FPE Options History — April 2020

Name: FPE Options Analytics - April 2020
Creator: Options Analysis Suite

In April 2020, FPE traded between $15.91 and $18.07. ATM implied volatility averaged 46.6%, placing in the 27.1% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded below realized volatility by 15.9% (HV 20d: 62.5%). Max pain ranged from $20.00 to $21.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 8 of 21 days.

Notable Days

2020-04-13: Highest Volume — 92 contracts
2020-04-07: Largest IV spike — 45.5% change
2020-04-01: Highest IV Rank — 52.4%
2020-04-01: Largest Expected Move — 24.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.45	$15.91	$18.07	$15.91	$18.05
Max Pain	$20.05	$20.00	$21.00	$21.00	$20.00
ATM IV	46.6%	32.9%	86.7%	86.7%	36.9%
Expected Move	12.3%	9.3%	24.8%	24.8%	10.6%
HV 20d	62.5%	28.8%	86.3%	83.2%	28.8%
HV 60d	50.4%	48.2%	51.5%	48.2%	51.5%
IV Rank	27.1%	18.4%	52.4%	52.4%	20.9%
IV Percentile	66.7%	56.0%	92.5%	92.5%	57.5%
Term Structure	-5.9%	-26.3%	13.1%	-26.3%	12.0%
Skew 25d	13.8%	-9.6%	40.5%	17.5%	6.4%
Skew 10d	10.8%	-15.8%	39.7%	-15.8%	9.5%
Call IV 25d	41.0%	18.9%	91.2%	91.2%	55.9%
Put IV 25d	54.8%	31.6%	108.8%	108.8%	62.3%
Bid-Ask Spread %	141.37	128.89	152.47	152.47	145.44
Gamma HHI	0.47	0.38	0.59	0.44	0.44
Net GEX	-1.9K	-3.2K	-533	-533	-3.2K
Net DEX	75.6K	25.5K	126.9K	28.8K	107.9K
Net VEX	-270	-432	-33	-51	-399
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	4.952	0	92	0	0
Total OI	74.19	31	103	31	103

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	Spread %	Put Vol	Call OI	Put OI
2020-04-01	$15.91	$21.00	86.7%	24.8%	83.2%	52.4%	0.0%	17.5%	-26.3%	-533	28.8K	-51	152.47	0	4	27
2020-04-02	$16.22	$20.00	69.1%	13.8%	83.9%	41.3%	0.0%	11.5%	0.7%	-628	30.0K	-51	139.43	0	4	27
2020-04-03	$16.07	$20.00	46.9%	9.4%	83.8%	27.3%	0.0%	2.1%	-11.6%	-625	32.0K	-42	139.25	0	4	27
2020-04-06	$16.56	$20.00	48.9%	9.3%	85.0%	28.6%	0.0%	3.4%	-9.7%	-802	32.1K	-33	128.89	0	4	27
2020-04-07	$17.10	$20.00	71.1%	13.3%	86.1%	42.6%	0.0%	13.3%	5.5%	-795	28.3K	-49	138.97	0	4	27
2020-04-08	$17.30	$20.00	46.5%	13.3%	86.3%	27.1%	0.0%	16.4%	2.1%	-811	26.9K	-62	142.03	1	4	27
2020-04-09	$17.95	$20.00	33.3%	9.6%	83.3%	18.8%	0.0%	14.9%	-11.4%	-1.0K	25.5K	-66	139.03	1	4	28
2020-04-13	$17.70	$20.00	43.9%	12.6%	83.4%	25.4%	0.0%	27.7%	7.7%	-953	26.7K	-54	141.78	92	4	29
2020-04-14	$18.02	$20.00	33.9%	9.7%	76.4%	19.2%	0.0%	12.7%	-8.3%	-3.1K	126.9K	-301	138.22	0	4	97
2020-04-15	$17.77	$20.00	42.8%	12.3%	76.6%	24.7%	0.0%	27.8%	1.3%	-2.4K	106.8K	-412	145.84	1	4	97
2020-04-16	$17.76	$20.00	32.9%	9.4%	62.5%	18.4%	0.0%	9.5%	1.0%	-2.7K	110.9K	-389	133.27	1	4	98
2020-04-17	$18.07	$20.00	34.5%	9.9%	59.6%	19.4%	0.0%	9.0%	-1.9%	-2.9K	109.8K	-419	135.61	0	4	99
2020-04-20	$17.84	$20.00	36.0%	10.3%	53.0%	20.4%	0.0%	8.2%	-9.5%	-2.5K	98.3K	-417	135.85	1	1	95
2020-04-21	$17.27	$20.00	39.1%	11.2%	54.8%	22.4%	0.0%	-9.6%	-13.3%	-2.4K	106.9K	-383	145.32	0	1	96
2020-04-22	$17.73	$20.00	46.1%	13.2%	46.6%	26.7%	0.0%	40.5%	-12.8%	-2.2K	97.3K	-429	142.91	0	1	96
2020-04-23	$17.81	$20.00	47.8%	13.7%	42.5%	27.8%	0.0%	21.9%	-13.3%	-2.4K	99.2K	-410	145.80	5	1	96
2020-04-24	$17.74	$20.00	34.2%	9.8%	37.3%	19.3%	0.0%	10.7%	13.1%	-2.4K	97.6K	-431	144.45	1	1	101
2020-04-27	$17.82	$20.00	48.0%	13.8%	33.4%	28.0%	0.0%	9.3%	-15.6%	-2.4K	95.0K	-424	145.43	1	1	101
2020-04-28	$17.79	$20.00	49.4%	14.2%	33.3%	28.9%	0.0%	12.5%	-16.9%	-2.7K	102.6K	-408	144.25	0	1	102
2020-04-29	$18.03	$20.00	51.3%	14.7%	32.8%	30.0%	0.0%	24.3%	-16.2%	-2.7K	98.9K	-432	144.61	0	1	102
2020-04-30	$18.05	$20.00	36.9%	10.6%	28.8%	20.9%	0.0%	6.4%	12.0%	-3.2K	107.9K	-399	145.44	0	1	102