FPE Options History — February 2017

Name: FPE Options Analytics - February 2017
Creator: Options Analysis Suite

In February 2017, FPE traded between $19.26 and $19.54. ATM implied volatility averaged 128.5%. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 125.7% (HV 20d: 2.8%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 1 of 19 days.

Notable Days

2017-02-15: Largest IV spike — 1000.4% change
2017-02-21: Largest Expected Move — 7.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.45	$19.26	$19.54	$19.26	$19.54
ATM IV	128.5%	12.7%	181.1%	131.4%	181.1%
Expected Move	6.0%	3.6%	7.9%	6.4%	7.9%
HV 20d	2.8%	1.7%	3.7%	3.7%	2.3%
HV 60d	3.0%	2.9%	3.1%	2.9%	3.0%
Term Structure	-19.7%	-68.7%	148.3%	-67.4%	148.3%
Skew 25d	26.1%	1.4%	33.9%	29.1%	24.5%
Skew 10d	34.2%	2.4%	49.9%	46.6%	40.1%
Call IV 25d	129.1%	12.8%	163.1%	147.2%	114.1%
Put IV 25d	155.1%	14.2%	197.0%	176.4%	138.5%
Bid-Ask Spread %	180.37	137.51	190.81	175.87	184.21
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 (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	Spread %
2017-02-01	$19.26	$0.00	131.4%	0.0%	3.7%	0.0%	0.0%	29.1%	0.0%	175.87
2017-02-02	$19.30	$0.00	131.8%	0.0%	3.5%	0.0%	0.0%	29.4%	-67.4%	186.59
2017-02-03	$19.36	$0.00	132.2%	0.0%	3.5%	0.0%	0.0%	29.9%	-68.7%	183.11
2017-02-06	$19.38	$0.00	134.0%	0.0%	3.4%	0.0%	0.0%	30.4%	-67.0%	190.81
2017-02-07	$19.41	$0.00	134.6%	0.0%	3.4%	0.0%	0.0%	30.7%	-68.7%	182.61
2017-02-08	$19.43	$0.00	22.2%	6.4%	3.3%	0.0%	0.0%	1.7%	-9.1%	164.53
2017-02-09	$19.43	$0.00	135.8%	0.0%	3.2%	0.0%	0.0%	30.8%	0.0%	187.77
2017-02-10	$19.46	$0.00	136.4%	0.0%	3.2%	0.0%	0.0%	31.1%	0.0%	190.30
2017-02-13	$19.46	$0.00	138.5%	0.0%	3.1%	0.0%	0.0%	31.6%	0.0%	183.63
2017-02-14	$19.47	$0.00	12.7%	3.6%	2.8%	0.0%	0.0%	1.4%	-5.1%	137.51
2017-02-15	$19.49	$0.00	139.9%	0.0%	2.8%	0.0%	0.0%	32.1%	0.0%	183.28
2017-02-16	$19.52	$0.00	136.3%	0.0%	2.7%	0.0%	0.0%	32.4%	0.0%	183.63
2017-02-17	$19.54	$0.00	136.9%	0.0%	1.7%	0.0%	0.0%	32.8%	0.0%	189.02
2017-02-21	$19.53	$0.00	27.4%	7.9%	1.8%	0.0%	0.0%	2.2%	148.3%	161.46
2017-02-22	$19.45	$0.00	177.2%	0.0%	2.5%	0.0%	0.0%	33.1%	0.0%	189.55
2017-02-23	$19.49	$0.00	178.6%	0.0%	2.4%	0.0%	0.0%	33.5%	0.0%	184.34
2017-02-24	$19.52	$0.00	174.7%	0.0%	2.4%	0.0%	0.0%	33.9%	0.0%	184.50
2017-02-27	$19.52	$0.00	179.5%	0.0%	2.3%	0.0%	0.0%	24.3%	0.0%	184.34
2017-02-28	$19.54	$0.00	181.1%	0.0%	2.3%	0.0%	0.0%	24.5%	0.0%	184.21