FPE Options History — October 2022

In October 2022, FPE traded between $16.29 and $16.85. ATM implied volatility averaged 25.6%, placing in the 19.5% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded below realized volatility by 1.2% (HV 20d: 26.7%). Max pain ranged from $16.00 to $18.00. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.54.

Notable Days

2022-10-21: Highest Volume — 83 contracts
2022-10-06: Largest IV spike — 408.9% change
2022-10-06: Highest IV Rank — 51.4%
2022-10-28: Largest Expected Move — 14.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$16.55	$16.29	$16.85	$16.73	$16.51
Max Pain	$17.71	$16.00	$18.00	$16.00	$18.00
ATM IV	25.6%	11.0%	55.8%	26.3%	25.0%
Expected Move	6.9%	3.1%	14.5%	7.5%	7.2%
HV 20d	26.7%	7.5%	54.8%	54.7%	8.0%
HV 60d	38.9%	38.8%	38.9%	38.9%	38.9%
IV Rank	19.5%	4.3%	51.4%	20.5%	18.1%
IV Percentile	65.1%	19.4%	98.0%	77.4%	73.0%
Term Structure	-4.5%	-27.4%	3.2%	-13.3%	-1.7%
VWIV	28.1%	11.8%	51.8%	45.3%	17.2%
Skew 25d	10.4%	-4.9%	42.7%	25.2%	23.0%
Skew 10d	4.5%	-30.8%	17.6%	17.2%	5.2%
Call IV 25d	18.7%	10.4%	47.9%	21.8%	12.4%
Put IV 25d	29.0%	12.9%	60.2%	47.0%	35.5%
Bid-Ask Spread %	107.18	27.35	164.69	137.02	120.82
Gamma HHI	0.33	0.21	0.62	0.27	0.22
Net GEX	-722	-2.4K	2.2K	-1.1K	348
Net DEX	50.6K	27.4K	62.3K	46.8K	45.8K
Net VEX	-128	-263	-64	-185	-103
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.54	0.39	0.60	0.60	0.39
Total Volume	74.905	63	83	77	68
Total OI	116	103	120	119	109

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
2022-10-03	$16.73	$16.00	26.3%	7.5%	54.7%	20.5%	45.3%	25.2%	-13.3%	-1.1K	46.8K	-185	0.60	137.02	48	29	52	67
2022-10-04	$16.85	$16.00	40.3%	11.5%	54.8%	35.1%	48.2%	35.8%	-4.7%	-889	40.0K	-200	0.60	144.93	48	29	52	67
2022-10-05	$16.83	$16.00	11.0%	3.1%	54.8%	4.3%	43.6%	14.3%	3.1%	-280	55.4K	-112	0.60	121.70	48	29	52	67
2022-10-06	$16.80	$18.00	55.8%	11.3%	54.8%	51.4%	43.7%	5.3%	-13.9%	-594	27.4K	-263	0.60	164.69	48	29	52	67
2022-10-07	$16.71	$18.00	13.2%	4.2%	54.7%	6.7%	18.8%	6.8%	0.7%	-432	55.1K	-120	0.60	105.16	48	29	52	67
2022-10-10	$16.72	$18.00	18.3%	4.7%	54.7%	12.0%	21.5%	5.1%	-1.3%	-1.6K	54.9K	-120	0.59	97.76	49	29	52	67
2022-10-11	$16.57	$18.00	28.1%	4.5%	54.7%	22.3%	22.0%	6.7%	-2.2%	-2.0K	61.0K	-105	0.59	103.11	49	29	53	67
2022-10-12	$16.52	$18.00	18.3%	5.3%	51.3%	12.1%	25.5%	6.4%	-3.2%	-1.6K	58.1K	-122	0.59	94.89	49	29	53	67
2022-10-13	$16.40	$18.00	47.7%	13.7%	25.4%	43.0%	46.7%	8.1%	-11.3%	-894	36.0K	-231	0.59	143.53	49	29	53	67
2022-10-14	$16.44	$18.00	34.1%	9.8%	8.6%	28.7%	33.3%	2.8%	-9.2%	-973	45.6K	-192	0.59	140.34	49	29	53	67
2022-10-17	$16.51	$18.00	11.2%	3.2%	8.9%	4.6%	15.7%	5.9%	3.2%	-615	61.3K	-68	0.59	120.63	49	29	53	67
2022-10-18	$16.50	$18.00	16.3%	4.7%	9.0%	9.9%	15.6%	7.4%	0.7%	-1.7K	60.5K	-75	0.59	107.90	49	29	53	67
2022-10-19	$16.46	$18.00	16.1%	4.6%	8.9%	9.7%	16.6%	1.2%	0.4%	-2.4K	62.3K	-74	0.59	55.89	49	29	53	67
2022-10-20	$16.42	$18.00	17.1%	4.9%	8.9%	10.7%	24.1%	1.3%	3.1%	-2.1K	60.0K	-101	0.59	55.96	49	29	53	67
2022-10-21	$16.31	$18.00	17.6%	5.0%	7.8%	11.3%	16.4%	6.4%	-4.6%	146	60.6K	-70	0.54	27.35	54	29	53	67
2022-10-24	$16.29	$18.00	17.5%	5.0%	7.5%	11.1%	18.3%	6.1%	-1.5%	233	52.9K	-90	0.43	61.22	44	19	46	57
2022-10-25	$16.49	$18.00	32.2%	9.2%	9.0%	26.7%	36.9%	-4.9%	-27.4%	-754	46.2K	-114	0.39	121.77	49	19	46	57
2022-10-26	$16.43	$18.00	27.3%	7.8%	9.0%	20.9%	17.2%	9.4%	-2.4%	298	47.3K	-112	0.39	83.61	49	19	52	57
2022-10-27	$16.50	$18.00	13.2%	3.8%	8.1%	5.6%	11.8%	2.5%	2.1%	2.2K	54.1K	-64	0.39	88.57	49	19	52	57
2022-10-28	$16.53	$18.00	50.4%	14.5%	8.1%	45.1%	51.8%	42.7%	-11.9%	-364	32.2K	-157	0.39	153.90	49	19	52	57
2022-10-31	$16.51	$18.00	25.0%	7.2%	8.0%	18.1%	17.2%	23.0%	-1.7%	348	45.8K	-103	0.39	120.82	49	19	52	57