FPE Options History — October 2019

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

In October 2019, FPE traded between $19.70 and $19.93. ATM implied volatility averaged 38.3%, placing in the 43.8% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 35.9% (HV 20d: 2.4%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 14 of 23 days. Put/call ratio averaged 0.00.

Notable Days

2019-10-24: Highest Volume — 12 contracts
2019-10-29: Largest IV spike — 1402.2% change
2019-10-07: Highest IV Rank — 100.0%
2019-10-31: Largest Expected Move — 19.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.83	$19.70	$19.93	$19.74	$19.90
ATM IV	38.3%	4.2%	85.8%	29.1%	67.5%
Expected Move	9.0%	1.2%	19.3%	8.3%	19.3%
HV 20d	2.4%	1.6%	2.8%	2.6%	1.7%
HV 60d	3.0%	2.3%	3.1%	3.1%	2.3%
IV Rank	43.8%	0.8%	100.0%	36.3%	77.7%
IV Percentile	75.1%	2.4%	100.0%	80.2%	98.4%
Term Structure	13.8%	-27.7%	164.2%	-9.1%	-27.7%
Skew 25d	27.9%	-42.9%	73.3%	0.2%	73.3%
Skew 10d	42.9%	0.8%	93.6%	0.9%	93.6%
Call IV 25d	25.4%	6.6%	69.7%	34.8%	19.8%
Put IV 25d	53.3%	8.6%	93.1%	35.0%	93.1%
Bid-Ask Spread %	180.64	54.69	196.33	174.50	194.87
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	-706	-1.8K	-203	-203	-280
Net DEX	19.5K	8.6K	30.5K	15.1K	8.6K
Net VEX	-79	-97	-26	-95	-35
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	0.696	0	12	0	0
Total OI	17.391	8	20	20	8

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Vol	Put Vol	Put OI
2019-10-01	$19.74	$0.00	29.1%	8.3%	2.6%	36.3%	0.0%	0.2%	-9.1%	-203	15.1K	-95	174.50	0	0	20
2019-10-02	$19.73	$0.00	30.0%	8.6%	2.6%	37.5%	0.0%	0.2%	-9.7%	-1.7K	30.5K	-76	174.18	0	0	20
2019-10-03	$19.70	$0.00	30.9%	5.5%	2.6%	38.9%	0.0%	0.8%	-5.4%	-1.0K	24.5K	-92	174.20	0	0	20
2019-10-04	$19.73	$0.00	72.5%	12.8%	2.6%	97.9%	0.0%	-40.1%	-16.3%	-641	21.4K	-97	195.87	0	0	20
2019-10-07	$19.73	$0.00	81.8%	7.4%	2.6%	100.0%	0.0%	-42.9%	22.3%	-629	21.3K	-96	194.81	0	0	20
2019-10-08	$19.72	$0.00	85.8%	7.7%	2.6%	100.0%	0.0%	8.1%	22.4%	-632	21.3K	-96	196.33	0	0	20
2019-10-09	$19.74	$0.00	26.6%	7.6%	2.6%	28.1%	0.0%	10.2%	37.9%	-629	21.3K	-95	195.96	0	0	20
2019-10-10	$19.76	$0.00	26.5%	7.6%	2.6%	27.9%	0.0%	7.3%	23.6%	-625	21.2K	-95	195.96	0	0	20
2019-10-11	$19.80	$0.00	26.4%	7.6%	2.7%	27.8%	0.0%	46.3%	23.7%	-634	21.2K	-95	195.67	3	0	20
2019-10-14	$19.84	$0.00	6.8%	1.9%	2.7%	4.0%	0.0%	6.0%	0.6%	-1.8K	29.8K	-78	127.82	0	0	20
2019-10-15	$19.87	$0.00	27.5%	7.9%	2.8%	29.2%	0.0%	49.1%	24.1%	-632	21.0K	-94	195.32	0	0	20
2019-10-16	$19.88	$0.00	27.4%	7.9%	2.8%	29.0%	0.0%	49.1%	23.6%	-638	21.0K	-93	194.98	0	0	20
2019-10-17	$19.90	$0.00	27.3%	7.8%	2.7%	28.9%	0.0%	50.0%	23.7%	-635	21.0K	-93	194.73	0	0	20
2019-10-18	$19.91	$0.00	27.8%	8.0%	2.6%	29.5%	0.0%	50.2%	23.8%	-633	20.9K	-92	194.73	0	0	20
2019-10-21	$19.91	$0.00	29.4%	8.4%	2.6%	31.5%	0.0%	53.0%	164.2%	-643	21.0K	-91	194.64	0	0	20
2019-10-22	$19.87	$0.00	6.6%	1.9%	2.7%	3.8%	0.0%	5.5%	1.7%	-1.4K	26.3K	-83	130.79	0	0	20
2019-10-23	$19.88	$0.00	30.6%	8.8%	1.7%	33.0%	0.0%	55.1%	32.5%	-648	21.1K	-91	194.64	0	1	20
2019-10-24	$19.89	$0.00	30.7%	8.8%	1.6%	33.0%	0.0%	56.1%	32.8%	-655	21.2K	-90	194.64	0	12	20
2019-10-25	$19.91	$0.00	57.0%	16.4%	1.7%	65.0%	0.0%	62.1%	-19.5%	-279	8.6K	-36	195.17	0	0	8
2019-10-28	$19.93	$0.00	4.2%	1.2%	1.7%	0.8%	0.0%	2.4%	-0.9%	-818	12.6K	-26	54.69	0	0	8
2019-10-29	$19.90	$0.00	62.6%	18.0%	1.8%	71.8%	0.0%	69.0%	-24.4%	-280	8.6K	-35	194.96	0	0	8
2019-10-30	$19.89	$0.00	65.3%	18.7%	1.8%	75.1%	0.0%	71.0%	-26.0%	-281	8.6K	-35	195.17	0	0	8
2019-10-31	$19.90	$0.00	67.5%	19.3%	1.7%	77.7%	0.0%	73.3%	-27.7%	-280	8.6K	-35	194.87	0	0	8