FPE Options History — April 2017

In April 2017, FPE traded between $19.59 and $19.71. ATM implied volatility averaged 128.8%. The 30-day expected move averaged 25.8%. IV traded above realized volatility by 126.0% (HV 20d: 2.8%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 2 of 19 days.

Notable Days

  • 2017-04-05: Largest IV spike — 684.4% change
  • 2017-04-07: Largest Expected Move — 56.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.64$19.59$19.71$19.61$19.71
ATM IV128.8%21.2%196.7%192.2%185.7%
Expected Move25.8%3.2%56.4%7.0%6.7%
HV 20d2.8%2.4%3.8%3.8%2.4%
HV 60d3.0%2.8%3.2%3.2%2.8%
Term Structure-35.0%-84.3%100.1%-8.9%-78.6%
Skew 25d26.0%0.6%37.0%34.6%30.8%
Skew 10d41.6%3.0%51.7%45.7%51.7%
Call IV 25d116.0%12.0%139.2%126.7%139.2%
Put IV 25d142.0%12.6%171.0%161.3%170.0%
Bid-Ask Spread %170.49126.05196.71183.00194.18
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-04-03$19.61$0.00192.2%0.0%3.8%0.0%0.0%34.6%0.0%0000.00183.000000
2017-04-04$19.60$0.0024.5%7.0%3.8%0.0%0.0%1.8%-8.9%0000.00151.620000
2017-04-05$19.59$0.00192.1%0.0%2.9%0.0%0.0%27.6%0.0%0000.00184.440000
2017-04-06$19.59$0.00194.3%55.7%2.8%0.0%0.0%31.3%-82.5%0000.00169.740000
2017-04-07$19.60$0.00196.7%56.4%2.8%0.0%0.0%27.9%-84.3%0000.00169.900000
2017-04-10$19.64$0.0021.2%3.2%2.9%0.0%0.0%0.6%-4.1%0000.00126.050000
2017-04-11$19.63$0.0064.0%0.0%2.9%0.0%0.0%35.1%100.1%0000.00137.710000
2017-04-12$19.62$0.00115.3%0.0%2.9%0.0%0.0%28.4%-80.5%0000.00169.900000
2017-04-13$19.63$0.00115.8%0.0%2.8%0.0%0.0%28.6%-74.0%0000.00172.800000
2017-04-17$19.63$0.0023.2%6.7%2.8%0.0%0.0%2.1%39.0%0000.00147.520000
2017-04-18$19.65$0.0038.8%0.0%2.7%0.0%0.0%37.0%-75.8%0000.00157.600000
2017-04-19$19.64$0.00118.5%0.0%2.7%0.0%0.0%29.3%-78.6%0000.00169.910000
2017-04-20$19.68$0.00118.9%0.0%2.8%0.0%0.0%29.6%0.0%0000.00171.810000
2017-04-21$19.61$0.00119.6%0.0%2.6%0.0%0.0%29.4%0.0%0000.00170.220000
2017-04-24$19.64$0.00179.0%0.0%2.4%0.0%0.0%29.9%0.0%0000.00178.410000
2017-04-25$19.67$0.00180.5%0.0%2.4%0.0%0.0%30.0%0.0%0000.00194.870000
2017-04-26$19.68$0.00182.2%0.0%2.4%0.0%0.0%30.2%0.0%0000.00192.900000
2017-04-27$19.70$0.00183.9%0.0%2.4%0.0%0.0%30.5%0.0%0000.00196.710000
2017-04-28$19.71$0.00185.7%0.0%2.4%0.0%0.0%30.8%0.0%0000.00194.180000