FPE Options History — January 2018 In January 2018, FPE traded between $19.76 and $20.07. ATM implied volatility averaged 32.2%, placing in the 15.8% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 29.3% (HV 20d: 2.8%). Max pain ranged from $19.00 to $20.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days.
Notable Days 2018-01-08 : Highest Volume — 85 contracts2018-01-03 : Largest IV spike — 624.1% change2018-01-03 : Highest IV Rank — 97.4%2018-01-29 : Largest Expected Move — 7.9%Monthly Statistics Metric Avg Min Max Open Close Price $19.97 $19.76 $20.07 $19.96 $19.80 Max Pain $19.22 $19.00 $20.00 $20.00 $19.00 ATM IV 32.2% 15.0% 194.6% 26.9% 17.8% Expected Move 6.4% 4.3% 7.9% 7.7% 5.1% HV 20d 2.8% 2.3% 3.8% 2.5% 3.8% HV 60d 2.6% 2.4% 3.0% 2.6% 3.0% IV Rank 15.8% 7.1% 97.4% 13.1% 8.5% IV Percentile 34.1% 11.5% 95.2% 41.7% 13.9% Term Structure -2.7% -9.8% 15.2% -7.4% 15.2% VWIV 34.0% 31.0% 37.4% 31.0% 37.4% Skew 25d 1.5% -7.2% 16.2% 0.1% 8.7% Skew 10d 3.0% -8.7% 16.2% 1.9% 1.9% Call IV 25d 34.6% 18.7% 116.7% 37.0% 27.9% Put IV 25d 36.2% 27.8% 132.9% 37.1% 36.6% Bid-Ask Spread % 174.75 162.78 196.12 172.31 162.78 Gamma HHI 0.68 0.42 1.00 0.51 1.00 Net GEX -4.7K -8.9K 0 -5.9K -2.7K Net DEX 27.5K 0 44.8K 43.3K 10.5K Net VEX -49 -90 0 -90 -30 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 57.381 25 85 60 25 Total OI 55 0 85 60 25
Daily Data (21 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 2018-01-02 $19.96 $20.00 26.9% 7.7% 2.5% 13.1% 31.0% 0.1% -7.4% -5.9K 43.3K -90 0.00 172.31 0 60 0 60 2018-01-03 $19.97 $20.00 194.6% 0.0% 2.3% 97.4% 0.0% 16.2% 0.0% -7.1K 42.9K -87 0.00 196.12 0 60 0 60 2018-01-04 $19.99 $0.00 27.8% 6.0% 2.4% 13.6% 0.0% -0.3% -2.3% -5.9K 42.6K -84 0.00 176.27 0 60 0 60 2018-01-05 $20.02 $0.00 28.8% 6.1% 2.4% 14.1% 0.0% -0.3% -2.7% -6.0K 41.3K -81 0.00 175.09 0 60 0 60 2018-01-08 $20.07 $0.00 31.5% 6.0% 2.6% 15.4% 0.0% -0.2% -2.6% -4.2K 44.8K -76 0.00 174.58 0 85 0 60 2018-01-09 $20.06 $0.00 34.0% 6.3% 2.6% 16.7% 0.0% -0.3% -3.4% -6.9K 42.1K -75 0.00 176.54 0 85 0 85 2018-01-10 $20.05 $0.00 21.6% 6.2% 2.6% 10.5% 0.0% -0.2% -3.2% -6.9K 42.9K -72 0.00 176.81 0 85 0 85 2018-01-11 $20.05 $0.00 21.9% 6.3% 2.6% 10.6% 0.0% -0.2% -3.4% -7.1K 41.3K -66 0.00 172.26 0 85 0 85 2018-01-12 $20.05 $0.00 21.7% 6.2% 2.5% 10.5% 0.0% 10.1% -3.6% -7.0K 41.9K -62 0.00 176.52 0 85 0 85 2018-01-16 $20.05 $0.00 22.5% 6.5% 2.5% 10.9% 0.0% -0.2% -4.7% -8.9K 31.9K -28 0.00 175.06 0 85 0 85 2018-01-17 $19.99 $0.00 23.0% 6.6% 2.6% 11.2% 0.0% -0.2% -4.8% -7.7K 40.9K -31 0.00 176.54 0 85 0 85 2018-01-18 $20.01 $0.00 22.8% 6.5% 2.6% 11.1% 0.0% -0.1% -4.5% -7.7K 40.0K -22 0.00 177.31 0 85 0 85 2018-01-19 $20.02 $0.00 23.2% 6.6% 2.6% 11.3% 0.0% 1.7% -4.7% 0 0 0 0.00 176.22 0 85 0 85 2018-01-22 $20.07 $0.00 21.7% 6.2% 2.7% 10.5% 32.2% -7.2% -9.8% 0 0 0 0.00 171.86 0 25 0 0 2018-01-23 $19.93 $19.00 23.8% 6.8% 3.3% 11.6% 33.2% -0.1% -4.5% -2.1K 12.4K -40 0.00 173.87 0 25 0 25 2018-01-24 $19.91 $19.00 15.0% 4.3% 3.3% 7.1% 33.7% -3.1% -4.9% -2.4K 9.5K -34 0.00 175.11 0 25 0 25 2018-01-25 $19.92 $19.00 25.6% 7.3% 3.3% 12.5% 33.1% -0.1% -5.3% -2.1K 12.5K -38 0.00 173.68 0 25 0 25 2018-01-26 $19.91 $19.00 25.5% 7.3% 3.3% 12.4% 33.8% -0.1% -5.7% -2.1K 12.5K -38 0.00 174.68 0 25 0 25 2018-01-29 $19.81 $19.00 27.6% 7.9% 3.7% 13.5% 35.4% 0.1% -7.1% -2.2K 13.4K -37 0.00 171.12 0 25 0 25 2018-01-30 $19.76 $19.00 17.9% 5.1% 3.7% 8.6% 35.8% 8.3% 15.0% -2.7K 11.4K -34 0.00 164.99 0 25 0 25 2018-01-31 $19.80 $19.00 17.8% 5.1% 3.8% 8.5% 37.4% 8.7% 15.2% -2.7K 10.5K -30 0.00 162.78 0 25 0 25
« Dec 2017 | All History | Feb 2018 » Home FPE History January 2018