FPE Options History — June 2022

In June 2022, FPE traded between $17.24 and $18.23. ATM implied volatility averaged 26.8%, placing in the 32.3% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 17.7% (HV 20d: 9.1%). Max pain ranged from $15.00 to $17.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.29.

Notable Days

2022-06-24: Highest Volume — 243 contracts
2022-06-06: Largest IV spike — 264.6% change
2022-06-16: Highest IV Rank — 78.2%
2022-06-16: Largest Expected Move — 15.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.63	$17.24	$18.23	$18.23	$17.25
Max Pain	$15.10	$15.00	$17.00	$17.00	$15.00
ATM IV	26.8%	12.2%	55.1%	16.0%	13.0%
Expected Move	7.0%	3.5%	15.8%	4.6%	3.7%
HV 20d	9.1%	6.3%	11.0%	7.9%	8.8%
HV 60d	7.7%	6.9%	8.1%	7.5%	7.8%
IV Rank	32.3%	8.6%	78.2%	14.9%	10.0%
IV Percentile	70.0%	29.4%	99.2%	52.0%	31.3%
Term Structure	-0.9%	-34.1%	14.8%	3.8%	11.0%
VWIV	27.9%	12.4%	47.8%	18.1%	12.4%
Skew 25d	3.9%	-27.7%	37.9%	3.4%	1.3%
Skew 10d	5.2%	-28.0%	56.3%	4.7%	4.2%
Call IV 25d	22.3%	10.7%	58.8%	12.9%	12.5%
Put IV 25d	26.2%	13.0%	58.4%	16.3%	13.8%
Bid-Ask Spread %	121.82	57.25	158.40	80.43	57.25
Gamma HHI	0.78	0.37	0.96	0.88	0.90
Net GEX	17.3K	-3.9K	43.7K	33.9K	10.7K
Net DEX	180.9K	9.8K	301.0K	58.3K	300.9K
Net VEX	-607	-1.2K	-292	-714	-310
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.29	0.08	0.82	0.82	0.34
Total Volume	118.571	77	243	131	79
Total OI	481.762	307	513	510	477

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
2022-06-01	$18.23	$17.00	16.0%	4.6%	7.9%	14.9%	18.1%	3.4%	3.8%	33.9K	58.3K	-714	0.82	80.43	72	59	295	215
2022-06-02	$18.18	$15.00	30.5%	6.1%	7.6%	38.3%	36.6%	7.6%	9.0%	22.0K	9.8K	-1.2K	0.28	124.72	72	20	295	215
2022-06-03	$18.16	$15.00	14.0%	3.9%	7.3%	11.5%	35.6%	2.3%	0.1%	36.8K	79.0K	-673	0.28	101.83	72	20	295	216
2022-06-06	$18.11	$15.00	50.9%	10.3%	7.3%	71.4%	37.8%	1.1%	-2.9%	13.2K	16.9K	-1.1K	0.28	141.57	72	20	295	216
2022-06-07	$18.14	$15.00	37.6%	3.9%	6.3%	49.8%	21.4%	5.7%	-0.2%	19.9K	103.2K	-587	0.28	92.98	72	20	295	216
2022-06-08	$18.14	$15.00	12.2%	3.5%	6.3%	8.6%	37.9%	2.1%	2.1%	23.3K	100.3K	-572	0.28	131.70	72	20	295	216
2022-06-09	$18.02	$15.00	13.9%	4.0%	6.8%	11.4%	13.9%	1.7%	-0.6%	43.7K	107.4K	-583	0.27	120.55	74	20	295	216
2022-06-10	$17.83	$15.00	14.9%	4.3%	7.8%	13.1%	13.2%	7.1%	-1.7%	41.9K	194.9K	-514	0.30	100.93	66	20	297	216
2022-06-13	$17.50	$15.00	29.8%	8.5%	10.2%	37.1%	17.6%	18.0%	-1.8%	20.4K	190.1K	-566	0.30	112.41	66	20	296	216
2022-06-14	$17.38	$15.00	24.1%	6.9%	10.4%	28.0%	22.1%	8.5%	-5.6%	15.8K	206.7K	-454	0.32	120.70	66	21	296	216
2022-06-15	$17.52	$15.00	29.1%	8.3%	10.8%	36.0%	37.2%	-2.1%	-6.4%	17.9K	144.8K	-733	0.33	156.40	66	22	296	217
2022-06-16	$17.37	$15.00	55.1%	15.8%	11.0%	78.2%	30.8%	-6.4%	-34.1%	16.1K	243.6K	-582	0.33	156.97	66	22	296	217
2022-06-17	$17.33	$15.00	31.2%	8.9%	11.0%	39.4%	38.9%	-6.4%	7.1%	-3.5K	285.1K	-431	0.33	150.45	66	22	296	217
2022-06-21	$17.34	$15.00	42.6%	12.2%	11.0%	58.0%	42.7%	17.3%	-5.3%	-3.7K	243.5K	-648	0.33	135.75	58	19	93	214
2022-06-22	$17.36	$15.00	30.3%	8.7%	11.0%	38.0%	33.3%	7.3%	14.8%	-3.9K	243.8K	-659	0.09	158.40	223	19	93	214
2022-06-23	$17.36	$15.00	22.7%	6.5%	11.0%	25.7%	43.4%	-3.0%	5.7%	10.7K	271.4K	-464	0.09	138.22	223	19	260	214
2022-06-24	$17.33	$15.00	36.6%	10.5%	10.6%	48.3%	18.5%	37.9%	-2.7%	10.3K	243.5K	-552	0.08	137.52	224	19	260	214
2022-06-27	$17.28	$15.00	29.3%	8.4%	9.6%	36.4%	15.4%	4.6%	-10.9%	10.6K	176.6K	-776	0.08	145.24	224	19	261	214
2022-06-28	$17.24	$15.00	14.9%	4.3%	8.9%	13.0%	47.8%	-27.7%	-2.2%	14.3K	278.1K	-360	0.32	112.64	59	19	261	214
2022-06-29	$17.24	$15.00	13.5%	3.9%	8.9%	10.8%	12.4%	0.8%	1.2%	11.8K	301.0K	-292	0.32	81.50	59	19	263	214
2022-06-30	$17.25	$15.00	13.0%	3.7%	8.8%	10.0%	12.4%	1.3%	11.0%	10.7K	300.9K	-310	0.34	57.25	59	20	263	214