FPE Options History — February 2023 In February 2023, FPE traded between $17.54 and $18.29. ATM implied volatility averaged 13.5%, placing in the 8.3% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 5.2% (HV 20d: 8.4%). Max pain ranged from $17.00 to $18.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2023-02-28 : Highest Volume — 10 contracts2023-02-28 : Largest IV spike — 272.4% change2023-02-09 : Highest IV Rank — 26.0%2023-02-09 : Largest Expected Move — 8.8%Monthly Statistics Metric Avg Min Max Open Close Price $17.87 $17.54 $18.29 $18.29 $17.59 Max Pain $17.95 $17.00 $18.00 $17.00 $18.00 ATM IV 13.5% 6.7% 30.7% 8.8% 30.6% Expected Move 4.0% 1.9% 8.8% 2.5% 8.8% HV 20d 8.4% 6.3% 9.6% 6.7% 9.4% HV 60d 8.4% 7.4% 10.3% 9.9% 7.9% IV Rank 8.3% 1.2% 26.0% 3.4% 25.9% IV Percentile 22.2% 1.2% 75.4% 2.0% 75.4% Term Structure 3.9% -23.7% 53.7% 0.0% -14.1% VWIV 18.8% 8.1% 29.1% 29.1% 19.4% Skew 25d 3.4% -8.0% 31.7% 1.3% 2.9% Skew 10d 4.8% -20.2% 42.0% 23.1% 40.7% Call IV 25d 15.3% 6.0% 52.4% 8.3% 52.4% Put IV 25d 18.6% 9.1% 55.3% 9.6% 55.3% Bid-Ask Spread % 125.20 71.85 170.19 130.84 153.09 Gamma HHI 0.82 0.42 1.00 0.56 0.74 Net GEX 8.8K 3.5K 17.0K 7.3K 3.5K Net DEX -117.1K -165.0K -60.0K -159.5K -80.9K Net VEX -289 -345 -218 -336 -283 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 0.842 0 10 0 10 Total OI 136.211 102 153 149 104
Daily Data (19 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 2023-02-01 $18.29 $17.00 8.8% 2.5% 6.7% 3.4% 0.0% 1.3% 0.0% 7.3K -159.5K -336 0.00 130.84 0 0 138 11 2023-02-02 $18.26 $18.00 7.5% 2.8% 6.3% 2.0% 0.0% 4.2% 10.6% 9.7K -165.0K -294 0.00 124.68 0 0 138 11 2023-02-03 $18.14 $18.00 7.5% 2.7% 7.2% 2.1% 0.0% -6.5% 12.7% 7.8K -150.5K -327 0.00 162.78 0 0 138 11 2023-02-06 $17.95 $18.00 9.6% 3.1% 8.5% 4.1% 0.0% 2.4% 2.4% 11.9K -137.2K -303 0.00 103.77 3 0 138 11 2023-02-07 $18.02 $18.00 10.4% 4.5% 8.5% 5.0% 0.0% 6.8% 5.5% 14.0K -139.1K -296 0.00 115.41 0 0 141 11 2023-02-08 $17.98 $18.00 12.1% 3.5% 8.6% 6.8% 0.0% 2.2% 0.0% 14.2K -134.7K -291 0.00 93.08 0 0 141 11 2023-02-09 $17.98 $18.00 30.7% 8.8% 8.3% 26.0% 29.1% 0.1% -21.7% 13.0K -140.3K -325 0.00 147.73 1 0 141 11 2023-02-10 $17.91 $18.00 11.8% 3.4% 8.2% 6.5% 0.0% 4.0% 0.8% 7.7K -136.0K -345 0.00 147.70 0 0 142 11 2023-02-13 $17.94 $18.00 13.3% 3.8% 8.0% 8.0% 0.0% -8.0% -1.1% 11.6K -136.2K -311 0.00 162.76 0 0 142 11 2023-02-14 $17.95 $18.00 13.5% 3.9% 7.9% 8.2% 0.0% 5.7% 1.2% 17.0K -137.3K -284 0.00 136.89 0 0 142 11 2023-02-15 $17.89 $18.00 24.4% 7.0% 7.9% 19.6% 0.0% 4.2% -23.7% 7.6K -134.8K -326 0.00 170.19 0 0 142 11 2023-02-16 $17.81 $18.00 24.2% 6.9% 8.1% 19.4% 0.0% 0.3% 53.7% 7.6K -129.9K -316 0.00 168.39 0 0 142 11 2023-02-17 $17.81 $18.00 10.9% 3.1% 8.1% 5.5% 0.0% 31.7% 2.6% 6.5K -112.7K -260 0.00 99.49 0 0 142 11 2023-02-21 $17.55 $18.00 11.9% 3.4% 9.4% 6.6% 0.0% 1.1% -1.0% 6.2K -60.0K -218 0.00 111.42 0 0 92 10 2023-02-22 $17.54 $18.00 6.7% 1.9% 9.4% 1.2% 0.0% 4.0% 8.9% 5.8K -64.4K -241 0.00 97.88 0 0 92 10 2023-02-23 $17.63 $18.00 7.6% 2.2% 9.6% 2.1% 8.1% 0.8% 8.1% 5.6K -68.8K -235 0.00 90.76 2 0 92 10 2023-02-24 $17.59 $18.00 7.5% 2.2% 9.5% 2.0% 0.0% 1.8% 4.8% 6.4K -65.2K -233 0.00 71.85 0 0 94 10 2023-02-27 $17.62 $18.00 8.2% 2.4% 9.5% 2.7% 0.0% 4.8% 25.4% 4.2K -72.6K -264 0.00 90.07 0 0 94 10 2023-02-28 $17.59 $18.00 30.6% 8.8% 9.4% 25.9% 19.4% 2.9% -14.1% 3.5K -80.9K -283 0.00 153.09 0 10 94 10
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