FPE Options History — May 2018

In May 2018, FPE traded between $19.08 and $19.40. ATM implied volatility averaged 21.2%, placing in the 10.3% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 18.7% (HV 20d: 2.4%). Max pain ranged from $19.00 to $19.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.47.

Notable Days

2018-05-11: Highest Volume — 4 contracts
2018-05-31: Largest IV spike — 291.9% change
2018-05-08: Highest IV Rank — 18.4%
2018-05-02: Largest Expected Move — 8.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.30	$19.08	$19.40	$19.40	$19.08
Max Pain	$19.00	$19.00	$19.00	$19.00	$19.00
ATM IV	21.2%	6.8%	37.1%	29.0%	26.7%
Expected Move	5.2%	2.0%	8.4%	8.3%	7.7%
HV 20d	2.4%	1.8%	3.0%	2.5%	3.0%
HV 60d	2.5%	2.3%	2.8%	2.8%	2.7%
IV Rank	10.3%	3.1%	18.4%	14.3%	13.1%
IV Percentile	32.6%	7.9%	73.0%	62.7%	59.9%
Term Structure	-7.1%	-13.7%	8.3%	-10.7%	-9.4%
VWIV	21.0%	8.7%	26.0%	25.1%	26.0%
Skew 25d	-2.3%	-9.8%	14.7%	0.1%	0.8%
Skew 10d	-0.7%	-4.8%	7.1%	-2.2%	-4.8%
Call IV 25d	25.6%	10.7%	36.2%	34.9%	36.2%
Put IV 25d	23.3%	6.8%	37.0%	34.9%	37.0%
Bid-Ask Spread %	153.54	57.52	163.92	161.00	161.25
Gamma HHI	0.86	0.63	1.00	1.00	0.63
Net GEX	155	-11	765	-11	143
Net DEX	-1.2K	-3.8K	635	634	-1.6K
Net VEX	-8	-12	-5	-5	-9
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.47	0.33	1.00	1.00	0.50
Total Volume	2.591	1	4	1	3
Total OI	2.455	1	4	1	3

Daily Data (22 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
2018-05-01	$19.40	$0.00	29.0%	8.3%	2.5%	14.3%	0.0%	0.1%	-10.7%	-11	634	-5	0.00	161.00	0	1	0	1
2018-05-02	$19.38	$0.00	29.2%	8.4%	2.5%	14.4%	0.0%	0.1%	-11.0%	-11	635	-5	0.00	158.08	0	1	0	1
2018-05-03	$19.38	$0.00	30.2%	5.5%	2.4%	14.9%	0.0%	0.4%	-5.4%	-11	635	-5	0.00	163.11	0	1	0	1
2018-05-04	$19.36	$0.00	31.3%	3.7%	2.4%	15.4%	0.0%	-3.9%	-5.6%	-11	635	-5	0.00	163.92	0	1	0	1
2018-05-07	$19.38	$0.00	27.5%	4.2%	2.2%	13.5%	0.0%	-5.8%	-6.7%	-11	633	-5	0.00	162.85	0	1	0	1
2018-05-08	$19.34	$0.00	37.1%	4.3%	2.3%	18.4%	0.0%	-5.3%	-7.1%	-11	634	-5	0.00	163.92	0	1	0	1
2018-05-09	$19.33	$0.00	13.5%	3.9%	2.2%	6.4%	0.0%	-6.3%	-5.2%	-11	634	-5	0.00	162.13	0	1	0	1
2018-05-10	$19.32	$0.00	13.7%	3.9%	2.2%	6.5%	0.0%	-6.2%	-1.7%	-11	634	-5	1.00	155.33	1	1	0	1
2018-05-11	$19.37	$0.00	17.0%	4.9%	2.4%	8.2%	25.1%	-5.2%	-12.5%	78	-596	-9	0.33	148.33	3	1	1	1
2018-05-14	$19.35	$19.00	21.2%	6.1%	2.4%	10.3%	20.9%	-0.0%	-7.3%	318	-3.0K	-12	0.33	163.02	3	1	3	1
2018-05-15	$19.36	$19.00	22.1%	6.3%	2.3%	10.8%	22.3%	-0.0%	-8.7%	317	-3.1K	-11	0.33	160.73	3	1	3	1
2018-05-16	$19.36	$19.00	14.8%	4.2%	2.3%	7.1%	22.7%	-7.5%	-9.0%	342	-3.1K	-11	0.33	153.39	3	1	3	1
2018-05-17	$19.34	$19.00	13.4%	3.8%	2.3%	6.4%	19.8%	-8.4%	-6.6%	330	-3.0K	-11	0.33	157.48	3	1	3	1
2018-05-18	$19.34	$19.00	13.5%	3.9%	1.8%	6.4%	21.4%	-9.5%	-8.7%	212	-3.8K	-11	0.33	149.71	3	1	3	1
2018-05-21	$19.34	$19.00	14.3%	4.1%	1.8%	6.8%	22.7%	-9.8%	-7.6%	170	-2.1K	-9	0.50	149.18	2	1	2	1
2018-05-22	$19.22	$19.00	14.3%	4.1%	2.7%	6.9%	23.7%	3.9%	-8.1%	197	-2.0K	-9	0.50	152.54	2	1	2	1
2018-05-23	$19.22	$19.00	21.4%	6.1%	2.6%	10.4%	18.9%	14.7%	-4.0%	164	-2.0K	-9	0.50	156.53	2	1	2	1
2018-05-24	$19.25	$19.00	21.8%	6.3%	2.7%	10.6%	18.9%	0.7%	-4.1%	151	-2.0K	-9	0.50	161.64	2	1	2	1
2018-05-25	$19.24	$19.00	22.4%	6.4%	2.7%	10.9%	19.5%	0.7%	-11.3%	152	-1.9K	-9	0.50	158.34	2	1	2	1
2018-05-29	$19.17	$19.00	24.2%	6.9%	2.9%	11.9%	22.9%	0.2%	-13.7%	156	-1.8K	-9	0.50	157.96	2	1	2	1
2018-05-30	$19.12	$19.00	6.8%	2.0%	3.0%	3.1%	8.7%	-3.9%	8.3%	765	-2.6K	-6	0.50	57.52	2	1	2	1
2018-05-31	$19.08	$19.00	26.7%	7.7%	3.0%	13.1%	26.0%	0.8%	-9.4%	143	-1.6K	-9	0.50	161.25	2	1	2	1