FPE Options History — September 2018 In September 2018, FPE traded between $19.09 and $19.24. ATM implied volatility averaged 19.5%, placing in the 7.8% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 16.9% (HV 20d: 2.6%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 1 of 19 days.
Notable Days 2018-09-04 : Highest Volume — 6 contracts2018-09-13 : Largest IV spike — 224.8% change2018-09-06 : Highest IV Rank — 14.0%2018-09-04 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $19.16 $19.09 $19.24 $19.24 $19.12 ATM IV 19.5% 6.4% 31.4% 29.4% 26.0% Expected Move 5.2% 1.8% 8.4% 8.4% 7.4% HV 20d 2.6% 2.4% 2.9% 2.6% 2.7% HV 60d 3.1% 2.9% 3.3% 3.2% 3.0% IV Rank 7.8% 0.8% 14.0% 13.0% 11.2% IV Percentile 37.9% 1.6% 86.1% 83.7% 71.4% Term Structure -5.3% -12.7% 9.1% -11.9% -10.0% Skew 25d 0.4% -12.4% 17.2% -0.2% 17.2% Skew 10d 1.3% -15.9% 10.1% 5.4% 2.8% Call IV 25d 18.9% 6.8% 36.1% 36.1% 14.6% Put IV 25d 19.3% 6.5% 35.9% 35.9% 31.8% Bid-Ask Spread % 142.82 70.05 166.82 163.03 162.34 Gamma HHI 0.57 0.50 0.84 0.50 0.58 Net GEX -141 -230 -81 -124 -228 Net DEX 1.6K 193 3.2K 3.2K 1.2K Net VEX -13 -25 -3 -25 -12 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 6 6 6 6 6 Total OI 6 6 6 6 6
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 2018-09-04 $19.24 $0.00 29.4% 8.4% 2.6% 13.0% 0.0% -0.2% -11.9% -124 3.2K -25 0.00 163.03 0 6 0 6 2018-09-05 $19.22 $0.00 20.8% 6.0% 2.6% 8.4% 0.0% -0.8% -12.7% -99 3.0K -23 0.00 124.77 0 6 0 6 2018-09-06 $19.24 $0.00 31.4% 5.6% 2.6% 14.0% 0.0% -10.5% -3.9% -107 3.2K -24 0.00 156.35 0 6 0 6 2018-09-07 $19.19 $0.00 10.5% 1.9% 2.7% 3.0% 0.0% -0.4% -1.9% -81 193 -3 0.00 91.35 0 6 0 6 2018-09-10 $19.20 $0.00 17.6% 2.8% 2.6% 6.8% 0.0% -2.1% -2.8% -96 205 -3 0.00 138.90 0 6 0 6 2018-09-11 $19.20 $0.00 11.3% 1.8% 2.5% 3.5% 0.0% 0.7% -1.8% -163 527 -7 0.00 91.04 0 6 0 6 2018-09-12 $19.19 $0.00 6.4% 1.8% 2.5% 0.8% 0.0% -0.4% -1.9% -154 681 -8 0.00 89.97 0 6 0 6 2018-09-13 $19.20 $0.00 20.8% 6.0% 2.4% 8.4% 0.0% -12.4% -5.9% -107 3.1K -24 0.00 160.84 0 6 0 6 2018-09-14 $19.11 $0.00 20.1% 5.8% 2.9% 8.1% 0.0% 3.1% -5.0% -110 3.2K -24 0.00 153.48 0 6 0 6 2018-09-17 $19.13 $0.00 21.0% 6.0% 2.9% 8.5% 0.0% -0.1% -4.7% -110 3.2K -23 0.00 166.82 0 6 0 6 2018-09-18 $19.14 $0.00 21.9% 6.3% 2.8% 9.0% 0.0% -0.1% -6.0% -120 497 -4 0.00 166.70 0 6 0 6 2018-09-19 $19.12 $0.00 22.3% 6.4% 2.6% 9.2% 0.0% 16.0% -7.2% -111 3.2K -23 0.00 163.13 0 6 0 6 2018-09-20 $19.11 $0.00 22.1% 6.3% 2.6% 9.1% 0.0% 0.1% -6.3% -120 476 -4 0.00 166.51 0 6 0 6 2018-09-21 $19.14 $0.00 7.5% 2.2% 2.6% 1.4% 0.0% -2.2% -3.2% -130 399 -6 0.00 70.05 0 6 0 6 2018-09-24 $19.15 $0.00 7.9% 2.3% 2.6% 1.7% 0.0% -0.7% 9.1% -138 361 -4 0.00 148.23 0 6 0 6 2018-09-25 $19.11 $0.00 24.3% 7.0% 2.7% 10.3% 0.0% 0.1% -7.9% -228 1.2K -12 0.00 166.82 0 6 0 6 2018-09-26 $19.09 $0.00 24.2% 6.9% 2.6% 10.2% 0.0% 0.2% -7.9% -230 1.2K -12 0.00 166.51 0 6 0 6 2018-09-27 $19.12 $0.00 25.4% 7.3% 2.7% 10.8% 0.0% 0.1% -8.6% -223 1.2K -11 0.00 166.82 0 6 0 6 2018-09-28 $19.12 $0.00 26.0% 7.4% 2.7% 11.2% 0.0% 17.2% -10.0% -228 1.2K -12 0.00 162.34 0 6 0 6
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