FPE Options History — June 2020

In June 2020, FPE traded between $18.34 and $18.89. ATM implied volatility averaged 51.0%, placing in the 29.9% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded above realized volatility by 40.0% (HV 20d: 11.0%). Max pain ranged from $18.00 to $20.00. Net GEX was positive for 4 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.17.

Notable Days

2020-06-12: Highest Volume — 65 contracts
2020-06-15: Largest IV spike — 648.7% change
2020-06-24: Highest IV Rank — 83.2%
2020-06-24: Largest Expected Move — 38.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.58	$18.34	$18.89	$18.48	$18.39
Max Pain	$18.27	$18.00	$20.00	$20.00	$18.00
ATM IV	51.0%	14.5%	135.6%	16.7%	15.1%
Expected Move	16.3%	4.2%	38.9%	4.8%	4.3%
HV 20d	11.0%	9.5%	11.9%	11.2%	11.6%
HV 60d	35.9%	19.0%	51.8%	51.8%	19.0%
IV Rank	29.9%	6.9%	83.2%	8.2%	7.2%
IV Percentile	53.0%	13.9%	98.0%	19.8%	14.7%
Term Structure	21.3%	-67.9%	120.7%	0.7%	116.1%
VWIV	13.2%	12.7%	13.8%	13.8%	12.7%
Skew 25d	2.0%	-84.0%	41.8%	3.2%	-1.6%
Skew 10d	14.3%	-53.7%	41.1%	2.0%	18.9%
Call IV 25d	100.4%	13.8%	154.8%	14.0%	137.3%
Put IV 25d	102.4%	16.8%	186.7%	17.3%	135.6%
Bid-Ask Spread %	170.12	69.13	193.42	69.13	193.42
Gamma HHI	0.37	0.27	0.50	0.31	0.43
Net GEX	-999	-2.8K	1.9K	1.1K	-2.6K
Net DEX	112.5K	34.7K	157.0K	77.3K	150.9K
Net VEX	-480	-627	-265	-385	-510
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.17	0.00	0.39	0.39	0.28
Total Volume	9.273	0	65	2	0
Total OI	173.682	138	203	142	201

Daily Data (22 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
2020-06-01	$18.48	$20.00	16.7%	4.8%	11.2%	8.2%	0.0%	3.2%	0.7%	1.1K	77.3K	-385	0.00	69.13	0	2	46	96
2020-06-02	$18.53	$20.00	16.0%	4.6%	11.0%	7.7%	0.0%	3.0%	-3.8%	1.9K	87.5K	-265	0.00	69.39	0	0	46	98
2020-06-03	$18.62	$20.00	37.0%	10.6%	10.8%	21.0%	0.0%	41.8%	28.1%	361	66.2K	-478	0.00	165.19	0	0	46	98
2020-06-04	$18.61	$18.00	48.3%	24.0%	10.1%	28.1%	13.8%	8.3%	-29.0%	406	34.7K	-505	0.39	150.94	46	18	46	92
2020-06-05	$18.84	$18.00	48.1%	23.5%	9.5%	28.0%	0.0%	6.7%	-28.6%	-260	65.6K	-401	0.00	190.97	0	0	46	93
2020-06-08	$18.89	$18.00	49.5%	23.1%	9.5%	28.9%	0.0%	12.7%	-67.5%	-681	71.0K	-363	0.00	155.28	0	1	46	93
2020-06-09	$18.78	$18.00	54.0%	23.3%	9.7%	31.7%	0.0%	6.1%	-67.9%	-185	79.5K	-282	0.00	156.21	0	0	46	94
2020-06-10	$18.72	$18.00	81.2%	23.3%	9.6%	48.9%	0.0%	5.8%	-27.6%	-412	71.5K	-372	0.00	191.24	0	0	46	94
2020-06-11	$18.36	$18.00	14.5%	4.2%	11.9%	6.9%	0.0%	7.9%	41.7%	-386	72.3K	-377	0.00	192.51	5	0	46	94
2020-06-12	$18.38	$18.00	14.7%	4.2%	11.5%	7.0%	0.0%	12.8%	73.5%	-318	68.3K	-398	0.00	193.18	0	65	51	94
2020-06-15	$18.56	$18.00	110.1%	31.6%	11.8%	67.1%	0.0%	13.4%	-54.4%	-2.1K	146.8K	-585	0.00	192.31	0	0	51	149
2020-06-16	$18.71	$18.00	108.2%	31.0%	11.2%	65.9%	0.0%	19.9%	-29.4%	-2.5K	146.6K	-583	0.00	191.13	1	0	51	149
2020-06-17	$18.71	$18.00	47.6%	13.7%	11.2%	27.7%	0.0%	-12.1%	33.1%	-1.7K	141.3K	-614	0.00	184.75	0	1	51	149
2020-06-18	$18.56	$18.00	60.9%	17.5%	11.5%	36.1%	0.0%	6.4%	67.4%	-2.1K	147.7K	-583	0.00	188.99	0	1	51	149
2020-06-19	$18.62	$18.00	59.4%	17.0%	11.4%	35.1%	0.0%	11.8%	65.5%	-2.5K	151.8K	-583	0.00	189.35	0	0	51	152
2020-06-22	$18.60	$18.00	22.0%	6.3%	11.5%	11.5%	0.0%	9.6%	8.9%	-2.8K	149.0K	-573	0.00	149.18	0	0	50	151
2020-06-23	$18.69	$18.00	135.0%	38.7%	11.1%	82.8%	12.7%	31.9%	-4.6%	-1.9K	141.7K	-627	0.28	154.08	50	14	50	151
2020-06-24	$18.51	$18.00	135.6%	38.9%	11.4%	83.2%	0.0%	11.8%	-6.0%	-2.2K	157.0K	-522	0.00	192.39	0	0	50	151
2020-06-25	$18.38	$18.00	16.2%	4.7%	11.6%	7.9%	0.0%	-84.0%	119.7%	-238	147.5K	-533	0.00	189.77	0	0	50	151
2020-06-26	$18.34	$18.00	14.6%	4.2%	11.6%	6.9%	0.0%	10.9%	120.7%	-2.7K	148.2K	-537	0.00	193.42	0	0	50	151
2020-06-29	$18.39	$18.00	17.7%	5.1%	11.7%	8.9%	0.0%	-82.2%	112.9%	-177	151.8K	-481	0.00	189.77	0	0	50	151
2020-06-30	$18.39	$18.00	15.1%	4.3%	11.6%	7.2%	0.0%	-1.6%	116.1%	-2.6K	150.9K	-510	0.00	193.42	0	0	50	151