FPE Options History — August 2022

In August 2022, FPE traded between $16.89 and $18.32. ATM implied volatility averaged 17.3%, placing in the 16.9% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded below realized volatility by 5.0% (HV 20d: 22.3%). Max pain ranged from $18.00 to $18.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.04.

Notable Days

  • 2022-08-05: Highest Volume — 260 contracts
  • 2022-08-03: Largest IV spike — 394.2% change
  • 2022-08-03: Highest IV Rank — 67.8%
  • 2022-08-03: Largest Expected Move — 14.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.97$16.89$18.32$18.07$17.63
Max Pain$18.00$18.00$18.00$18.00$18.00
ATM IV17.3%9.1%48.7%12.4%12.1%
Expected Move4.8%2.3%14.0%3.5%3.5%
HV 20d22.3%6.1%40.6%6.5%40.4%
HV 60d15.5%8.0%24.1%8.2%24.1%
IV Rank16.9%3.6%67.8%8.9%8.5%
IV Percentile39.9%7.5%95.6%29.0%28.2%
Term Structure4.4%-25.2%75.5%-1.2%1.4%
VWIV14.7%8.7%47.5%12.6%11.9%
Skew 25d9.2%-8.9%49.2%42.9%9.6%
Skew 10d12.4%-21.1%75.1%74.2%12.1%
Call IV 25d15.8%7.9%53.6%11.1%13.2%
Put IV 25d25.0%8.5%62.0%54.0%22.7%
Bid-Ask Spread %105.1339.34170.63140.2586.57
Gamma HHI0.920.491.001.000.99
Net GEX31.6K-2.1K112.8K42.8K19.8K
Net DEX49.6K-38.7K144.1K144.1K-33.7K
Net VEX-412-738-236-526-362
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.040.000.120.050.12
Total Volume84.3910260251138
Total OI373.60978503482179

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-08-01$18.07$18.0012.4%3.5%6.5%8.9%12.6%42.9%-1.2%42.8K144.1K-5260.05140.2524011274208
2022-08-02$18.11$18.009.8%2.8%6.5%4.9%8.8%41.3%2.2%54.3K133.5K-5130.05109.9724011274208
2022-08-03$18.22$18.0048.7%14.0%6.5%67.8%47.5%49.2%-13.5%8.3K59.6K-7380.05139.5924011274208
2022-08-04$18.31$18.0023.2%4.3%6.4%26.5%11.6%8.5%-2.8%12.8K76.7K-6080.0586.0824011274208
2022-08-05$18.17$18.0011.7%3.2%6.9%7.8%11.3%2.3%0.2%35.8K109.0K-4890.0476.1024911274208
2022-08-08$18.15$18.0011.7%3.3%6.8%7.8%11.4%7.2%0.1%44.8K107.3K-4570.04102.1724911284208
2022-08-09$18.12$18.0010.2%2.3%6.9%5.5%0.0%1.2%-0.0%60.5K100.9K-4480.00133.0800284208
2022-08-10$18.21$18.0021.9%6.3%7.0%24.3%0.0%7.4%-8.5%50.2K77.7K-3880.0089.2600284208
2022-08-11$18.20$18.0010.2%2.9%6.8%5.4%0.0%6.5%0.5%50.3K79.8K-4070.00107.0600284208
2022-08-12$18.28$18.009.1%2.6%6.5%3.7%10.0%4.0%0.1%40.4K57.1K-3710.00107.0601284208
2022-08-15$18.32$18.009.7%2.8%6.1%4.6%0.0%5.2%2.6%36.8K26.3K-3100.0039.3400284209
2022-08-16$18.29$18.0038.0%10.9%6.1%50.4%0.0%1.4%-10.7%8.2K39.8K-4830.00170.63010284209
2022-08-17$16.89$18.0044.1%12.6%29.6%60.4%0.0%-2.1%-25.2%2.7K59.8K-4600.00161.1500284219
2022-08-18$18.19$18.009.1%2.6%40.1%3.6%0.0%6.6%72.8%63.9K56.0K-2830.0074.9700284217
2022-08-19$18.03$18.0024.5%7.0%40.2%28.6%0.0%7.1%75.5%112.8K130.9K-2670.00141.901670284217
2022-08-22$17.80$18.0010.9%3.1%40.5%6.6%12.7%6.8%-0.2%-2.1K25.5K-2400.0083.43202553
2022-08-23$17.69$18.0010.5%3.0%40.6%5.9%8.7%9.3%3.7%-2.0K28.2K-2360.00105.829902753
2022-08-24$17.73$18.0012.6%3.6%40.5%9.3%0.0%3.0%6.0%14.4K-36.6K-4080.0095.160012653
2022-08-25$17.85$18.0013.2%3.8%40.5%10.3%0.0%7.0%-0.6%18.6K-38.7K-3950.0065.680012653
2022-08-26$17.72$18.0020.1%5.8%40.6%21.4%0.0%-8.9%-3.7%13.6K-22.0K-3740.0082.440012653
2022-08-29$17.71$18.0012.8%3.7%40.5%9.6%0.0%-7.9%0.1%17.7K-29.4K-3660.00116.920012653
2022-08-30$17.70$18.0010.7%3.1%40.5%6.3%0.0%4.0%1.9%22.4K-10.8K-3410.00103.380012653
2022-08-31$17.63$18.0012.1%3.5%40.4%8.5%11.9%9.6%1.4%19.8K-33.7K-3620.1286.571231512653