FSP Options History — October 2012

In October 2012, FSP traded between $10.96 and $11.55. ATM implied volatility averaged 109.2%, placing in the 53.0% IV rank vs the trailing year. The 30-day expected move averaged 30.2%. IV traded above realized volatility by 86.5% (HV 20d: 22.7%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2012-10-24: Highest Volume — 10 contracts
2012-10-10: Largest IV spike — 247.8% change
2012-10-16: Highest IV Rank — 90.2%
2012-10-16: Largest Expected Move — 51.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.22	$10.96	$11.55	$11.13	$11.41
Max Pain	$12.50	$12.50	$12.50	$12.50	$12.50
ATM IV	109.2%	21.9%	180.2%	168.4%	21.9%
Expected Move	30.2%	6.3%	51.7%	42.6%	6.3%
HV 20d	22.7%	16.0%	27.4%	25.5%	21.5%
HV 60d	21.1%	19.8%	21.8%	20.8%	20.7%
IV Rank	53.0%	7.3%	90.2%	84.0%	7.3%
IV Percentile	61.1%	0.4%	91.3%	85.3%	0.4%
Term Structure	-24.5%	-59.2%	33.7%	-39.0%	-9.4%
Skew 25d	1.2%	-27.0%	32.1%	-11.4%	7.3%
Skew 10d	12.1%	-0.1%	41.3%	15.5%	1.3%
Call IV 25d	104.5%	24.1%	184.0%	153.7%	26.1%
Put IV 25d	105.7%	33.4%	188.5%	142.3%	33.4%
Bid-Ask Spread %	136.69	96.78	157.08	156.66	96.78
Gamma HHI	0.51	0.46	0.83	0.48	0.57
Net GEX	481	130	975	243	975
Net DEX	-22.7K	-39.3K	-16.8K	-17.9K	-39.3K
Net VEX	-120	-143	-76	-143	-76
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	0.476	0	10	0	0
Total OI	80.762	71	83	83	78

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	Call Vol	Call OI	Put OI
2012-10-01	$11.13	$12.50	168.4%	0.0%	25.5%	84.0%	0.0%	-11.4%	0.0%	243	-17.9K	-143	156.66	N/A	N/A	0	53	30
2012-10-02	$11.43	$12.50	151.3%	0.0%	27.0%	75.1%	0.0%	-0.6%	0.0%	231	-20.0K	-143	156.25	N/A	N/A	0	53	30
2012-10-03	$11.55	$12.50	147.2%	0.0%	27.1%	72.9%	0.0%	-11.9%	0.0%	177	-21.2K	-141	157.08	N/A	N/A	0	53	30
2012-10-04	$11.39	$12.50	135.6%	0.0%	27.0%	66.9%	0.0%	-16.8%	0.0%	276	-19.6K	-141	156.07	N/A	N/A	0	53	30
2012-10-05	$11.25	$0.00	148.4%	42.6%	27.4%	73.6%	0.0%	-21.1%	-39.0%	344	-18.3K	-137	151.81	N/A	N/A	0	53	30
2012-10-08	$11.17	$0.00	138.5%	39.7%	27.3%	68.4%	0.0%	-24.2%	-59.2%	396	-17.4K	-135	151.97	N/A	N/A	0	53	30
2012-10-09	$11.09	$0.00	49.2%	42.4%	25.7%	21.6%	0.0%	32.1%	-31.7%	130	-18.2K	-136	151.27	N/A	N/A	0	53	30
2012-10-10	$11.13	$0.00	171.1%	49.0%	25.1%	85.4%	0.0%	-12.4%	-47.2%	296	-17.9K	-134	151.76	N/A	N/A	0	53	30
2012-10-11	$11.12	$0.00	163.8%	47.0%	23.4%	81.6%	0.0%	18.0%	-41.6%	334	-17.4K	-131	151.93	N/A	N/A	0	53	30
2012-10-12	$11.04	$0.00	166.8%	47.8%	21.8%	83.2%	0.0%	20.0%	-43.6%	323	-16.8K	-132	151.66	N/A	N/A	0	53	30
2012-10-15	$11.14	$0.00	151.0%	43.3%	22.3%	74.9%	0.0%	-27.0%	-48.5%	359	-17.3K	-128	152.16	N/A	N/A	0	53	30
2012-10-16	$11.19	$0.00	180.2%	51.7%	21.3%	90.2%	0.0%	-11.1%	-52.1%	302	-18.3K	-127	151.81	N/A	N/A	0	53	30
2012-10-17	$11.28	$0.00	90.6%	26.0%	20.8%	43.3%	0.0%	4.3%	1.5%	663	-20.4K	-110	121.90	N/A	N/A	0	53	30
2012-10-18	$11.39	$0.00	92.4%	26.5%	21.3%	44.2%	0.0%	4.0%	2.9%	659	-21.9K	-105	121.98	N/A	N/A	0	53	30
2012-10-19	$11.31	$0.00	91.8%	26.3%	19.7%	43.9%	0.0%	3.3%	1.1%	663	-20.9K	-109	121.38	N/A	N/A	0	53	30
2012-10-22	$11.20	$0.00	36.1%	10.3%	19.8%	14.8%	0.0%	6.6%	33.7%	651	-30.3K	-104	114.96	N/A	N/A	0	53	20
2012-10-23	$11.20	$0.00	50.0%	14.3%	19.1%	22.0%	0.0%	14.5%	-17.2%	695	-31.0K	-97	112.11	N/A	N/A	0	53	20
2012-10-24	$11.14	$0.00	44.2%	12.7%	19.1%	19.0%	0.0%	19.9%	-4.6%	687	-30.5K	-98	113.11	N/A	N/A	10	51	20
2012-10-25	$11.07	$0.00	46.0%	13.2%	19.1%	19.9%	0.0%	19.0%	-9.6%	834	-31.1K	-107	113.60	N/A	N/A	0	58	20
2012-10-26	$10.96	$0.00	49.7%	14.2%	16.0%	21.9%	0.0%	12.4%	-51.2%	871	-31.4K	-81	114.21	N/A	N/A	0	58	20
2012-10-31	$11.41	$0.00	21.9%	6.3%	21.5%	7.3%	0.0%	7.3%	-9.4%	975	-39.3K	-76	96.78	N/A	N/A	0	58	20