FPE Options History — September 2019

Name: FPE Options Analytics - September 2019
Creator: Options Analysis Suite

In September 2019, FPE traded between $19.64 and $19.84. ATM implied volatility averaged 20.0%, placing in the 23.3% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 17.7% (HV 20d: 2.3%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days.

Notable Days

2019-09-26: Highest Volume — 20 contracts
2019-09-26: Largest IV spike — 354.8% change
2019-09-10: Highest IV Rank — 48.8%
2019-09-30: Largest Expected Move — 8.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.73	$19.64	$19.84	$19.64	$19.73
ATM IV	20.0%	5.1%	37.9%	13.3%	28.3%
Expected Move	4.9%	1.5%	8.1%	3.8%	8.1%
HV 20d	2.3%	1.5%	3.3%	3.3%	2.6%
HV 60d	3.1%	3.0%	3.3%	3.3%	3.1%
IV Rank	23.3%	2.3%	48.8%	13.9%	35.1%
IV Percentile	49.3%	6.3%	92.9%	31.0%	78.6%
Term Structure	-3.5%	-8.6%	2.2%	-5.3%	-8.6%
Skew 25d	2.6%	0.1%	19.4%	2.9%	0.2%
Skew 10d	1.6%	0.0%	12.6%	5.6%	0.7%
Call IV 25d	19.1%	4.0%	33.9%	13.4%	33.9%
Put IV 25d	21.6%	7.0%	34.4%	16.4%	34.1%
Bid-Ask Spread %	130.75	28.87	175.51	130.01	174.98
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	-21	-213	0	0	-213
Net DEX	1.5K	0	15.4K	0	15.4K
Net VEX	-10	-96	0	0	-95
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	1	0	20	0	0
Total OI	2	0	20	0	20

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Put Vol	Put OI
2019-09-03	$19.64	$0.00	13.3%	3.8%	3.3%	13.9%	0.0%	2.9%	-5.3%	0	0	0	130.01	0	0
2019-09-04	$19.66	$0.00	24.5%	7.0%	3.0%	29.8%	0.0%	19.4%	2.2%	0	0	0	170.75	0	0
2019-09-05	$19.70	$0.00	30.9%	5.5%	2.6%	38.9%	0.0%	0.3%	-3.2%	0	0	0	175.51	0	0
2019-09-06	$19.72	$0.00	32.0%	5.6%	2.2%	40.5%	0.0%	0.3%	-3.3%	0	0	0	175.51	0	0
2019-09-09	$19.73	$0.00	35.2%	5.8%	2.2%	45.0%	0.0%	0.3%	-3.6%	0	0	0	175.51	0	0
2019-09-10	$19.71	$0.00	37.9%	5.9%	2.3%	48.8%	0.0%	0.3%	-3.8%	0	0	0	175.51	0	0
2019-09-11	$19.71	$0.00	5.5%	1.6%	2.3%	2.9%	0.0%	3.1%	-1.1%	0	0	0	33.94	0	0
2019-09-12	$19.72	$0.00	21.0%	6.0%	2.1%	24.8%	0.0%	1.2%	-4.0%	0	0	0	174.72	0	0
2019-09-13	$19.70	$0.00	5.1%	1.5%	2.2%	2.3%	0.0%	2.5%	-1.2%	0	0	0	32.74	0	0
2019-09-16	$19.71	$0.00	5.9%	1.7%	2.1%	3.5%	0.0%	3.2%	-1.3%	0	0	0	31.18	0	0
2019-09-17	$19.73	$0.00	6.1%	1.7%	2.1%	3.7%	0.0%	3.7%	-1.3%	0	0	0	28.87	0	0
2019-09-18	$19.74	$0.00	22.4%	6.4%	2.1%	26.9%	0.0%	2.6%	-3.9%	0	0	0	175.51	0	0
2019-09-19	$19.77	$0.00	22.3%	6.4%	1.5%	26.6%	0.0%	2.8%	-4.0%	0	0	0	174.98	0	0
2019-09-20	$19.82	$0.00	22.1%	6.3%	1.6%	26.4%	0.0%	2.9%	-4.1%	0	0	0	175.37	0	0
2019-09-23	$19.84	$0.00	5.8%	1.7%	1.5%	3.3%	0.0%	3.3%	-1.4%	0	0	0	51.70	0	0
2019-09-24	$19.82	$0.00	23.9%	6.8%	1.6%	28.9%	0.0%	0.2%	-5.1%	0	0	0	174.95	0	0
2019-09-25	$19.71	$0.00	5.6%	1.6%	2.7%	3.0%	0.0%	2.5%	-1.9%	0	0	0	33.57	0	0
2019-09-26	$19.71	$0.00	25.6%	7.3%	2.6%	31.3%	0.0%	0.1%	-6.9%	0	0	0	175.29	20	0
2019-09-27	$19.72	$0.00	25.5%	7.3%	2.6%	31.2%	0.0%	0.1%	-7.3%	-213	15.4K	-96	174.50	0	20
2019-09-30	$19.73	$0.00	28.3%	8.1%	2.6%	35.1%	0.0%	0.2%	-8.6%	-213	15.4K	-95	174.98	0	20