FPE Options History — February 2019

In February 2019, FPE traded between $18.70 and $18.89. ATM implied volatility averaged 14.1%, placing in the 5.9% IV rank vs the trailing year. The 30-day expected move averaged 3.9%. IV traded above realized volatility by 10.1% (HV 20d: 4.0%). Net GEX was positive for 10 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 0.00.

Notable Days

  • 2019-02-14: Highest Volume — 40 contracts
  • 2019-02-25: Largest IV spike — 239.3% change
  • 2019-02-26: Highest IV Rank — 14.9%
  • 2019-02-26: Largest Expected Move — 8.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.80$18.70$18.89$18.70$18.89
ATM IV14.1%7.0%28.3%21.3%8.9%
Expected Move3.9%2.0%8.1%5.9%2.5%
HV 20d4.0%2.7%5.3%5.3%3.2%
HV 60d5.4%5.1%5.6%5.6%5.1%
IV Rank5.9%1.4%14.9%10.5%2.6%
IV Percentile23.8%2.8%76.6%38.1%10.7%
Term Structure5.8%-9.0%177.8%-5.2%-2.2%
Skew 25d2.2%-0.1%5.2%-0.0%3.3%
Skew 10d2.7%-0.7%10.0%6.7%0.8%
Call IV 25d14.9%5.1%35.7%25.0%9.3%
Put IV 25d17.1%8.4%35.8%24.9%12.6%
Bid-Ask Spread %120.8751.48174.24174.2068.83
Gamma HHI0.920.571.000.571.00
Net GEX5.2K-2.3K20.1K3.4K-9
Net DEX-11.5K-36.1K10.2K-25.5K6
Net VEX-62-1870-1870
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume4.73704000
Total OI94.8426311811863

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-02-01$18.70$0.0021.3%5.9%5.3%10.5%0.0%-0.0%-5.2%3.4K-25.5K-1870.00174.20005068
2019-02-04$18.73$0.0024.1%6.1%5.3%12.2%0.0%0.0%-5.6%3.6K-26.6K-1760.00174.24005068
2019-02-05$18.71$0.0024.2%6.2%5.0%12.3%0.0%0.0%-5.9%3.7K-25.1K-1730.00174.20005068
2019-02-06$18.71$0.0014.3%4.1%5.0%6.0%0.0%5.2%-1.3%14.3K-21.3K-470.0089.87005068
2019-02-07$18.71$0.007.0%2.0%4.3%1.4%0.0%3.3%-1.4%14.9K-19.0K-410.0051.48005068
2019-02-08$18.70$0.007.6%2.2%4.3%1.8%0.0%3.4%-1.4%14.0K-20.2K-390.0056.011005068
2019-02-11$18.73$0.007.5%2.1%4.1%1.7%0.0%2.7%-1.5%10.4K-31.3K-400.00143.27005068
2019-02-12$18.77$0.007.1%2.0%4.0%1.5%0.0%2.9%-1.5%17.4K-22.3K-270.0074.39005068
2019-02-13$18.80$0.007.3%2.1%4.0%1.6%0.0%3.3%-1.4%7.7K-36.1K-540.00145.40005068
2019-02-14$18.84$0.007.5%2.1%4.0%1.7%0.0%3.8%-1.4%20.1K-28.8K-200.00144.064005068
2019-02-15$18.85$0.007.6%2.2%3.8%1.8%0.0%3.0%-2.6%-1.3K3.3K-400.0059.144005068
2019-02-19$18.87$0.007.6%2.2%3.8%1.8%0.0%4.3%177.8%-1.4K3.7K-400.0059.1400063
2019-02-20$18.89$0.0025.0%7.2%2.7%12.8%0.0%0.1%-7.6%-2.2K10.2K-920.00173.8900063
2019-02-21$18.79$0.0012.6%3.6%3.5%5.0%0.0%2.3%-3.3%-606998-130.00146.9800063
2019-02-22$18.84$0.008.1%2.3%3.5%2.1%0.0%2.9%-2.5%-4136-10.0069.3000063
2019-02-25$18.84$0.0027.5%7.9%3.3%14.4%0.0%-0.1%-8.6%-2.3K10.0K-890.00173.8200063
2019-02-26$18.86$0.0028.3%8.1%3.3%14.9%0.0%0.0%-9.0%-2.2K9.8K-890.00173.4600063
2019-02-27$18.88$0.0014.1%4.1%3.3%5.9%0.0%1.9%-5.8%-226288-40.00144.7700063
2019-02-28$18.89$0.008.9%2.5%3.2%2.6%0.0%3.3%-2.2%-9600.0068.8300063