FPE Options History — July 2024 In July 2024, FPE traded between $17.36 and $17.63. ATM implied volatility averaged 25.5%, placing in the 19.6% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 21.5% (HV 20d: 4.0%). Max pain ranged from $16.00 to $18.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-07-05 : Highest Volume — 4 contracts2024-07-29 : Largest IV spike — 155.4% change2024-07-29 : Highest IV Rank — 37.1%2024-07-29 : Largest Expected Move — 12.3%Monthly Statistics Metric Avg Min Max Open Close Price $17.53 $17.36 $17.63 $17.36 $17.57 Max Pain $17.73 $16.00 $18.00 $16.00 $18.00 ATM IV 25.5% 9.1% 42.9% 9.1% 22.9% Expected Move 7.0% 2.6% 12.3% 2.6% 6.6% HV 20d 4.0% 3.6% 4.3% 3.8% 4.2% HV 60d 4.7% 4.2% 5.3% 5.1% 4.2% IV Rank 19.6% 3.2% 37.1% 3.2% 17.0% IV Percentile 76.7% 18.7% 97.2% 18.7% 76.6% Term Structure -7.0% -34.3% 19.3% 16.7% -12.1% VWIV 8.1% 8.1% 8.1% 8.1% 8.1% Skew 25d -6.9% -29.3% 9.0% -29.3% -0.4% Skew 10d 2.7% -20.2% 31.7% 6.0% 16.4% Call IV 25d 32.4% 21.8% 41.2% 39.7% 41.2% Put IV 25d 25.6% 10.4% 44.1% 10.4% 40.8% Bid-Ask Spread % 148.16 139.84 160.09 150.26 148.24 Gamma HHI 0.74 0.61 0.97 0.70 0.65 Net GEX -5.5K -9.3K -3.3K -4.4K -6.3K Net DEX 32.6K 22.1K 44.9K 44.9K 33.3K Net VEX -284 -349 -217 -347 -218 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 0.364 0 4 1 0 Total OI 142.545 137 147 141 138
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 2024-07-01 $17.36 $16.00 9.1% 2.6% 3.8% 3.2% 8.1% -29.3% 16.7% -4.4K 44.9K -347 0.00 150.26 1 0 41 100 2024-07-02 $17.38 $16.00 19.8% 5.7% 3.6% 13.9% 0.0% 9.0% 19.3% -3.7K 42.6K -349 0.00 153.48 0 0 42 100 2024-07-03 $17.48 $16.00 14.1% 4.0% 4.0% 8.2% 0.0% -4.8% -14.3% -4.1K 38.0K -347 0.00 160.09 2 0 42 100 2024-07-05 $17.52 $18.00 28.6% 6.4% 4.1% 22.7% 0.0% -2.7% 12.6% -4.7K 32.0K -335 0.00 158.61 4 0 44 100 2024-07-08 $17.52 $18.00 38.9% 9.1% 4.1% 33.1% 0.0% -6.6% -17.9% -3.3K 29.2K -331 0.00 156.68 0 0 47 100 2024-07-09 $17.48 $18.00 21.2% 3.8% 4.1% 15.3% 0.0% -8.7% 4.9% -5.7K 31.7K -314 0.00 146.39 0 0 47 100 2024-07-10 $17.52 $18.00 32.0% 9.2% 4.0% 26.2% 0.0% -20.2% -9.9% -4.5K 29.2K -321 0.00 143.81 0 0 47 100 2024-07-11 $17.61 $18.00 33.1% 9.5% 4.2% 27.2% 0.0% -7.0% -20.0% -4.0K 24.8K -319 0.00 146.45 0 0 47 100 2024-07-12 $17.62 $18.00 32.4% 9.3% 3.9% 26.6% 0.0% -8.9% -18.6% -3.8K 23.9K -313 0.00 155.67 0 0 47 100 2024-07-15 $17.61 $18.00 27.8% 8.0% 4.0% 21.9% 0.0% -0.1% -0.7% -4.0K 24.5K -296 0.00 152.07 0 0 47 100 2024-07-16 $17.61 $18.00 12.5% 3.6% 3.7% 6.6% 0.0% -2.2% 1.3% -6.4K 22.1K -282 0.00 143.34 0 0 47 100 2024-07-17 $17.63 $18.00 31.8% 9.1% 3.7% 26.0% 0.0% -14.8% -19.9% -5.0K 22.1K -286 0.00 147.29 0 0 47 100 2024-07-18 $17.59 $18.00 33.0% 9.5% 3.8% 27.2% 0.0% -8.3% -18.7% -4.7K 26.5K -281 0.00 144.39 0 0 47 100 2024-07-19 $17.55 $18.00 16.5% 4.7% 3.9% 10.6% 0.0% -5.4% 11.6% -6.9K 23.0K -267 0.00 147.72 0 0 47 100 2024-07-22 $17.57 $18.00 14.6% 4.2% 3.9% 8.7% 0.0% -11.8% -8.5% -9.3K 35.6K -230 0.00 141.00 0 0 37 100 2024-07-23 $17.51 $18.00 25.0% 7.2% 4.1% 19.1% 0.0% 8.5% -8.9% -6.1K 38.2K -259 0.00 140.25 0 0 37 100 2024-07-24 $17.45 $18.00 28.2% 8.1% 4.3% 22.3% 0.0% -6.2% -25.4% -7.1K 41.1K -242 0.00 139.84 0 0 37 100 2024-07-25 $17.46 $18.00 22.7% 6.5% 4.2% 16.8% 0.0% -10.0% -6.1% -7.1K 40.6K -238 0.00 142.67 0 0 37 100 2024-07-26 $17.51 $18.00 16.8% 4.8% 4.0% 10.9% 0.0% -7.5% 10.7% -7.6K 36.6K -232 0.00 143.73 0 0 37 100 2024-07-29 $17.48 $18.00 42.9% 12.3% 4.1% 37.1% 0.0% 8.1% -34.3% -6.7K 40.1K -223 0.00 149.64 0 0 37 100 2024-07-30 $17.52 $18.00 37.1% 10.6% 4.1% 31.3% 0.0% -21.6% -14.8% -5.9K 36.9K -217 0.00 147.99 1 0 37 100 2024-07-31 $17.57 $18.00 22.9% 6.6% 4.2% 17.0% 0.0% -0.4% -12.1% -6.3K 33.3K -218 0.00 148.24 0 0 38 100
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