2	0
2024-10-10	$60.96	$56.00	15.8%	4.5%	8.8%	22.6%	0.0%	2.0%	-2.1%	411	-8.8K	-16	144.39	N/A	N/A	0	2	0
2024-10-11	$61.56	$56.00	15.7%	4.5%	9.0%	22.2%	0.0%	4.1%	-1.7%	386	-9.2K	-16	142.77	N/A	N/A	0	2	0
2024-10-14	$62.01	$56.00	16.0%	4.6%	9.2%	23.1%	0.0%	2.1%	-1.5%	361	-9.6K	-15	142.20	N/A	N/A	0	2	0
2024-10-15	$61.48	$56.00	17.4%	5.0%	10.0%	26.7%	0.0%	1.4%	-3.2%	368	-9.2K	-16	141.55	N/A	N/A	0	2	0
2024-10-16	$61.98	$56.00	16.0%	4.6%	10.2%	23.1%	0.0%	2.3%	-1.7%	357	-9.5K	-15	141.84	N/A	N/A	0	2	0
2024-10-17	$61.97	$56.00	16.8%	4.8%	9.2%	25.2%	0.0%	1.5%	-2.4%	368	-9.6K	-15	144.68	N/A	N/A	0	2	0
2024-10-18	$61.92	$56.00	16.6%	4.7%	9.0%	24.6%	0.0%	1.7%	-2.6%	373	-9.7K	-15	145.38	N/A	N/A	0	2	0
2024-10-21	$61.69	$56.00	17.0%	4.9%	9.1%	25.6%	0.0%	1.1%	-3.4%	338	-9.4K	-15	143.41	N/A	N/A	0	2	0
2024-10-22	$61.91	$56.00	17.1%	4.9%	9.1%	26.0%	0.0%	2.1%	-2.7%	368	-9.5K	-15	144.25	N/A	N/A	0	2	0
2024-10-23	$61.21	$56.00	17.9%	5.1%	10.1%	28.0%	0.0%	1.0%	-2.2%	404	-9.1K	-15	140.72	N/A	N/A	0	2	0
2024-10-24	$61.28	$56.00	18.7%	5.4%	9.8%	30.1%	0.0%	1.8%	-3.2%	392	-9.0K	-15	144.91	N/A	N/A	0	2	0
2024-10-25	$61.23	$56.00	18.5%	5.3%	9.8%	29.6%	0.0%	1.1%	-2.2%	404	-9.3K	-15	141.92	N/A	N/A	0	2	0
2024-10-28	$61.63	$56.00	19.8%	5.7%	10.0%	32.9%	16.0%	0.4%	-3.5%	330	-9.5K	-14	144.71	N/A	N/A	2	2	0
2024-10-29	$61.59	$56.00	20.1%	5.8%	9.8%	33.8%	0.0%	1.9%	-3.9%	-672	-4.2K	-29	145.22	N/A	N/A	0	2	2
2024-10-30	$61.52	$56.00	21.0%	6.0%	9.8%	36.1%	0.0%	1.7%	-6.3%	-521	-4.3K	-28	145.50	N/A	N/A	0	2	2
2024-10-31	$60.69	$56.00	21.8%	6.2%	11.1%	38.1%	0.0%	11.3%	-10.1%	-616	-2.2K	-28	143.83	N/A	N/A	0	2	2