FPE Options History — July 2019

In July 2019, FPE traded between $19.36 and $19.64. ATM implied volatility averaged 13.4%, placing in the 15.6% IV rank vs the trailing year. The 30-day expected move averaged 3.6%. IV traded above realized volatility by 10.6% (HV 20d: 2.8%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 3 of 22 days.

Notable Days

  • 2019-07-02: Highest Volume — 2 contracts
  • 2019-07-22: Largest IV spike — 230.7% change
  • 2019-07-01: Highest IV Rank — 43.6%
  • 2019-07-01: Largest Expected Move — 9.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.56$19.36$19.64$19.36$19.62
ATM IV13.4%5.8%31.3%31.3%20.1%
Expected Move3.6%1.5%9.0%9.0%5.8%
HV 20d2.8%1.8%3.7%3.4%1.8%
HV 60d3.0%2.8%3.1%3.0%2.9%
IV Rank15.6%3.6%43.6%43.6%26.1%
IV Percentile33.2%8.3%86.1%86.1%45.2%
Term Structure3.6%-18.7%149.4%-14.5%10.9%
VWIV22.7%8.1%37.3%37.3%8.1%
Skew 25d2.1%-8.5%10.1%0.0%10.1%
Skew 10d4.4%-0.6%14.9%6.9%4.3%
Call IV 25d12.3%5.2%35.1%35.1%23.9%
Put IV 25d14.3%6.1%35.1%35.1%34.0%
Bid-Ask Spread %75.8515.11173.11173.11161.33
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume0.2730200
Total OI00000

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-07-01$19.36$0.0031.3%9.0%3.4%43.6%0.0%0.0%-14.5%0000.00173.110000
2019-07-02$19.45$0.007.8%2.3%3.7%6.8%37.3%2.9%15.4%0000.0049.790200
2019-07-03$19.47$0.007.8%2.2%3.5%6.8%8.1%0.2%-3.6%0000.0017.240200
2019-07-05$19.49$0.0017.0%2.8%3.5%21.1%0.0%0.9%-4.9%0000.00131.660200
2019-07-08$19.49$0.0010.5%1.5%3.4%11.1%0.0%0.9%-1.7%0000.0078.040000
2019-07-09$19.51$0.0011.0%2.3%3.3%11.8%0.0%1.1%-2.1%0000.0015.230000
2019-07-10$19.52$0.0022.6%6.5%3.3%30.0%0.0%5.5%-8.1%0000.00166.040000
2019-07-11$19.53$0.0022.9%6.6%3.2%30.5%0.0%5.6%-8.3%0000.00166.040000
2019-07-12$19.55$0.009.1%2.6%3.2%8.8%0.0%1.5%-2.2%0000.0015.230000
2019-07-15$19.56$0.008.2%2.4%2.5%7.5%0.0%2.0%-2.4%0000.0015.110000
2019-07-16$19.55$0.007.9%2.3%2.6%7.0%0.0%1.8%-2.5%0000.0015.110000
2019-07-17$19.59$0.009.1%2.6%2.6%8.8%0.0%2.5%-2.4%0000.0015.110000
2019-07-18$19.60$0.0024.5%7.0%2.5%32.9%0.0%7.2%-8.8%0000.00165.630000
2019-07-19$19.60$0.007.8%2.2%2.2%6.7%0.0%2.6%-2.6%0000.0058.880000
2019-07-22$19.64$0.0025.8%7.4%2.2%34.9%0.0%1.1%149.4%0000.00165.410000
2019-07-23$19.59$0.006.3%1.8%2.4%4.3%0.0%1.3%-2.4%0000.0017.480000
2019-07-24$19.62$0.006.6%1.9%2.4%4.8%0.0%2.0%-2.4%0000.0016.610000
2019-07-25$19.60$0.005.8%1.7%2.5%3.6%0.0%0.9%-2.6%0000.0018.260000
2019-07-26$19.63$0.006.9%2.0%2.5%5.4%0.0%2.3%-2.6%0000.0058.700000
2019-07-29$19.64$0.0019.5%5.6%2.4%25.1%0.0%-8.5%-18.7%0000.00133.110000
2019-07-30$19.62$0.006.7%1.9%2.3%5.1%0.0%1.4%-3.2%0000.0015.520000
2019-07-31$19.62$0.0020.1%5.8%1.8%26.1%0.0%10.1%10.9%0000.00161.330000