FPE Options History — February 2018 In February 2018, FPE traded between $19.58 and $19.79. ATM implied volatility averaged 30.5%, placing in the 15.0% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 26.2% (HV 20d: 4.3%). Max pain ranged from $19.00 to $19.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 3 of 19 days.
Notable Days 2018-02-01 : Highest Volume — 25 contracts2018-02-05 : Largest IV spike — 313.7% change2018-02-05 : Highest IV Rank — 64.8%2018-02-28 : Largest Expected Move — 7.9%Monthly Statistics Metric Avg Min Max Open Close Price $19.67 $19.58 $19.79 $19.79 $19.71 Max Pain $19.00 $19.00 $19.00 $19.00 $19.00 ATM IV 30.5% 10.5% 129.0% 19.1% 27.7% Expected Move 6.6% 3.0% 7.9% 6.7% 7.9% HV 20d 4.3% 3.8% 4.9% 3.8% 3.9% HV 60d 3.3% 3.0% 3.4% 3.0% 3.4% IV Rank 15.0% 4.9% 64.8% 9.3% 13.6% IV Percentile 39.4% 8.7% 65.1% 15.1% 52.0% Term Structure 2.8% -68.0% 161.3% -3.2% -10.2% VWIV 28.4% 12.9% 33.2% 12.9% 33.2% Skew 25d 11.5% -0.0% 142.3% 0.7% -0.0% Skew 10d 10.6% -2.2% 142.3% 1.0% 0.6% Call IV 25d 55.2% 9.4% 180.7% 28.1% 35.2% Put IV 25d 66.7% 28.8% 199.0% 28.8% 35.2% Bid-Ask Spread % 172.33 159.26 198.22 168.07 161.35 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -2.0K -3.7K 0 -2.6K -977 Net DEX 8.3K 0 15.3K 10.9K 5.5K Net VEX -17 -34 0 -29 -14 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 19.474 10 25 25 10 Total OI 18.947 0 25 25 10
Daily Data (19 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 2018-02-01 $19.79 $0.00 19.1% 6.7% 3.8% 9.3% 0.0% 0.7% -3.2% -2.6K 10.9K -29 0.00 168.07 0 25 0 25 2018-02-02 $19.69 $0.00 31.2% 6.4% 4.1% 15.4% 0.0% 0.7% -2.7% -2.3K 14.6K -34 0.00 168.62 0 25 0 25 2018-02-05 $19.69 $0.00 129.0% 0.0% 4.0% 64.8% 0.0% 142.3% -68.0% -2.8K 12.2K -27 0.00 198.22 0 25 0 25 2018-02-06 $19.63 $0.00 38.8% 7.0% 3.9% 19.2% 0.0% 0.2% -4.3% -2.4K 15.3K -29 0.00 169.82 0 25 0 25 2018-02-07 $19.70 $0.00 23.7% 6.8% 4.2% 11.6% 0.0% 0.8% -4.3% -2.7K 12.8K -24 0.00 166.09 0 25 0 25 2018-02-08 $19.66 $0.00 23.5% 6.7% 4.2% 11.5% 0.0% 0.1% -3.6% -2.6K 14.0K -25 0.00 161.53 0 25 0 25 2018-02-09 $19.58 $0.00 24.3% 7.0% 4.4% 11.9% 0.0% 0.1% -4.1% -2.9K 14.3K -23 0.00 168.51 0 25 0 25 2018-02-12 $19.65 $0.00 27.3% 0.0% 4.7% 13.4% 0.0% 14.1% 0.0% -3.4K 8.6K -13 0.00 194.25 0 25 0 25 2018-02-13 $19.63 $0.00 26.4% 7.6% 4.6% 13.0% 0.0% 0.8% -6.1% -3.1K 12.3K -14 0.00 167.84 0 25 0 25 2018-02-14 $19.60 $0.00 26.4% 0.0% 4.6% 13.0% 0.0% 13.5% 0.0% -3.7K 6.4K -7 0.00 195.02 0 25 0 25 2018-02-15 $19.66 $0.00 35.0% 0.0% 4.8% 17.3% 0.0% 14.4% 0.0% -2.8K 3.2K -3 0.00 189.41 0 25 0 25 2018-02-16 $19.71 $0.00 18.6% 5.3% 4.9% 9.0% 0.0% 3.9% 10.1% 0 0 0 0.00 169.69 0 25 0 25 2018-02-20 $19.70 $0.00 10.5% 3.0% 4.7% 4.9% 12.9% 18.3% 161.3% 0 0 0 0.00 191.28 0 10 0 0 2018-02-21 $19.66 $19.00 17.2% 4.9% 4.2% 8.3% 31.2% 6.9% 13.4% -1.0K 5.5K -17 0.00 162.75 0 10 0 10 2018-02-22 $19.65 $19.00 24.2% 6.9% 4.2% 11.8% 29.0% 1.1% -7.5% -988 5.9K -17 0.00 159.34 0 10 0 10 2018-02-23 $19.66 $19.00 24.1% 6.9% 4.2% 11.8% 29.8% 1.1% -7.8% -992 5.8K -17 0.00 159.26 0 10 0 10 2018-02-26 $19.68 $19.00 26.1% 7.5% 4.2% 12.8% 30.9% 0.0% -9.2% -992 5.6K -15 0.00 161.49 0 10 0 10 2018-02-27 $19.68 $19.00 26.8% 7.7% 3.9% 13.2% 31.8% 0.0% -9.8% -993 5.6K -14 0.00 161.70 0 10 0 10 2018-02-28 $19.71 $19.00 27.7% 7.9% 3.9% 13.6% 33.2% -0.0% -10.2% -977 5.5K -14 0.00 161.35 0 10 0 10
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