FPE Options History — June 2019

In June 2019, FPE traded between $19.12 and $19.39. ATM implied volatility averaged 13.7%, placing in the 16.1% IV rank vs the trailing year. The 30-day expected move averaged 3.5%. IV traded above realized volatility by 10.7% (HV 20d: 3.0%). Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2019-06-06: Highest Volume — 1 contracts
  • 2019-06-04: Largest IV spike — 494.0% change
  • 2019-06-06: Highest IV Rank — 42.5%
  • 2019-06-04: Largest Expected Move — 8.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.28$19.12$19.39$19.12$19.39
ATM IV13.7%3.7%30.6%4.9%28.2%
Expected Move3.5%1.1%8.3%1.4%8.1%
HV 20d3.0%2.6%3.5%2.7%3.3%
HV 60d3.0%2.9%3.2%3.1%3.0%
IV Rank16.1%0.3%42.5%2.1%38.8%
IV Percentile33.0%0.4%85.3%4.4%81.0%
Term Structure-4.1%-11.2%2.2%-0.7%-10.0%
Skew 25d0.3%-2.7%11.7%0.6%0.0%
Skew 10d1.8%-0.7%6.6%0.7%6.6%
Call IV 25d14.5%5.8%32.4%10.5%32.4%
Put IV 25d14.8%4.2%35.7%11.1%32.5%
Bid-Ask Spread %81.2319.86177.3032.67173.61
Gamma HHI1.001.001.001.001.00
Net GEX111043800
Net DEX-786-1.9K000
Net VEX-0-1000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.150100
Total OI0.550100

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-06-03$19.12$0.004.9%1.4%2.7%2.1%0.0%0.6%-0.7%0000.0032.670000
2019-06-04$19.16$0.0028.8%8.3%2.8%39.7%0.0%11.7%-11.2%0000.00175.360000
2019-06-05$19.23$0.005.3%1.5%2.7%2.9%0.0%0.3%-2.5%0000.0022.160000
2019-06-06$19.22$0.0030.6%5.6%2.6%42.5%0.0%0.2%-4.0%0000.00177.301000
2019-06-07$19.28$0.0020.3%3.5%2.8%26.3%0.0%0.0%-4.0%148-1.2K-10.0095.301010
2019-06-10$19.26$0.007.4%1.1%2.9%6.1%0.0%0.2%-1.5%163-1.2K-10.0019.860010
2019-06-11$19.29$0.008.6%1.2%2.9%8.0%0.0%-0.4%-1.5%293-1.7K-10.0025.370010
2019-06-12$19.27$0.0021.5%6.2%2.8%28.2%0.0%0.3%-5.0%98-1.1K-10.00175.510010
2019-06-13$19.28$0.003.7%1.1%2.8%0.3%0.0%0.3%2.2%151-1.2K-10.0019.860010
2019-06-14$19.19$0.004.9%1.4%3.3%2.2%0.0%-2.7%-2.7%438-1.6K-10.0034.430010
2019-06-17$19.21$0.004.5%1.3%3.3%1.5%0.0%-1.9%-1.6%411-1.6K-10.0031.300010
2019-06-18$19.26$0.004.9%1.4%3.5%2.2%0.0%-1.5%-3.0%290-1.8K00.0027.410010
2019-06-19$19.30$0.0023.2%6.7%3.0%30.9%0.0%1.3%-5.5%86-1.1K-10.00175.380010
2019-06-20$19.38$0.0024.6%7.1%3.3%33.1%0.0%0.6%-7.0%135-1.3K00.00174.640010
2019-06-21$19.37$0.005.9%1.7%3.2%3.8%0.0%-0.8%-2.2%0-1.9K00.0019.991010
2019-06-24$19.35$0.006.4%1.8%3.2%4.6%0.0%-1.1%-3.8%0000.0022.020000
2019-06-25$19.36$0.006.5%1.9%3.2%4.7%0.0%-0.9%-3.9%0000.0023.010000
2019-06-26$19.35$0.0027.7%7.9%3.2%38.0%0.0%0.5%-9.3%0000.00174.030000
2019-06-27$19.34$0.006.9%2.0%3.3%5.4%0.0%-1.5%-4.1%0000.0025.360000
2019-06-28$19.39$0.0028.2%8.1%3.3%38.8%0.0%0.0%-10.0%0000.00173.610000