FPE Options History — May 2024 In May 2024, FPE traded between $17.06 and $17.41. ATM implied volatility averaged 14.5%, placing in the 8.5% IV rank vs the trailing year. The 30-day expected move averaged 3.0%. IV traded above realized volatility by 8.7% (HV 20d: 5.8%). 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 12 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-05-17 : Highest Volume — 6 contracts2024-05-06 : Largest IV spike — 280.9% change2024-05-14 : Highest IV Rank — 25.0%2024-05-23 : Largest Expected Move — 6.1%Monthly Statistics Metric Avg Min Max Open Close Price $17.26 $17.06 $17.41 $17.06 $17.26 Max Pain $17.00 $17.00 $17.00 $17.00 $17.00 ATM IV 14.5% 6.5% 30.9% 12.0% 8.3% Expected Move 3.0% 1.9% 6.1% 3.5% 2.4% HV 20d 5.8% 5.1% 6.7% 5.8% 5.5% HV 60d 5.1% 4.9% 5.3% 4.9% 5.2% IV Rank 8.5% 0.5% 25.0% 6.1% 2.3% IV Percentile 38.8% 1.6% 80.2% 46.0% 9.5% Term Structure 4.5% -5.1% 69.4% -5.1% 4.9% VWIV 9.6% 9.6% 9.6% 9.6% 9.6% Skew 25d -5.7% -27.4% 16.6% -8.8% -4.7% Skew 10d -6.9% -23.0% 22.0% -9.1% -0.9% Call IV 25d 18.5% 10.5% 41.3% 23.7% 13.5% Put IV 25d 12.8% 8.0% 30.8% 14.9% 8.8% Bid-Ask Spread % 136.33 107.30 164.06 129.56 137.56 Gamma HHI 0.55 0.38 0.63 0.56 0.55 Net GEX -10.5K -16.5K -3.4K -15.3K -7.9K Net DEX 38.4K -14.0K 69.5K 52.0K 61.5K Net VEX -466 -603 -367 -573 -378 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 0.455 0 6 0 0 Total OI 240.136 138 311 310 140
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 2024-05-01 $17.06 $17.00 12.0% 3.5% 5.8% 6.1% 0.0% -8.8% -5.1% -15.3K 52.0K -573 0.00 129.56 0 0 73 237 2024-05-02 $17.14 $17.00 10.1% 2.9% 6.0% 4.2% 0.0% -13.2% -0.6% -15.4K 45.7K -540 0.00 107.30 0 0 73 237 2024-05-03 $17.27 $17.00 8.1% 2.3% 6.7% 2.1% 0.0% -14.4% -0.4% -16.3K 18.2K -493 0.00 110.98 0 0 73 237 2024-05-06 $17.30 $17.00 30.7% 2.9% 6.7% 24.9% 0.0% -15.9% 4.8% -11.0K 42.8K -603 0.00 143.15 1 0 73 237 2024-05-07 $17.31 $17.00 10.5% 2.8% 6.7% 4.6% 9.6% -16.7% -2.9% -16.5K 17.0K -445 0.00 122.75 0 1 74 237 2024-05-08 $17.19 $17.00 15.8% 2.4% 6.4% 9.9% 0.0% -6.1% 3.5% -14.0K 31.8K -531 0.00 156.27 0 0 74 237 2024-05-09 $17.21 $17.00 19.2% 3.2% 6.2% 13.3% 0.0% -7.5% -2.0% -13.1K 33.2K -541 0.00 154.30 0 0 74 237 2024-05-10 $17.23 $17.00 21.8% 3.2% 6.2% 15.9% 0.0% -8.4% -2.7% -13.0K 31.6K -536 0.00 155.98 0 0 74 237 2024-05-13 $17.26 $17.00 28.6% 3.0% 5.2% 22.8% 0.0% -8.5% -1.8% -13.3K 25.8K -509 0.00 147.46 0 0 74 237 2024-05-14 $17.27 $17.00 30.9% 2.7% 5.1% 25.0% 0.0% -9.7% 0.4% -12.7K 24.4K -499 0.00 157.06 0 0 74 237 2024-05-15 $17.36 $17.00 6.5% 1.9% 5.2% 0.5% 0.0% -27.4% 15.1% -11.1K -7.8K -466 0.00 120.31 0 0 74 237 2024-05-16 $17.38 $17.00 9.1% 2.6% 5.2% 3.1% 0.0% 0.8% 69.4% -8.4K -14.0K -447 0.00 139.38 0 0 74 237 2024-05-17 $17.39 $17.00 7.8% 2.2% 5.2% 1.9% 0.0% -0.4% 0.6% -9.8K -6.7K -367 0.00 140.30 6 0 74 237 2024-05-20 $17.41 $17.00 8.9% 2.5% 5.1% 2.9% 0.0% -0.2% 3.0% -7.8K 55.4K -421 0.00 115.66 0 0 37 101 2024-05-21 $17.32 $17.00 11.2% 3.2% 5.6% 5.2% 0.0% -1.5% -4.0% -6.0K 53.4K -448 0.00 124.44 0 0 37 101 2024-05-22 $17.29 $17.00 20.0% 5.7% 5.5% 14.1% 0.0% 12.0% -3.9% -5.9K 55.8K -447 0.00 133.35 0 0 37 101 2024-05-23 $17.20 $17.00 21.2% 6.1% 5.8% 15.3% 0.0% 16.6% 17.7% -3.4K 54.9K -463 0.00 164.06 0 0 37 101 2024-05-24 $17.23 $17.00 10.7% 3.1% 5.8% 4.8% 0.0% -0.6% 1.2% -6.8K 69.5K -398 0.00 120.50 0 0 37 101 2024-05-28 $17.26 $17.00 8.5% 2.4% 5.7% 2.5% 0.0% -5.1% -0.6% -8.6K 63.8K -380 0.00 132.50 0 0 37 101 2024-05-29 $17.20 $17.00 8.9% 2.6% 5.6% 3.0% 0.0% -3.3% 0.4% -7.8K 69.0K -374 0.00 144.85 0 0 37 101 2024-05-30 $17.21 $17.00 9.1% 2.6% 5.6% 3.2% 0.0% -3.2% 1.4% -7.3K 66.6K -391 0.00 141.45 2 0 37 101 2024-05-31 $17.26 $17.00 8.3% 2.4% 5.5% 2.3% 0.0% -4.7% 4.9% -7.9K 61.5K -378 0.00 137.56 0 0 39 101
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