FPE Options History — November 2020 In November 2020, FPE traded between $19.20 and $19.99. ATM implied volatility averaged 41.8%, placing in the 19.6% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 35.2% (HV 20d: 6.6%). Max pain ranged from $19.00 to $21.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2020-11-16 : Highest Volume — 45 contracts2020-11-23 : Largest IV spike — 279.5% change2020-11-10 : Highest IV Rank — 40.7%2020-11-13 : Largest Expected Move — 14.6%Monthly Statistics Metric Avg Min Max Open Close Price $19.76 $19.20 $19.99 $19.20 $19.98 Max Pain $19.35 $19.00 $21.00 $21.00 $20.00 ATM IV 41.8% 8.4% 82.9% 41.3% 34.7% Expected Move 9.0% 2.4% 14.6% 11.8% 9.9% HV 20d 6.6% 4.8% 7.3% 4.8% 5.6% HV 60d 6.1% 5.6% 6.3% 5.6% 6.1% IV Rank 19.6% 2.4% 40.7% 19.4% 16.0% IV Percentile 47.7% 2.4% 88.1% 48.4% 43.3% Term Structure 17.5% -36.8% 39.6% -21.7% 0.7% VWIV 5.6% 5.6% 5.6% 5.6% 5.6% Skew 25d 9.9% -15.7% 63.1% 63.1% -15.7% Skew 10d 6.4% -38.6% 40.8% -38.6% 7.9% Call IV 25d 44.3% 7.1% 64.4% 24.6% 55.7% Put IV 25d 54.2% 10.7% 88.8% 87.7% 40.0% Bid-Ask Spread % 177.57 141.70 190.01 144.30 184.28 Gamma HHI 0.78 0.46 1.00 0.71 1.00 Net GEX -1.3K -5.7K 14.5K -4.9K 3.4K Net DEX 74.8K -52.8K 134.5K 129.5K -47.6K Net VEX -143 -193 -83 -190 -83 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 2.3 0 45 0 0 Total OI 124.5 46 180 142 46
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 2020-11-02 $19.20 $21.00 41.3% 11.8% 4.8% 19.4% 0.0% 63.1% -21.7% -4.9K 129.5K -190 0.00 144.30 0 0 15 127 2020-11-03 $19.38 $21.00 42.8% 12.3% 5.9% 20.1% 0.0% 55.1% -21.6% -5.3K 125.9K -193 0.00 143.35 0 0 15 127 2020-11-04 $19.47 $21.00 43.8% 12.6% 6.0% 20.7% 0.0% 46.2% -36.8% -5.3K 124.2K -186 0.00 143.05 0 0 15 127 2020-11-05 $19.59 $19.00 73.4% 7.6% 6.4% 35.9% 0.0% 14.1% 32.1% -5.6K 120.9K -187 0.00 190.01 0 0 15 127 2020-11-06 $19.57 $19.00 75.2% 7.5% 6.4% 36.8% 0.0% 9.6% 32.3% -5.4K 120.1K -183 0.00 187.24 0 0 15 127 2020-11-09 $19.77 $19.00 79.9% 7.5% 7.3% 39.2% 0.0% 7.1% 32.4% -5.1K 110.3K -171 0.00 186.86 0 0 15 127 2020-11-10 $19.78 $19.00 82.9% 7.5% 7.3% 40.7% 0.0% 9.1% 32.0% -5.6K 120.1K -155 0.00 186.78 0 0 8 127 2020-11-11 $19.78 $19.00 26.4% 7.6% 7.1% 11.7% 0.0% 8.9% 32.7% -5.6K 119.6K -148 0.00 186.99 0 0 8 127 2020-11-12 $19.72 $19.00 49.8% 14.3% 7.2% 23.8% 0.0% 2.3% -13.5% -5.5K 120.9K -140 0.00 187.37 0 0 8 127 2020-11-13 $19.76 $19.00 51.0% 14.6% 7.1% 24.4% 0.0% 2.3% -13.8% -5.7K 121.0K -131 0.00 187.41 0 0 8 127 2020-11-16 $19.78 $19.00 29.1% 8.3% 7.1% 13.1% 5.6% 8.5% 30.3% -4.9K 116.6K -108 0.00 184.93 45 0 8 127 2020-11-17 $19.87 $19.00 12.2% 3.5% 7.2% 4.4% 0.0% 2.2% 30.6% 248 80.9K -189 0.00 184.52 0 0 52 127 2020-11-18 $19.87 $19.00 30.1% 8.6% 7.0% 13.6% 0.0% 0.5% 29.5% -2.8K 76.5K -177 0.00 185.79 0 0 52 127 2020-11-19 $19.88 $19.00 30.1% 8.6% 7.0% 13.6% 0.0% -1.0% 36.0% 3.2K 132.4K -113 0.00 185.12 1 0 52 127 2020-11-20 $19.95 $19.00 8.4% 2.4% 7.0% 2.4% 0.0% 30.5% 15.3% 14.5K 134.5K -102 0.00 141.70 0 0 53 127 2020-11-23 $19.99 $19.00 31.8% 9.1% 6.9% 14.5% 0.0% -12.2% 35.7% 3.5K -52.6K -105 0.00 185.84 0 0 50 0 2020-11-24 $19.93 $19.00 30.0% 8.6% 7.1% 13.6% 0.0% -10.1% 39.0% 3.6K -52.2K -103 0.00 185.48 0 0 50 0 2020-11-25 $19.93 $19.00 30.7% 8.8% 6.0% 13.9% 0.0% -9.4% 39.3% 3.6K -52.2K -101 0.00 185.26 0 0 50 0 2020-11-27 $19.96 $19.00 32.0% 9.2% 5.8% 14.6% 0.0% -12.8% 39.6% 3.6K -52.8K -97 0.00 185.10 0 0 50 0 2020-11-30 $19.98 $20.00 34.7% 9.9% 5.6% 16.0% 0.0% -15.7% 0.7% 3.4K -47.6K -83 0.00 184.28 0 0 46 0
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