FPE Options History — October 2024 In October 2024, FPE traded between $17.91 and $18.19. ATM implied volatility averaged 13.8%, placing in the 13.1% IV rank vs the trailing year. The 30-day expected move averaged 3.5%. IV traded above realized volatility by 10.4% (HV 20d: 3.4%). Max pain ranged from $18.00 to $18.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.00.
Notable Days 2024-10-28 : Highest Volume — 25 contracts2024-10-14 : Largest IV spike — 131.8% change2024-10-18 : Highest IV Rank — 39.7%2024-10-18 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $18.07 $17.91 $18.19 $18.13 $17.91 Max Pain $18.00 $18.00 $18.00 $18.00 $18.00 ATM IV 13.8% 7.5% 29.4% 13.5% 7.6% Expected Move 3.5% 1.9% 8.4% 3.9% 2.2% HV 20d 3.4% 2.9% 3.8% 3.4% 3.5% HV 60d 4.0% 3.6% 4.2% 4.2% 3.6% IV Rank 13.1% 2.4% 39.7% 12.6% 2.7% IV Percentile 44.6% 4.4% 86.5% 58.7% 5.2% Term Structure -1.0% -18.7% 10.0% -8.3% -2.0% VWIV 11.0% 6.3% 28.2% 6.3% 28.2% Skew 25d -6.1% -19.4% 22.3% -1.2% -6.9% Skew 10d -4.7% -27.7% 33.5% 14.7% -16.6% Call IV 25d 27.2% 12.2% 35.6% 29.9% 26.8% Put IV 25d 21.1% 9.2% 44.9% 28.7% 19.9% Bid-Ask Spread % 150.84 142.24 160.48 154.47 150.80 Gamma HHI 0.92 0.68 1.00 1.00 0.99 Net GEX 1.0K 90 2.0K 93 1.6K Net DEX -4.2K -6.8K -1.0K -1.0K -3.1K Net VEX -9 -14 -2 -3 -6 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 2.826 0 25 0 0 Total OI 12.087 1 53 1 53
Daily Data (23 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 2024-10-01 $18.13 $0.00 13.5% 3.9% 3.4% 12.6% 0.0% -1.2% -8.3% 93 -1.0K -3 0.00 154.47 0 0 1 0 2024-10-02 $18.14 $0.00 22.2% 6.4% 3.2% 27.5% 0.0% 4.2% -18.7% 90 -1.0K -2 0.00 160.48 0 0 1 0 2024-10-03 $18.16 $18.00 16.0% 2.0% 3.1% 16.8% 6.3% -16.6% 1.1% 158 -1.1K -2 0.00 151.05 5 0 1 0 2024-10-04 $18.13 $18.00 14.8% 1.9% 3.2% 14.9% 6.7% -15.1% 0.3% 1.1K -6.4K -14 0.00 151.95 1 0 6 0 2024-10-07 $18.06 $18.00 18.9% 2.3% 3.6% 21.9% 7.9% -13.4% -0.9% 934 -5.8K -14 0.00 155.01 2 0 6 0 2024-10-08 $18.09 $18.00 19.8% 2.9% 3.6% 23.3% 0.0% -11.9% -3.0% 1.4K -6.1K -14 0.00 146.60 0 0 6 0 2024-10-09 $18.09 $18.00 16.9% 4.8% 3.6% 18.4% 0.0% -0.2% 1.6% 1.5K -6.2K -14 0.00 151.98 0 0 6 0 2024-10-10 $18.09 $18.00 18.2% 5.2% 3.5% 20.7% 0.0% 22.3% 3.1% 2.0K -6.4K -13 0.00 145.89 0 0 6 0 2024-10-11 $18.13 $18.00 7.5% 2.1% 3.5% 2.4% 6.9% 4.7% 6.2% 2.0K -6.8K -13 0.00 143.85 7 0 6 0 2024-10-14 $18.13 $18.00 17.3% 5.0% 3.2% 19.1% 0.0% 18.0% 10.0% 1.0K -3.8K -9 0.00 147.16 0 0 5 0 2024-10-15 $18.16 $18.00 14.2% 4.1% 3.2% 13.8% 0.0% -4.4% 9.1% 415 -3.5K -10 0.00 147.34 0 0 5 0 2024-10-16 $18.18 $18.00 8.9% 2.6% 3.2% 4.9% 10.0% -19.4% -2.9% 567 -3.6K -9 0.00 148.28 1 0 5 0 2024-10-17 $18.16 $18.00 19.0% 5.5% 2.9% 22.1% 0.0% 1.0% 5.8% 461 -4.5K -11 0.00 159.90 0 0 6 0 2024-10-18 $18.19 $18.00 29.4% 8.4% 3.0% 39.7% 0.0% 10.5% -11.4% 336 -4.3K -10 0.00 151.63 0 0 6 0 2024-10-21 $18.13 $18.00 9.2% 2.6% 3.2% 5.4% 0.0% -19.2% -2.1% 845 -4.4K -10 0.00 153.70 0 0 5 0 2024-10-22 $18.05 $18.00 8.7% 2.5% 3.5% 4.5% 0.0% -15.6% -0.5% 993 -4.4K -9 0.00 150.24 0 0 5 0 2024-10-23 $17.96 $18.00 8.9% 2.6% 3.8% 4.9% 0.0% -14.7% -2.1% 1.1K -3.9K -9 0.00 152.07 0 0 5 0 2024-10-24 $17.98 $18.00 8.4% 2.4% 3.6% 4.1% 0.0% -14.6% 0.2% 1.1K -4.1K -9 0.00 157.32 0 0 5 0 2024-10-25 $18.01 $18.00 8.6% 2.5% 3.7% 4.4% 28.2% -15.8% -2.1% 1.1K -4.2K -9 0.00 153.71 24 0 5 0 2024-10-28 $17.98 $18.00 9.9% 2.8% 3.6% 6.6% 0.0% -17.4% -3.4% 1.3K -3.8K -7 0.00 143.79 25 0 28 0 2024-10-29 $17.93 $18.00 8.8% 2.5% 3.6% 4.7% 0.0% -16.1% -2.2% 1.5K -3.6K -9 0.00 149.78 0 0 53 0 2024-10-30 $17.93 $18.00 9.9% 2.8% 3.6% 6.6% 0.0% 1.1% -2.2% 1.4K -3.5K -7 0.00 142.24 0 0 53 0 2024-10-31 $17.91 $18.00 7.6% 2.2% 3.5% 2.7% 0.0% -6.9% -2.0% 1.6K -3.1K -6 0.00 150.80 0 0 53 0
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