FPE Options History — January 2023 In January 2023, FPE traded between $16.91 and $18.05. ATM implied volatility averaged 17.1%, placing in the 9.5% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 10.0% (HV 20d: 7.1%). Max pain ranged from $17.00 to $18.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-01-26 : Highest Volume — 10 contracts2023-01-25 : Largest IV drop — 76.3% change2023-01-12 : Highest IV Rank — 25.8%2023-01-12 : Largest Expected Move — 9.5%Monthly Statistics Metric Avg Min Max Open Close Price $17.67 $16.91 $18.05 $16.91 $18.05 Max Pain $17.10 $17.00 $18.00 $18.00 $17.00 ATM IV 17.1% 5.6% 33.0% 12.5% 8.8% Expected Move 5.3% 1.6% 9.5% 3.6% 2.5% HV 20d 7.1% 5.2% 8.0% 6.1% 5.9% HV 60d 9.9% 9.6% 10.2% 9.9% 9.7% IV Rank 9.5% 0.0% 25.8% 3.7% 3.3% IV Percentile 35.1% 0.0% 78.6% 19.0% 1.6% Term Structure 1.5% -17.4% 20.4% -0.7% -1.7% VWIV 12.6% 12.6% 12.6% 12.6% 12.6% Skew 25d 11.0% -53.6% 147.9% 1.2% 38.0% Skew 10d 17.0% -19.4% 197.3% 2.0% 65.9% Call IV 25d 17.0% 7.1% 73.1% 12.3% 11.1% Put IV 25d 28.0% 8.0% 156.3% 13.5% 49.2% Bid-Ask Spread % 130.80 72.51 166.31 72.51 138.13 Gamma HHI 0.57 0.30 0.96 0.41 0.87 Net GEX 7.8K 4.2K 14.0K 4.9K 7.9K Net DEX -104.4K -152.6K -49.0K -49.0K -141.2K Net VEX -229 -402 -69 -99 -345 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 1.05 0 10 0 0 Total OI 111.8 79 149 79 149
Daily Data (20 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 2023-01-03 $16.91 $18.00 12.5% 3.6% 6.1% 3.7% 0.0% 1.2% -0.7% 4.9K -49.0K -99 0.00 72.51 0 0 78 1 2023-01-04 $17.11 $18.00 13.0% 3.7% 7.4% 4.3% 0.0% 4.7% 3.3% 4.7K -56.5K -144 0.00 92.36 0 0 78 1 2023-01-05 $17.19 $17.00 10.3% 3.4% 7.5% 1.4% 0.0% 22.5% 0.4% 5.3K -59.2K -69 0.00 105.76 0 0 78 1 2023-01-06 $17.27 $17.00 11.3% 3.5% 7.6% 2.4% 12.6% 4.0% -1.0% 5.9K -62.1K -88 0.00 110.86 0 1 78 1 2023-01-09 $17.37 $17.00 11.8% 6.8% 7.8% 3.0% 0.0% -2.9% -17.4% 4.6K -78.3K -88 0.00 133.49 0 0 78 1 2023-01-10 $17.38 $17.00 12.3% 7.3% 7.6% 3.5% 0.0% -53.6% -11.5% 6.0K -61.9K -113 0.00 153.37 0 1 78 1 2023-01-11 $17.51 $17.00 21.4% 6.1% 7.9% 13.3% 0.0% 2.7% 1.4% 5.2K -70.1K -133 0.00 140.00 0 0 78 2 2023-01-12 $17.63 $17.00 33.0% 9.5% 7.9% 25.8% 0.0% -5.1% -16.0% 4.2K -77.5K -150 0.00 166.31 0 3 78 2 2023-01-13 $17.73 $17.00 21.3% 6.1% 7.9% 13.2% 0.0% 2.1% 0.6% 4.6K -81.0K -117 0.00 152.17 2 0 78 5 2023-01-17 $17.81 $17.00 28.9% 8.3% 8.0% 21.3% 0.0% 1.2% 1.5% 4.6K -80.8K -161 0.00 161.61 0 0 80 5 2023-01-18 $17.88 $17.00 29.4% 8.4% 7.7% 21.9% 0.0% 15.9% -2.4% 11.6K -137.1K -390 0.00 150.08 0 0 140 5 2023-01-19 $17.87 $17.00 29.8% 8.6% 7.6% 22.3% 0.0% -3.9% 13.3% 6.9K -135.8K -402 0.00 159.54 0 0 140 5 2023-01-20 $17.87 $17.00 18.4% 5.3% 7.5% 10.0% 0.0% 21.4% 9.9% 12.1K -135.6K -319 0.00 146.43 0 0 140 5 2023-01-23 $17.93 $17.00 23.2% 6.7% 7.5% 15.2% 0.0% 147.9% -3.8% 12.3K -139.6K -287 0.00 131.78 4 0 134 1 2023-01-24 $17.91 $17.00 31.3% 9.0% 7.3% 23.9% 0.0% 22.8% -7.4% 7.2K -142.6K -387 0.00 154.42 0 0 138 1 2023-01-25 $17.95 $17.00 7.4% 2.1% 6.4% 0.0% 0.0% 0.1% 0.9% 14.0K -146.6K -300 0.00 111.43 0 0 138 1 2023-01-26 $18.02 $17.00 5.6% 1.6% 5.8% 0.0% 0.0% 0.9% 20.3% 12.8K -152.6K -302 0.00 114.33 0 10 138 1 2023-01-27 $18.04 $17.00 6.4% 1.8% 5.2% 0.9% 0.0% 0.6% 19.1% 9.6K -143.0K -350 0.00 135.28 0 0 138 11 2023-01-30 $17.95 $17.00 6.2% 1.8% 6.1% 0.7% 0.0% 0.1% 20.4% 11.8K -136.4K -342 0.00 86.24 0 0 138 11 2023-01-31 $18.05 $17.00 8.8% 2.5% 5.9% 3.3% 0.0% 38.0% -1.7% 7.9K -141.2K -345 0.00 138.13 0 0 138 11
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