FSP Options History — June 2008

In June 2008, FSP traded between $12.64 and $12.80. ATM implied volatility averaged 53.5%. The 30-day expected move averaged 15.3%. Net GEX was positive for 0 of 3 trading days. Term structure was in contango for 3 of 3 days.

Notable Days

2008-06-30: Largest IV spike — 3.6% change
2008-06-30: Largest Expected Move — 15.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.73	$12.64	$12.80	$12.80	$12.64
ATM IV	53.5%	52.2%	54.1%	54.1%	54.1%
Expected Move	15.3%	15.0%	15.5%	15.5%	15.5%
Term Structure	9.4%	7.8%	10.2%	10.2%	7.8%
Bid-Ask Spread %	77.52	62.72	84.94	84.94	62.72
Net GEX	0	0	0	0	0
Net DEX	0	0	0	0	0
Net VEX	0	0	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0	0	0	0	0
Total OI	0	0	0	0	0

Daily Data (3 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 Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2008-06-26	$12.80	$0.00	54.1%	15.5%	0.0%	0.0%	0.0%	0.0%	10.2%	0	0	0	0.00	84.94	N/A	N/A	0	0	0	0
2008-06-27	$12.74	$0.00	52.2%	15.0%	0.0%	0.0%	0.0%	0.0%	10.2%	0	0	0	0.00	84.91	N/A	N/A	0	0	0	0
2008-06-30	$12.64	$0.00	54.1%	15.5%	0.0%	0.0%	0.0%	0.0%	7.8%	0	0	0	0.00	62.72	N/A	N/A	0	0	0	0