FPE Options History — August 2024

In August 2024, FPE traded between $17.38 and $17.81. ATM implied volatility averaged 28.9%, placing in the 23.0% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 23.9% (HV 20d: 5.0%). Max pain ranged from $17.00 to $18.00. Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 1.67.

Notable Days

2024-08-23: Highest Volume — 11 contracts
2024-08-19: Largest IV spike — 64.5% change
2024-08-08: Highest IV Rank — 59.3%
2024-08-06: Largest Expected Move — 12.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.67	$17.38	$17.81	$17.59	$17.74
Max Pain	$17.32	$17.00	$18.00	$18.00	$18.00
ATM IV	28.9%	6.0%	64.9%	38.7%	10.6%
Expected Move	5.8%	1.7%	12.8%	11.1%	3.0%
HV 20d	5.0%	3.7%	5.4%	3.7%	5.0%
HV 60d	4.4%	4.2%	4.6%	4.2%	4.3%
IV Rank	23.0%	0.0%	59.3%	32.9%	4.6%
IV Percentile	64.2%	0.0%	99.2%	95.2%	35.3%
Term Structure	2.3%	-17.0%	76.7%	-15.6%	-2.3%
VWIV	13.5%	5.7%	25.2%	14.8%	5.7%
Skew 25d	-4.7%	-27.5%	18.6%	-16.7%	-0.9%
Skew 10d	2.1%	-22.0%	36.3%	36.3%	-7.3%
Call IV 25d	29.6%	10.9%	66.0%	49.2%	15.9%
Put IV 25d	24.9%	11.0%	41.5%	32.6%	15.0%
Bid-Ask Spread %	152.32	135.61	176.84	149.36	157.99
Gamma HHI	0.69	0.50	0.90	0.65	0.50
Net GEX	-2.6K	-7.3K	1.3K	-5.3K	-82
Net DEX	8.9K	-25.6K	45.0K	34.6K	-19.2K
Net VEX	-113	-215	-46	-215	-72
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.67	0.00	10.00	0.00	0.00
Total Volume	1	0	11	0	0
Total OI	88	19	141	138	35

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
2024-08-01	$17.59	$18.00	38.7%	11.1%	3.7%	32.9%	0.0%	-16.7%	-15.6%	-5.3K	34.6K	-215	0.00	149.36	0	0	38	100
2024-08-02	$17.51	$18.00	40.9%	11.7%	4.0%	35.1%	0.0%	-9.7%	-17.0%	-5.3K	39.2K	-213	0.00	145.56	2	0	38	100
2024-08-05	$17.38	$17.00	45.7%	4.9%	4.8%	39.9%	0.0%	-14.2%	-5.4%	-4.1K	45.0K	-202	0.00	161.62	0	0	40	100
2024-08-06	$17.48	$17.00	56.3%	12.8%	5.2%	50.6%	0.0%	-27.5%	-14.9%	-3.3K	40.3K	-197	0.00	176.84	0	0	40	100
2024-08-07	$17.55	$17.00	49.8%	6.3%	5.3%	44.1%	0.0%	-8.0%	9.7%	-6.6K	34.2K	-182	0.00	135.61	0	0	40	100
2024-08-08	$17.56	$17.00	64.9%	9.0%	5.0%	59.3%	0.0%	-10.6%	-5.7%	-3.6K	37.0K	-182	0.00	163.07	0	0	40	100
2024-08-09	$17.59	$17.00	55.3%	6.3%	5.0%	49.6%	14.8%	-12.6%	9.1%	-5.0K	33.8K	-171	0.00	147.37	2	0	40	100
2024-08-12	$17.59	$17.00	40.5%	4.2%	5.0%	34.8%	0.0%	-0.6%	-1.2%	-7.3K	29.6K	-130	0.00	145.86	0	0	40	100
2024-08-13	$17.68	$17.00	57.2%	8.4%	5.4%	51.5%	0.0%	0.6%	-11.7%	-6.3K	27.1K	-127	0.00	155.34	0	0	40	100
2024-08-14	$17.66	$17.00	32.0%	9.2%	5.4%	26.2%	0.0%	-20.0%	-16.1%	-7.2K	26.8K	-111	0.00	154.15	0	0	40	100
2024-08-15	$17.70	$17.00	22.8%	6.5%	5.3%	16.9%	0.0%	-12.4%	76.7%	-7.1K	24.8K	-95	0.00	156.94	1	0	40	100
2024-08-16	$17.74	$17.00	14.0%	4.0%	5.3%	8.1%	25.2%	-13.8%	-0.3%	1.0K	26.8K	-55	0.00	147.50	3	0	41	100
2024-08-19	$17.77	$17.00	23.0%	6.6%	5.3%	17.1%	0.0%	-14.6%	-1.3%	1.2K	-23.0K	-54	0.00	149.59	0	0	19	0
2024-08-20	$17.77	$17.00	19.7%	5.7%	5.1%	13.8%	0.0%	-0.5%	11.0%	1.1K	-22.3K	-56	0.00	146.08	0	0	19	0
2024-08-21	$17.73	$17.00	9.5%	2.7%	5.0%	3.6%	0.0%	-0.2%	17.0%	1.2K	-23.3K	-52	0.00	154.66	0	0	19	0
2024-08-22	$17.70	$17.00	13.6%	3.9%	5.1%	7.3%	0.0%	18.6%	-1.4%	1.3K	-22.9K	-54	0.00	148.61	0	0	19	0
2024-08-23	$17.79	$17.00	6.0%	1.7%	5.2%	0.0%	8.1%	13.6%	5.4%	1.3K	-25.6K	-46	10.00	146.01	1	10	19	0
2024-08-26	$17.79	$18.00	7.1%	2.0%	5.2%	1.1%	5.7%	-0.3%	1.3%	-2.1K	-15.2K	-63	0.00	145.51	3	0	20	10
2024-08-27	$17.80	$18.00	9.4%	2.7%	5.1%	3.3%	0.0%	13.1%	-1.1%	-376	-16.8K	-74	0.00	156.24	0	0	23	10
2024-08-28	$17.80	$18.00	8.8%	2.5%	5.1%	2.8%	0.0%	13.5%	13.5%	-218	-18.3K	-69	0.00	150.88	0	0	23	10
2024-08-29	$17.81	$18.00	9.8%	2.8%	5.1%	3.8%	0.0%	0.3%	0.6%	-565	-17.7K	-70	0.00	156.36	0	0	23	10
2024-08-30	$17.74	$18.00	10.6%	3.0%	5.0%	4.6%	0.0%	-0.9%	-2.3%	-82	-19.2K	-72	0.00	157.99	0	0	25	10