FPE Options History — May 2022

In May 2022, FPE traded between $17.74 and $18.20. ATM implied volatility averaged 20.2%, placing in the 21.7% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 13.2% (HV 20d: 7.0%). Max pain ranged from $17.00 to $19.00. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.54.

Notable Days

  • 2022-05-20: Highest Volume — 323 contracts
  • 2022-05-11: Largest IV spike — 99.0% change
  • 2022-05-12: Highest IV Rank — 51.5%
  • 2022-05-12: Largest Expected Move — 11.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.95$17.74$18.20$18.11$18.19
Max Pain$17.29$17.00$19.00$19.00$17.00
ATM IV20.2%12.4%38.6%14.6%14.2%
Expected Move5.7%3.6%11.1%4.2%4.1%
HV 20d7.0%5.6%8.3%5.8%8.0%
HV 60d7.4%7.2%7.9%7.3%7.8%
IV Rank21.7%9.1%51.5%12.8%12.0%
IV Percentile61.8%35.7%94.4%48.0%42.1%
Term Structure-0.4%-21.1%17.3%-2.2%15.4%
VWIV22.4%13.0%44.6%13.6%14.2%
Skew 25d5.0%-17.3%21.3%7.8%21.3%
Skew 10d9.9%-24.4%43.1%13.9%43.1%
Call IV 25d21.2%9.0%45.9%13.4%12.9%
Put IV 25d26.1%13.9%54.3%21.2%34.1%
Bid-Ask Spread %109.5165.87162.6969.51117.39
Gamma HHI0.890.420.990.990.92
Net GEX-210.7K-493.7K43.4K-358.5K43.4K
Net DEX1.3M48.9K3.1M1.6M76.9K
Net VEX-1.6K-2.7K-307-2.7K-678
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.540.091.450.190.82
Total Volume190.905129323132131
Total OI1,492.3333061,9281,876508

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-05-02$18.11$19.0014.6%4.2%5.8%12.8%13.6%7.8%-2.2%-358.5K1.6M-2.7K0.1969.51111211391,737
2022-05-03$18.07$19.0014.4%4.1%5.6%12.4%16.7%3.0%-1.0%-362.1K1.6M-2.6K0.1997.46111211391,737
2022-05-04$18.20$19.0012.8%3.7%6.5%9.8%15.9%5.3%-1.6%-493.7K1.3M-2.2K0.18116.15116211391,737
2022-05-05$18.10$17.0014.0%3.7%6.5%11.5%13.0%4.8%-1.2%-378.8K1.4M-2.4K0.18117.29117211441,737
2022-05-06$18.03$17.0014.1%3.9%6.5%11.8%14.1%5.5%-0.7%-399.7K1.7M-2.4K0.18106.26117211451,737
2022-05-09$17.86$17.0016.6%4.1%6.9%15.7%14.8%7.9%-0.3%-376.0K1.9M-2.1K0.1865.87117211451,737
2022-05-10$17.84$17.0016.0%3.8%6.8%14.7%13.9%5.4%-0.7%-398.1K2.0M-1.8K0.09107.16127121451,737
2022-05-11$17.88$17.0031.7%9.1%6.9%40.3%42.0%17.4%-0.8%-360.3K1.9M-2.4K0.69108.83132911551,737
2022-05-12$17.88$17.0038.6%11.1%6.9%51.5%41.3%2.2%-11.7%-104.0K1.6M-2.7K0.69162.69132911611,767
2022-05-13$17.90$17.0012.4%3.6%7.0%9.1%14.0%4.7%12.0%-319.1K1.8M-2.3K0.70115.72132931611,767
2022-05-16$17.89$17.0013.0%3.7%7.0%10.0%14.8%6.1%-0.5%-464.2K2.0M-1.7K0.70108.81132931611,764
2022-05-17$17.95$17.0018.3%5.2%7.3%18.5%19.4%-1.2%2.5%-151.8K1.7M-1.7K0.70136.54132931611,762
2022-05-18$17.83$17.0025.4%7.3%7.5%30.1%25.1%11.0%0.0%-149.2K1.7M-1.8K0.70127.24132931611,762
2022-05-19$17.82$17.0013.9%4.0%7.2%11.3%15.4%5.1%17.3%-217.1K1.9M-8730.9287.281321211611,762
2022-05-20$17.78$17.0013.5%3.9%7.1%10.8%15.7%0.6%-2.0%-1.9K3.1M-3211.4581.381321911611,762
2022-05-23$17.79$17.0025.3%7.3%7.0%29.9%32.9%2.7%-21.1%-2.4K307.3K-3070.1887.0326146104202
2022-05-24$17.74$17.0035.1%10.1%7.0%45.8%31.4%-17.3%-14.0%19.5K186.8K-6380.18115.7526146293202
2022-05-25$17.85$17.0030.7%8.8%7.1%38.6%44.6%6.8%9.0%15.0K102.1K-1.0K0.77154.257356293202
2022-05-26$18.04$17.0028.6%8.2%7.9%35.3%27.7%-8.4%-2.4%15.9K96.4K-9270.78119.587357295212
2022-05-27$18.18$17.0021.4%6.1%8.3%23.6%30.0%13.6%-3.9%18.9K48.9K-7310.7997.577257295213
2022-05-31$18.19$17.0014.2%4.1%8.0%12.0%14.2%21.3%15.4%43.4K76.9K-6780.82117.397259295213