FPE Options History — April 2022

In April 2022, FPE traded between $18.23 and $19.09. ATM implied volatility averaged 17.2%, placing in the 19.4% IV rank vs the trailing year. The 30-day expected move averaged 3.8%. IV traded above realized volatility by 10.6% (HV 20d: 6.6%). Max pain ranged from $19.00 to $20.00. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.39.

Notable Days

2022-04-12: Highest Volume — 2,615 contracts
2022-04-12: Largest IV spike — 251.4% change
2022-04-12: Highest IV Rank — 100.0%
2022-04-07: Largest Expected Move — 5.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.67	$18.23	$19.09	$19.06	$18.23
Max Pain	$19.55	$19.00	$20.00	$20.00	$19.00
ATM IV	17.2%	9.3%	68.6%	10.2%	13.5%
Expected Move	3.8%	2.7%	5.5%	4.9%	3.9%
HV 20d	6.6%	5.2%	9.0%	9.0%	5.7%
HV 60d	6.9%	6.7%	7.2%	6.7%	7.2%
IV Rank	19.4%	5.6%	100.0%	8.9%	11.1%
IV Percentile	50.2%	18.7%	100.0%	27.4%	43.7%
Term Structure	0.1%	-3.8%	14.1%	6.3%	-1.6%
VWIV	14.4%	10.0%	19.1%	17.9%	12.0%
Skew 25d	5.5%	0.9%	11.8%	6.7%	9.9%
Skew 10d	10.8%	3.9%	21.0%	11.5%	21.0%
Call IV 25d	12.3%	6.6%	16.0%	12.5%	11.7%
Put IV 25d	17.8%	13.3%	22.5%	19.2%	21.6%
Bid-Ask Spread %	102.43	60.94	113.41	60.94	93.30
Gamma HHI	0.94	0.52	0.99	0.98	0.99
Net GEX	32.8K	-379.9K	570.1K	570.1K	-379.9K
Net DEX	241.5K	-1.5M	1.4M	-1.3M	1.4M
Net VEX	-2.4K	-2.8K	-1.2K	-2.3K	-2.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.39	0.04	1.36	0.08	0.19
Total Volume	908.5	1	2,615	1,515	132
Total OI	1,867.8	1,557	3,131	1,559	1,874

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
2022-04-01	$19.06	$20.00	10.2%	4.9%	9.0%	8.9%	17.9%	6.7%	6.3%	570.1K	-1.3M	-2.3K	0.08	60.94	1,407	108	1,450	109
2022-04-04	$19.09	$20.00	13.4%	3.4%	8.0%	15.2%	12.8%	5.3%	14.1%	425.7K	-1.5M	-2.1K	0.15	110.48	1,407	216	1,448	109
2022-04-05	$18.98	$20.00	15.7%	3.7%	8.3%	19.8%	13.7%	2.2%	-0.3%	382.6K	-901.4K	-2.5K	0.04	88.01	1,411	59	1,448	268
2022-04-06	$18.89	$20.00	15.0%	3.3%	8.2%	18.5%	12.6%	5.4%	-0.0%	420.3K	-816.1K	-2.2K	0.04	96.18	1,411	59	1,442	267
2022-04-07	$18.90	$20.00	24.8%	5.5%	8.2%	38.0%	18.1%	10.2%	-3.2%	388.2K	-549.0K	-2.3K	0.04	113.41	1,411	59	1,442	267
2022-04-08	$18.88	$20.00	16.1%	3.4%	8.1%	20.5%	12.6%	5.3%	0.5%	450.9K	-736.4K	-2.0K	0.04	99.63	1,411	59	1,442	267
2022-04-11	$18.75	$20.00	19.5%	3.4%	7.0%	27.4%	13.1%	5.4%	-0.3%	421.9K	-413.0K	-1.5K	0.04	102.95	1,411	59	1,442	268
2022-04-12	$18.75	$20.00	68.6%	3.3%	6.9%	100.0%	18.2%	4.8%	-1.8%	169.1K	-639.4K	-1.2K	0.85	105.39	1,411	1,204	1,442	268
2022-04-13	$18.75	$20.00	9.6%	2.8%	6.4%	6.2%	16.0%	4.9%	-1.2%	91.8K	-70.6K	-2.6K	0.22	109.73	1,412	317	1,442	1,421
2022-04-14	$18.72	$20.00	9.3%	2.7%	5.6%	5.6%	14.2%	4.3%	0.3%	-204.9K	963.6K	-2.5K	0.22	111.69	1,412	317	1,443	1,688
2022-04-18	$18.71	$20.00	11.5%	3.3%	5.3%	9.1%	11.7%	3.8%	-2.2%	-186.9K	912.8K	-2.6K	0.45	111.39	110	50	88	1,634
2022-04-19	$18.70	$19.00	10.4%	3.0%	5.2%	7.4%	10.4%	5.6%	-1.5%	-183.8K	845.6K	-2.5K	0.45	88.26	110	49	138	1,635
2022-04-20	$18.67	$19.00	11.3%	3.2%	5.2%	8.8%	10.6%	11.8%	6.7%	-120.1K	877.6K	-2.7K	0.45	106.79	110	49	138	1,635
2022-04-21	$18.52	$19.00	16.1%	4.6%	5.8%	16.5%	15.6%	3.0%	-2.6%	-290.7K	893.6K	-2.3K	0.45	112.45	110	49	138	1,635
2022-04-22	$18.43	$19.00	13.1%	3.7%	5.9%	11.6%	19.1%	0.9%	-0.9%	-281.1K	997.2K	-2.5K	0.45	113.38	110	50	138	1,635
2022-04-25	$18.45	$19.00	15.0%	4.3%	5.6%	14.8%	10.0%	3.0%	-1.2%	-229.7K	1.0M	-2.4K	0.45	105.22	110	50	138	1,636
2022-04-26	$18.39	$19.00	17.9%	5.1%	5.6%	19.4%	17.8%	6.3%	-3.8%	-225.2K	1.2M	-2.6K	1.35	96.91	110	149	138	1,636
2022-04-27	$18.23	$19.00	16.4%	4.7%	5.6%	16.0%	0.0%	4.7%	-2.2%	-257.0K	1.4M	-2.8K	0.00	110.67	0	1	138	1,735
2022-04-28	$18.32	$19.00	15.5%	4.5%	5.9%	14.3%	17.9%	6.0%	-3.8%	-305.1K	1.3M	-2.8K	1.36	111.92	110	150	138	1,736
2022-04-29	$18.23	$19.00	13.5%	3.9%	5.7%	11.1%	12.0%	9.9%	-1.6%	-379.9K	1.4M	-2.7K	0.19	93.30	111	21	138	1,736