FPE Options History — June 2021

In June 2021, FPE traded between $20.40 and $20.60. ATM implied volatility averaged 18.0%, placing in the 6.8% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 16.1% (HV 20d: 1.8%). Max pain ranged from $21.00 to $21.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 33.00.

Notable Days

2021-06-23: Highest Volume — 102 contracts
2021-06-25: Largest IV spike — 105.8% change
2021-06-28: Highest IV Rank — 13.8%
2021-06-28: Largest Expected Move — 9.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.52	$20.40	$20.60	$20.40	$20.60
Max Pain	$21.00	$21.00	$21.00	$21.00	$21.00
ATM IV	18.0%	9.6%	31.4%	9.6%	19.5%
Expected Move	4.5%	2.2%	9.0%	2.8%	5.6%
HV 20d	1.8%	0.9%	2.5%	2.4%	1.5%
HV 60d	2.5%	2.0%	3.0%	3.0%	2.0%
IV Rank	6.8%	2.5%	13.8%	2.5%	7.6%
IV Percentile	51.1%	23.4%	72.2%	23.4%	57.9%
Term Structure	-5.3%	-9.2%	-1.1%	-1.1%	-7.7%
VWIV	27.6%	21.2%	34.0%	21.2%	34.0%
Skew 25d	-1.3%	-5.7%	4.1%	3.8%	-2.3%
Skew 10d	2.8%	-4.5%	8.1%	7.8%	0.3%
Call IV 25d	11.1%	8.4%	15.6%	8.4%	12.3%
Put IV 25d	9.7%	5.6%	18.0%	12.2%	10.0%
Bid-Ask Spread %	141.36	111.02	169.98	111.02	130.23
Gamma HHI	0.58	0.43	0.95	0.53	0.45
Net GEX	-10.8K	-20.7K	-2.5K	-18.7K	-11.1K
Net DEX	48.3K	16.5K	78.5K	58.6K	53.1K
Net VEX	-295	-479	-53	-401	-373
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	33.00	33.00	33.00	33.00	33.00
Total Volume	9.591	0	102	0	3
Total OI	127.273	127	129	127	127

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
2021-06-01	$20.40	$0.00	9.6%	2.8%	2.4%	2.5%	0.0%	3.8%	-1.1%	-18.7K	58.6K	-401	0.00	111.02	0	0	2	125
2021-06-02	$20.44	$0.00	9.7%	2.8%	2.5%	2.6%	0.0%	-0.1%	-6.8%	-17.5K	39.2K	-257	0.00	146.32	0	0	2	125
2021-06-03	$20.45	$21.00	16.4%	2.2%	2.5%	6.0%	0.0%	1.4%	-1.2%	-19.7K	40.9K	-290	0.00	129.85	0	0	2	125
2021-06-04	$20.45	$21.00	20.5%	4.3%	2.5%	8.1%	0.0%	-2.6%	-4.1%	-14.7K	34.0K	-193	0.00	155.80	0	0	2	125
2021-06-07	$20.45	$21.00	20.3%	2.3%	2.5%	8.0%	0.0%	1.8%	-1.4%	-20.7K	36.1K	-240	0.00	130.25	0	0	2	125
2021-06-08	$20.47	$21.00	29.8%	2.3%	2.4%	13.0%	0.0%	1.5%	-1.1%	-14.2K	55.5K	-384	0.00	121.31	0	0	2	125
2021-06-09	$20.49	$21.00	16.4%	4.7%	2.3%	6.0%	0.0%	-3.8%	-5.9%	-9.2K	77.0K	-479	0.00	141.97	0	0	2	125
2021-06-10	$20.52	$21.00	13.2%	3.8%	1.9%	4.4%	0.0%	-3.1%	-4.8%	-8.9K	76.5K	-477	0.00	148.67	0	0	2	125
2021-06-11	$20.53	$21.00	11.8%	3.4%	1.9%	3.7%	0.0%	-2.8%	-4.8%	-12.1K	67.0K	-452	0.00	148.19	0	0	2	125
2021-06-14	$20.54	$21.00	21.2%	6.1%	1.8%	8.5%	0.0%	-1.6%	-5.1%	-2.5K	25.9K	-75	0.00	143.36	0	0	2	125
2021-06-15	$20.55	$21.00	11.5%	3.3%	1.7%	3.5%	0.0%	-2.9%	-5.2%	-10.6K	65.7K	-428	0.00	135.90	0	0	2	125
2021-06-16	$20.54	$21.00	20.5%	5.9%	1.7%	8.2%	0.0%	-2.6%	-5.4%	-7.1K	78.5K	-466	0.00	149.76	0	0	2	125
2021-06-17	$20.55	$21.00	11.8%	3.4%	1.7%	3.7%	0.0%	-4.2%	-5.5%	-6.3K	16.6K	-56	0.00	138.04	0	0	2	125
2021-06-18	$20.55	$21.00	12.0%	3.5%	1.7%	3.8%	0.0%	-4.3%	-5.6%	-6.3K	16.5K	-53	0.00	143.51	0	0	2	125
2021-06-21	$20.55	$21.00	20.0%	5.7%	1.2%	7.9%	0.0%	-2.5%	-6.1%	-4.7K	20.9K	-59	0.00	146.46	0	4	2	125
2021-06-22	$20.56	$21.00	21.6%	6.2%	0.9%	8.7%	0.0%	-2.5%	-6.2%	-4.9K	23.6K	-68	0.00	148.19	0	0	2	127
2021-06-23	$20.59	$21.00	22.1%	6.3%	1.0%	9.0%	21.2%	-0.6%	-8.8%	-7.4K	69.7K	-436	33.00	147.42	3	99	2	125
2021-06-24	$20.53	$21.00	10.7%	3.1%	1.6%	3.1%	0.0%	-5.7%	-6.5%	-10.9K	54.2K	-366	0.00	130.61	0	0	2	127
2021-06-25	$20.54	$21.00	22.0%	6.3%	1.6%	8.9%	0.0%	2.3%	-6.7%	-12.8K	39.2K	-217	0.00	156.93	0	0	2	127
2021-06-28	$20.55	$21.00	31.4%	9.0%	1.6%	13.8%	0.0%	4.1%	-7.4%	-7.7K	48.8K	-298	0.00	169.98	0	0	2	125
2021-06-29	$20.56	$21.00	23.1%	6.6%	1.5%	9.5%	34.0%	-3.2%	-9.2%	-8.6K	64.5K	-416	33.00	136.11	3	99	2	125
2021-06-30	$20.60	$21.00	19.5%	5.6%	1.5%	7.6%	0.0%	-2.3%	-7.7%	-11.1K	53.1K	-373	0.00	130.23	0	3	2	125