FPE Options History — November 2024 In November 2024, FPE traded between $17.80 and $18.09. ATM implied volatility averaged 22.1%, placing in the 27.4% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 18.0% (HV 20d: 4.1%). Max pain ranged from $18.00 to $21.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-11-12 : Highest Volume — 10 contracts2024-11-08 : Largest IV spike — 160.4% change2024-11-11 : Highest IV Rank — 54.4%2024-11-15 : Largest Expected Move — 7.9%Monthly Statistics Metric Avg Min Max Open Close Price $17.93 $17.80 $18.09 $17.89 $17.91 Max Pain $20.85 $18.00 $21.00 $18.00 $21.00 ATM IV 22.1% 9.7% 38.1% 9.7% 21.7% Expected Move 5.5% 2.0% 7.9% 2.8% 6.2% HV 20d 4.1% 3.5% 4.5% 3.5% 4.3% HV 60d 3.7% 3.6% 3.8% 3.6% 3.8% IV Rank 27.4% 6.2% 54.4% 6.2% 26.6% IV Percentile 71.7% 22.6% 94.8% 22.6% 75.8% Term Structure 0.2% -19.7% 16.1% -4.2% 16.1% Skew 25d -3.3% -22.9% 21.8% -12.7% 20.3% Skew 10d -3.0% -25.2% 13.4% -25.2% 7.6% Call IV 25d 25.4% 14.6% 39.0% 27.9% 16.6% Put IV 25d 22.1% 9.5% 39.1% 15.2% 36.9% Bid-Ask Spread % 160.66 150.93 165.66 157.56 164.62 Gamma HHI 0.66 0.36 0.99 0.99 0.62 Net GEX 1.4K 536 7.3K 1.3K 671 Net DEX -5.5K -10.3K -3.0K -3.0K -5.3K Net VEX -27 -51 -6 -6 -34 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 47.5 37 64 53 37
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 2024-11-01 $17.89 $18.00 9.7% 2.8% 3.5% 6.2% 0.0% -12.7% -4.2% 1.3K -3.0K -6 0.00 157.56 0 0 53 0 2024-11-04 $17.98 $21.00 10.0% 2.1% 3.9% 6.7% 0.0% -9.9% 0.2% 1.6K -3.8K -6 0.00 161.06 0 0 53 0 2024-11-05 $17.99 $21.00 11.4% 2.4% 3.8% 9.1% 0.0% -12.5% -1.8% 1.5K -3.8K -6 0.00 164.98 0 0 53 0 2024-11-06 $17.95 $21.00 26.6% 3.6% 3.9% 34.9% 0.0% -16.7% -10.4% 645 -3.8K -6 0.00 150.93 0 0 53 0 2024-11-07 $18.01 $21.00 10.5% 2.0% 4.1% 7.6% 0.0% -13.8% -0.5% 1.9K -4.1K -7 0.00 164.69 0 0 53 0 2024-11-08 $18.09 $21.00 27.4% 5.0% 4.3% 36.3% 0.0% -4.8% -12.1% 1.2K -7.0K -23 0.00 158.01 0 0 53 0 2024-11-11 $18.05 $21.00 38.1% 6.9% 4.4% 54.4% 0.0% -5.3% -8.3% 1.3K -7.0K -24 0.00 156.42 1 0 53 0 2024-11-12 $17.99 $21.00 34.5% 6.7% 4.5% 48.3% 0.0% -22.6% -2.5% 1.4K -6.4K -23 0.00 156.76 10 0 54 0 2024-11-13 $17.99 $21.00 20.3% 5.8% 4.4% 24.2% 0.0% -22.9% -2.7% 3.0K -10.3K -48 0.00 160.41 2 0 64 0 2024-11-14 $17.96 $21.00 22.8% 6.5% 4.4% 28.5% 0.0% -22.2% -19.7% 1.5K -9.3K -42 0.00 165.35 0 0 64 0 2024-11-15 $17.95 $21.00 27.7% 7.9% 4.4% 36.8% 0.0% -17.3% -8.8% 7.3K -8.9K -51 0.00 165.31 1 0 64 0 2024-11-18 $17.95 $21.00 20.6% 5.9% 4.3% 24.8% 0.0% -22.9% 8.5% 858 -5.7K -41 0.00 163.51 0 0 37 0 2024-11-19 $17.91 $21.00 23.4% 6.7% 4.1% 29.4% 0.0% 7.4% 11.7% 709 -5.0K -35 0.00 162.34 0 0 37 0 2024-11-20 $17.88 $21.00 25.0% 7.2% 3.7% 32.2% 0.0% 16.8% 10.9% 854 -6.1K -41 0.00 165.66 0 0 37 0 2024-11-21 $17.80 $21.00 24.2% 6.9% 4.0% 30.8% 0.0% 14.5% 7.1% 806 -5.1K -38 0.00 160.00 0 0 37 0 2024-11-22 $17.80 $21.00 25.9% 7.4% 3.9% 33.7% 0.0% 14.9% 9.9% 730 -3.5K -28 0.00 157.43 0 0 37 0 2024-11-25 $17.88 $21.00 20.6% 5.9% 4.3% 24.8% 0.0% 19.4% 12.1% 603 -4.0K -28 0.00 158.41 0 0 37 0 2024-11-26 $17.84 $21.00 19.7% 5.6% 4.2% 23.1% 0.0% 2.4% 6.9% 536 -3.7K -27 0.00 161.61 0 0 37 0 2024-11-27 $17.87 $21.00 22.9% 6.6% 4.3% 28.7% 0.0% 21.8% -7.7% 665 -4.9K -32 0.00 158.22 0 0 37 0 2024-11-29 $17.91 $21.00 21.7% 6.2% 4.3% 26.6% 0.0% 20.3% 16.1% 671 -5.3K -34 0.00 164.62 0 0 37 0
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