FPE Options History — September 2024 In September 2024, FPE traded between $17.77 and $18.23. ATM implied volatility averaged 16.4%, placing in the 16.1% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 12.9% (HV 20d: 3.5%). Max pain ranged from $18.00 to $18.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-09-06 : Highest Volume — 10 contracts2024-09-18 : Largest IV spike — 209.8% change2024-09-18 : Highest IV Rank — 77.6%2024-09-18 : Largest Expected Move — 14.8%Monthly Statistics Metric Avg Min Max Open Close Price $18.04 $17.77 $18.23 $17.77 $18.09 Max Pain $18.00 $18.00 $18.00 $18.00 $18.00 ATM IV 16.4% 6.7% 51.8% 11.0% 15.5% Expected Move 5.1% 1.9% 14.8% 3.2% 4.4% HV 20d 3.5% 3.0% 4.0% 4.0% 3.4% HV 60d 4.2% 4.1% 4.4% 4.3% 4.2% IV Rank 16.1% 0.6% 77.6% 5.0% 16.0% IV Percentile 54.4% 2.4% 98.4% 39.7% 67.5% Term Structure -0.3% -28.3% 17.0% 13.9% -16.1% Skew 25d -4.3% -19.4% 16.7% 16.7% -17.1% Skew 10d -0.7% -22.7% 26.7% 16.0% -5.5% Call IV 25d 31.8% 17.2% 44.6% 17.2% 32.3% Put IV 25d 27.6% 10.9% 50.6% 33.9% 15.2% Bid-Ask Spread % 159.84 153.72 182.98 154.36 157.52 Gamma HHI 0.67 0.50 1.00 0.50 1.00 Net GEX 1.1K -1.2K 2.7K 241 153 Net DEX -25.8K -45.5K -1.0K -21.1K -1.0K Net VEX -38 -67 -3 -65 -3 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 0.7 0 10 0 0 Total OI 22.45 1 35 35 1
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 2024-09-03 $17.77 $18.00 11.0% 3.2% 4.0% 5.0% 0.0% 16.7% 13.9% 241 -21.1K -65 0.00 154.36 0 0 25 10 2024-09-04 $17.84 $18.00 12.4% 3.5% 3.8% 6.4% 0.0% 9.2% -0.7% -142 -21.3K -67 0.00 159.54 0 0 25 10 2024-09-05 $17.89 $0.00 11.1% 7.6% 3.7% 5.1% 0.0% -1.7% -19.3% -487 -23.0K -63 0.00 158.04 0 0 25 10 2024-09-06 $17.88 $0.00 9.7% 4.3% 3.7% 3.7% 0.0% -19.4% 7.3% -1.2K -22.4K -60 0.00 159.11 0 10 25 10 2024-09-09 $17.91 $0.00 12.0% 2.4% 3.7% 6.0% 0.0% -10.9% -0.5% 2.1K -33.3K -45 0.00 158.61 0 0 25 0 2024-09-10 $17.94 $0.00 9.4% 5.3% 3.7% 3.4% 0.0% -13.6% 2.0% 2.7K -36.2K -35 0.00 159.07 0 0 25 0 2024-09-11 $17.94 $0.00 17.6% 5.0% 3.4% 11.6% 0.0% 0.4% 17.0% 1.9K -32.2K -48 0.00 162.17 0 0 25 0 2024-09-12 $17.98 $0.00 6.7% 1.9% 3.3% 0.6% 0.0% 1.7% 15.5% 1.9K -33.1K -45 0.00 154.83 0 0 25 0 2024-09-13 $17.98 $0.00 11.3% 3.2% 3.3% 8.9% 0.0% -7.4% 8.0% 2.5K -33.7K -43 0.00 154.29 0 0 25 0 2024-09-16 $18.06 $0.00 7.6% 2.2% 3.5% 2.7% 0.0% -15.2% 8.5% 2.1K -36.0K -36 0.00 162.20 0 0 25 0 2024-09-17 $18.09 $0.00 16.7% 4.8% 3.5% 18.1% 0.0% -18.8% 6.4% 2.6K -35.4K -41 0.00 155.93 2 0 25 0 2024-09-18 $18.12 $0.00 51.8% 14.8% 3.5% 77.6% 0.0% -8.8% -28.3% 1.8K -34.8K -45 0.00 182.98 0 0 27 0 2024-09-19 $18.19 $0.00 18.4% 5.3% 3.4% 21.0% 0.0% -18.6% -6.2% 2.0K -37.4K -37 0.00 159.47 2 0 27 0 2024-09-20 $18.20 $0.00 14.9% 4.3% 3.3% 15.1% 0.0% -5.3% 4.4% 995 -45.5K -36 0.00 158.96 0 0 29 0 2024-09-23 $18.20 $0.00 23.8% 6.8% 3.0% 30.1% 0.0% -0.3% 4.9% 925 -21.5K -35 0.00 155.99 0 0 16 0 2024-09-24 $18.20 $0.00 13.4% 3.8% 3.0% 12.4% 0.0% -0.0% 5.7% 915 -21.4K -35 0.00 160.99 0 0 16 0 2024-09-25 $18.23 $0.00 25.4% 7.3% 3.0% 33.0% 0.0% 5.8% -8.9% 1.2K -25.0K -23 0.00 158.55 0 0 16 0 2024-09-26 $18.16 $0.00 19.6% 5.6% 3.5% 23.0% 0.0% 15.1% -4.3% 99 -1.0K -3 0.00 170.55 0 0 1 0 2024-09-27 $18.14 $0.00 19.4% 5.6% 3.5% 22.6% 0.0% 3.0% -15.8% 81 -1.0K -3 0.00 153.72 0 0 1 0 2024-09-30 $18.09 $0.00 15.5% 4.4% 3.4% 16.0% 0.0% -17.1% -16.1% 153 -1.0K -3 0.00 157.52 0 0 1 0
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