FPE Options History — December 2019 In December 2019, FPE traded between $19.85 and $20.05. ATM implied volatility averaged 55.8%, placing in the 37.3% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded above realized volatility by 53.4% (HV 20d: 2.4%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2019-12-09 : Highest Volume — 8 contracts2019-12-17 : Largest IV spike — 1176.1% change2019-12-10 : Highest IV Rank — 56.4%2019-12-04 : Largest Expected Move — 19.2%Monthly Statistics Metric Avg Min Max Open Close Price $19.95 $19.85 $20.05 $19.85 $20.05 ATM IV 55.8% 3.7% 82.7% 63.1% 62.5% Expected Move 14.3% 1.1% 19.2% 18.1% 17.9% HV 20d 2.4% 2.2% 2.9% 2.3% 2.2% HV 60d 2.2% 2.1% 2.4% 2.2% 2.1% IV Rank 37.3% 0.1% 56.4% 42.5% 42.1% IV Percentile 87.2% 0.4% 98.0% 94.4% 91.3% Term Structure -15.0% -24.1% -0.5% -21.4% -24.1% Skew 25d 3.7% 0.5% 8.2% 3.2% 5.4% Skew 10d 6.5% 0.2% 10.4% 5.4% 10.4% Call IV 25d 64.8% 6.2% 87.3% 82.7% 82.4% Put IV 25d 68.5% 6.6% 90.9% 86.0% 87.7% Bid-Ask Spread % 193.06 54.72 200.00 200.00 200.00 Gamma HHI 0.96 0.52 1.00 1.00 0.52 Net GEX -123 -380 -22 -293 -22 Net DEX 3.2K 835 9.2K 8.7K 835 Net VEX -21 -40 -13 -40 -14 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.476 0 8 0 0 Total OI 5.048 3 10 10 3
Daily Data (21 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 2019-12-02 $19.85 $0.00 63.1% 18.1% 2.3% 42.5% 0.0% 3.2% -21.4% -293 8.7K -40 0.00 200.00 0 0 1 9 2019-12-03 $19.87 $0.00 65.7% 18.8% 2.3% 44.3% 0.0% 3.5% -22.6% -291 8.6K -40 0.00 199.55 0 0 1 9 2019-12-04 $19.88 $0.00 66.9% 19.2% 2.3% 45.2% 0.0% 3.6% -24.1% -290 8.6K -40 0.00 200.00 0 0 1 9 2019-12-05 $19.85 $0.00 69.2% 12.2% 2.3% 46.8% 0.0% 3.0% -8.8% -290 8.6K -40 0.00 200.00 0 0 1 9 2019-12-06 $19.89 $0.00 70.7% 12.3% 2.3% 47.9% 0.0% 3.2% -9.7% -286 8.6K -39 0.00 200.00 0 0 1 9 2019-12-09 $19.91 $0.00 78.8% 12.6% 2.3% 53.7% 0.0% 3.2% -9.6% -380 9.2K -38 0.00 200.00 0 8 1 9 2019-12-10 $19.94 $0.00 82.7% 12.7% 2.3% 56.4% 0.0% 3.4% -10.8% -49 991 -14 0.00 200.00 0 0 1 2 2019-12-11 $19.95 $0.00 45.0% 12.9% 2.3% 29.6% 0.0% 3.5% -11.1% -49 986 -14 0.00 200.00 0 0 1 2 2019-12-12 $19.95 $0.00 45.1% 12.9% 2.3% 29.7% 0.0% 3.5% -10.8% -49 989 -14 0.00 200.00 0 0 1 2 2019-12-13 $19.88 $0.00 45.8% 13.1% 2.6% 30.2% 0.0% 3.0% -11.1% -48 1.0K -14 0.00 200.00 0 0 1 2 2019-12-16 $19.95 $0.00 3.7% 1.1% 2.9% 0.1% 0.0% 0.5% -0.5% -99 1.4K -13 0.00 54.72 0 0 1 2 2019-12-17 $19.95 $0.00 47.0% 13.5% 2.9% 31.0% 0.0% 3.3% -12.6% -50 999 -13 0.00 200.00 0 0 1 2 2019-12-18 $19.95 $0.00 48.3% 13.8% 2.9% 31.9% 0.0% 3.2% -13.2% -50 1.0K -13 0.00 200.00 0 0 1 2 2019-12-19 $19.98 $0.00 48.5% 13.9% 2.9% 32.1% 0.0% 3.4% -13.6% -50 984 -13 0.00 200.00 0 0 1 2 2019-12-20 $20.01 $0.00 49.9% 14.3% 2.3% 33.1% 0.0% 3.8% -15.2% -51 967 -13 0.00 200.00 0 0 1 2 2019-12-23 $20.02 $0.00 52.2% 15.0% 2.3% 34.7% 0.0% 3.9% -16.4% -51 962 -13 0.00 200.00 0 0 1 2 2019-12-24 $20.04 $0.00 53.1% 15.2% 2.3% 35.4% 0.0% 4.0% -17.0% -51 953 -13 0.00 200.00 0 0 1 2 2019-12-26 $20.04 $0.00 55.6% 15.9% 2.3% 37.2% 0.0% 4.1% -18.8% -52 955 -13 0.00 200.00 0 2 1 2 2019-12-27 $20.04 $0.00 57.6% 16.5% 2.3% 38.6% 0.0% 4.3% -21.1% -62 1.7K -19 0.00 200.00 0 0 1 3 2019-12-30 $20.03 $0.00 60.8% 17.4% 2.3% 40.8% 0.0% 8.2% -23.4% -29 844 -14 0.00 200.00 0 0 1 2 2019-12-31 $20.05 $0.00 62.5% 17.9% 2.2% 42.1% 0.0% 5.4% -24.1% -22 835 -14 0.00 200.00 0 0 1 2
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