FPE Options History — June 2017

In June 2017, FPE traded between $19.86 and $20.02. ATM implied volatility averaged 133.0%, placing in the 64.6% IV rank vs the trailing year. The 30-day expected move averaged 25.6%. IV traded above realized volatility by 130.9% (HV 20d: 2.1%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.

Notable Days

  • 2017-06-21: Largest IV spike — 14170.6% change
  • 2017-06-30: Highest IV Rank — 92.2%
  • 2017-06-09: Largest Expected Move — 56.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.94$19.86$20.02$19.86$20.00
ATM IV133.0%0.8%198.4%183.1%184.3%
Expected Move25.6%0.2%56.9%54.8%0.3%
HV 20d2.1%1.7%2.7%1.8%2.7%
HV 60d2.2%1.9%2.7%2.7%2.1%
IV Rank64.6%0.1%92.2%0.1%92.2%
IV Percentile49.5%0.8%77.9%0.8%77.9%
Term Structure-40.1%-44.0%-36.2%-40.6%-38.7%
Skew 25d28.5%24.8%30.9%24.8%30.9%
Skew 10d29.4%27.4%30.9%27.4%30.9%
Call IV 25d124.9%105.2%172.5%165.0%111.6%
Put IV 25d153.3%132.6%199.0%189.8%142.5%
Bid-Ask Spread %195.88181.87198.61196.10196.87
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-06-01$19.86$0.00183.1%0.0%1.8%0.0%0.0%24.8%0.0%0000.00196.100000
2017-06-02$19.88$0.00184.9%0.0%1.8%0.0%0.0%25.2%0.0%0000.00196.100000
2017-06-05$19.91$0.00191.1%54.8%1.9%0.0%0.0%26.1%-40.6%0000.00198.020000
2017-06-06$19.92$0.00192.7%55.2%1.9%0.0%0.0%26.5%-41.6%0000.00197.830000
2017-06-07$19.90$0.00195.0%55.9%1.9%0.0%0.0%26.4%-42.8%0000.00198.610000
2017-06-08$19.90$0.00197.2%56.5%1.9%0.0%0.0%26.6%-44.0%0000.00198.610000
2017-06-09$19.87$0.00198.4%56.9%1.9%0.0%0.0%27.4%-39.2%0000.00198.610000
2017-06-12$19.89$0.00158.1%0.0%1.9%0.0%0.0%27.8%-36.2%0000.00196.470000
2017-06-13$19.91$0.000.9%0.3%1.9%0.0%0.0%28.1%-37.5%0000.00198.020000
2017-06-14$19.94$0.001.4%0.4%2.0%0.0%0.0%28.6%-38.7%0000.00196.860000
2017-06-15$19.97$0.001.8%0.5%2.0%0.0%0.0%29.0%0.0%0000.00198.410000
2017-06-16$19.96$0.000.8%0.2%2.0%0.1%0.0%29.1%0.0%0000.00198.220000
2017-06-19$20.00$0.001.2%0.3%2.1%0.3%0.0%29.7%0.0%0000.00198.610000
2017-06-20$20.00$0.001.2%0.3%2.1%0.3%0.0%29.8%0.0%0000.00197.650000
2017-06-21$20.02$0.00169.8%0.0%1.7%85.0%0.0%30.3%0.0%0000.00181.870000
2017-06-22$19.92$0.00171.2%0.0%2.6%85.7%0.0%29.1%0.0%0000.00197.250000
2017-06-23$19.94$0.00172.7%0.0%2.6%86.4%0.0%29.4%0.0%0000.00197.260000
2017-06-26$19.98$0.00177.3%0.0%2.5%88.7%0.0%30.1%0.0%0000.00182.510000
2017-06-27$19.97$0.00179.1%0.0%2.5%89.6%0.0%30.1%0.0%0000.00196.870000
2017-06-28$19.99$0.00180.7%0.0%2.5%90.4%0.0%30.5%0.0%0000.00191.750000
2017-06-29$19.96$0.00182.9%0.0%2.6%91.5%0.0%30.3%0.0%0000.00196.870000
2017-06-30$20.00$0.00184.3%0.0%2.7%92.2%0.0%30.9%0.0%0000.00196.870000