FPE Options History — September 2023 In September 2023, FPE traded between $15.91 and $16.20. ATM implied volatility averaged 29.2%, placing in the 24.0% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 25.0% (HV 20d: 4.2%). Max pain ranged from $16.00 to $17.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-09-06 : Highest Volume — 3 contracts2023-09-08 : Largest IV spike — 477.2% change2023-09-12 : Highest IV Rank — 100.0%2023-09-01 : Largest Expected Move — 11.7%Monthly Statistics Metric Avg Min Max Open Close Price $16.08 $15.91 $16.20 $16.16 $15.98 Max Pain $16.84 $16.00 $17.00 $17.00 $16.00 ATM IV 29.2% 7.1% 105.4% 40.7% 32.7% Expected Move 6.4% 3.0% 11.7% 11.7% 9.4% HV 20d 4.2% 3.4% 4.7% 4.2% 4.4% HV 60d 4.9% 4.6% 5.1% 4.9% 4.6% IV Rank 24.0% 1.6% 100.0% 36.4% 27.2% IV Percentile 47.6% 2.4% 100.0% 86.1% 68.7% Term Structure -3.1% -9.6% 17.7% -4.4% -8.7% VWIV 30.8% 30.8% 30.8% 30.8% 30.8% Skew 25d 7.6% -21.5% 28.4% 28.4% 21.3% Skew 10d 13.9% -21.1% 44.7% 30.9% 27.7% Call IV 25d 22.5% 8.4% 43.0% 29.4% 19.7% Put IV 25d 30.1% 9.4% 57.8% 57.8% 41.0% Bid-Ask Spread % 137.37 17.37 176.38 168.95 160.43 Gamma HHI 0.65 0.57 0.77 0.59 0.65 Net GEX 6.1K 3.5K 11.0K 3.8K 4.3K Net DEX -61.1K -67.5K -50.4K -64.2K -64.0K Net VEX -238 -273 -202 -273 -236 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 0.4 0 3 0 0 Total OI 88 86 90 86 90
Daily Data (20 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 2023-09-01 $16.16 $0.00 40.7% 11.7% 4.2% 36.4% 0.0% 28.4% -4.4% 3.8K -64.2K -273 0.00 168.95 0 0 83 3 2023-09-05 $16.13 $17.00 7.7% 3.1% 4.2% 2.2% 0.0% -12.9% -0.5% 9.5K -60.4K -247 0.00 111.79 0 1 83 3 2023-09-06 $16.09 $17.00 7.1% 3.2% 4.1% 1.6% 0.0% -3.9% -0.5% 9.1K -55.4K -235 0.00 112.06 3 0 83 4 2023-09-07 $16.07 $17.00 9.0% 5.5% 4.1% 3.6% 0.0% -21.5% -3.6% 5.2K -58.7K -259 0.00 161.69 0 0 84 4 2023-09-08 $16.11 $17.00 52.0% 6.1% 4.2% 48.2% 0.0% -12.9% -7.4% 3.8K -61.5K -260 0.00 171.21 0 0 84 4 2023-09-11 $16.09 $17.00 74.5% 8.1% 4.2% 71.4% 0.0% -0.6% -4.3% 3.5K -62.6K -260 0.00 176.27 0 0 84 4 2023-09-12 $16.09 $17.00 105.4% 8.2% 4.2% 100.0% 0.0% 2.4% -4.5% 3.5K -62.6K -258 0.00 176.38 0 0 84 4 2023-09-13 $16.13 $17.00 34.5% 9.9% 4.0% 29.0% 0.0% 2.8% -9.3% 3.5K -63.9K -257 0.00 176.30 0 0 84 4 2023-09-14 $16.19 $17.00 10.6% 3.1% 4.1% 5.1% 0.0% 20.6% -0.7% 10.6K -62.9K -228 0.00 106.62 0 0 84 4 2023-09-15 $16.19 $17.00 10.8% 3.1% 3.8% 5.2% 0.0% 20.9% 1.2% 9.2K -61.3K -228 0.00 87.95 0 0 84 4 2023-09-18 $16.18 $17.00 11.3% 3.2% 3.8% 5.8% 0.0% 6.5% -1.0% 10.5K -62.7K -217 0.00 17.37 1 0 84 3 2023-09-19 $16.20 $17.00 10.6% 3.0% 3.8% 5.1% 0.0% -1.9% -0.3% 11.0K -65.0K -220 0.00 78.43 0 0 85 3 2023-09-20 $16.20 $17.00 37.5% 10.7% 3.4% 32.0% 0.0% 16.3% -8.8% 3.6K -67.5K -252 0.00 174.53 0 0 85 3 2023-09-21 $16.07 $17.00 31.3% 9.0% 4.4% 25.8% 0.0% 18.9% -7.8% 4.5K -54.6K -206 0.00 173.66 0 0 85 3 2023-09-22 $16.01 $17.00 32.5% 9.3% 4.6% 27.0% 0.0% 20.5% -8.1% 3.9K -63.5K -243 0.00 155.32 0 0 85 3 2023-09-25 $15.98 $17.00 11.1% 3.2% 4.6% 5.5% 0.0% 14.8% 17.7% 4.6K -56.0K -214 0.00 141.76 0 0 85 3 2023-09-26 $15.93 $17.00 30.6% 8.8% 4.7% 25.1% 30.8% 19.3% -1.2% 3.9K -60.9K -235 0.00 157.01 3 0 85 3 2023-09-27 $15.93 $16.00 10.8% 3.1% 4.3% 5.3% 0.0% -2.7% 0.7% 10.3K -50.4K -202 0.00 83.35 0 0 87 3 2023-09-28 $15.91 $16.00 23.1% 6.6% 4.3% 17.6% 0.0% 15.9% -9.6% 3.8K -62.9K -237 0.00 156.40 0 0 87 3 2023-09-29 $15.98 $16.00 32.7% 9.4% 4.4% 27.2% 0.0% 21.3% -8.7% 4.3K -64.0K -236 0.00 160.43 0 0 87 3
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