FPE Options History — April 2018

In April 2018, FPE traded between $19.40 and $19.59. ATM implied volatility averaged 26.2%, placing in the 12.8% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 23.5% (HV 20d: 2.6%). Max pain ranged from $19.00 to $19.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days.

Notable Days

  • 2018-04-09: Highest Volume — 4 contracts
  • 2018-04-19: Largest IV spike — 79.9% change
  • 2018-04-19: Highest IV Rank — 19.4%
  • 2018-04-19: Largest Expected Move — 11.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.51$19.40$19.59$19.51$19.41
Max Pain$19.00$19.00$19.00$19.00$19.00
ATM IV26.2%19.7%39.2%28.0%28.2%
Expected Move6.7%3.7%11.3%8.0%8.1%
HV 20d2.6%2.5%2.8%2.7%2.5%
HV 60d3.3%3.0%3.4%3.4%3.0%
IV Rank12.8%9.5%19.4%13.8%13.9%
IV Percentile42.6%16.3%69.8%54.8%59.9%
Term Structure-8.4%-17.7%6.8%-10.0%-10.1%
VWIV15.1%8.7%24.3%24.3%8.7%
Skew 25d-1.4%-15.9%1.1%-3.3%0.1%
Skew 10d-1.1%-2.3%0.8%0.8%-2.1%
Call IV 25d28.7%15.2%51.2%31.5%33.9%
Put IV 25d27.3%16.3%51.2%28.2%33.9%
Bid-Ask Spread %159.83151.04186.56152.35158.31
Gamma HHI0.990.971.001.001.00
Net GEX-2.2K-4.1K-12-3.2K-12
Net DEX10.5K32117.9K14.9K636
Net VEX-22-42-4-39-5
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume2.9051431
Total OI20.571129251

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-04-02$19.51$19.0028.0%8.0%2.7%13.8%24.3%-3.3%-10.0%-3.2K14.9K-390.00152.3503025
2018-04-03$19.49$19.0020.8%6.0%2.7%10.1%12.2%-12.3%-10.7%-3.3K17.3K-420.00155.9403028
2018-04-04$19.48$19.0019.7%5.6%2.5%9.5%8.7%-15.9%-11.4%-3.5K17.0K-400.00151.0403028
2018-04-05$19.50$0.0026.4%5.9%2.5%13.0%0.0%0.5%-7.1%-3.1K17.9K-390.00161.7203028
2018-04-06$19.51$0.0032.6%5.7%2.5%16.1%0.0%-4.5%-7.1%-3.2K17.4K-380.00161.5603028
2018-04-09$19.56$0.0035.9%3.7%2.7%17.8%0.0%1.1%6.8%-3.1K17.0K-340.00155.0104028
2018-04-10$19.56$0.0037.7%5.7%2.7%18.7%0.0%0.0%-7.7%-3.1K17.3K-360.00159.1404029
2018-04-11$19.58$0.0020.1%5.8%2.8%9.8%0.0%0.0%-7.9%-3.4K15.6K-330.00160.8104029
2018-04-12$19.55$0.0020.4%5.8%2.8%9.9%0.0%0.0%-8.2%-3.4K16.5K-310.00162.3604029
2018-04-13$19.57$0.0020.7%5.9%2.8%10.1%0.0%0.0%-8.4%-3.1K17.0K-310.00160.6004029
2018-04-16$19.56$0.0021.6%6.2%2.8%10.5%0.0%0.1%-9.2%-3.6K15.7K-230.00162.3604029
2018-04-17$19.59$0.0022.6%6.5%2.8%11.0%0.0%0.1%-9.4%-4.1K12.4K-180.00161.8204029
2018-04-18$19.59$0.0021.8%6.3%2.8%10.6%0.0%0.9%-8.6%-3.1K16.9K-180.00160.8104029
2018-04-19$19.57$0.0039.2%11.3%2.8%19.4%0.0%0.0%-17.7%-3.2K3.3K-80.00186.5604029
2018-04-20$19.48$0.0024.2%6.9%2.5%11.9%0.0%0.7%-10.8%-49321-40.00158.7804029
2018-04-23$19.46$0.0025.7%7.4%2.5%12.6%0.0%0.8%-7.5%-12634-50.00159.820101
2018-04-24$19.45$0.0025.6%7.3%2.5%12.6%0.0%0.8%-6.7%-12635-50.00157.650101
2018-04-25$19.40$0.0026.3%7.5%2.6%12.9%0.0%0.7%-8.2%-12636-50.00158.580101
2018-04-26$19.41$0.0026.2%7.5%2.6%12.8%0.0%0.7%-8.1%-12636-50.00153.760101
2018-04-27$19.40$0.0026.1%7.5%2.6%12.8%0.0%0.1%-7.6%-12636-50.00157.540101
2018-04-30$19.41$0.0028.2%8.1%2.5%13.9%0.0%0.1%-10.1%-12636-50.00158.310101