FPE Options History — April 2019

In April 2019, FPE traded between $19.09 and $19.29. ATM implied volatility averaged 13.2%, placing in the 14.9% IV rank vs the trailing year. The 30-day expected move averaged 3.2%. IV traded above realized volatility by 9.9% (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 5 of 21 days.

Notable Days

  • 2019-04-23: Largest IV spike — 458.8% change
  • 2019-04-08: Highest IV Rank — 46.7%
  • 2019-04-23: Largest Expected Move — 7.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.20$19.09$19.29$19.09$19.26
Max Pain$17.00$17.00$17.00$17.00$17.00
ATM IV13.2%3.5%33.6%27.4%5.9%
Expected Move3.2%0.8%7.3%5.0%1.7%
HV 20d3.3%2.6%3.8%3.8%2.7%
HV 60d3.5%3.1%4.1%4.1%3.1%
IV Rank14.9%0.0%46.7%36.9%3.7%
IV Percentile26.2%0.0%90.1%75.4%4.0%
Term Structure2.4%-20.6%168.3%-11.6%-3.1%
Skew 25d0.6%-8.9%8.8%0.3%-1.8%
Skew 10d2.1%-3.8%8.6%2.9%0.3%
Call IV 25d13.4%5.6%35.4%35.4%8.8%
Put IV 25d14.0%4.7%35.7%35.7%7.1%
Bid-Ask Spread %96.8419.86172.61172.6136.30
Gamma HHI1.001.001.001.001.00
Net GEX-879-2.0K0-2.0K0
Net DEX3.3K08.8K8.8K0
Net VEX-22-620-620
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI6363636363

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-04-01$19.09$17.0027.4%5.0%3.8%36.9%0.0%0.3%-11.6%-2.0K8.8K-620.00172.6100063
2019-04-02$19.11$17.005.2%0.8%3.8%1.8%0.0%-3.8%-3.8%-1.0K2.7K-220.00101.4100063
2019-04-03$19.12$17.0026.7%5.3%3.8%35.7%0.0%4.9%-7.8%-1.9K8.7K-600.00171.6800063
2019-04-04$19.14$17.005.5%1.0%3.6%2.2%0.0%0.4%1.8%-1.1K3.1K-260.0055.1200063
2019-04-05$19.14$17.006.6%1.0%3.6%4.0%0.0%-0.9%1.7%0000.0025.8800063
2019-04-08$19.16$17.0033.6%5.7%3.5%46.7%0.0%6.0%-8.5%-1.9K8.8K-570.00171.6800063
2019-04-09$19.13$17.008.0%1.1%3.6%6.2%0.0%-1.3%-2.1%0000.0025.8800063
2019-04-10$19.20$17.0020.5%5.9%3.5%26.0%0.0%7.0%-8.2%-1.8K7.8K-490.00170.7100063
2019-04-11$19.20$17.004.2%1.2%3.5%0.1%0.0%0.7%1.2%-7521.7K-130.0031.7000063
2019-04-12$19.23$17.0021.1%6.0%3.5%26.8%0.0%7.2%-9.6%-1.8K7.8K-470.00169.2100063
2019-04-15$19.24$17.003.5%1.0%3.5%0.0%0.0%0.2%1.1%-1.1K3.3K-230.0022.1600063
2019-04-16$19.21$17.0014.3%4.1%3.5%17.0%0.0%-3.7%-20.6%-214312-30.0095.3000063
2019-04-17$19.27$17.008.7%2.5%3.7%8.1%0.0%-8.9%-4.8%-11900.00129.0900063
2019-04-18$19.29$17.0023.6%6.8%2.6%31.6%0.0%8.8%-12.3%-1.7K7.0K-370.00168.7200063
2019-04-22$19.28$17.004.6%1.3%2.7%1.7%0.0%0.3%168.3%-7161.6K-110.0019.8600063
2019-04-23$19.20$17.0025.5%7.3%3.0%34.5%0.0%7.4%-9.6%-1.8K7.7K-400.00169.7400063
2019-04-24$19.22$17.005.2%1.5%2.9%2.7%0.0%-2.2%-3.9%0000.0081.2900063
2019-04-25$19.21$17.005.4%1.6%2.9%3.0%0.0%-2.5%-2.7%0000.0033.2400063
2019-04-26$19.20$17.0016.8%4.8%3.0%20.8%0.0%-2.3%-10.5%-480891-60.00150.5600063
2019-04-29$19.22$17.006.0%1.7%2.7%3.9%0.0%-2.8%-4.5%0000.0031.5800063
2019-04-30$19.26$17.005.9%1.7%2.7%3.7%0.0%-1.8%-3.1%0000.0036.3000063