FPE Options History — May 2021 In May 2021, FPE traded between $20.30 and $20.43. ATM implied volatility averaged 10.0%, placing in the 2.7% IV rank vs the trailing year. The 30-day expected move averaged 2.4%. IV traded above realized volatility by 7.9% (HV 20d: 2.1%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2021-05-20 : Highest Volume — 60 contracts2021-05-07 : Largest IV spike — 167.9% change2021-05-07 : Highest IV Rank — 12.0%2021-05-04 : Largest Expected Move — 3.4%Monthly Statistics Metric Avg Min Max Open Close Price $20.36 $20.30 $20.43 $20.38 $20.38 Max Pain $20.00 $20.00 $20.00 $20.00 $20.00 ATM IV 10.0% 6.7% 27.9% 10.4% 8.8% Expected Move 2.4% 1.9% 3.4% 3.0% 2.5% HV 20d 2.1% 1.7% 2.4% 2.0% 2.4% HV 60d 4.2% 3.2% 4.6% 4.6% 3.2% IV Rank 2.7% 1.0% 12.0% 2.9% 2.1% IV Percentile 19.3% 5.6% 58.7% 21.0% 19.8% Term Structure -0.3% -3.0% 2.6% -3.0% -1.1% VWIV 14.3% 14.3% 14.3% 14.3% 14.3% Skew 25d 1.4% -4.5% 4.3% -0.3% 3.1% Skew 10d 8.9% 3.0% 17.4% 17.4% 7.2% Call IV 25d 9.9% 7.2% 14.2% 13.1% 7.8% Put IV 25d 11.3% 8.7% 14.6% 12.8% 10.9% Bid-Ask Spread % 138.25 110.77 153.84 140.88 110.77 Gamma HHI 0.45 0.39 0.51 0.46 0.49 Net GEX -19.0K -26.3K -13.4K -22.1K -17.2K Net DEX 58.6K 45.6K 68.4K 53.8K 59.2K Net VEX -381 -448 -310 -398 -404 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 3.8 0 60 5 0 Total OI 164.5 127 206 173 127
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 2021-05-03 $20.38 $20.00 10.4% 3.0% 2.0% 2.9% 14.3% -0.3% -3.0% -22.1K 53.8K -398 0.00 140.88 5 0 21 152 2021-05-04 $20.39 $20.00 12.0% 3.4% 1.8% 3.7% 0.0% 0.4% -0.3% -25.2K 52.2K -394 0.00 123.10 0 0 23 152 2021-05-05 $20.41 $20.00 6.7% 1.9% 1.8% 1.0% 0.0% -4.5% -1.8% -20.9K 56.6K -437 0.00 145.61 0 2 23 152 2021-05-06 $20.41 $0.00 10.4% 2.2% 1.7% 2.9% 0.0% 0.9% -0.9% -18.5K 45.8K -342 0.00 150.50 0 0 23 150 2021-05-07 $20.43 $0.00 27.9% 2.1% 1.7% 12.0% 0.0% 1.9% -1.1% -13.4K 55.2K -377 0.00 146.01 0 0 23 150 2021-05-10 $20.41 $0.00 12.2% 2.3% 1.8% 3.8% 0.0% 0.9% -1.2% -18.9K 45.6K -331 0.00 131.78 0 4 23 150 2021-05-11 $20.36 $0.00 12.1% 2.5% 2.0% 3.8% 0.0% 3.1% 1.5% -18.1K 65.0K -404 0.00 143.63 0 0 23 152 2021-05-12 $20.30 $0.00 10.4% 3.0% 2.3% 2.9% 0.0% 3.9% -1.3% -26.3K 57.7K -347 0.00 147.95 0 0 23 152 2021-05-13 $20.31 $0.00 8.4% 2.4% 2.0% 1.9% 0.0% 2.3% -1.6% -25.2K 54.4K -310 0.00 153.84 0 3 23 152 2021-05-14 $20.36 $0.00 7.8% 2.2% 2.2% 1.6% 0.0% -0.1% -1.1% -16.2K 67.2K -388 0.00 129.17 0 0 23 155 2021-05-17 $20.34 $0.00 8.1% 2.3% 2.1% 1.8% 0.0% -0.6% 0.7% -21.9K 59.7K -357 0.00 118.73 0 0 23 153 2021-05-18 $20.35 $0.00 8.5% 2.4% 2.1% 2.0% 0.0% 4.3% 1.5% -15.9K 68.4K -382 0.00 128.46 0 0 23 153 2021-05-19 $20.34 $0.00 7.6% 2.2% 1.9% 1.5% 0.0% 0.8% 1.2% -15.0K 65.7K -343 0.00 150.08 0 0 23 153 2021-05-20 $20.36 $0.00 8.4% 2.4% 1.9% 1.9% 0.0% 0.9% -1.9% -15.2K 66.0K -345 0.00 150.52 0 60 23 153 2021-05-21 $20.30 $0.00 9.1% 2.6% 2.2% 2.3% 0.0% -0.2% -1.3% -20.6K 48.6K -360 0.00 140.04 0 2 23 183 2021-05-24 $20.35 $0.00 7.5% 2.2% 2.4% 1.4% 0.0% 3.4% 2.3% -18.3K 62.7K -426 0.00 152.54 0 0 2 125 2021-05-25 $20.35 $0.00 7.7% 2.2% 2.3% 1.5% 0.0% 2.6% 2.6% -16.7K 64.6K -434 0.00 130.45 0 0 2 125 2021-05-26 $20.37 $0.00 7.7% 2.2% 2.4% 1.5% 0.0% 3.1% 0.6% -18.1K 56.1K -386 0.00 129.01 0 0 2 125 2021-05-27 $20.37 $0.00 7.9% 2.3% 2.4% 1.6% 0.0% 3.1% 0.3% -15.4K 68.1K -448 0.00 142.00 0 0 2 125 2021-05-28 $20.38 $0.00 8.8% 2.5% 2.4% 2.1% 0.0% 3.1% -1.1% -17.2K 59.2K -404 0.00 110.77 0 0 2 125
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