FSP Options History — February 2013 In February 2013, FSP traded between $12.88 and $13.75. ATM implied volatility averaged 100.0%, placing in the 48.2% IV rank vs the trailing year. The 30-day expected move averaged 29.2%. IV traded above realized volatility by 79.7% (HV 20d: 20.2%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2013-02-05 : Highest Volume — 20 contracts2013-02-25 : Largest IV spike — 605.2% change2013-02-21 : Highest IV Rank — 90.1%2013-02-21 : Largest Expected Move — 51.6%Monthly Statistics Metric Avg Min Max Open Close Price $13.28 $12.88 $13.75 $13.25 $13.75 Max Pain $12.50 $12.50 $12.50 $12.50 $12.50 ATM IV 100.0% 24.1% 180.0% 119.0% 110.1% Expected Move 29.2% 6.9% 51.6% 29.2% 31.6% HV 20d 20.2% 15.7% 26.5% 15.7% 26.0% HV 60d 17.5% 16.3% 19.6% 16.8% 19.6% IV Rank 48.2% 8.5% 90.1% 58.2% 53.5% IV Percentile 47.2% 7.1% 90.1% 60.7% 54.8% Term Structure -72.1% -139.4% -10.2% -105.0% -104.8% Skew 25d -3.0% -80.3% 26.6% 2.1% 1.1% Skew 10d 0.3% -96.5% 34.3% 34.3% 2.5% Call IV 25d 67.2% 15.3% 184.3% 99.6% 15.3% Put IV 25d 64.2% 13.5% 153.8% 101.7% 16.4% Bid-Ask Spread % 137.57 51.65 156.26 153.41 110.47 Gamma HHI 0.94 0.66 1.00 0.88 1.00 Net GEX 1.1K 304 4.8K 900 4.8K Net DEX -42.0K -64.1K -33.3K -49.2K -64.1K Net VEX -237 -270 -124 -195 -124 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 1.053 0 20 0 0 Total OI 81.579 66 86 66 83
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 2013-02-01 $13.25 $12.50 119.0% 29.2% 15.7% 58.2% 0.0% 2.1% -105.0% 900 -49.2K -195 0.00 153.41 N/A N/A 0 0 63 3 2013-02-04 $13.08 $12.50 60.4% 21.5% 16.5% 27.5% 0.0% 0.1% -70.2% 1.1K -46.6K -192 0.00 155.91 N/A N/A 0 0 63 3 2013-02-05 $12.95 $12.50 89.1% 24.9% 17.0% 42.5% 0.0% 3.4% -62.2% 1.1K -45.1K -192 0.00 153.40 N/A N/A 0 20 63 3 2013-02-06 $13.02 $12.50 55.6% 27.9% 16.4% 25.0% 0.0% 6.2% -69.2% 435 -35.5K -270 0.00 155.87 N/A N/A 0 0 63 23 2013-02-07 $12.88 $12.50 50.4% 14.5% 16.9% 22.3% 0.0% -8.6% -32.3% 304 -33.3K -267 0.00 118.64 N/A N/A 0 0 63 23 2013-02-08 $13.22 $12.50 94.0% 27.0% 19.1% 45.1% 0.0% 3.0% -41.2% 831 -37.6K -269 0.00 153.71 N/A N/A 0 0 63 23 2013-02-11 $13.17 $12.50 24.9% 7.1% 19.2% 8.9% 0.0% -12.4% -13.9% 1.4K -39.2K -259 0.00 51.65 N/A N/A 0 0 63 23 2013-02-12 $13.35 $12.50 57.1% 16.4% 19.7% 25.7% 0.0% 1.2% -64.2% 744 -48.1K -232 0.00 107.97 N/A N/A 0 0 63 23 2013-02-13 $13.43 $12.50 99.6% 28.5% 19.8% 48.0% 0.0% 8.7% -59.1% 583 -39.5K -262 0.00 155.26 N/A N/A 0 0 63 23 2013-02-14 $13.33 $12.50 86.9% 24.9% 19.9% 41.3% 0.0% -16.7% -134.7% 1.7K -41.3K -255 0.00 156.26 N/A N/A 0 0 63 23 2013-02-15 $13.42 $12.50 151.5% 43.4% 19.9% 75.1% 0.0% -80.3% -105.5% 844 -39.6K -258 0.00 154.31 N/A N/A 0 0 63 23 2013-02-19 $13.48 $12.50 87.3% 25.0% 19.9% 41.5% 0.0% -7.6% -51.9% 688 -40.3K -255 0.00 153.65 N/A N/A 0 0 60 23 2013-02-20 $13.16 $12.50 98.2% 28.1% 20.5% 47.2% 0.0% 2.8% -55.7% 673 -35.7K -255 0.00 154.79 N/A N/A 0 0 60 23 2013-02-21 $13.50 $12.50 180.0% 51.6% 21.5% 90.1% 0.0% 6.5% -69.6% 506 -40.3K -254 0.00 155.15 N/A N/A 0 0 60 23 2013-02-22 $13.32 $12.50 24.1% 6.9% 22.0% 8.5% 0.0% -8.9% -10.2% 1.3K -48.1K -229 0.00 75.13 N/A N/A 0 0 60 23 2013-02-25 $13.00 $12.50 169.6% 48.6% 23.5% 84.6% 0.0% 15.3% -139.4% 2.2K -34.8K -246 0.00 140.80 N/A N/A 0 0 60 23 2013-02-26 $13.26 $12.50 179.5% 51.4% 24.6% 89.8% 0.0% 26.6% -83.2% 406 -38.5K -248 0.00 155.91 N/A N/A 0 0 60 23 2013-02-27 $13.66 $12.50 162.0% 46.4% 26.5% 80.7% 0.0% 1.3% -98.6% 521 -42.1K -250 0.00 151.66 N/A N/A 0 0 60 23 2013-02-28 $13.75 $12.50 110.1% 31.6% 26.0% 53.5% 0.0% 1.1% -104.8% 4.8K -64.1K -124 0.00 110.47 N/A N/A 0 0 60 23
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