FPE Options History — August 2018 In August 2018, FPE traded between $19.19 and $19.29. ATM implied volatility averaged 20.9%, placing in the 9.0% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 18.0% (HV 20d: 2.9%). Max pain ranged from $19.00 to $19.00. Net GEX was positive for 12 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 6.00.
Notable Days 2018-08-01 : Highest Volume — 7 contracts2018-08-28 : Largest IV spike — 201.5% change2018-08-10 : Highest IV Rank — 20.0%2018-08-03 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $19.23 $19.19 $19.29 $19.24 $19.29 Max Pain $19.00 $19.00 $19.00 $19.00 $19.00 ATM IV 20.9% 6.9% 40.0% 27.2% 17.9% Expected Move 4.8% 1.9% 8.4% 7.8% 5.1% HV 20d 2.9% 2.2% 3.7% 3.7% 2.4% HV 60d 3.4% 3.1% 3.6% 3.5% 3.2% IV Rank 9.0% 1.1% 20.0% 13.4% 6.9% IV Percentile 37.5% 2.0% 92.9% 72.2% 17.1% Term Structure -6.3% -14.5% -2.7% -11.4% -10.6% VWIV 28.4% 27.2% 29.6% 27.2% 29.6% Skew 25d -0.7% -15.8% 4.2% 4.2% -8.5% Skew 10d 2.3% -14.9% 15.4% 15.1% 1.8% Call IV 25d 20.2% 6.2% 35.1% 31.4% 30.4% Put IV 25d 19.5% 6.3% 36.8% 35.6% 21.8% Bid-Ask Spread % 133.66 59.67 167.78 165.85 159.14 Gamma HHI 0.55 0.38 0.87 0.39 0.50 Net GEX -6 -172 273 7 -122 Net DEX 1.9K -135 3.2K 2.0K 3.2K Net VEX -23 -29 -9 -29 -25 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 6.00 6.00 6.00 6.00 6.00 Total Volume 6.565 6 7 7 6 Total OI 6.565 6 7 7 6
Daily Data (23 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 2018-08-01 $19.24 $19.00 27.2% 7.8% 3.7% 13.4% 27.2% 4.2% -11.4% 7 2.0K -29 6.00 165.85 1 6 1 6 2018-08-02 $19.23 $19.00 28.1% 8.1% 3.7% 13.8% 28.3% 4.2% -12.2% 6 2.0K -28 6.00 155.97 1 6 1 6 2018-08-03 $19.21 $19.00 29.1% 8.4% 3.3% 14.4% 29.6% -15.8% -12.3% 17 2.0K -28 6.00 160.82 1 6 1 6 2018-08-06 $19.24 $0.00 10.6% 1.9% 3.3% 4.8% 0.0% 1.2% -2.7% 244 1.4K -26 6.00 107.58 1 6 1 6 2018-08-07 $19.22 $0.00 12.2% 1.9% 3.4% 5.6% 0.0% -0.3% -3.0% 126 -135 -17 6.00 85.20 1 6 1 6 2018-08-08 $19.24 $0.00 36.3% 5.1% 3.4% 18.1% 0.0% 0.2% -4.3% 5 2.0K -28 6.00 155.97 1 6 1 6 2018-08-09 $19.27 $0.00 38.4% 5.0% 3.4% 19.1% 0.0% -0.1% -4.3% 14 2.0K -28 6.00 155.57 1 6 1 6 2018-08-10 $19.23 $0.00 40.0% 5.2% 3.4% 20.0% 0.0% 0.2% -5.3% 7 2.0K -28 6.00 165.71 1 6 1 6 2018-08-13 $19.19 $0.00 18.0% 1.9% 3.4% 7.0% 0.0% -0.5% -3.3% 163 134 -18 6.00 90.68 1 6 1 6 2018-08-14 $19.20 $0.00 20.7% 2.1% 3.4% 8.4% 0.0% 0.6% -3.3% 160 135 -17 6.00 90.08 1 6 1 6 2018-08-15 $19.23 $0.00 12.6% 3.6% 3.3% 4.1% 0.0% 0.7% -14.5% 270 1.4K -25 6.00 115.92 1 6 1 6 2018-08-16 $19.24 $0.00 6.9% 2.0% 3.2% 1.1% 0.0% -0.2% -3.3% 273 1.4K -24 6.00 90.68 1 6 1 6 2018-08-17 $19.23 $0.00 19.5% 5.6% 2.2% 7.7% 0.0% -0.1% -6.4% -112 1.3K -26 6.00 159.67 1 6 1 6 2018-08-20 $19.27 $0.00 14.6% 4.2% 2.3% 5.2% 0.0% 1.0% -5.1% -172 1.3K -15 0.00 136.63 0 6 0 6 2018-08-21 $19.20 $0.00 20.7% 5.9% 2.6% 8.4% 0.0% -0.1% -5.2% -114 3.2K -26 0.00 167.78 0 6 0 6 2018-08-22 $19.21 $0.00 21.1% 6.0% 2.5% 8.6% 0.0% 0.3% -5.4% -114 3.2K -26 0.00 158.76 0 6 0 6 2018-08-23 $19.22 $0.00 21.4% 6.1% 2.5% 8.7% 0.0% 0.3% -4.7% -114 3.2K -26 0.00 158.76 0 6 0 6 2018-08-24 $19.22 $0.00 21.8% 6.2% 2.5% 9.0% 0.0% 0.3% -5.8% -114 3.2K -26 0.00 158.76 0 6 0 6 2018-08-27 $19.20 $0.00 7.8% 2.2% 2.5% 1.6% 0.0% -2.0% -3.3% -154 706 -9 0.00 59.96 0 6 0 6 2018-08-28 $19.23 $0.00 23.5% 6.7% 2.5% 9.9% 0.0% 0.4% -7.0% -114 3.2K -25 0.00 155.57 0 6 0 6 2018-08-29 $19.25 $0.00 24.6% 7.1% 2.4% 10.5% 0.0% 0.4% -8.5% -123 3.2K -25 0.00 159.54 0 6 0 6 2018-08-30 $19.25 $0.00 8.1% 2.3% 2.4% 1.8% 0.0% -2.0% -3.5% -172 1.2K -13 0.00 59.67 0 6 0 6 2018-08-31 $19.29 $0.00 17.9% 5.1% 2.4% 6.9% 0.0% -8.5% -10.6% -122 3.2K -25 0.00 159.14 0 6 0 6
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