FPE Options History — June 2023 In June 2023, FPE traded between $15.86 and $16.07. ATM implied volatility averaged 25.6%, placing in the 20.8% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 19.5% (HV 20d: 6.1%). Max pain ranged from $15.00 to $16.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-06-05 : Highest Volume — 36 contracts2023-06-12 : Largest IV spike — 135.9% change2023-06-13 : Highest IV Rank — 94.8%2023-06-13 : Largest Expected Move — 10.0%Monthly Statistics Metric Avg Min Max Open Close Price $15.97 $15.86 $16.07 $15.95 $15.96 Max Pain $15.50 $15.00 $16.00 $15.00 $16.00 ATM IV 25.6% 8.1% 96.9% 10.3% 8.1% Expected Move 5.5% 2.3% 10.0% 3.0% 2.3% HV 20d 6.1% 5.1% 9.7% 9.7% 5.3% HV 60d 11.1% 7.0% 17.8% 17.7% 7.1% IV Rank 20.8% 2.7% 94.8% 4.9% 2.7% IV Percentile 44.6% 3.6% 99.2% 9.1% 3.6% Term Structure 1.2% -6.6% 14.5% 4.0% 14.5% VWIV 9.9% 9.7% 10.1% 10.1% 9.8% Skew 25d 13.2% -11.4% 43.6% 25.8% 32.2% Skew 10d 15.4% -16.6% 59.1% 31.4% 48.1% Call IV 25d 17.2% 8.1% 41.8% 25.6% 10.1% Put IV 25d 30.4% 11.3% 53.9% 51.3% 42.3% Bid-Ask Spread % 145.88 84.11 170.69 137.54 164.13 Gamma HHI 0.74 0.48 0.98 0.81 0.93 Net GEX 10.7K 1.6K 94.7K 5.2K 11.5K Net DEX -28.7K -60.9K 127 -4.0K -25.8K Net VEX -241 -319 -152 -186 -277 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 4.857 0 36 3 1 Total OI 137.143 67 179 127 113
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 P/C Spread % Call Vol Put Vol Call OI Put OI 2023-06-01 $15.95 $15.00 10.3% 3.0% 9.7% 4.9% 10.1% 25.8% 4.0% 5.2K -4.0K -186 0.00 137.54 3 0 56 71 2023-06-02 $16.06 $15.00 9.8% 2.8% 6.8% 4.4% 9.7% 8.7% 1.2% 5.7K -12.1K -191 0.00 84.11 12 0 59 71 2023-06-05 $15.98 $0.00 13.5% 3.7% 6.4% 8.2% 0.0% -1.2% -3.1% 8.2K -16.0K -200 0.00 129.34 36 0 71 71 2023-06-06 $16.06 $0.00 30.9% 3.2% 6.4% 26.3% 0.0% -9.3% -1.0% 17.6K -48.2K -246 0.00 117.35 0 0 107 71 2023-06-07 $16.05 $0.00 13.2% 3.3% 6.4% 7.9% 0.0% 1.8% -1.2% 19.6K -60.9K -250 0.00 114.98 0 0 107 71 2023-06-08 $16.07 $0.00 17.9% 3.5% 6.3% 12.8% 0.0% -9.9% 13.2% 18.2K -52.5K -241 0.00 103.68 0 0 107 71 2023-06-09 $16.05 $0.00 32.4% 9.3% 6.2% 27.8% 0.0% -11.4% -4.8% 5.6K -51.5K -274 0.00 155.49 0 0 107 71 2023-06-12 $16.07 $0.00 76.4% 9.8% 6.0% 73.5% 0.0% 1.5% -6.6% 2.6K -47.9K -278 0.00 170.69 1 0 107 71 2023-06-13 $16.05 $0.00 96.9% 10.0% 5.8% 94.8% 0.0% 3.9% -5.9% 2.5K -46.6K -266 0.00 170.58 0 0 108 71 2023-06-14 $15.96 $0.00 34.7% 10.0% 6.2% 30.2% 0.0% -2.1% -6.1% 3.4K -35.7K -238 0.00 170.07 0 0 108 71 2023-06-15 $15.98 $0.00 22.6% 6.5% 6.2% 17.6% 0.0% 5.6% 0.3% 7.2K -42.0K -206 0.00 149.93 0 0 108 71 2023-06-16 $15.96 $0.00 21.6% 6.2% 5.9% 16.6% 0.0% 5.3% 3.3% 94.7K -12.3K -152 0.00 148.67 1 0 108 71 2023-06-20 $15.96 $0.00 22.9% 6.6% 5.9% 18.0% 0.0% 6.7% 0.7% 1.8K 127 -173 0.00 147.42 30 0 46 21 2023-06-21 $15.96 $0.00 23.3% 6.7% 5.9% 18.4% 0.0% 35.8% 1.6% 4.1K -24.7K -301 0.00 165.33 0 0 76 21 2023-06-22 $15.89 $0.00 10.9% 3.1% 5.5% 5.6% 0.0% 26.1% 4.8% 3.8K -9.5K -240 0.00 162.06 0 0 76 21 2023-06-23 $15.89 $0.00 19.7% 5.7% 5.4% 14.7% 0.0% 35.4% 4.8% 5.2K -6.6K -223 0.00 161.17 2 0 76 21 2023-06-26 $15.89 $0.00 25.4% 7.3% 5.4% 20.6% 0.0% 38.1% 2.2% 1.6K -22.2K -269 0.00 164.20 0 0 76 21 2023-06-27 $15.86 $0.00 11.5% 3.3% 5.5% 6.1% 0.0% 34.0% 2.5% 1.6K -22.4K -271 0.00 155.15 0 0 76 21 2023-06-28 $15.89 $0.00 11.7% 3.3% 5.1% 6.3% 9.8% 43.6% -0.0% 1.9K -21.5K -261 0.00 155.62 16 0 76 21 2023-06-29 $15.86 $16.00 23.9% 6.9% 5.2% 19.0% 0.0% 6.3% 1.3% 2.8K -40.4K -319 0.00 135.99 0 0 92 21 2023-06-30 $15.96 $16.00 8.1% 2.3% 5.3% 2.7% 0.0% 32.2% 14.5% 11.5K -25.8K -277 0.00 164.13 0 1 92 21
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