FPE Options History — February 2020 In February 2020, FPE traded between $19.64 and $20.47. ATM implied volatility averaged 40.8%, placing in the 25.0% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 38.2% (HV 20d: 2.7%). Max pain ranged from $21.00 to $21.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 1 of 19 days.
Notable Days 2020-02-04 : Highest Volume — 4 contracts2020-02-07 : Largest IV spike — 356.2% change2020-02-11 : Highest IV Rank — 55.9%2020-02-04 : Largest Expected Move — 18.8%Monthly Statistics Metric Avg Min Max Open Close Price $20.30 $19.64 $20.47 $20.27 $19.64 Max Pain $21.00 $21.00 $21.00 $21.00 $21.00 ATM IV 40.8% 15.1% 87.0% 36.9% 63.4% Expected Move 9.2% 2.6% 18.8% 10.6% 18.2% HV 20d 2.7% 1.8% 6.7% 1.9% 6.7% HV 60d 2.5% 1.9% 4.4% 2.2% 4.4% IV Rank 25.0% 7.8% 55.9% 22.4% 40.1% IV Percentile 69.7% 36.9% 96.8% 73.8% 87.7% Term Structure -9.7% -23.9% 115.3% -22.6% -20.0% VWIV 64.1% 64.1% 64.1% 64.1% 64.1% Skew 25d 3.0% -3.4% 20.9% 12.2% 1.9% Skew 10d 14.9% 0.1% 41.8% 31.4% 1.9% Call IV 25d 54.8% 9.9% 79.3% 67.0% 79.3% Put IV 25d 57.8% 9.5% 87.3% 79.2% 81.2% Bid-Ask Spread % 191.79 144.27 200.00 192.46 200.00 Gamma HHI 0.57 0.50 0.80 0.78 0.51 Net GEX -394 -636 -94 -94 -221 Net DEX 4.9K 1.7K 6.4K 1.7K 5.4K Net VEX -33 -38 -13 -13 -34 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.316 0 4 0 1 Total OI 7.632 4 9 4 7
Daily Data (19 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 2020-02-03 $20.27 $21.00 36.9% 10.6% 1.9% 22.4% 0.0% 12.2% -22.6% -94 1.7K -13 0.00 192.46 0 0 1 3 2020-02-04 $20.29 $21.00 65.6% 18.8% 1.9% 41.6% 0.0% 18.7% -23.9% -113 2.0K -13 0.00 192.46 0 4 1 3 2020-02-05 $20.31 $21.00 15.1% 4.3% 1.9% 7.8% 0.0% -0.6% -7.0% -556 5.3K -35 0.00 144.27 0 0 1 7 2020-02-06 $20.37 $0.00 16.2% 2.6% 2.0% 8.5% 0.0% -0.4% -3.9% -636 5.0K -35 0.00 146.41 0 0 1 7 2020-02-07 $20.39 $0.00 73.7% 7.5% 2.0% 47.0% 0.0% 2.3% -13.3% -474 4.9K -35 0.00 198.76 0 0 1 7 2020-02-10 $20.41 $0.00 83.0% 7.9% 2.0% 53.3% 0.0% 20.9% -15.4% -465 4.9K -35 0.00 198.37 0 0 1 7 2020-02-11 $20.45 $0.00 87.0% 8.0% 2.1% 55.9% 0.0% 0.4% -15.6% -129 4.6K -35 0.00 198.37 0 0 1 7 2020-02-12 $20.45 $0.00 28.3% 8.1% 2.1% 16.6% 0.0% 0.3% -15.5% -481 4.7K -34 0.00 198.37 0 1 1 7 2020-02-13 $20.45 $0.00 28.2% 8.1% 2.0% 16.5% 0.0% -0.3% -16.0% -540 5.8K -38 0.00 198.37 0 0 1 8 2020-02-14 $20.47 $0.00 28.5% 8.2% 2.0% 16.8% 0.0% -1.5% -17.0% -536 5.8K -38 0.00 197.98 0 0 1 8 2020-02-18 $20.46 $0.00 30.3% 8.7% 1.9% 18.0% 0.0% -1.9% -19.4% -541 5.8K -37 0.00 197.98 0 0 1 8 2020-02-19 $20.45 $0.00 30.9% 8.9% 1.9% 18.3% 0.0% -2.4% -19.5% -547 5.9K -36 0.00 197.98 0 0 1 8 2020-02-20 $20.45 $0.00 30.9% 8.8% 1.8% 18.3% 0.0% -3.4% -19.8% -579 6.4K -36 0.00 198.37 0 0 1 8 2020-02-21 $20.38 $0.00 31.6% 9.1% 2.2% 18.8% 0.0% -1.3% -20.9% -363 6.2K -35 0.00 185.10 0 0 1 8 2020-02-24 $20.30 $0.00 32.5% 9.3% 2.7% 19.4% 0.0% 3.4% 115.3% -200 4.4K -35 0.00 199.13 0 0 1 6 2020-02-25 $20.12 $0.00 31.7% 9.1% 4.2% 18.9% 0.0% 5.0% -15.9% -440 4.8K -35 0.00 199.56 0 0 1 6 2020-02-26 $20.09 $0.00 31.2% 8.9% 4.1% 18.5% 0.0% 1.7% -16.9% -330 4.8K -35 0.00 200.00 0 0 1 6 2020-02-27 $19.88 $0.00 30.7% 8.8% 5.4% 18.2% 0.0% 2.4% -17.1% -242 5.1K -35 0.00 200.00 0 0 1 6 2020-02-28 $19.64 $0.00 63.4% 18.2% 6.7% 40.1% 64.1% 1.9% -20.0% -221 5.4K -34 0.00 200.00 0 1 1 6
« Jan 2020 | All History | Mar 2020 » Home FPE History February 2020