FPE Options History — October 2021

In October 2021, FPE traded between $20.37 and $20.56. ATM implied volatility averaged 18.6%, placing in the 9.8% IV rank vs the trailing year. The 30-day expected move averaged 3.7%. IV traded above realized volatility by 15.6% (HV 20d: 3.0%). Max pain ranged from $20.00 to $21.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 1.98.

Notable Days

2021-10-20: Highest Volume — 140 contracts
2021-10-27: Largest IV spike — 200.8% change
2021-10-12: Highest IV Rank — 30.5%
2021-10-01: Largest Expected Move — 8.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.48	$20.37	$20.56	$20.55	$20.49
Max Pain	$20.43	$20.00	$21.00	$21.00	$21.00
ATM IV	18.6%	6.9%	48.0%	30.3%	19.2%
Expected Move	3.7%	2.0%	8.7%	8.7%	5.5%
HV 20d	3.0%	2.6%	3.6%	3.1%	2.6%
HV 60d	2.6%	2.5%	2.7%	2.5%	2.7%
IV Rank	9.8%	1.5%	30.5%	18.0%	10.2%
IV Percentile	47.5%	6.3%	85.7%	77.0%	61.5%
Term Structure	-3.6%	-28.0%	2.8%	-2.1%	-3.1%
VWIV	17.6%	9.4%	28.5%	9.4%	21.1%
Skew 25d	4.6%	0.8%	7.4%	5.6%	4.9%
Skew 10d	5.9%	-0.9%	13.2%	2.5%	1.8%
Call IV 25d	6.1%	4.5%	9.8%	9.8%	8.0%
Put IV 25d	10.7%	8.2%	15.3%	15.3%	12.9%
Bid-Ask Spread %	134.45	113.62	156.01	145.22	145.09
Gamma HHI	0.78	0.51	0.95	0.91	0.60
Net GEX	8.2K	3.2K	11.8K	11.1K	6.1K
Net DEX	-22.1K	-35.3K	-10.2K	-24.9K	-26.7K
Net VEX	-159	-233	-85	-162	-195
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.98	1.98	1.98	1.98	1.98
Total Volume	53.905	0	140	0	140
Total OI	157.571	155	159	157	159

Daily Data (21 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
2021-10-01	$20.55	$21.00	30.3%	8.7%	3.1%	18.0%	0.0%	5.6%	-2.1%	11.1K	-24.9K	-162	0.00	145.22	0	0	70	87
2021-10-04	$20.51	$20.00	18.1%	5.0%	3.1%	9.4%	0.0%	7.1%	1.6%	10.2K	-24.5K	-157	0.00	143.16	0	0	70	87
2021-10-05	$20.47	$20.00	9.7%	2.5%	3.1%	3.5%	0.0%	5.9%	-1.9%	10.4K	-22.3K	-142	0.00	117.00	0	0	70	87
2021-10-06	$20.44	$20.00	12.9%	2.4%	3.2%	5.8%	0.0%	5.3%	-1.9%	8.9K	-16.6K	-122	0.00	122.98	0	0	70	87
2021-10-07	$20.43	$20.00	23.6%	2.0%	3.1%	13.3%	0.0%	5.2%	-1.1%	8.2K	-13.4K	-113	0.00	113.62	0	0	70	87
2021-10-08	$20.40	$20.00	33.4%	2.2%	3.1%	20.2%	0.0%	3.5%	-1.6%	7.8K	-12.7K	-104	0.00	117.08	0	0	70	87
2021-10-11	$20.37	$20.00	41.8%	2.2%	3.0%	26.1%	9.4%	4.0%	-1.8%	7.1K	-12.5K	-107	0.00	124.41	0	2	70	87
2021-10-12	$20.41	$20.00	48.0%	2.3%	3.2%	30.5%	0.0%	5.1%	-2.0%	7.1K	-10.2K	-85	0.00	131.39	0	0	70	87
2021-10-13	$20.47	$20.00	19.4%	5.6%	3.4%	10.3%	0.0%	7.4%	-8.2%	10.4K	-30.0K	-172	0.00	148.16	0	0	70	87
2021-10-14	$20.53	$20.00	15.2%	4.4%	3.6%	7.4%	0.0%	2.1%	2.8%	4.1K	-35.3K	-225	0.00	139.79	0	0	70	87
2021-10-15	$20.53	$20.00	7.4%	2.1%	3.6%	1.9%	0.0%	3.1%	1.0%	11.8K	-23.1K	-143	0.00	153.82	0	0	70	87
2021-10-18	$20.53	$20.00	14.1%	4.0%	3.3%	6.6%	23.6%	2.8%	-0.5%	3.3K	-33.4K	-224	0.00	156.01	0	5	68	87
2021-10-19	$20.55	$20.00	16.5%	4.7%	3.1%	8.3%	28.5%	0.8%	0.1%	3.2K	-34.2K	-233	0.00	154.76	0	5	68	87
2021-10-20	$20.56	$21.00	8.1%	2.3%	3.0%	2.4%	11.2%	4.9%	1.0%	11.4K	-22.2K	-144	1.98	126.66	47	93	68	91
2021-10-21	$20.49	$21.00	7.4%	2.1%	2.9%	1.9%	18.7%	5.9%	0.4%	8.8K	-24.2K	-184	1.98	144.23	47	93	68	91
2021-10-22	$20.47	$21.00	7.1%	2.0%	2.9%	1.7%	17.7%	4.8%	-0.9%	9.6K	-21.1K	-166	1.98	134.97	47	93	68	91
2021-10-25	$20.47	$21.00	6.9%	2.0%	2.7%	1.5%	12.2%	3.9%	-1.1%	10.4K	-11.9K	-124	1.98	116.85	47	93	68	91
2021-10-26	$20.49	$21.00	7.5%	2.2%	2.6%	2.0%	9.4%	4.6%	-0.1%	10.5K	-10.2K	-113	1.98	121.67	47	93	68	91
2021-10-27	$20.50	$21.00	22.7%	6.5%	2.6%	12.7%	20.0%	4.5%	-28.0%	6.2K	-27.3K	-201	1.98	129.77	47	93	68	91
2021-10-28	$20.50	$21.00	21.2%	6.1%	2.6%	11.6%	21.5%	5.3%	-28.0%	4.6K	-27.9K	-218	1.98	136.79	47	93	68	91
2021-10-29	$20.49	$21.00	19.2%	5.5%	2.6%	10.2%	21.1%	4.9%	-3.1%	6.1K	-26.7K	-195	1.98	145.09	47	93	68	91