FPE Options History — March 2019 In March 2019, FPE traded between $18.89 and $19.09. ATM implied volatility averaged 20.2%, placing in the 15.7% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 16.9% (HV 20d: 3.3%). Max pain ranged from $17.00 to $17.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days.
Notable Days 2019-03-29 : Largest IV spike — 466.7% change2019-03-29 : Highest IV Rank — 30.2%2019-03-08 : Largest Expected Move — 12.3%Monthly Statistics Metric Avg Min Max Open Close Price $18.98 $18.89 $19.09 $18.94 $19.05 Max Pain $17.00 $17.00 $17.00 $17.00 $17.00 ATM IV 20.2% 4.1% 42.9% 9.2% 23.2% Expected Move 4.8% 0.9% 12.3% 2.6% 4.8% HV 20d 3.3% 2.7% 3.8% 2.8% 3.8% HV 60d 4.6% 4.0% 5.1% 5.1% 4.2% IV Rank 15.7% 0.0% 30.2% 2.8% 30.2% IV Percentile 39.9% 0.0% 97.2% 11.5% 56.7% Term Structure -1.8% -8.5% 12.1% -2.1% -7.7% Skew 25d 2.6% -6.5% 7.3% 4.0% 0.4% Skew 10d 1.0% -0.4% 3.1% 1.6% 2.3% Call IV 25d 15.0% 5.9% 32.1% 9.6% 32.1% Put IV 25d 17.6% 8.0% 32.6% 13.6% 32.6% Bid-Ask Spread % 154.42 50.24 177.44 68.83 174.42 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -1.3K -2.2K 0 -7 -2.0K Net DEX 4.8K 0 9.9K 5 8.5K Net VEX -41 -84 0 0 -63 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 63 63 63 63 63
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 2019-03-01 $18.94 $0.00 9.2% 2.6% 2.8% 2.8% 0.0% 4.0% -2.1% -7 5 0 0.00 68.83 0 0 0 63 2019-03-04 $18.96 $0.00 8.5% 2.4% 2.8% 2.4% 0.0% 2.0% -0.3% -53 51 -1 0.00 111.25 0 0 0 63 2019-03-05 $18.95 $0.00 23.9% 6.9% 2.8% 12.1% 0.0% 2.0% -0.4% -68 68 -1 0.00 155.76 0 0 0 63 2019-03-06 $18.95 $0.00 36.8% 10.5% 2.7% 20.3% 0.0% 5.8% 11.0% -2.0K 8.0K -74 0.00 157.13 0 0 0 63 2019-03-07 $18.89 $0.00 24.4% 7.0% 3.0% 12.4% 0.0% 4.9% -1.1% -1.2K 2.8K -31 0.00 147.88 0 0 0 63 2019-03-08 $18.91 $0.00 42.9% 12.3% 3.0% 24.2% 0.0% -0.2% -3.5% -2.2K 9.9K -84 0.00 172.13 0 0 0 63 2019-03-11 $18.96 $17.00 34.6% 2.9% 3.1% 18.9% 0.0% 6.3% -1.0% -964 2.2K -24 0.00 157.52 0 0 0 63 2019-03-12 $18.95 $17.00 12.4% 4.6% 3.1% 4.8% 0.0% 6.2% 10.6% -1.8K 6.0K -52 0.00 166.63 0 0 0 63 2019-03-13 $19.03 $17.00 18.3% 4.2% 3.3% 8.6% 0.0% 3.8% -3.9% -1.5K 4.5K -44 0.00 165.91 0 0 0 63 2019-03-14 $19.04 $17.00 18.1% 4.3% 3.3% 8.4% 0.0% 3.8% -3.2% -1.3K 3.9K -36 0.00 168.10 0 0 0 63 2019-03-15 $19.07 $17.00 19.9% 4.2% 3.3% 9.6% 0.0% -0.1% -6.5% -1.8K 7.3K -61 0.00 177.30 0 0 0 63 2019-03-18 $19.09 $17.00 20.8% 4.3% 3.3% 25.7% 0.0% 5.3% -7.0% -1.5K 4.7K -43 0.00 165.55 0 0 0 63 2019-03-19 $19.07 $17.00 21.2% 4.3% 3.3% 26.3% 0.0% 1.0% -8.5% -1.8K 7.4K -59 0.00 177.03 0 0 0 63 2019-03-20 $19.07 $17.00 20.4% 4.5% 3.3% 25.0% 0.0% 1.3% -5.3% -1.9K 7.5K -59 0.00 176.88 0 0 0 63 2019-03-21 $18.95 $17.00 20.3% 4.4% 3.6% 24.7% 0.0% 0.3% -5.6% -2.0K 8.0K -58 0.00 177.44 0 0 0 63 2019-03-22 $18.96 $17.00 21.2% 4.6% 3.5% 26.3% 0.0% 0.3% -5.8% -2.0K 8.2K -67 0.00 177.03 0 0 0 63 2019-03-25 $18.91 $17.00 14.8% 5.1% 3.6% 16.0% 0.0% 6.4% 12.1% -2.0K 7.5K -56 0.00 165.55 0 0 0 63 2019-03-26 $18.94 $17.00 15.1% 3.3% 3.6% 16.5% 0.0% 7.3% -0.9% -1.1K 2.6K -23 0.00 165.34 0 0 0 63 2019-03-27 $18.98 $17.00 13.4% 2.9% 3.7% 13.8% 0.0% -6.5% -7.2% -817 1.7K -15 0.00 164.88 0 0 0 63 2019-03-28 $18.98 $17.00 4.1% 0.9% 3.7% 0.0% 0.0% 0.6% -1.8% 0 0 0 0.00 50.24 0 0 0 63 2019-03-29 $19.05 $17.00 23.2% 4.8% 3.8% 30.2% 0.0% 0.4% -7.7% -2.0K 8.5K -63 0.00 174.42 0 0 0 63
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