FSP Options History — November 2008

Name: FSP Options Analytics - November 2008
Creator: Options Analysis Suite

In November 2008, FSP traded between $9.15 and $13.00. ATM implied volatility averaged 145.2%. The 30-day expected move averaged 41.0%. IV traded below realized volatility by 21.5% (HV 20d: 166.7%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 14 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 0.64.

Notable Days

2008-11-21: Highest Volume — 164 contracts
2008-11-24: Largest IV drop — 27.6% change
2008-11-21: Largest Expected Move — 52.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.77	$9.15	$13.00	$11.78	$12.68
Max Pain	$12.50	$12.50	$12.50	$12.50	$12.50
ATM IV	145.2%	121.2%	182.8%	127.7%	121.2%
Expected Move	41.0%	34.7%	52.4%	36.6%	34.7%
HV 20d	166.7%	151.4%	185.5%	152.5%	167.2%
HV 60d	129.3%	110.0%	143.2%	110.2%	143.0%
Term Structure	-13.0%	-76.3%	2.9%	-1.5%	-6.3%
VWIV	137.9%	115.1%	185.3%	125.3%	121.1%
Bid-Ask Spread %	57.69	37.02	78.98	66.57	72.57
Gamma HHI	0.33	0.32	0.35	0.33	0.32
Net GEX	1.5K	-568	5.9K	2.0K	5.5K
Net DEX	-8.0K	-392.8K	255.9K	-112.0K	-272.2K
Net VEX	-2.8K	-3.5K	-2.2K	-3.2K	-2.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.64	0.00	2.50	1.75	2.00
Total Volume	36.263	0	164	110	30
Total OI	1,968.737	1,841	2,036	1,841	1,955

Daily Data (19 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
2008-11-03	$11.78	$12.50	127.7%	36.6%	152.5%	0.0%	125.3%	0.0%	-1.5%	2.0K	-112.0K	-3.2K	1.75	66.57	N/A	N/A	40	70	938	903
2008-11-04	$11.99	$12.50	137.8%	39.5%	151.4%	0.0%	159.4%	0.0%	-17.2%	2.4K	-189.6K	-3.5K	0.00	60.38	N/A	N/A	0	107	975	963
2008-11-05	$9.55	$12.50	156.2%	44.8%	170.9%	0.0%	0.0%	0.0%	-12.1%	247	138.4K	-2.8K	0.00	77.04	N/A	N/A	0	0	975	984
2008-11-06	$9.48	$12.50	145.6%	41.7%	165.4%	0.0%	149.1%	0.0%	2.9%	166	155.5K	-2.7K	0.00	78.98	N/A	N/A	0	20	975	984
2008-11-07	$10.75	$12.50	147.6%	40.3%	161.1%	0.0%	0.0%	0.0%	-9.2%	459	76.6K	-3.0K	0.00	52.04	N/A	N/A	15	0	975	1,004
2008-11-10	$9.61	$12.50	155.4%	40.6%	165.0%	0.0%	0.0%	0.0%	-13.0%	-134	173.2K	-2.7K	0.00	57.49	N/A	N/A	0	3	990	1,004
2008-11-11	$9.80	$12.50	156.8%	41.9%	164.2%	0.0%	0.0%	0.0%	-21.3%	199	126.6K	-2.7K	0.00	42.78	N/A	N/A	0	0	990	1,005
2008-11-12	$9.62	$12.50	157.8%	42.9%	154.7%	0.0%	0.0%	0.0%	-10.5%	186	139.5K	-2.6K	0.00	37.02	N/A	N/A	0	0	990	1,004
2008-11-13	$11.50	$12.50	128.5%	36.8%	161.6%	0.0%	0.0%	0.0%	-7.8%	3.1K	-278.8K	-3.1K	0.00	45.30	N/A	N/A	0	0	990	1,004
2008-11-14	$9.83	$12.50	148.2%	42.5%	170.7%	0.0%	123.6%	0.0%	-9.4%	-48	160.3K	-2.6K	0.00	48.68	N/A	N/A	6	0	990	1,004
2008-11-17	$9.79	$12.50	147.8%	42.4%	170.4%	0.0%	0.0%	0.0%	-10.8%	-181	166.7K	-2.5K	0.00	55.23	N/A	N/A	0	0	990	1,004
2008-11-18	$10.13	$12.50	151.9%	43.5%	170.6%	0.0%	124.5%	0.0%	-15.0%	355	121.5K	-2.6K	0.00	61.70	N/A	N/A	99	0	990	1,004
2008-11-19	$9.77	$12.50	150.3%	43.1%	169.9%	0.0%	0.0%	0.0%	-11.2%	-233	178.6K	-2.5K	2.50	62.59	N/A	N/A	6	15	1,009	1,004
2008-11-20	$9.15	$12.50	163.7%	46.9%	170.5%	0.0%	0.0%	0.0%	-16.4%	-568	255.9K	-2.2K	0.00	54.65	N/A	N/A	28	0	1,003	1,019
2008-11-21	$10.50	$12.50	182.8%	52.4%	175.7%	0.0%	185.3%	0.0%	-76.3%	519	-9.5K	-2.5K	0.10	46.66	N/A	N/A	149	15	1,017	1,019
2008-11-24	$12.90	$12.50	132.3%	37.9%	185.5%	0.0%	0.0%	0.0%	-3.0%	3.5K	-278.9K	-2.9K	0.00	51.53	N/A	N/A	40	0	954	921
2008-11-25	$12.85	$12.50	124.4%	35.7%	170.3%	0.0%	115.1%	0.0%	-8.5%	4.8K	-311.1K	-3.0K	0.00	59.18	N/A	N/A	46	0	994	921
2008-11-26	$13.00	$12.50	123.3%	35.4%	169.3%	0.0%	0.0%	0.0%	-0.2%	5.9K	-392.8K	-3.1K	0.00	65.78	N/A	N/A	0	0	1,034	921
2008-11-28	$12.68	$12.50	121.2%	34.7%	167.2%	0.0%	121.1%	0.0%	-6.3%	5.5K	-272.2K	-2.9K	2.00	72.57	N/A	N/A	10	20	1,034	921