FPE Options History — August 2021 In August 2021, FPE traded between $20.55 and $20.70. ATM implied volatility averaged 16.8%, placing in the 8.5% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 14.8% (HV 20d: 2.1%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2021-08-16 : Highest Volume — 20 contracts2021-08-18 : Largest IV spike — 101.3% change2021-08-10 : Highest IV Rank — 17.3%2021-08-04 : Largest Expected Move — 6.7%Monthly Statistics Metric Avg Min Max Open Close Price $20.64 $20.55 $20.70 $20.65 $20.61 Max Pain $20.00 $20.00 $20.00 $20.00 $20.00 ATM IV 16.8% 8.6% 29.3% 18.5% 21.1% Expected Move 4.0% 2.0% 6.7% 5.3% 6.0% HV 20d 2.1% 1.7% 2.4% 2.0% 2.4% HV 60d 1.9% 1.8% 2.0% 2.0% 2.0% IV Rank 8.5% 2.7% 17.3% 9.7% 11.5% IV Percentile 46.9% 18.3% 68.7% 57.1% 63.9% Term Structure -3.7% -6.1% -0.8% -3.6% -5.2% VWIV 21.1% 21.1% 21.1% 21.1% 21.1% Skew 25d -0.8% -5.3% 1.0% 1.0% -5.3% Skew 10d 0.5% -4.9% 2.7% 1.3% -0.0% Call IV 25d 11.6% 8.5% 16.7% 14.0% 15.4% Put IV 25d 10.7% 6.7% 16.3% 15.0% 10.1% Bid-Ask Spread % 154.88 131.72 181.90 131.72 155.90 Gamma HHI 0.42 0.34 0.60 0.38 0.59 Net GEX 1.8K -3.5K 6.8K -160 6.8K Net DEX -15.1K -24.5K -1.9K -9.3K -15.8K Net VEX -334 -539 -252 -366 -255 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 1.682 0 20 2 0 Total OI 192.182 179 217 187 179
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 2021-08-02 $20.65 $20.00 18.5% 5.3% 2.0% 9.7% 0.0% 1.0% -3.6% -160 -9.3K -366 0.00 131.72 2 0 63 124 2021-08-03 $20.66 $20.00 19.1% 5.5% 2.0% 10.1% 0.0% 0.8% -3.8% 2.7K -14.3K -324 0.00 148.49 0 0 63 124 2021-08-04 $20.68 $20.00 23.3% 6.7% 2.0% 13.1% 21.1% -0.4% -4.0% -570 -20.0K -357 0.00 161.79 10 0 63 124 2021-08-05 $20.70 $20.00 24.1% 2.1% 2.0% 13.7% 0.0% 0.1% -3.4% 5.9K -24.5K -309 0.00 151.94 5 0 63 124 2021-08-06 $20.70 $20.00 24.2% 2.0% 2.0% 13.7% 0.0% 0.2% -4.5% -1.0K -21.9K -539 0.00 151.12 0 0 73 124 2021-08-09 $20.68 $20.00 26.4% 2.2% 2.0% 15.2% 0.0% 0.3% -3.7% -1.5K -18.3K -381 0.00 174.46 0 0 73 124 2021-08-10 $20.62 $20.00 29.3% 4.8% 2.3% 17.3% 0.0% -0.3% -4.0% 257 -4.7K -353 0.00 167.40 0 0 73 124 2021-08-11 $20.64 $20.00 17.1% 4.9% 2.2% 8.7% 0.0% -0.4% -4.7% -116 -6.2K -372 0.00 164.62 0 0 73 124 2021-08-12 $20.63 $20.00 17.3% 5.0% 2.2% 8.9% 0.0% -0.3% -4.8% -13 -5.3K -356 0.00 167.39 0 0 73 124 2021-08-13 $20.65 $20.00 8.6% 2.5% 2.3% 2.7% 0.0% 0.1% -4.9% -1.7K -15.2K -349 0.00 152.31 0 0 73 124 2021-08-16 $20.68 $20.00 8.6% 2.4% 2.0% 2.7% 0.0% 0.4% -5.1% 5.7K -23.9K -269 0.00 149.64 20 0 73 124 2021-08-17 $20.65 $20.00 8.6% 2.5% 2.0% 2.7% 0.0% -3.0% -6.1% -771 -1.9K -447 0.00 150.10 0 0 73 124 2021-08-18 $20.64 $20.00 17.3% 5.0% 1.7% 8.8% 0.0% 0.6% -3.1% 3.1K -23.8K -348 0.00 164.38 0 0 93 124 2021-08-19 $20.64 $20.00 19.3% 5.5% 1.7% 10.3% 0.0% -0.5% -2.3% 3.2K -22.9K -341 0.00 166.68 0 0 93 124 2021-08-20 $20.65 $20.00 9.6% 2.8% 1.7% 3.4% 0.0% -2.1% -2.4% -1.8K -14.3K -340 0.00 142.82 0 0 93 124 2021-08-23 $20.68 $20.00 10.3% 2.9% 1.7% 3.9% 0.0% 0.5% -4.5% 6.1K -22.0K -254 0.00 151.50 0 0 63 116 2021-08-24 $20.60 $20.00 9.9% 2.8% 2.2% 3.6% 0.0% -0.3% -2.2% 803 -12.1K -303 0.00 181.90 0 0 63 116 2021-08-25 $20.59 $20.00 10.0% 2.9% 2.2% 3.7% 0.0% -3.8% -2.6% 5.0K -16.0K -252 0.00 145.53 0 0 63 116 2021-08-26 $20.55 $20.00 10.8% 3.1% 2.3% 4.3% 0.0% -2.3% -3.1% -3.5K -6.7K -315 0.00 132.91 0 0 63 116 2021-08-27 $20.59 $20.00 21.5% 6.2% 2.4% 11.8% 0.0% -0.3% -3.0% 6.8K -13.2K -259 0.00 147.64 0 0 63 116 2021-08-30 $20.60 $20.00 15.5% 4.5% 2.4% 7.6% 0.0% -3.5% -0.8% 4.8K -19.2K -264 0.00 147.17 0 0 63 116 2021-08-31 $20.61 $20.00 21.1% 6.0% 2.4% 11.5% 0.0% -5.3% -5.2% 6.8K -15.8K -255 0.00 155.90 0 0 63 116
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