FPE Options History — August 2023 In August 2023, FPE traded between $15.98 and $16.24. ATM implied volatility averaged 26.7%, placing in the 21.9% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 22.3% (HV 20d: 4.5%). Max pain ranged from $14.00 to $16.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.00.
Notable Days 2023-08-25 : Highest Volume — 2 contracts2023-08-03 : Largest IV spike — 450.6% change2023-08-08 : Highest IV Rank — 45.1%2023-08-29 : Largest Expected Move — 13.2%Monthly Statistics Metric Avg Min Max Open Close Price $16.13 $15.98 $16.24 $16.23 $16.19 Max Pain $14.36 $14.00 $16.00 $16.00 $14.00 ATM IV 26.7% 6.0% 49.1% 36.8% 46.0% Expected Move 7.1% 1.7% 13.2% 10.5% 13.2% HV 20d 4.5% 3.7% 6.2% 6.1% 4.2% HV 60d 5.4% 4.9% 6.0% 6.0% 4.9% IV Rank 21.9% 0.4% 45.1% 32.3% 41.9% IV Percentile 51.7% 0.4% 94.0% 81.0% 90.5% Term Structure -2.9% -20.6% 21.3% -7.8% -20.6% VWIV 38.8% 28.2% 49.5% 49.5% 28.2% Skew 25d 4.9% -11.3% 33.4% 10.0% 23.2% Skew 10d 9.2% -16.2% 32.3% -9.6% 13.9% Call IV 25d 24.1% 8.2% 39.2% 21.5% 26.5% Put IV 25d 29.0% 7.7% 58.7% 31.4% 49.7% Bid-Ask Spread % 131.51 41.14 170.51 145.17 163.51 Gamma HHI 0.66 0.55 0.78 0.56 0.59 Net GEX 6.4K 3.4K 12.7K 4.4K 3.8K Net DEX -68.1K -78.6K -54.0K -75.3K -65.2K Net VEX -286 -320 -253 -320 -274 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 0.217 0 2 0 0 Total OI 92.609 83 98 97 86
Daily Data (23 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 2023-08-01 $16.23 $16.00 36.8% 10.5% 6.1% 32.3% 0.0% 10.0% -7.8% 4.4K -75.3K -320 0.00 145.17 0 0 96 1 2023-08-02 $16.20 $16.00 8.5% 2.4% 6.2% 3.1% 0.0% -2.3% 20.2% 7.6K -70.0K -297 0.00 85.82 0 0 96 1 2023-08-03 $16.16 $0.00 47.0% 8.0% 5.1% 43.0% 0.0% 4.0% -7.4% 3.9K -74.7K -318 0.00 170.51 0 0 96 1 2023-08-04 $16.20 $0.00 39.6% 8.5% 5.1% 35.3% 49.5% -9.2% -7.5% 7.1K -77.2K -312 0.00 156.98 1 0 96 1 2023-08-07 $16.20 $14.00 9.2% 3.1% 5.1% 3.8% 0.0% -11.1% -2.8% 12.7K -68.7K -268 0.00 71.82 0 0 97 1 2023-08-08 $16.24 $14.00 49.1% 9.5% 4.8% 45.1% 0.0% -5.7% -8.4% 3.7K -78.6K -314 0.00 170.44 0 0 97 1 2023-08-09 $16.21 $14.00 29.4% 8.4% 4.3% 24.7% 0.0% 1.7% -8.9% 4.2K -77.3K -307 0.00 169.88 0 0 97 1 2023-08-10 $16.19 $14.00 33.6% 9.6% 4.4% 29.0% 0.0% 5.6% -8.1% 3.7K -77.3K -309 0.00 169.94 0 0 97 1 2023-08-11 $16.21 $14.00 31.9% 9.1% 4.4% 27.3% 0.0% -7.8% -8.3% 7.1K -76.9K -300 0.00 156.02 0 0 97 1 2023-08-14 $16.23 $14.00 9.4% 2.7% 4.1% 4.0% 0.0% -4.2% 2.4% 8.7K -74.0K -283 0.00 85.14 0 0 97 1 2023-08-15 $16.16 $14.00 9.1% 2.6% 4.4% 3.7% 0.0% 2.1% 1.7% 9.8K -67.7K -272 0.00 41.94 0 0 97 1 2023-08-16 $16.12 $14.00 10.6% 3.0% 4.0% 5.3% 0.0% 6.6% 1.0% 9.5K -66.4K -278 0.00 72.03 0 0 97 1 2023-08-17 $16.05 $14.00 9.7% 2.8% 4.0% 4.3% 28.2% 0.7% 3.3% 11.5K -62.5K -274 0.00 41.14 1 0 97 1 2023-08-18 $16.04 $0.00 11.2% 3.2% 4.0% 5.9% 0.0% 12.5% 0.1% 11.4K -59.0K -264 0.00 97.27 0 0 96 1 2023-08-21 $16.04 $0.00 6.0% 1.7% 3.9% 0.4% 0.0% -11.3% 21.3% 4.3K -61.5K -275 0.00 161.14 1 0 82 1 2023-08-22 $15.98 $0.00 7.6% 2.2% 4.1% 2.1% 0.0% 0.8% 2.5% 7.2K -54.0K -253 0.00 134.25 0 0 83 1 2023-08-23 $16.05 $0.00 31.1% 8.9% 4.1% 26.5% 0.0% 14.9% -1.8% 3.7K -64.1K -279 0.00 157.48 0 0 83 1 2023-08-24 $16.04 $0.00 34.3% 9.8% 4.1% 29.7% 0.0% 25.4% -1.3% 3.4K -64.3K -277 0.00 154.92 0 0 83 1 2023-08-25 $16.04 $0.00 38.0% 10.9% 4.1% 33.6% 0.0% 16.8% -9.5% 6.9K -59.7K -265 0.00 151.16 0 2 83 1 2023-08-28 $16.05 $0.00 34.3% 9.8% 3.7% 29.8% 0.0% 15.0% -4.4% 3.4K -62.9K -278 0.00 162.32 0 0 83 3 2023-08-29 $16.13 $0.00 46.1% 13.2% 4.2% 42.0% 0.0% 33.4% -19.0% 3.4K -65.0K -278 0.00 163.52 0 0 83 3 2023-08-30 $16.14 $0.00 36.2% 10.4% 4.1% 31.8% 0.0% -7.1% -2.8% 4.6K -63.8K -275 0.00 142.24 0 0 83 3 2023-08-31 $16.19 $0.00 46.0% 13.2% 4.2% 41.9% 0.0% 23.2% -20.6% 3.8K -65.2K -274 0.00 163.51 0 0 83 3
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