FPE Options History — December 2018 In December 2018, FPE traded between $17.86 and $18.34. ATM implied volatility averaged 26.8%, placing in the 11.6% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 21.7% (HV 20d: 5.1%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.42.
Notable Days 2018-12-24 : Highest Volume — 104 contracts2018-12-19 : Largest IV spike — 153.4% change2018-12-19 : Highest IV Rank — 18.9%2018-12-19 : Largest Expected Move — 11.7%Monthly Statistics Metric Avg Min Max Open Close Price $18.07 $17.86 $18.34 $18.34 $17.95 ATM IV 26.8% 14.3% 40.7% 32.3% 27.5% Expected Move 7.0% 2.1% 11.7% 9.3% 7.9% HV 20d 5.1% 4.4% 5.8% 4.4% 5.8% HV 60d 4.1% 3.6% 4.6% 3.6% 4.6% IV Rank 11.6% 5.0% 18.9% 14.5% 11.9% IV Percentile 63.0% 13.9% 96.4% 86.1% 72.2% Term Structure -5.6% -13.5% 10.1% -12.9% -8.5% Skew 25d 2.5% -3.3% 19.1% 8.8% 0.5% Skew 10d -1.9% -9.9% 16.2% 4.7% -7.4% Call IV 25d 27.3% 7.9% 54.5% 27.8% 36.1% Put IV 25d 29.8% 7.7% 51.2% 36.6% 36.6% Bid-Ask Spread % 168.80 136.90 189.81 159.99 172.57 Gamma HHI 0.61 0.50 0.68 0.64 0.66 Net GEX 773 81 2.6K 592 2.6K Net DEX -516 -5.5K 17.2K -5.5K 15.6K Net VEX -101 -378 -29 -40 -373 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.42 0.20 1.08 1.08 0.20 Total Volume 14.2 0 104 0 0 Total OI 35.15 15 118 15 118
Daily Data (20 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 2018-12-03 $18.34 $0.00 32.3% 9.3% 4.4% 14.5% 0.0% 8.8% -12.9% 592 -5.5K -40 0.00 159.99 0 0 10 5 2018-12-04 $18.22 $0.00 31.9% 9.1% 4.8% 14.3% 0.0% 6.9% -12.6% 531 -4.8K -39 0.00 170.94 0 0 10 5 2018-12-05 $18.22 $0.00 32.9% 9.4% 4.7% 14.8% 0.0% 6.9% -13.5% 639 -3.8K -41 0.00 170.94 0 0 10 5 2018-12-06 $18.13 $0.00 32.4% 5.5% 4.6% 14.6% 0.0% 0.1% -2.7% 489 -4.2K -39 0.00 172.60 0 0 10 5 2018-12-07 $18.17 $0.00 34.2% 6.1% 4.8% 15.5% 0.0% -0.1% -4.7% 502 -4.4K -39 0.00 174.25 0 0 10 5 2018-12-10 $18.12 $0.00 36.9% 6.4% 4.8% 16.9% 0.0% 0.0% -7.5% 488 -4.1K -38 0.00 174.13 0 0 10 5 2018-12-11 $18.16 $0.00 14.3% 2.1% 5.0% 5.0% 0.0% -0.2% 10.1% 627 -4.0K -35 0.00 154.71 0 0 10 5 2018-12-12 $18.15 $0.00 21.7% 6.2% 4.9% 8.9% 0.0% -0.1% -4.2% 485 -4.3K -37 0.00 174.81 0 0 10 5 2018-12-13 $18.20 $0.00 14.6% 4.2% 5.2% 5.2% 0.0% 0.2% -5.1% 843 -2.6K -29 0.00 136.90 0 0 10 5 2018-12-14 $18.23 $0.00 22.2% 6.4% 5.2% 9.2% 0.0% 0.2% -4.4% 550 -4.7K -36 0.00 173.60 0 0 10 5 2018-12-17 $18.14 $0.00 23.4% 6.7% 5.3% 9.8% 0.0% -0.0% -5.3% 493 -4.1K -36 0.00 174.61 0 0 10 5 2018-12-18 $18.05 $0.00 16.1% 4.6% 5.5% 5.9% 0.0% 6.2% 7.5% 467 -3.4K -34 0.00 155.76 0 0 10 5 2018-12-19 $18.05 $0.00 40.7% 11.7% 5.2% 18.9% 0.0% -3.3% -8.9% 287 -4.3K -40 0.00 189.81 0 0 10 5 2018-12-20 $17.88 $0.00 22.9% 6.6% 5.6% 9.5% 0.0% 1.1% -6.4% 361 -2.4K -33 0.00 171.14 0 0 10 5 2018-12-21 $17.93 $0.00 23.9% 6.9% 5.3% 10.1% 0.0% 19.1% -5.3% 386 -2.7K -32 0.00 159.15 0 0 10 5 2018-12-24 $17.91 $0.00 25.9% 7.4% 5.3% 11.1% 0.0% 1.6% -6.6% 353 -2.8K -34 1.08 172.56 50 54 10 5 2018-12-26 $17.91 $0.00 27.1% 7.8% 5.3% 11.7% 0.0% 1.6% -7.4% 81 2.4K -307 0.20 173.12 50 10 50 59 2018-12-27 $17.86 $0.00 28.4% 8.1% 5.3% 12.4% 0.0% -0.4% -7.6% 2.3K 16.7K -378 0.20 171.66 50 10 50 68 2018-12-28 $17.86 $0.00 26.2% 7.5% 5.3% 11.3% 0.0% 1.3% -6.5% 2.4K 17.2K -371 0.20 172.75 50 10 50 68 2018-12-31 $17.95 $0.00 27.5% 7.9% 5.8% 11.9% 0.0% 0.5% -8.5% 2.6K 15.6K -373 0.00 172.57 0 0 50 68
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