FPE Options History — January 2024 In January 2024, FPE traded between $16.76 and $17.14. ATM implied volatility averaged 10.8%, placing in the 5.2% IV rank vs the trailing year. The 30-day expected move averaged 3.3%. IV traded above realized volatility by 6.1% (HV 20d: 4.7%). Max pain ranged from $15.00 to $16.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-01-02 : Highest Volume — 26 contracts2024-01-10 : Largest IV spike — 84.7% change2024-01-30 : Highest IV Rank — 10.3%2024-01-30 : Largest Expected Move — 4.6%Monthly Statistics Metric Avg Min Max Open Close Price $16.93 $16.76 $17.14 $16.82 $17.13 Max Pain $15.90 $15.00 $16.00 $15.00 $16.00 ATM IV 10.8% 6.4% 16.2% 7.9% 11.8% Expected Move 3.3% 1.8% 4.6% 2.3% 3.4% HV 20d 4.7% 3.9% 5.6% 5.3% 4.1% HV 60d 6.6% 5.7% 6.8% 6.8% 5.7% IV Rank 5.2% 0.8% 10.3% 2.3% 5.8% IV Percentile 31.0% 1.2% 55.6% 7.9% 40.1% Term Structure -0.8% -5.2% 4.7% -0.0% -0.7% VWIV 12.1% 9.1% 17.3% 9.1% 17.3% Skew 25d 6.7% -18.4% 45.3% -12.1% 3.5% Skew 10d 6.1% -31.4% 62.8% -22.7% 21.2% Call IV 25d 22.7% 6.7% 38.8% 23.1% 20.7% Put IV 25d 29.3% 8.7% 62.9% 11.0% 24.1% Bid-Ask Spread % 112.81 85.46 128.40 97.17 121.72 Gamma HHI 0.38 0.33 0.62 0.62 0.37 Net GEX -2.6K -7.3K 73 -2.5K -3.9K Net DEX -44.0K -79.2K -7.6K -41.4K -54.9K Net VEX -964 -1.2K -769 -1.2K -879 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 3.667 0 26 26 0 Total OI 453.143 415 480 415 439
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 2024-01-02 $16.82 $15.00 7.9% 2.3% 5.3% 2.3% 9.1% -12.1% -0.0% -2.5K -41.4K -1.2K 0.00 97.17 26 0 163 252 2024-01-03 $16.77 $15.00 6.4% 1.8% 5.5% 0.9% 0.0% 4.7% 4.2% -477 -13.9K -1.2K 0.00 92.01 0 0 189 252 2024-01-04 $16.76 $16.00 6.6% 3.0% 5.5% 1.0% 0.0% -10.3% 0.3% -435 -20.3K -1.2K 0.00 88.31 0 0 189 252 2024-01-05 $16.77 $16.00 6.9% 2.9% 5.5% 1.3% 0.0% -10.5% -0.1% -1.5K -18.9K -1.1K 0.00 85.46 0 20 189 252 2024-01-08 $16.82 $16.00 6.9% 2.8% 5.6% 1.3% 0.0% -11.1% 4.7% 73 -38.0K -1.1K 0.00 89.56 0 0 189 272 2024-01-09 $16.87 $16.00 6.4% 2.9% 5.6% 0.8% 0.0% -11.2% 4.1% -368 -35.1K -1.2K 0.00 91.37 0 0 189 272 2024-01-10 $16.89 $16.00 11.8% 3.4% 5.5% 6.2% 10.8% 34.1% -0.1% -1.5K -46.2K -1.1K 0.00 123.47 3 0 189 272 2024-01-11 $16.95 $16.00 11.1% 3.2% 5.6% 5.5% 0.0% 32.7% -1.4% -2.4K -67.1K -821 0.00 126.57 0 0 192 272 2024-01-12 $16.96 $16.00 12.4% 3.6% 5.2% 6.9% 0.0% 28.9% -3.1% -4.1K -61.6K -866 0.00 126.16 0 0 192 272 2024-01-16 $16.89 $16.00 12.2% 3.5% 4.2% 6.6% 0.0% 44.4% -1.6% -3.2K -57.1K -845 0.00 118.37 0 0 192 272 2024-01-17 $16.86 $16.00 13.8% 4.0% 4.2% 8.3% 0.0% 38.2% -2.2% -3.0K -45.0K -1.0K 0.00 123.42 0 16 192 272 2024-01-18 $16.84 $16.00 11.2% 3.2% 3.9% 5.7% 0.0% 45.3% -2.5% -2.1K -43.9K -987 0.00 113.29 0 0 192 288 2024-01-19 $16.94 $16.00 10.3% 3.0% 3.9% 4.8% 0.0% 2.9% -0.6% -1.2K -55.5K -905 0.00 128.40 0 0 192 288 2024-01-22 $16.98 $16.00 10.6% 3.0% 4.0% 5.0% 0.0% -16.6% 0.1% -2.4K -17.9K -828 0.00 119.36 1 0 160 288 2024-01-23 $16.95 $16.00 11.4% 3.3% 4.0% 5.9% 0.0% -16.7% -1.6% -960 -7.6K -932 0.00 116.49 0 0 160 288 2024-01-24 $16.98 $16.00 11.7% 3.4% 4.0% 6.2% 11.2% -3.7% -1.9% -3.1K -32.1K -934 0.00 114.78 1 0 160 288 2024-01-25 $17.05 $16.00 11.2% 3.2% 4.1% 5.6% 0.0% 25.8% -2.1% -1.7K -45.4K -906 0.00 121.10 0 0 161 288 2024-01-26 $17.11 $16.00 14.5% 4.1% 4.2% 8.9% 0.0% -18.4% -4.6% -6.1K -65.6K -814 0.00 126.57 0 0 161 288 2024-01-29 $17.13 $16.00 15.8% 4.5% 4.2% 10.2% 0.0% -8.5% -3.2% -7.3K -78.0K -786 0.00 120.55 0 0 161 288 2024-01-30 $17.14 $16.00 16.2% 4.6% 4.2% 10.3% 17.3% -1.5% -5.2% -5.9K -79.2K -769 0.00 124.89 10 0 161 288 2024-01-31 $17.13 $16.00 11.8% 3.4% 4.1% 5.8% 0.0% 3.5% -0.7% -3.9K -54.9K -879 0.00 121.72 0 0 151 288
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