FPE Options History — November 2019 In November 2019, FPE traded between $19.86 and $19.95. ATM implied volatility averaged 53.7%, placing in the 47.3% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 51.8% (HV 20d: 1.8%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2019-11-05 : Highest Volume — 1 contracts2019-11-26 : Largest IV spike — 935.2% change2019-11-07 : Highest IV Rank — 100.0%2019-11-01 : Largest Expected Move — 20.0%Monthly Statistics Metric Avg Min Max Open Close Price $19.91 $19.86 $19.95 $19.91 $19.88 ATM IV 53.7% 5.3% 143.8% 69.8% 5.8% Expected Move 9.8% 0.6% 20.0% 20.0% 1.6% HV 20d 1.8% 1.5% 2.3% 1.6% 2.2% HV 60d 2.2% 2.0% 2.2% 2.2% 2.2% IV Rank 47.3% 1.3% 100.0% 80.5% 1.6% IV Percentile 76.9% 7.9% 100.0% 98.4% 11.1% Term Structure -0.1% -29.5% 164.6% -29.5% -1.5% Skew 25d 6.9% 0.2% 74.1% 74.1% 2.5% Skew 10d 8.7% 0.4% 95.2% 95.2% 0.4% Call IV 25d 44.6% 5.5% 72.7% 20.4% 6.9% Put IV 25d 51.6% 8.2% 94.5% 94.5% 9.5% Bid-Ask Spread % 158.50 17.91 200.00 194.87 47.55 Gamma HHI 0.89 0.58 1.00 1.00 1.00 Net GEX -362 -699 -155 -279 -648 Net DEX 8.8K 7.3K 11.8K 8.6K 11.3K Net VEX -37 -43 -28 -35 -37 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 0.15 0 1 0 0 Total OI 9.25 8 10 8 10
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 P/C Spread % Call Vol Put Vol Call OI Put OI 2019-11-01 $19.91 $0.00 69.8% 20.0% 1.6% 80.5% 0.0% 74.1% -29.5% -279 8.6K -35 0.00 194.87 0 0 0 8 2019-11-04 $19.93 $0.00 77.0% 11.8% 1.6% 89.3% 0.0% 4.7% -10.6% -278 8.6K -34 0.00 200.00 0 0 0 8 2019-11-05 $19.94 $0.00 80.7% 8.5% 1.6% 93.8% 0.0% 3.2% -10.8% -277 8.6K -34 0.00 200.00 1 0 0 8 2019-11-06 $19.95 $0.00 85.1% 8.6% 1.6% 99.1% 0.0% 3.1% -11.1% -158 7.4K -40 0.00 200.00 0 0 1 8 2019-11-07 $19.90 $0.00 90.3% 8.7% 1.9% 100.0% 0.0% 2.7% -12.2% -269 7.3K -39 0.00 200.00 0 0 1 8 2019-11-08 $19.93 $0.00 96.5% 8.8% 1.8% 100.0% 0.0% 3.1% -12.5% -155 7.5K -40 0.00 200.00 0 0 1 8 2019-11-11 $19.93 $0.00 27.4% 0.6% 1.7% 25.7% 0.0% 0.2% 0.0% -698 11.7K -29 0.00 17.91 0 0 1 8 2019-11-12 $19.93 $0.00 143.8% 12.7% 1.7% 100.0% 0.0% 4.7% -13.0% -265 7.3K -38 0.00 200.00 0 0 1 8 2019-11-13 $19.94 $0.00 45.0% 12.9% 1.7% 29.6% 0.0% 4.8% -13.4% -263 7.3K -38 0.00 200.00 1 0 1 8 2019-11-14 $19.93 $0.00 45.1% 12.9% 1.6% 29.7% 0.0% 4.7% -13.9% -271 7.3K -38 0.00 200.00 0 0 2 8 2019-11-15 $19.94 $0.00 5.3% 1.5% 1.6% 1.3% 0.0% 3.0% -0.0% -696 11.6K -29 0.00 34.81 0 0 2 8 2019-11-18 $19.93 $0.00 5.5% 1.6% 1.7% 1.4% 0.0% 3.0% 164.6% -699 11.8K -28 0.00 36.55 0 0 1 8 2019-11-19 $19.91 $0.00 49.2% 14.1% 1.5% 32.6% 0.0% 4.5% -11.6% -247 7.6K -38 0.00 200.00 0 0 1 8 2019-11-20 $19.95 $0.00 49.4% 14.2% 1.7% 32.7% 0.0% 4.2% -10.8% -237 7.5K -37 0.00 200.00 0 1 1 8 2019-11-21 $19.86 $0.00 50.3% 14.4% 2.3% 33.4% 0.0% 3.4% -11.6% -284 8.5K -43 0.00 200.00 0 0 1 9 2019-11-22 $19.87 $0.00 51.2% 14.7% 2.3% 34.0% 0.0% 3.5% -12.1% -283 8.5K -42 0.00 200.00 0 0 1 9 2019-11-25 $19.88 $0.00 5.3% 1.5% 2.3% 1.3% 0.0% 2.9% -1.2% -649 11.3K -38 0.00 38.33 0 0 1 9 2019-11-26 $19.89 $0.00 54.7% 15.7% 2.2% 36.5% 0.0% 4.0% -14.5% -288 8.5K -42 0.00 200.00 0 0 1 9 2019-11-27 $19.89 $0.00 35.7% 10.2% 2.2% 23.0% 0.0% 1.6% 23.7% -287 8.5K -41 0.00 200.00 0 0 1 9 2019-11-29 $19.88 $0.00 5.8% 1.6% 2.2% 1.6% 0.0% 2.5% -1.5% -648 11.3K -37 0.00 47.55 0 0 1 9
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