FPE Options History — October 2018

In October 2018, FPE traded between $18.70 and $19.05. ATM implied volatility averaged 24.1%, placing in the 10.2% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 20.9% (HV 20d: 3.2%). Max pain ranged from $18.00 to $18.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 0.60.

Notable Days

2018-10-31: Highest Volume — 16 contracts
2018-10-03: Largest IV spike — 211.6% change
2018-10-11: Highest IV Rank — 17.5%
2018-10-11: Largest Expected Move — 10.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.84	$18.70	$19.05	$19.04	$18.74
Max Pain	$18.00	$18.00	$18.00	$18.00	$18.00
ATM IV	24.1%	8.3%	38.0%	27.4%	31.6%
Expected Move	6.4%	2.4%	10.9%	7.9%	9.0%
HV 20d	3.2%	2.8%	3.5%	2.8%	3.4%
HV 60d	2.9%	2.8%	3.1%	2.9%	2.9%
IV Rank	10.2%	1.9%	17.5%	11.9%	14.1%
IV Percentile	54.8%	6.0%	95.6%	78.2%	88.5%
Term Structure	-5.7%	-13.5%	9.2%	-10.7%	-10.6%
VWIV	20.7%	8.2%	42.9%	9.8%	35.4%
Skew 25d	-1.3%	-20.7%	15.3%	0.2%	-2.2%
Skew 10d	-7.6%	-28.6%	2.5%	2.5%	-12.1%
Call IV 25d	23.6%	7.5%	49.6%	34.6%	37.6%
Put IV 25d	22.3%	9.8%	42.9%	34.8%	35.4%
Bid-Ask Spread %	152.55	120.55	179.32	167.49	159.78
Gamma HHI	0.56	0.51	0.66	0.57	0.60
Net GEX	-249	-297	-127	-230	-297
Net DEX	1.2K	318	2.5K	1.1K	1.6K
Net VEX	-10	-17	-3	-11	-11
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.60	0.60	0.60	0.60	0.60
Total Volume	6.435	6	16	6	16
Total OI	6	6	6	6	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	Put OI
2018-10-01	$19.04	$0.00	27.4%	7.9%	2.8%	11.9%	0.0%	0.2%	-10.7%	-230	1.1K	-11	0.00	167.49	0	6	6
2018-10-02	$19.05	$0.00	8.3%	2.4%	2.8%	1.9%	0.0%	-1.1%	7.3%	-127	318	-3	0.00	143.05	0	6	6
2018-10-03	$19.02	$0.00	26.0%	7.4%	2.8%	11.2%	0.0%	0.5%	-8.8%	-237	1.2K	-11	0.00	177.17	0	6	6
2018-10-04	$18.94	$18.00	26.9%	5.0%	3.0%	11.6%	9.8%	-11.9%	-9.3%	-235	1.0K	-9	0.00	170.58	0	6	6
2018-10-05	$18.90	$18.00	20.2%	3.8%	3.0%	8.1%	8.2%	4.1%	-1.9%	-213	689	-7	0.00	138.89	0	6	6
2018-10-08	$18.93	$18.00	30.4%	5.2%	3.1%	13.5%	25.5%	0.3%	-6.3%	-247	1.2K	-11	0.00	169.43	0	6	6
2018-10-09	$18.91	$18.00	34.9%	5.7%	3.1%	15.9%	25.6%	0.1%	-6.6%	-248	1.3K	-10	0.00	163.27	0	6	6
2018-10-10	$18.84	$18.00	20.8%	6.0%	3.2%	8.4%	25.4%	-0.4%	-7.1%	-261	1.4K	-12	0.00	162.54	0	6	6
2018-10-11	$18.79	$18.00	38.0%	10.9%	3.2%	17.5%	42.1%	-6.9%	-12.7%	-238	2.5K	-17	0.00	179.32	0	6	6
2018-10-12	$18.82	$18.00	37.5%	10.7%	3.1%	17.2%	42.9%	-6.6%	-13.5%	-237	2.5K	-17	0.00	169.09	0	6	6
2018-10-15	$18.84	$18.00	15.0%	4.3%	3.1%	5.4%	9.0%	4.4%	-1.7%	-247	882	-8	0.00	124.42	0	6	6
2018-10-16	$18.81	$18.00	15.2%	4.4%	3.1%	5.5%	8.9%	3.9%	-1.9%	-252	892	-8	0.00	120.81	0	6	6
2018-10-17	$18.86	$18.00	22.5%	6.4%	3.3%	9.3%	28.3%	1.1%	-8.2%	-259	1.4K	-11	0.00	159.59	0	6	6
2018-10-18	$18.83	$18.00	22.9%	6.6%	3.3%	9.5%	28.5%	15.3%	-8.7%	-267	1.4K	-11	0.00	155.57	0	6	6
2018-10-19	$18.83	$18.00	22.7%	6.5%	3.2%	9.4%	29.0%	0.7%	-8.5%	-265	1.4K	-11	0.00	160.64	0	6	6
2018-10-22	$18.86	$18.00	24.6%	7.1%	3.3%	10.4%	31.0%	1.0%	-7.2%	-259	1.4K	-11	0.00	160.54	0	6	6
2018-10-23	$18.79	$18.00	16.6%	4.8%	3.4%	6.2%	10.0%	3.9%	9.2%	-242	788	-6	0.00	133.68	0	6	6
2018-10-24	$18.74	$18.00	25.7%	7.4%	3.5%	11.0%	9.8%	-20.6%	-8.4%	-289	1.5K	-11	0.00	155.31	0	6	6
2018-10-25	$18.75	$18.00	26.3%	7.5%	3.4%	11.3%	10.1%	-20.7%	-7.4%	-288	1.5K	-12	0.00	158.26	0	6	6
2018-10-26	$18.71	$18.00	19.8%	5.7%	3.4%	7.9%	11.9%	1.1%	-2.8%	-245	823	-6	0.00	125.98	0	6	6
2018-10-29	$18.70	$18.00	20.5%	5.9%	3.2%	8.3%	10.7%	1.6%	-3.6%	-265	904	-7	0.00	120.55	0	6	6
2018-10-30	$18.70	$18.00	20.2%	5.8%	3.2%	8.1%	10.9%	2.6%	-2.1%	-281	1.0K	-8	0.00	132.73	0	6	6
2018-10-31	$18.74	$18.00	31.6%	9.0%	3.4%	14.1%	35.4%	-2.2%	-10.6%	-297	1.6K	-11	0.60	159.78	10	6	6