FPE Options History — August 2019 In August 2019, FPE traded between $19.47 and $19.63. ATM implied volatility averaged 32.1%, placing in the 42.6% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 28.2% (HV 20d: 3.9%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 9 of 22 days.
Notable Days 2019-08-21 : Largest IV spike — 152.6% change2019-08-13 : Highest IV Rank — 100.0%2019-08-23 : Largest Expected Move — 16.9%Monthly Statistics Metric Avg Min Max Open Close Price $19.56 $19.47 $19.63 $19.62 $19.63 ATM IV 32.1% 7.8% 74.0% 26.1% 27.4% Expected Move 6.5% 2.2% 16.9% 7.5% 7.9% HV 20d 3.9% 1.7% 4.4% 1.8% 4.4% HV 60d 3.3% 2.7% 3.5% 2.7% 3.3% IV Rank 42.6% 6.1% 100.0% 35.4% 33.9% IV Percentile 70.8% 18.7% 100.0% 73.8% 77.0% Term Structure 46.8% -13.2% 180.2% 0.4% -7.6% Skew 25d 8.8% -1.3% 16.4% 4.7% 15.3% Skew 10d 3.3% -1.3% 9.2% 6.0% 6.1% Call IV 25d 16.7% 5.6% 73.2% 31.8% 16.1% Put IV 25d 25.5% 7.3% 71.9% 36.5% 31.4% Bid-Ask Spread % 152.84 18.72 179.01 164.97 171.68 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (22 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 2019-08-01 $19.62 $0.00 26.1% 7.5% 1.8% 35.4% 0.0% 4.7% 0.4% 0 0 0 0.00 164.97 0 0 0 0 2019-08-02 $19.62 $0.00 33.6% 9.6% 1.7% 47.1% 0.0% 0.3% -13.2% 0 0 0 0.00 165.21 0 0 0 0 2019-08-05 $19.47 $0.00 40.6% 6.1% 3.3% 58.2% 0.0% 11.2% -6.5% 0 0 0 0.00 170.18 0 0 0 0 2019-08-06 $19.55 $0.00 18.9% 2.8% 3.6% 24.1% 0.0% 1.5% -2.8% 0 0 0 0.00 112.87 0 0 0 0 2019-08-07 $19.47 $0.00 46.0% 6.4% 3.9% 66.6% 0.0% 11.6% -7.2% 0 0 0 0.00 172.36 0 0 0 0 2019-08-08 $19.55 $0.00 46.4% 6.2% 4.2% 67.3% 0.0% 12.7% -5.3% 0 0 0 0.00 171.63 0 0 0 0 2019-08-09 $19.55 $0.00 48.5% 6.1% 4.2% 70.5% 0.0% 12.7% -5.5% 0 0 0 0.00 171.37 0 0 0 0 2019-08-12 $19.55 $0.00 64.1% 6.3% 4.2% 95.0% 0.0% 13.1% -6.0% 0 0 0 0.00 171.37 0 0 0 0 2019-08-13 $19.57 $0.00 74.0% 4.3% 4.2% 100.0% 0.0% 16.4% 8.4% 0 0 0 0.00 167.80 0 0 0 0 2019-08-14 $19.53 $0.00 22.6% 6.5% 4.2% 27.1% 0.0% 12.4% -12.2% 0 0 0 0.00 171.37 0 0 0 0 2019-08-15 $19.55 $0.00 22.9% 6.6% 4.2% 27.6% 0.0% 13.5% -12.3% 0 0 0 0.00 171.37 0 0 0 0 2019-08-16 $19.54 $0.00 23.3% 6.7% 4.2% 28.0% 0.0% 13.4% -12.6% 0 0 0 0.00 170.33 0 0 0 0 2019-08-19 $19.55 $0.00 7.8% 2.2% 4.1% 6.1% 0.0% 1.7% 167.2% 0 0 0 0.00 18.72 0 0 0 0 2019-08-20 $19.59 $0.00 9.5% 2.7% 4.1% 8.5% 0.0% -0.2% -1.6% 0 0 0 0.00 21.28 0 0 0 0 2019-08-21 $19.52 $0.00 24.0% 6.9% 4.3% 29.1% 0.0% 13.2% 154.9% 0 0 0 0.00 171.12 0 0 0 0 2019-08-22 $19.54 $0.00 24.4% 7.0% 4.3% 29.7% 0.0% 13.9% 155.9% 0 0 0 0.00 171.62 0 0 0 0 2019-08-23 $19.52 $0.00 59.1% 16.9% 4.2% 78.8% 0.0% -1.3% 122.5% 0 0 0 0.00 179.01 0 0 0 0 2019-08-26 $19.55 $0.00 25.7% 7.4% 4.3% 31.5% 0.0% 14.2% 160.8% 0 0 0 0.00 171.23 0 0 0 0 2019-08-27 $19.59 $0.00 17.8% 5.1% 4.3% 20.3% 0.0% -0.6% 178.8% 0 0 0 0.00 156.84 0 0 0 0 2019-08-28 $19.62 $0.00 17.6% 5.1% 4.4% 20.0% 0.0% -0.4% 180.2% 0 0 0 0.00 149.03 0 0 0 0 2019-08-29 $19.62 $0.00 26.8% 7.7% 4.4% 33.0% 0.0% 14.9% -7.3% 0 0 0 0.00 171.15 0 0 0 0 2019-08-30 $19.63 $0.00 27.4% 7.9% 4.4% 33.9% 0.0% 15.3% -7.6% 0 0 0 0.00 171.68 0 0 0 0
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