FPE Options History — December 2024 In December 2024, FPE traded between $17.66 and $18.02. ATM implied volatility averaged 21.5%, placing in the 26.3% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 17.2% (HV 20d: 4.3%). Max pain ranged from $21.00 to $21.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-12-20 : Highest Volume — 147 contracts2024-12-06 : Largest IV spike — 140.9% change2024-12-30 : Highest IV Rank — 41.7%2024-12-30 : Largest Expected Move — 8.8%Monthly Statistics Metric Avg Min Max Open Close Price $17.84 $17.66 $18.02 $17.95 $17.70 Max Pain $21.00 $21.00 $21.00 $21.00 $21.00 ATM IV 21.5% 11.1% 30.6% 21.2% 23.2% Expected Move 6.1% 2.5% 8.8% 6.1% 6.7% HV 20d 4.3% 3.3% 5.0% 4.4% 4.5% HV 60d 3.9% 3.7% 4.2% 3.8% 4.2% IV Rank 26.3% 8.5% 41.7% 25.7% 29.2% IV Percentile 70.4% 33.3% 85.7% 74.6% 77.4% Term Structure -0.9% -17.5% 11.4% -9.3% 1.7% Skew 25d 1.5% -19.5% 28.7% 21.2% 28.4% Skew 10d 6.3% -16.1% 27.7% 23.4% 17.2% Call IV 25d 27.7% 13.8% 39.5% 18.6% 18.3% Put IV 25d 29.2% 14.5% 48.0% 39.7% 46.7% Bid-Ask Spread % 160.80 153.60 176.65 162.23 155.31 Gamma HHI 0.58 0.37 1.00 0.89 0.53 Net GEX 1.4K 383 3.0K 548 551 Net DEX -7.4K -15.2K -1.6K -2.9K -1.8K Net VEX -33 -89 -12 -21 -13 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 15 0 147 0 19 Total OI 75.429 37 176 37 56
Daily Data (21 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 2024-12-02 $17.95 $21.00 21.2% 6.1% 4.4% 25.7% 0.0% 21.2% -9.3% 548 -2.9K -21 0.00 162.23 0 0 37 0 2024-12-03 $17.95 $21.00 27.5% 7.9% 4.0% 36.4% 0.0% 28.7% 11.2% 728 -4.6K -31 0.00 164.03 17 0 37 0 2024-12-04 $17.98 $21.00 28.3% 8.1% 4.0% 37.8% 0.0% 10.8% 0.8% 863 -4.1K -29 0.00 162.37 0 0 54 0 2024-12-05 $17.98 $21.00 11.1% 6.4% 4.0% 8.5% 0.0% -6.1% -15.0% 845 -5.1K -35 0.00 153.60 27 0 54 0 2024-12-06 $18.02 $21.00 26.6% 8.0% 3.9% 35.0% 0.0% 0.4% -4.7% 2.0K -15.1K -89 0.00 176.65 0 0 81 0 2024-12-09 $17.98 $21.00 13.9% 2.5% 3.6% 13.3% 0.0% 1.1% 4.3% 561 -2.6K -21 0.00 159.56 10 0 81 0 2024-12-10 $17.98 $21.00 29.3% 5.9% 3.5% 39.6% 0.0% 1.5% -12.0% 2.7K -15.1K -58 0.00 162.75 0 0 91 0 2024-12-11 $18.01 $21.00 20.9% 6.0% 3.3% 25.2% 0.0% -19.5% -17.5% 3.0K -13.2K -46 0.00 164.32 0 0 91 0 2024-12-12 $17.96 $21.00 21.7% 6.2% 3.5% 26.6% 0.0% 0.3% -8.9% 2.6K -15.2K -54 0.00 160.15 0 0 91 0 2024-12-13 $17.81 $21.00 20.3% 5.8% 4.6% 24.2% 0.0% -18.4% 11.4% 2.9K -10.6K -37 0.00 165.08 0 0 91 0 2024-12-16 $17.82 $21.00 20.0% 5.7% 4.6% 23.7% 0.0% -10.2% 1.1% 2.9K -12.9K -45 0.00 161.18 0 0 91 0 2024-12-17 $17.80 $21.00 22.8% 6.5% 4.6% 28.4% 0.0% -1.7% 11.2% 2.8K -13.9K -47 0.00 165.44 0 0 91 0 2024-12-18 $17.70 $21.00 20.0% 5.7% 4.9% 23.7% 0.0% -17.2% 0.9% 2.0K -9.9K -27 0.00 160.65 10 0 91 0 2024-12-19 $17.66 $21.00 21.6% 6.2% 4.9% 26.3% 0.0% 1.0% -1.0% 1.8K -10.9K -24 0.00 155.69 0 85 91 0 2024-12-20 $17.73 $21.00 22.0% 6.3% 5.0% 27.1% 0.0% -17.9% -2.6% 813 -3.7K -26 0.00 157.56 147 0 91 85 2024-12-23 $17.71 $21.00 13.1% 3.8% 5.0% 12.0% 0.0% -3.2% 5.7% 495 -3.3K -21 0.00 157.25 0 0 56 0 2024-12-24 $17.73 $21.00 25.1% 7.2% 4.7% 32.3% 0.0% 16.7% -3.1% 796 -3.3K -22 0.00 158.99 0 0 56 0 2024-12-26 $17.73 $21.00 19.1% 5.5% 4.6% 22.1% 0.0% 11.9% 1.5% 589 -2.9K -20 0.00 159.64 0 0 56 0 2024-12-27 $17.68 $21.00 13.5% 3.9% 4.6% 12.6% 0.0% 2.3% -2.0% 383 -1.6K -12 0.00 158.40 0 0 56 0 2024-12-30 $17.72 $21.00 30.6% 8.8% 4.6% 41.7% 0.0% 1.5% 7.5% 596 -3.1K -19 0.00 155.99 0 0 56 0 2024-12-31 $17.70 $21.00 23.2% 6.7% 4.5% 29.2% 0.0% 28.4% 1.7% 551 -1.8K -13 0.00 155.31 19 0 56 0
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