FPE Options History — December 2017 In December 2017, FPE traded between $19.99 and $20.09. ATM implied volatility averaged 23.4%, placing in the 11.4% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 20.9% (HV 20d: 2.4%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days.
Notable Days 2017-12-15 : Highest Volume — 60 contracts2017-12-12 : Largest IV drop — 55.3% change2017-12-11 : Highest IV Rank — 16.9%2017-12-28 : Largest Expected Move — 7.1%Monthly Statistics Metric Avg Min Max Open Close Price $20.04 $19.99 $20.09 $20.04 $20.00 Max Pain $20.00 $20.00 $20.00 $20.00 $20.00 ATM IV 23.4% 15.3% 34.3% 20.8% 24.8% Expected Move 6.3% 5.8% 7.1% 6.0% 7.1% HV 20d 2.4% 1.8% 2.7% 2.6% 2.4% HV 60d 2.5% 2.4% 2.6% 2.5% 2.6% IV Rank 11.4% 7.4% 16.9% 10.1% 12.1% IV Percentile 26.8% 13.6% 44.2% 18.1% 33.7% Term Structure -2.1% -5.4% 7.9% 7.9% -4.4% VWIV 27.3% 25.6% 29.3% 25.6% 29.3% Skew 25d 1.8% 1.5% 5.4% 5.4% 1.9% Skew 10d 5.0% 4.3% 5.9% 5.5% 5.9% Call IV 25d 29.5% 26.7% 33.0% 33.0% 32.6% Put IV 25d 31.4% 28.3% 38.4% 38.4% 34.6% Bid-Ask Spread % 174.16 165.39 177.19 172.53 175.53 Gamma HHI 0.51 0.51 0.51 0.51 0.51 Net GEX -2.4K -5.7K 0 0 -5.7K Net DEX 19.6K 0 44.5K 0 43.7K Net VEX -52 -126 0 0 -102 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 30 0 60 0 60 Total OI 27 0 60 0 60
Daily Data (20 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 Vol Put Vol Call OI Put OI 2017-12-01 $20.04 $0.00 20.8% 6.0% 2.6% 10.1% 0.0% 5.4% 7.9% 0 0 0 0.00 172.53 0 0 0 0 2017-12-04 $20.08 $0.00 22.5% 5.8% 2.7% 11.0% 0.0% 1.6% -1.4% 0 0 0 0.00 174.18 0 0 0 0 2017-12-05 $20.06 $0.00 23.6% 5.9% 2.7% 11.5% 0.0% 1.6% -1.6% 0 0 0 0.00 174.52 0 0 0 0 2017-12-06 $20.06 $0.00 24.9% 5.9% 2.7% 12.2% 0.0% 1.6% -1.7% 0 0 0 0.00 175.31 0 0 0 0 2017-12-07 $20.07 $0.00 25.3% 5.9% 2.7% 12.4% 0.0% 1.6% -1.7% 0 0 0 0.00 174.52 0 0 0 0 2017-12-08 $20.08 $0.00 27.0% 5.9% 2.6% 13.3% 0.0% 1.6% -1.8% 0 0 0 0.00 174.52 0 0 0 0 2017-12-11 $20.08 $0.00 34.3% 6.3% 2.3% 16.9% 0.0% 1.6% -3.1% 0 0 0 0.00 177.19 0 0 0 0 2017-12-12 $20.06 $0.00 15.3% 6.1% 2.3% 7.4% 0.0% 1.6% -1.4% 0 0 0 0.00 168.96 0 0 0 0 2017-12-13 $20.03 $0.00 21.1% 6.1% 2.4% 10.3% 0.0% 1.6% -1.4% 0 0 0 0.00 168.31 0 0 0 0 2017-12-14 $20.02 $0.00 21.4% 6.1% 2.2% 10.5% 0.0% 1.7% -2.5% 0 0 0 0.00 175.69 0 0 0 0 2017-12-15 $20.07 $0.00 21.2% 6.1% 2.4% 10.3% 25.6% 1.5% -1.5% 0 0 0 0.00 175.29 0 60 0 0 2017-12-18 $20.08 $20.00 22.2% 6.4% 2.3% 10.8% 26.7% 1.6% -2.0% -5.0K 42.9K -126 0.00 165.39 0 60 0 60 2017-12-19 $20.07 $20.00 22.0% 6.3% 2.1% 10.7% 26.4% 1.6% -3.0% -5.1K 43.0K -124 0.00 173.82 0 60 0 60 2017-12-20 $20.09 $20.00 22.3% 6.4% 1.8% 10.8% 26.5% 1.6% -3.1% -5.1K 42.4K -123 0.00 174.68 0 60 0 60 2017-12-21 $19.99 $20.00 22.3% 6.4% 2.5% 10.8% 26.2% 1.7% -2.5% -5.3K 44.5K -124 0.00 177.15 0 60 0 60 2017-12-22 $20.00 $20.00 22.6% 6.5% 2.5% 11.0% 26.7% 1.7% -2.7% -5.3K 44.3K -121 0.00 177.15 0 60 0 60 2017-12-26 $20.01 $20.00 24.4% 7.0% 2.5% 11.9% 28.8% 1.8% -4.6% -5.4K 43.9K -110 0.00 177.00 0 60 0 60 2017-12-27 $20.00 $20.00 24.3% 7.0% 2.5% 11.9% 28.6% 1.9% -5.0% -5.5K 44.0K -107 0.00 175.71 0 60 0 60 2017-12-28 $20.00 $20.00 24.9% 7.1% 2.4% 12.1% 28.6% 1.9% -5.4% -5.6K 44.0K -105 0.00 175.69 0 60 0 60 2017-12-29 $20.00 $20.00 24.8% 7.1% 2.4% 12.1% 29.3% 1.9% -4.4% -5.7K 43.7K -102 0.00 175.53 0 60 0 60
« Nov 2017 | All History | Jan 2018 » Home FPE History December 2017