FPE Options History — October 2023 In October 2023, FPE traded between $15.48 and $15.88. ATM implied volatility averaged 14.5%, placing in the 8.9% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 9.0% (HV 20d: 5.5%). Max pain ranged from $16.00 to $16.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2023-10-17 : Highest Volume — 115 contracts2023-10-11 : Largest IV spike — 151.7% change2023-10-05 : Highest IV Rank — 21.2%2023-10-11 : Largest Expected Move — 7.0%Monthly Statistics Metric Avg Min Max Open Close Price $15.65 $15.48 $15.88 $15.88 $15.54 Max Pain $16.00 $16.00 $16.00 $16.00 $16.00 ATM IV 14.5% 8.1% 26.8% 21.2% 10.0% Expected Move 4.1% 2.3% 7.0% 6.1% 2.9% HV 20d 5.5% 4.5% 5.9% 4.9% 4.5% HV 60d 4.7% 4.6% 5.1% 4.8% 4.7% IV Rank 8.9% 2.5% 21.2% 15.6% 4.4% IV Percentile 27.6% 6.0% 53.2% 44.4% 14.7% Term Structure -1.6% -23.6% 16.1% 16.1% 2.4% VWIV 15.5% 8.8% 34.3% 8.8% 9.3% Skew 25d 4.7% -12.1% 23.4% 23.4% 9.6% Skew 10d 6.3% -18.8% 41.6% 27.5% 6.3% Call IV 25d 14.1% 6.5% 31.6% 18.0% 9.7% Put IV 25d 18.8% 9.4% 41.4% 41.4% 19.3% Bid-Ask Spread % 76.21 18.54 163.02 157.91 47.65 Gamma HHI 0.66 0.47 0.92 0.65 0.49 Net GEX 7.4K -967 20.3K 4.4K 4.5K Net DEX -36.6K -87.3K -190 -60.0K -10.3K Net VEX -258 -339 -166 -225 -243 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 7.909 0 115 0 0 Total OI 177.864 90 255 90 245
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 2023-10-02 $15.88 $16.00 21.2% 6.1% 4.9% 15.6% 0.0% 23.4% 16.1% 4.4K -60.0K -225 0.00 157.91 0 0 87 3 2023-10-03 $15.75 $16.00 8.5% 2.4% 5.5% 2.9% 8.8% 0.4% -0.8% 6.7K -43.8K -185 0.00 145.41 3 0 87 3 2023-10-04 $15.75 $16.00 12.9% 3.7% 5.5% 7.4% 14.5% -2.5% -1.7% 9.8K -39.2K -179 0.00 88.80 0 2 90 3 2023-10-05 $15.71 $16.00 26.8% 3.9% 5.5% 21.2% 0.0% -11.4% -0.8% 6.2K -49.0K -211 0.00 163.02 1 0 90 5 2023-10-06 $15.68 $16.00 24.6% 5.9% 5.4% 19.1% 0.0% 11.0% 0.6% 7.0K -62.5K -210 0.00 112.26 0 0 90 5 2023-10-09 $15.71 $16.00 8.9% 3.9% 5.5% 3.3% 14.3% 3.3% -3.4% 9.9K -38.8K -166 0.00 18.54 50 0 90 5 2023-10-10 $15.75 $16.00 9.7% 4.2% 5.6% 4.2% 0.0% -7.9% -3.8% 16.0K -70.2K -258 0.00 54.39 0 0 140 5 2023-10-11 $15.80 $16.00 24.4% 7.0% 5.7% 18.9% 0.0% -12.1% -23.6% 11.1K -87.3K -269 0.00 91.43 0 0 140 5 2023-10-12 $15.79 $16.00 10.1% 2.9% 5.4% 4.5% 0.0% 5.0% 1.3% 19.9K -63.4K -252 0.00 40.49 0 0 140 5 2023-10-13 $15.71 $16.00 9.6% 2.8% 5.6% 4.1% 0.0% -0.6% 1.2% 20.3K -57.9K -235 0.00 43.45 0 0 140 5 2023-10-16 $15.75 $16.00 21.9% 6.3% 5.7% 16.4% 0.0% 1.6% -18.1% 12.3K -76.4K -237 0.00 35.82 0 0 140 5 2023-10-17 $15.68 $16.00 14.7% 4.2% 5.8% 9.2% 34.3% 16.9% -3.2% 16.2K -59.5K -227 0.00 82.93 0 115 140 5 2023-10-18 $15.59 $16.00 13.7% 3.9% 5.9% 8.2% 0.0% 3.8% -2.7% 4.2K -17.2K -336 0.00 40.05 0 0 140 115 2023-10-19 $15.55 $16.00 13.1% 3.7% 5.4% 7.5% 12.1% 0.9% 0.9% 1.9K -10.8K -339 0.00 131.40 0 1 140 115 2023-10-20 $15.57 $16.00 10.0% 2.9% 5.5% 4.4% 0.0% 6.9% -2.2% -967 -7.4K -337 0.00 79.13 0 0 140 114 2023-10-23 $15.55 $16.00 10.2% 2.9% 5.5% 4.6% 0.0% 11.1% 5.4% 1.3K -9.9K -303 0.00 19.65 0 0 134 112 2023-10-24 $15.59 $16.00 8.1% 2.3% 5.6% 2.5% 0.0% 11.3% 0.1% 1.3K -12.4K -320 0.00 22.50 0 0 134 112 2023-10-25 $15.52 $16.00 12.1% 3.5% 5.7% 6.5% 0.0% 4.1% 1.1% 2.2K -10.9K -293 0.00 102.02 0 0 134 112 2023-10-26 $15.50 $16.00 19.6% 5.6% 5.7% 14.0% 0.0% 8.1% -4.8% 2.6K -10.4K -303 0.00 19.62 0 0 134 112 2023-10-27 $15.48 $16.00 19.1% 5.5% 5.3% 13.6% 0.0% 9.4% -1.0% 1.8K -190 -280 0.00 103.56 0 0 134 112 2023-10-30 $15.52 $16.00 9.4% 2.7% 5.2% 3.9% 9.3% 11.3% 2.7% 3.2K -6.9K -259 0.00 76.52 0 2 134 112 2023-10-31 $15.54 $16.00 10.0% 2.9% 4.5% 4.4% 0.0% 9.6% 2.4% 4.5K -10.3K -243 0.00 47.65 0 0 134 111
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