FPE Options History — May 2023 In May 2023, FPE traded between $15.50 and $15.89. ATM implied volatility averaged 23.8%, placing in the 18.9% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 14.7% (HV 20d: 9.1%). Max pain ranged from $15.00 to $16.00. Net GEX was positive for 8 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2023-05-19 : Highest Volume — 50 contracts2023-05-03 : Largest IV spike — 179.9% change2023-05-05 : Highest IV Rank — 40.1%2023-05-04 : Largest Expected Move — 11.7%Monthly Statistics Metric Avg Min Max Open Close Price $15.72 $15.50 $15.89 $15.89 $15.86 Max Pain $15.17 $15.00 $16.00 $15.00 $15.00 ATM IV 23.8% 11.9% 44.2% 12.0% 13.1% Expected Move 6.9% 3.4% 11.7% 3.4% 3.8% HV 20d 9.1% 5.7% 10.0% 6.0% 9.6% HV 60d 17.6% 17.2% 17.7% 17.3% 17.7% IV Rank 18.9% 6.5% 40.1% 6.7% 7.8% IV Percentile 48.9% 17.5% 89.3% 18.3% 27.0% Term Structure -3.7% -23.2% 16.8% 2.0% -1.0% VWIV 16.5% 11.8% 27.8% 13.8% 11.8% Skew 25d -0.6% -15.6% 31.3% -15.6% 31.3% Skew 10d -2.8% -30.6% 44.7% -30.6% 31.9% Call IV 25d 29.8% 11.9% 48.4% 29.1% 22.4% Put IV 25d 29.2% 11.8% 53.7% 13.5% 53.7% Bid-Ask Spread % 135.72 68.20 169.18 68.20 142.79 Gamma HHI 0.49 0.27 0.79 0.53 0.71 Net GEX -1.9K -11.2K 3.8K 2.7K 3.3K Net DEX 44.0K -28.3K 144.3K -12.4K -1.3K Net VEX -166 -262 -77 -80 -182 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 5.364 0 50 0 0 Total OI 185.818 96 258 138 127
Daily Data (22 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 2023-05-01 $15.89 $15.00 12.0% 3.4% 6.0% 6.7% 0.0% -15.6% 2.0% 2.7K -12.4K -80 0.00 68.20 0 0 115 23 2023-05-02 $15.86 $15.00 13.8% 3.9% 5.7% 8.5% 13.8% -10.2% -1.1% 2.8K -11.0K -77 0.00 108.93 6 0 115 23 2023-05-03 $15.79 $15.00 38.5% 11.0% 5.8% 34.2% 0.0% 2.5% -12.0% 3.8K -28.3K -180 0.00 145.11 0 0 121 23 2023-05-04 $15.50 $0.00 38.3% 11.7% 8.6% 34.0% 0.0% 4.5% -6.0% 3.4K -12.3K -137 0.00 165.45 0 0 121 23 2023-05-05 $15.66 $0.00 44.2% 9.0% 9.4% 40.1% 0.0% 5.8% -14.3% -2.9K 69.5K -262 0.00 167.53 0 0 121 123 2023-05-08 $15.61 $0.00 13.1% 8.0% 9.4% 7.8% 0.0% -6.7% -6.1% -11.2K 111.1K -164 0.00 165.35 0 0 121 123 2023-05-09 $15.61 $0.00 35.6% 9.7% 9.3% 31.1% 0.0% 5.4% -3.4% -3.6K 72.1K -253 0.00 167.67 0 0 121 123 2023-05-10 $15.68 $0.00 33.0% 9.4% 9.5% 28.4% 0.0% 3.1% -7.5% -5.0K 74.1K -230 0.00 168.66 0 0 121 123 2023-05-11 $15.64 $0.00 36.6% 10.5% 9.3% 32.2% 0.0% 2.9% -9.0% -3.8K 71.8K -227 0.00 169.18 9 0 121 123 2023-05-12 $15.59 $0.00 13.8% 3.9% 9.3% 8.5% 0.0% 3.0% -0.3% -10.6K 132.3K -126 0.00 69.63 0 0 130 123 2023-05-15 $15.68 $0.00 35.4% 10.2% 9.6% 31.0% 0.0% -0.7% -23.2% -5.3K 72.9K -208 0.00 165.35 0 0 130 123 2023-05-16 $15.64 $0.00 33.9% 9.7% 9.6% 29.4% 0.0% -13.5% -19.0% -6.3K 87.6K -160 0.00 163.01 3 0 130 123 2023-05-17 $15.68 $0.00 34.5% 9.9% 9.7% 30.0% 27.8% 7.3% -2.3% -1.8K 53.7K -210 0.00 167.02 2 0 133 123 2023-05-18 $15.77 $16.00 38.6% 11.1% 10.0% 34.2% 0.0% 4.3% 2.9% -7.1K 63.8K -184 0.00 168.35 0 0 135 123 2023-05-19 $15.79 $16.00 13.7% 3.9% 10.0% 8.5% 12.7% 1.6% 0.6% 421 144.3K -108 0.00 122.14 0 50 135 123 2023-05-22 $15.84 $15.00 13.6% 3.9% 10.0% 8.3% 11.8% -10.6% 16.8% -1.8K 10.6K -150 0.00 148.33 27 0 25 71 2023-05-23 $15.73 $15.00 13.1% 3.8% 9.8% 7.9% 0.0% -11.7% 0.4% -812 18.2K -139 0.00 115.61 0 0 35 71 2023-05-24 $15.71 $15.00 12.2% 3.5% 9.7% 6.9% 0.0% -8.5% 1.6% -497 18.0K -131 0.00 106.20 0 0 35 71 2023-05-25 $15.71 $15.00 12.4% 3.6% 9.7% 7.1% 0.0% -8.7% 0.6% -514 17.3K -132 0.00 125.75 0 0 35 71 2023-05-26 $15.75 $15.00 11.9% 3.4% 9.6% 6.6% 0.0% -0.3% 0.8% 57 14.4K -132 0.00 87.85 20 0 35 71 2023-05-30 $15.84 $15.00 11.9% 3.4% 9.6% 6.5% 0.0% 1.2% -2.5% 3.3K 2.6K -184 0.00 77.77 1 0 55 71 2023-05-31 $15.86 $15.00 13.1% 3.8% 9.6% 7.8% 0.0% 31.3% -1.0% 3.3K -1.3K -182 0.00 142.79 0 0 56 71
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