FSP Options History — July 2012

Name: FSP Options Analytics - July 2012
Creator: Options Analysis Suite

In July 2012, FSP traded between $10.15 and $10.95. ATM implied volatility averaged 136.3%, placing in the 67.2% IV rank vs the trailing year. The 30-day expected move averaged 46.8%. IV traded above realized volatility by 117.7% (HV 20d: 18.6%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 2 of 21 days.

Notable Days

2012-07-16: Highest Volume — 11 contracts
2012-07-30: Largest IV spike — 328.8% change
2012-07-18: Highest IV Rank — 99.9%
2012-07-18: Largest Expected Move — 57.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.65	$10.15	$10.95	$10.69	$10.37
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	136.3%	25.6%	198.8%	119.7%	25.6%
Expected Move	46.8%	7.3%	57.0%	34.3%	7.3%
HV 20d	18.6%	16.0%	23.1%	23.1%	16.7%
HV 60d	19.9%	18.7%	21.8%	21.8%	19.6%
IV Rank	67.2%	9.3%	99.9%	58.5%	9.3%
IV Percentile	79.5%	1.6%	99.6%	88.1%	1.6%
Term Structure	-90.1%	-158.0%	21.2%	21.2%	4.6%
Skew 25d	-57.8%	-122.2%	48.3%	48.3%	-107.3%
Skew 10d	-67.1%	-138.9%	48.9%	48.9%	-138.9%
Call IV 25d	127.1%	43.8%	195.9%	90.9%	195.9%
Put IV 25d	69.2%	33.0%	146.8%	139.2%	88.6%
Bid-Ask Spread %	161.26	157.01	164.11	157.01	162.60
Gamma HHI	0.83	0.53	1.00	1.00	0.76
Net GEX	-480	-1.1K	23	23	-585
Net DEX	-28.6K	-43.5K	-4.8K	-28.9K	-21.3K
Net VEX	-315	-358	-284	-358	-284
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	1.048	0	11	0	0
Total OI	190.667	181	203	192	182

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	Spread %	Call Wall	Put Wall	Put Vol	Call OI	Put OI
2012-07-02	$10.69	$10.00	119.7%	34.3%	23.1%	58.5%	0.0%	48.3%	21.2%	23	-28.9K	-358	157.01	N/A	N/A	0	97	95
2012-07-03	$10.85	$10.00	146.8%	0.0%	23.0%	72.7%	0.0%	30.4%	-62.4%	-259	-37.6K	-344	157.49	N/A	N/A	0	97	95
2012-07-05	$10.75	$10.00	177.8%	0.0%	22.8%	88.9%	0.0%	-98.5%	0.0%	-79	-33.5K	-346	157.35	N/A	N/A	0	97	95
2012-07-06	$10.77	$10.00	167.5%	48.0%	22.6%	83.5%	0.0%	39.4%	-51.0%	-115	-34.0K	-344	161.57	N/A	N/A	0	97	95
2012-07-09	$10.88	$10.00	174.4%	50.0%	22.6%	87.1%	0.0%	-107.9%	-77.0%	-73	-36.8K	-336	161.21	N/A	N/A	0	97	95
2012-07-10	$10.77	$10.00	185.0%	53.5%	17.1%	92.7%	0.0%	-48.2%	-137.1%	-276	-38.2K	-327	160.98	N/A	N/A	0	97	95
2012-07-11	$10.80	$10.00	179.7%	51.5%	17.0%	89.9%	0.0%	-76.0%	-69.1%	-78	-35.6K	-330	160.78	N/A	N/A	0	97	95
2012-07-12	$10.81	$10.00	183.8%	52.7%	16.7%	92.1%	0.0%	-107.7%	-142.2%	-498	-40.3K	-318	160.97	N/A	N/A	0	97	95
2012-07-13	$10.90	$10.00	183.4%	52.6%	16.6%	91.8%	0.0%	-120.9%	-52.4%	-295	-42.2K	-315	160.85	N/A	N/A	0	97	95
2012-07-16	$10.86	$10.00	193.2%	55.4%	16.6%	97.0%	0.0%	-113.5%	-146.9%	-496	-43.5K	-307	161.49	N/A	N/A	11	97	95
2012-07-17	$10.95	$10.00	193.1%	55.4%	16.2%	96.9%	0.0%	-10.8%	-149.6%	-777	-40.5K	-305	161.15	N/A	N/A	0	97	106
2012-07-18	$10.88	$10.00	198.8%	57.0%	16.0%	99.9%	0.0%	-104.2%	-158.0%	-701	-36.9K	-310	161.34	N/A	N/A	0	97	106
2012-07-19	$10.64	$10.00	176.3%	50.5%	18.3%	88.1%	0.0%	-105.6%	-130.7%	-817	-28.3K	-311	161.53	N/A	N/A	0	97	106
2012-07-20	$10.59	$10.00	40.9%	0.0%	17.7%	17.3%	0.0%	-109.6%	0.0%	-823	-26.7K	-309	162.20	N/A	N/A	0	97	106
2012-07-23	$10.56	$10.00	151.8%	43.5%	17.7%	75.3%	0.0%	1.1%	-110.8%	-527	-12.1K	-301	162.04	N/A	N/A	0	86	95
2012-07-24	$10.55	$10.00	45.6%	0.0%	17.2%	19.7%	0.0%	17.6%	0.0%	-870	-14.5K	-301	161.95	N/A	N/A	11	86	95
2012-07-25	$10.35	$10.00	94.9%	0.0%	18.7%	45.5%	0.0%	-122.2%	0.0%	-627	-16.3K	-304	163.40	N/A	N/A	0	86	96
2012-07-26	$10.33	$10.00	37.0%	0.0%	18.1%	15.2%	0.0%	16.9%	0.0%	-1.0K	-13.2K	-294	163.21	N/A	N/A	0	86	96
2012-07-27	$10.15	$10.00	35.4%	0.0%	19.1%	14.4%	0.0%	-80.4%	0.0%	-1.1K	-4.8K	-291	163.28	N/A	N/A	0	86	96
2012-07-30	$10.25	$10.00	152.0%	43.6%	16.6%	75.4%	0.0%	-55.2%	4.6%	-30	-16.2K	-288	164.11	N/A	N/A	0	86	96
2012-07-31	$10.37	$10.00	25.6%	7.3%	16.7%	9.3%	0.0%	-107.3%	0.0%	-585	-21.3K	-284	162.60	N/A	N/A	0	86	96