FPE Options History — January 2019 In January 2019, FPE traded between $17.97 and $18.72. ATM implied volatility averaged 25.6%, placing in the 13.0% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 19.7% (HV 20d: 5.9%). Max pain ranged from $17.00 to $17.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 3 of 21 days.
Notable Days 2019-01-24 : Largest IV spike — 101.2% change2019-01-08 : Highest IV Rank — 22.0%2019-01-29 : Largest Expected Move — 9.4%Monthly Statistics Metric Avg Min Max Open Close Price $18.39 $17.97 $18.72 $17.97 $18.72 Max Pain $17.00 $17.00 $17.00 $17.00 $17.00 ATM IV 25.6% 9.6% 39.5% 29.1% 33.4% Expected Move 6.4% 2.2% 9.4% 8.3% 5.9% HV 20d 5.9% 5.1% 6.7% 5.8% 5.2% HV 60d 5.2% 4.6% 5.6% 4.6% 5.6% IV Rank 13.0% 3.1% 22.0% 12.8% 18.2% IV Percentile 57.9% 7.5% 95.6% 79.0% 86.9% Term Structure 1.3% -12.6% 161.7% -9.6% -5.0% Skew 25d 1.8% -0.5% 8.6% 0.7% 0.8% Skew 10d -0.9% -7.5% 5.9% -7.5% 5.9% Call IV 25d 23.6% 6.4% 38.2% 38.1% 24.2% Put IV 25d 25.4% 8.1% 38.9% 38.9% 25.0% Bid-Ask Spread % 157.04 53.19 175.33 172.61 171.87 Gamma HHI 0.57 0.50 0.93 0.50 0.56 Net GEX 2.2K -345 9.4K 214 2.3K Net DEX -14.5K -33.6K 11.0K 8.9K -33.6K Net VEX -221 -347 -53 -347 -163 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 118 118 118 118 118
Daily Data (21 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 2019-01-02 $17.97 $0.00 29.1% 8.3% 5.8% 12.8% 0.0% 0.7% -9.6% 214 8.9K -347 0.00 172.61 0 0 50 68 2019-01-03 $18.04 $17.00 20.5% 2.2% 5.7% 8.3% 0.0% 1.7% -2.2% -345 11.0K -210 0.00 151.44 0 0 50 68 2019-01-04 $18.07 $17.00 31.9% 5.7% 5.7% 17.2% 0.0% 8.6% -6.2% 149 -14.5K -223 0.00 175.33 0 0 50 68 2019-01-07 $18.20 $17.00 36.7% 6.2% 6.1% 20.2% 0.0% 7.1% -9.3% 346 -6.3K -298 0.00 173.15 0 0 50 68 2019-01-08 $18.22 $17.00 39.5% 6.4% 6.0% 22.0% 0.0% 0.3% -8.2% 274 -7.4K -301 0.00 171.91 0 0 50 68 2019-01-09 $18.37 $17.00 23.5% 6.7% 6.6% 11.9% 0.0% 0.3% -9.7% 664 -13.9K -288 0.00 173.26 0 0 50 68 2019-01-10 $18.35 $17.00 23.4% 6.7% 6.6% 11.8% 0.0% 2.2% -9.0% 734 -12.5K -282 0.00 172.41 0 0 50 68 2019-01-11 $18.43 $17.00 24.6% 7.1% 6.7% 12.6% 0.0% 0.4% -10.4% 789 -16.4K -283 0.00 171.96 0 0 50 68 2019-01-14 $18.40 $17.00 25.3% 7.2% 6.7% 13.0% 0.0% 0.0% -11.6% 962 -15.9K -261 0.00 163.98 0 0 50 68 2019-01-15 $18.41 $17.00 25.6% 7.3% 6.7% 13.2% 0.0% 0.0% -11.9% 983 -16.6K -258 0.00 167.71 0 0 50 68 2019-01-16 $18.45 $17.00 26.6% 7.6% 6.4% 13.8% 0.0% 0.9% -12.6% 958 -20.1K -240 0.00 171.96 0 0 50 68 2019-01-17 $18.53 $17.00 10.3% 2.9% 6.1% 3.5% 0.0% 2.3% -2.9% 9.4K -16.9K -79 0.00 102.60 0 0 50 68 2019-01-18 $18.56 $17.00 20.6% 5.9% 6.1% 10.0% 0.0% 4.9% 0.0% 1.8K -20.3K -251 0.00 172.60 0 0 50 68 2019-01-22 $18.44 $17.00 19.8% 5.7% 5.5% 9.5% 0.0% -0.2% 161.7% 3.8K -20.1K -158 0.00 104.16 0 0 50 68 2019-01-23 $18.43 $17.00 9.6% 2.8% 5.5% 3.1% 0.0% -0.5% -4.4% 7.2K -11.2K -53 0.00 53.19 0 0 50 68 2019-01-24 $18.45 $17.00 19.4% 5.6% 5.4% 9.2% 0.0% 1.1% 12.7% 1.9K -14.3K -233 0.00 170.07 0 0 50 68 2019-01-25 $18.53 $17.00 30.2% 8.7% 5.5% 16.1% 0.0% 1.3% -8.5% 2.3K -19.6K -217 0.00 162.90 0 0 50 68 2019-01-28 $18.54 $17.00 22.3% 6.4% 5.2% 11.1% 0.0% 5.1% -3.2% 7.9K -20.9K -90 0.00 146.96 0 0 50 68 2019-01-29 $18.56 $17.00 32.8% 9.4% 5.2% 17.8% 0.0% 0.1% -10.6% 2.5K -19.0K -208 0.00 174.11 0 0 50 68 2019-01-30 $18.62 $17.00 32.3% 9.3% 5.1% 17.4% 0.0% 0.2% -10.9% 1.7K -24.0K -207 0.00 173.67 0 0 50 68 2019-01-31 $18.72 $0.00 33.4% 5.9% 5.2% 18.2% 0.0% 0.8% -5.0% 2.3K -33.6K -163 0.00 171.87 0 0 50 68
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