FPE Options History — April 2023 In April 2023, FPE traded between $15.86 and $16.14. ATM implied volatility averaged 27.7%, placing in the 22.9% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 10.6% (HV 20d: 17.1%). Max pain ranged from $15.00 to $16.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2023-04-13 : Highest Volume — 10 contracts2023-04-25 : Largest IV spike — 202.3% change2023-04-13 : Highest IV Rank — 57.7%2023-04-13 : Largest Expected Move — 17.5%Monthly Statistics Metric Avg Min Max Open Close Price $16.02 $15.86 $16.14 $16.02 $15.98 Max Pain $15.16 $15.00 $16.00 $16.00 $15.00 ATM IV 27.7% 8.9% 61.2% 46.0% 11.3% Expected Move 7.2% 2.5% 17.5% 13.2% 3.2% HV 20d 17.1% 6.3% 28.4% 28.4% 6.3% HV 60d 17.6% 17.2% 17.8% 17.8% 17.2% IV Rank 22.9% 3.4% 57.7% 41.9% 5.9% IV Percentile 56.7% 4.8% 98.4% 90.1% 13.9% Term Structure -1.4% -26.4% 28.7% -22.9% 1.6% VWIV 12.6% 6.1% 19.6% 19.6% 12.1% Skew 25d 6.0% -15.1% 32.5% 32.5% 25.8% Skew 10d 6.0% -25.8% 38.8% 2.9% 37.1% Call IV 25d 28.2% 10.3% 63.7% 27.3% 24.8% Put IV 25d 34.3% 12.6% 65.2% 59.8% 50.6% Bid-Ask Spread % 130.35 97.59 180.54 148.40 100.63 Gamma HHI 0.43 0.26 0.85 0.37 0.66 Net GEX 6.6K -354 52.5K 3.2K 2.3K Net DEX -26.6K -63.1K -6.3K -30.1K -14.3K Net VEX -161 -294 -82 -271 -82 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 2.263 0 10 0 0 Total OI 157.368 119 178 156 138
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 2023-04-03 $16.02 $16.00 46.0% 13.2% 28.4% 41.9% 0.0% 32.5% -22.9% 3.2K -30.1K -271 0.00 148.40 0 0 119 37 2023-04-04 $15.96 $16.00 32.6% 9.3% 28.4% 28.0% 19.6% 12.4% 7.6% 3.6K -17.7K -185 0.00 115.50 2 0 119 37 2023-04-05 $15.93 $16.00 17.7% 5.1% 28.4% 12.6% 0.0% -1.0% -4.1% 2.3K -6.3K -129 0.00 119.45 0 0 120 37 2023-04-06 $16.00 $15.00 30.9% 3.4% 28.3% 26.3% 0.0% 2.6% 6.9% 1.5K -10.4K -120 0.00 103.47 0 0 120 37 2023-04-10 $16.02 $15.00 42.1% 8.6% 27.3% 37.9% 0.0% 20.9% -26.4% 4.5K -16.3K -200 0.00 108.93 0 0 120 37 2023-04-11 $16.06 $15.00 34.2% 5.4% 23.8% 29.7% 0.0% -7.2% -4.8% 3.0K -12.6K -112 0.00 128.29 5 0 120 37 2023-04-12 $16.05 $15.00 31.0% 8.9% 22.2% 26.4% 0.0% 7.8% -8.1% 4.6K -32.0K -221 0.00 153.59 5 0 125 37 2023-04-13 $16.11 $15.00 61.2% 17.5% 18.9% 57.7% 0.0% 1.6% -26.3% 2.8K -63.1K -294 0.00 180.54 10 0 130 37 2023-04-14 $16.11 $15.00 27.1% 7.8% 18.5% 22.3% 0.0% 11.1% 4.7% 4.9K -41.7K -241 0.00 147.01 1 0 140 37 2023-04-17 $16.14 $15.00 25.8% 7.4% 17.4% 20.9% 0.0% -2.5% -10.4% 3.5K -31.7K -123 0.00 110.76 0 0 141 37 2023-04-18 $16.14 $15.00 13.2% 3.8% 12.7% 7.9% 0.0% 8.7% 11.8% 10.3K -37.4K -86 0.00 114.74 0 0 140 37 2023-04-19 $16.12 $15.00 18.3% 5.2% 10.9% 13.2% 0.0% 8.8% 0.8% 13.2K -42.8K -102 0.00 146.68 1 0 140 37 2023-04-20 $16.05 $15.00 37.6% 10.8% 11.0% 33.3% 0.0% 7.2% 3.8% 4.8K -45.1K -218 0.00 156.85 0 0 140 37 2023-04-21 $16.00 $15.00 36.8% 10.6% 10.1% 32.4% 0.0% 1.6% -16.7% 52.5K -43.7K -208 0.00 156.72 0 0 139 37 2023-04-24 $16.05 $15.00 8.9% 2.5% 8.1% 3.4% 6.1% -15.1% 22.8% -354 -8.7K -83 0.00 133.81 10 0 96 23 2023-04-25 $15.91 $15.00 26.8% 7.7% 8.5% 22.0% 0.0% 8.1% 28.7% 3.3K -23.6K -185 0.00 146.73 6 0 106 23 2023-04-26 $15.86 $15.00 12.1% 3.5% 8.6% 6.8% 12.1% 5.4% 2.9% 2.1K -13.0K -97 0.00 107.01 3 0 112 23 2023-04-27 $15.91 $15.00 11.8% 3.4% 7.1% 6.4% 0.0% -14.3% 1.4% 2.6K -14.9K -96 0.00 97.59 0 0 115 23 2023-04-28 $15.98 $15.00 11.3% 3.2% 6.3% 5.9% 0.0% 25.8% 1.6% 2.3K -14.3K -82 0.00 100.63 0 0 115 23
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