FPE Options History — December 2022

In December 2022, FPE traded between $16.74 and $17.16. ATM implied volatility averaged 27.9%, placing in the 20.8% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 19.1% (HV 20d: 8.7%). Max pain ranged from $17.00 to $18.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2022-12-12: Highest Volume — 6 contracts
2022-12-05: Largest IV spike — 236.3% change
2022-12-08: Highest IV Rank — 44.3%
2022-12-16: Largest Expected Move — 13.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.00	$16.74	$17.16	$17.09	$16.80
Max Pain	$17.87	$17.00	$18.00	$17.00	$18.00
ATM IV	27.9%	10.2%	49.7%	36.2%	11.4%
Expected Move	7.1%	2.9%	13.5%	10.4%	3.3%
HV 20d	8.7%	5.5%	14.1%	14.1%	5.5%
HV 60d	16.8%	9.8%	32.5%	32.5%	9.8%
IV Rank	20.8%	1.3%	44.3%	29.9%	2.6%
IV Percentile	58.9%	6.3%	94.0%	86.1%	12.3%
Term Structure	-5.0%	-19.1%	5.0%	-15.2%	2.1%
VWIV	9.2%	9.2%	9.2%	9.2%	9.2%
Skew 25d	3.4%	-7.6%	40.8%	40.8%	2.0%
Skew 10d	5.9%	-14.5%	46.3%	46.3%	2.9%
Call IV 25d	19.1%	9.5%	41.0%	11.6%	11.3%
Put IV 25d	22.5%	10.4%	52.4%	52.4%	13.3%
Bid-Ask Spread %	131.89	48.60	183.16	155.95	73.21
Gamma HHI	0.33	0.26	0.48	0.27	0.42
Net GEX	4.1K	3.0K	6.0K	3.0K	4.0K
Net DEX	-59.8K	-71.8K	-44.8K	-64.9K	-45.9K
Net VEX	-173	-223	-109	-223	-116
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	0.333	0	6	1	0
Total OI	78.952	76	83	76	79

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	Spread %	Call Vol	Call OI	Put OI
2022-12-01	$17.09	$17.00	36.2%	10.4%	14.1%	29.9%	0.0%	40.8%	-15.2%	3.0K	-64.9K	-223	155.95	1	75	1
2022-12-02	$17.07	$17.00	12.6%	3.6%	14.0%	4.7%	0.0%	2.5%	-2.3%	6.0K	-54.7K	-144	88.79	0	76	1
2022-12-05	$17.02	$0.00	42.4%	8.2%	14.1%	36.5%	0.0%	1.0%	-5.7%	3.1K	-63.4K	-223	177.37	0	76	1
2022-12-06	$16.99	$0.00	44.6%	10.5%	14.1%	38.8%	0.0%	10.2%	-19.1%	3.1K	-63.0K	-219	175.11	0	76	1
2022-12-07	$17.04	$0.00	46.9%	8.7%	14.0%	41.2%	0.0%	0.8%	-12.8%	3.4K	-63.2K	-210	171.12	0	76	1
2022-12-08	$17.05	$0.00	49.7%	10.5%	13.9%	44.3%	0.0%	0.9%	-5.1%	3.0K	-64.8K	-219	177.37	0	76	1
2022-12-09	$16.98	$0.00	16.9%	5.6%	7.7%	9.4%	0.0%	4.7%	2.2%	5.1K	-55.1K	-157	135.17	0	76	1
2022-12-12	$17.04	$0.00	19.8%	3.7%	7.8%	12.4%	9.2%	2.4%	-2.5%	5.2K	-59.4K	-166	127.26	6	76	1
2022-12-13	$17.16	$18.00	19.4%	3.6%	7.1%	12.0%	0.0%	3.6%	-1.7%	5.5K	-65.6K	-109	135.57	0	82	1
2022-12-14	$17.14	$18.00	31.3%	9.0%	6.5%	24.6%	0.0%	0.9%	-12.0%	3.7K	-69.5K	-216	149.49	0	82	1
2022-12-15	$17.16	$18.00	31.6%	9.1%	6.5%	25.0%	0.0%	0.9%	-6.5%	3.2K	-71.8K	-220	176.78	0	82	1
2022-12-16	$17.09	$18.00	47.2%	13.5%	6.4%	41.6%	0.0%	0.3%	-9.5%	5.0K	-71.8K	-220	183.16	0	82	1
2022-12-19	$17.05	$18.00	34.4%	9.8%	6.4%	27.9%	0.0%	-7.6%	5.0%	3.2K	-65.5K	-201	172.77	0	78	1
2022-12-20	$17.02	$18.00	40.7%	11.7%	6.4%	34.7%	0.0%	3.8%	-6.8%	3.4K	-64.4K	-194	170.28	0	78	1
2022-12-21	$17.04	$18.00	42.0%	12.0%	6.4%	36.0%	0.0%	2.6%	-8.4%	3.4K	-64.8K	-193	166.66	0	78	1
2022-12-22	$16.99	$18.00	12.7%	3.6%	6.5%	4.8%	0.0%	1.2%	-0.3%	5.0K	-53.1K	-119	79.13	0	78	1
2022-12-23	$16.87	$18.00	12.4%	3.6%	6.9%	3.6%	0.0%	2.0%	2.0%	4.7K	-45.3K	-119	48.60	0	78	1
2022-12-27	$16.80	$18.00	11.4%	3.3%	6.5%	2.6%	0.0%	-0.3%	0.7%	4.6K	-45.3K	-114	57.88	0	78	1
2022-12-28	$16.74	$18.00	10.2%	2.9%	6.6%	1.3%	0.0%	-1.3%	0.5%	4.3K	-44.8K	-109	95.37	0	78	1
2022-12-29	$16.82	$18.00	11.9%	3.4%	6.4%	3.0%	0.0%	0.1%	-9.1%	4.8K	-60.1K	-141	52.65	0	78	1
2022-12-30	$16.80	$18.00	11.4%	3.3%	5.5%	2.6%	0.0%	2.0%	2.1%	4.0K	-45.9K	-116	73.21	0	78	1