FPE Options History — April 2024

In April 2024, FPE traded between $16.95 and $17.41. ATM implied volatility averaged 12.2%, placing in the 6.2% IV rank vs the trailing year. The 30-day expected move averaged 3.4%. IV traded above realized volatility by 7.1% (HV 20d: 5.1%). Max pain ranged from $17.00 to $17.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.08.

Notable Days

2024-04-24: Highest Volume — 4 contracts
2024-04-04: Largest IV spike — 91.5% change
2024-04-04: Highest IV Rank — 13.6%
2024-04-29: Largest Expected Move — 4.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.16	$16.95	$17.41	$17.41	$17.05
Max Pain	$17.00	$17.00	$17.00	$17.00	$17.00
ATM IV	12.2%	9.7%	19.5%	12.5%	10.7%
Expected Move	3.4%	2.8%	4.0%	3.6%	3.1%
HV 20d	5.1%	3.8%	5.9%	3.9%	5.7%
HV 60d	4.7%	4.3%	5.1%	4.3%	5.0%
IV Rank	6.2%	3.8%	13.6%	6.6%	4.8%
IV Percentile	41.1%	19.0%	62.3%	45.6%	32.9%
Term Structure	1.8%	-8.0%	77.3%	0.1%	0.4%
VWIV	11.0%	9.1%	13.0%	10.7%	11.0%
Skew 25d	-4.0%	-16.3%	29.7%	1.6%	-8.5%
Skew 10d	1.2%	-25.5%	44.2%	15.0%	-11.6%
Call IV 25d	22.7%	9.1%	29.4%	11.5%	21.5%
Put IV 25d	18.7%	10.2%	58.9%	13.1%	13.1%
Bid-Ask Spread %	113.46	92.42	126.97	118.27	104.83
Gamma HHI	0.56	0.42	0.69	0.56	0.62
Net GEX	-16.0K	-18.4K	-14.0K	-16.4K	-16.6K
Net DEX	61.4K	17.6K	105.9K	21.4K	62.6K
Net VEX	-588	-663	-524	-611	-527
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.08	0.00	0.33	0.00	0.33
Total Volume	0.409	0	4	0	0
Total OI	305.318	303	310	304	310

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
2024-04-01	$17.41	$17.00	12.5%	3.6%	3.9%	6.6%	0.0%	1.6%	0.1%	-16.4K	21.4K	-611	0.00	118.27	0	0	67	237
2024-04-02	$17.34	$17.00	11.7%	3.4%	4.0%	5.8%	0.0%	-1.3%	0.9%	-14.9K	40.7K	-639	0.00	109.49	0	0	67	237
2024-04-03	$17.31	$17.00	10.2%	2.9%	4.0%	4.2%	10.7%	-2.3%	1.9%	-15.1K	44.9K	-653	0.00	92.42	0	1	67	237
2024-04-04	$17.34	$17.00	19.5%	3.9%	4.0%	13.6%	0.0%	4.7%	-4.6%	-14.1K	43.7K	-663	0.00	121.91	0	0	67	237
2024-04-05	$17.34	$17.00	12.8%	3.7%	3.9%	6.8%	0.0%	-9.7%	-5.0%	-15.2K	36.1K	-612	0.00	126.91	0	0	67	237
2024-04-08	$17.34	$17.00	14.4%	3.8%	3.8%	8.5%	0.0%	-3.2%	-4.7%	-14.0K	36.4K	-605	0.00	126.97	0	0	67	237
2024-04-09	$17.38	$17.00	13.6%	3.8%	3.9%	7.7%	0.0%	-12.8%	-8.0%	-14.5K	17.6K	-623	0.00	126.12	0	0	67	237
2024-04-10	$17.23	$17.00	13.0%	3.7%	5.0%	7.1%	0.0%	-15.9%	-4.9%	-15.5K	56.6K	-617	0.00	119.76	0	0	67	237
2024-04-11	$17.16	$17.00	10.1%	2.9%	5.0%	4.2%	0.0%	10.1%	0.2%	-16.0K	56.8K	-609	0.00	103.25	0	0	67	237
2024-04-12	$17.14	$17.00	10.3%	2.9%	5.0%	4.3%	0.0%	-16.3%	-0.2%	-16.7K	63.0K	-620	0.00	109.60	0	0	67	237
2024-04-15	$16.99	$17.00	12.5%	3.6%	5.8%	6.6%	0.0%	-16.1%	-2.3%	-16.6K	89.8K	-638	0.00	101.70	0	0	67	237
2024-04-16	$16.95	$17.00	11.4%	3.3%	5.8%	5.5%	0.0%	-14.8%	3.7%	-16.4K	105.9K	-560	0.00	104.00	1	0	67	237
2024-04-17	$17.02	$17.00	11.5%	3.3%	5.8%	5.6%	0.0%	-15.8%	-0.8%	-17.0K	80.3K	-604	0.00	104.40	0	0	68	237
2024-04-18	$17.02	$17.00	9.7%	2.8%	5.5%	3.8%	0.0%	27.5%	77.3%	-18.4K	81.9K	-558	0.00	114.82	0	0	68	237
2024-04-19	$17.02	$17.00	10.5%	3.0%	5.5%	4.6%	0.0%	-16.1%	-0.3%	-18.0K	79.1K	-577	0.00	111.59	0	0	68	237
2024-04-22	$17.06	$17.00	13.7%	3.9%	5.7%	7.8%	13.0%	29.7%	-2.6%	-17.6K	82.1K	-524	0.00	117.40	2	0	67	236
2024-04-23	$17.09	$17.00	9.9%	2.8%	5.7%	3.9%	9.1%	-5.6%	0.1%	-16.2K	65.4K	-534	0.00	112.23	1	0	69	236
2024-04-24	$17.05	$17.00	11.3%	3.2%	5.7%	5.4%	11.0%	-5.0%	-1.9%	-16.6K	74.5K	-546	0.33	121.52	3	1	70	236
2024-04-25	$17.01	$17.00	12.0%	3.4%	5.8%	6.1%	0.0%	-5.1%	-0.9%	-16.0K	78.0K	-538	0.00	116.98	0	0	73	237
2024-04-26	$17.05	$17.00	11.8%	3.4%	5.9%	5.9%	0.0%	-5.2%	-2.5%	-15.6K	75.9K	-546	0.00	115.01	0	0	73	237
2024-04-29	$17.12	$17.00	14.0%	4.0%	5.7%	8.1%	0.0%	-7.9%	-5.9%	-15.5K	57.4K	-531	0.00	116.87	0	0	73	237
2024-04-30	$17.05	$17.00	10.7%	3.1%	5.7%	4.8%	0.0%	-8.5%	0.4%	-16.6K	62.6K	-527	0.00	104.83	0	0	73	237