FPE Options History — March 2024 In March 2024, FPE traded between $17.07 and $17.44. ATM implied volatility averaged 13.3%, placing in the 7.4% IV rank vs the trailing year. The 30-day expected move averaged 3.4%. IV traded above realized volatility by 9.3% (HV 20d: 4.1%). Max pain ranged from $17.00 to $17.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-03-27 : Highest Volume — 62 contracts2024-03-12 : Largest IV spike — 46.9% change2024-03-12 : Highest IV Rank — 16.9%2024-03-15 : Largest Expected Move — 4.0%Monthly Statistics Metric Avg Min Max Open Close Price $17.28 $17.07 $17.44 $17.12 $17.32 Max Pain $17.00 $17.00 $17.00 $17.00 $17.00 ATM IV 13.3% 9.1% 22.8% 11.9% 9.3% Expected Move 3.4% 2.6% 4.0% 3.4% 2.7% HV 20d 4.1% 3.1% 5.1% 5.1% 3.6% HV 60d 4.5% 4.2% 5.0% 4.9% 4.3% IV Rank 7.4% 3.1% 16.9% 6.0% 3.4% IV Percentile 43.7% 14.3% 59.5% 40.1% 15.9% Term Structure -1.1% -5.8% 9.4% -0.3% 5.3% VWIV 11.4% 10.5% 12.2% 12.2% 10.5% Skew 25d -2.1% -17.3% 11.9% 2.2% 0.1% Skew 10d 4.9% -23.5% 34.2% 6.7% 18.2% Call IV 25d 19.3% 8.8% 30.4% 13.2% 10.4% Put IV 25d 17.3% 9.0% 31.3% 15.4% 10.5% Bid-Ask Spread % 125.80 105.52 136.88 121.27 126.01 Gamma HHI 0.50 0.35 0.65 0.35 0.52 Net GEX -13.6K -19.6K -9.1K -12.5K -17.7K Net DEX 44.1K 26.1K 69.8K 61.6K 50.0K Net VEX -681 -824 -537 -796 -633 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 3.25 0 62 2 0 Total OI 310.7 304 317 314 304
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 2024-03-01 $17.12 $17.00 11.9% 3.4% 5.1% 6.0% 12.2% 2.2% -0.3% -12.5K 61.6K -796 0.00 121.27 0 2 78 236 2024-03-04 $17.07 $0.00 15.6% 2.7% 5.0% 9.7% 0.0% 7.9% 1.3% -13.0K 69.8K -796 0.00 128.98 0 0 78 238 2024-03-05 $17.13 $0.00 13.0% 3.2% 4.8% 7.1% 0.0% -12.8% -3.4% -10.7K 54.9K -719 0.00 126.63 0 0 78 238 2024-03-06 $17.14 $0.00 12.5% 3.0% 4.8% 6.5% 0.0% 4.7% -2.0% -11.6K 61.5K -670 0.00 134.04 0 0 78 238 2024-03-07 $17.20 $0.00 14.2% 3.4% 4.9% 8.3% 0.0% -14.1% -5.7% -11.3K 49.4K -679 0.00 129.88 0 0 78 238 2024-03-08 $17.24 $0.00 14.9% 3.3% 4.9% 9.0% 0.0% -2.4% -1.5% -10.5K 42.4K -695 0.00 136.88 0 0 78 238 2024-03-11 $17.27 $0.00 15.5% 3.0% 4.8% 9.6% 10.5% -16.4% -1.7% -15.3K 33.5K -670 0.00 105.52 0 1 78 238 2024-03-12 $17.24 $17.00 22.8% 3.3% 4.8% 16.9% 0.0% -17.3% 9.4% -9.1K 54.4K -824 0.00 118.72 0 0 78 239 2024-03-13 $17.30 $17.00 12.6% 3.6% 4.0% 6.7% 0.0% -6.4% -1.9% -12.1K 38.6K -638 0.00 131.06 0 0 78 239 2024-03-14 $17.30 $17.00 13.0% 3.7% 4.0% 7.1% 0.0% -6.4% -3.1% -12.7K 37.4K -649 0.00 134.04 0 0 78 239 2024-03-15 $17.29 $17.00 13.8% 4.0% 3.5% 7.9% 0.0% -3.7% -4.4% -14.3K 31.5K -654 0.00 131.08 0 0 78 239 2024-03-18 $17.31 $17.00 13.8% 3.9% 3.1% 7.8% 0.0% 11.9% -2.9% -13.1K 35.7K -688 0.00 131.60 0 0 67 237 2024-03-19 $17.37 $17.00 12.6% 3.6% 3.3% 6.7% 0.0% 6.3% -4.1% -19.6K 32.7K -577 0.00 127.37 0 0 67 237 2024-03-20 $17.44 $17.00 12.6% 3.6% 3.3% 6.7% 0.0% 4.7% -0.9% -18.3K 26.1K -551 0.00 133.79 0 0 67 237 2024-03-21 $17.39 $17.00 9.1% 2.6% 3.5% 3.1% 0.0% 0.1% 2.5% -14.1K 35.9K -736 0.00 113.54 0 0 67 237 2024-03-22 $17.38 $17.00 10.8% 3.1% 3.5% 4.8% 0.0% 0.7% 0.2% -12.1K 41.4K -732 0.00 120.79 0 0 67 237 2024-03-25 $17.36 $17.00 13.0% 3.7% 3.5% 7.1% 0.0% 2.8% -5.8% -14.0K 36.9K -610 0.00 132.80 0 0 67 237 2024-03-26 $17.37 $17.00 12.5% 3.6% 3.5% 6.5% 0.0% -1.1% 1.0% -14.7K 48.8K -756 0.00 117.38 0 0 67 237 2024-03-27 $17.34 $17.00 12.9% 3.7% 3.5% 7.0% 0.0% -2.7% -3.6% -15.8K 39.2K -537 0.00 114.64 62 0 67 237 2024-03-28 $17.32 $17.00 9.3% 2.7% 3.6% 3.4% 0.0% 0.1% 5.3% -17.7K 50.0K -633 0.00 126.01 0 0 67 237
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