FPE Options History — May 2019

In May 2019, FPE traded between $19.10 and $19.29. ATM implied volatility averaged 13.2%, placing in the 15.2% IV rank vs the trailing year. The 30-day expected move averaged 2.8%. IV traded above realized volatility by 10.3% (HV 20d: 2.9%). Max pain ranged from $17.00 to $17.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 5 of 22 days.

Notable Days

  • 2019-05-28: Largest IV spike — 520.2% change
  • 2019-05-08: Highest IV Rank — 56.4%
  • 2019-05-01: Largest Expected Move — 8.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.19$19.10$19.29$19.28$19.13
Max Pain$17.00$17.00$17.00$17.00$17.00
ATM IV13.2%3.8%39.5%31.1%4.4%
Expected Move2.8%1.1%8.9%8.9%1.3%
HV 20d2.9%2.7%3.3%2.7%2.7%
HV 60d3.2%3.0%3.3%3.1%3.1%
IV Rank15.2%0.5%56.4%43.2%1.4%
IV Percentile28.2%0.4%96.4%85.7%2.8%
Term Structure4.7%-14.6%163.8%-14.6%-0.4%
Skew 25d-0.9%-13.7%0.6%0.1%0.6%
Skew 10d0.6%-13.2%5.0%-13.2%0.8%
Call IV 25d14.2%6.7%36.2%36.2%9.8%
Put IV 25d13.2%4.9%36.3%36.3%10.4%
Bid-Ask Spread %87.5621.93176.64168.3532.67
Gamma HHI1.001.001.001.001.00
Net GEX-211-1.7K0-1.7K0
Net DEX77407.1K7.1K0
Net VEX-3-280-280
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI37.227063630

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-05-01$19.28$17.0031.1%8.9%2.7%43.2%0.0%0.1%-14.6%-1.7K7.1K-280.00168.3500063
2019-05-02$19.27$17.007.1%2.0%2.7%5.7%0.0%-2.5%-4.0%0000.0022.8800063
2019-05-03$19.29$17.007.2%2.1%2.7%5.8%0.0%-2.0%-4.0%0000.0024.0300063
2019-05-06$19.29$0.009.2%1.4%2.7%9.0%0.0%0.5%2.0%0000.0060.5700063
2019-05-07$19.20$0.0010.3%1.4%3.3%10.7%0.0%-1.9%-2.3%0000.0027.8300063
2019-05-08$19.22$0.0039.5%5.7%3.2%56.4%0.0%0.5%-5.9%-1.7K6.9K-210.00175.8200063
2019-05-09$19.20$0.008.0%1.1%3.0%7.1%0.0%0.5%1.5%0000.0031.4100063
2019-05-10$19.20$0.0031.6%5.7%3.0%44.1%0.0%0.5%-6.0%-1.1K2.9K-90.00176.2800063
2019-05-13$19.18$0.0023.0%2.2%2.9%30.6%0.0%0.5%-2.9%-5300.00137.0100063
2019-05-14$19.22$0.0014.9%1.3%3.0%17.9%0.0%0.2%2.4%0000.0059.5100063
2019-05-15$19.23$0.0013.6%3.9%3.0%15.9%0.0%-1.5%-7.2%-11914900.00143.2600063
2019-05-16$19.24$0.003.8%1.1%2.8%0.5%0.0%0.3%2.1%0000.0021.9300063
2019-05-17$19.24$0.0021.6%6.2%2.7%28.4%0.0%0.3%-7.6%0000.00174.8000063
2019-05-20$19.24$0.009.0%2.6%2.7%8.7%0.0%-0.6%163.8%0000.00137.290000
2019-05-21$19.15$0.008.8%2.5%2.8%8.4%0.0%-0.7%-2.8%0000.00137.550000
2019-05-22$19.14$0.004.9%1.4%2.8%2.2%0.0%-1.8%-1.7%0000.0028.730000
2019-05-23$19.10$0.004.5%1.3%2.9%1.5%0.0%-1.4%-0.7%0000.0063.850000
2019-05-24$19.10$0.003.9%1.1%2.9%0.7%0.0%-13.7%-0.3%0000.0060.560000
2019-05-28$19.11$0.0024.3%7.0%2.9%32.6%0.0%0.1%-7.9%0000.00176.640000
2019-05-29$19.12$0.004.3%1.2%2.7%1.2%0.0%0.6%-0.4%0000.0032.670000
2019-05-30$19.12$0.004.4%1.2%2.7%1.4%0.0%0.6%-0.5%0000.0032.670000
2019-05-31$19.13$0.004.4%1.3%2.7%1.4%0.0%0.6%-0.4%0000.0032.670000