FSP Options History — April 2014 In April 2014, FSP traded between $12.10 and $12.45. ATM implied volatility averaged 112.4%, placing in the 53.1% IV rank vs the trailing year. The 30-day expected move averaged 36.4%. IV traded above realized volatility by 94.4% (HV 20d: 18.1%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days.
Notable Days 2014-04-10 : Largest IV spike — 659.4% change2014-04-23 : Highest IV Rank — 99.1%2014-04-23 : Largest Expected Move — 57.0%Monthly Statistics Metric Avg Min Max Open Close Price $12.28 $12.10 $12.45 $12.45 $12.18 ATM IV 112.4% 21.5% 198.8% 23.1% 137.7% Expected Move 36.4% 6.6% 57.0% 6.6% 57.0% HV 20d 18.1% 16.1% 19.6% 19.1% 16.1% HV 60d 16.4% 16.0% 17.0% 16.3% 16.6% IV Rank 53.1% 4.7% 99.1% 5.6% 66.5% IV Percentile 82.2% 29.8% 99.6% 37.7% 92.9% Term Structure -29.0% -124.3% 147.0% 147.0% -52.2% Skew 25d -6.2% -154.3% 17.7% 10.0% 3.7% Skew 10d 3.6% -66.4% 63.1% 5.7% 20.0% Call IV 25d 145.8% 24.5% 192.2% 149.7% 190.2% Put IV 25d 139.6% 30.6% 193.9% 159.7% 193.9% Bid-Ask Spread % 150.97 146.01 154.53 146.71 154.27 Gamma HHI 0.78 0.69 0.95 0.76 0.74 Net GEX 952 564 2.6K 620 614 Net DEX -65.5K -74.8K -39.8K -74.8K -69.9K Net VEX -334 -370 -297 -370 -312 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 152 152 152 152 152
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2014-04-01 $12.45 $0.00 23.1% 6.6% 19.1% 5.6% 0.0% 10.0% 147.0% 620 -74.8K -370 0.00 146.71 N/A N/A 0 0 116 36 2014-04-02 $12.43 $0.00 31.5% 9.0% 18.5% 10.0% 0.0% 4.2% -35.5% 1.0K -66.7K -325 0.00 148.81 N/A N/A 0 0 116 36 2014-04-03 $12.27 $0.00 62.8% 18.0% 18.8% 26.7% 0.0% 17.7% -18.0% 2.1K -53.2K -358 0.00 151.12 N/A N/A 0 0 116 36 2014-04-04 $12.26 $0.00 48.8% 43.3% 17.8% 19.2% 0.0% 2.9% -42.9% 644 -68.6K -367 0.00 146.45 N/A N/A 0 0 116 36 2014-04-07 $12.39 $0.00 32.9% 28.0% 18.1% 10.8% 0.0% -154.3% -42.7% 607 -73.1K -359 0.00 146.01 N/A N/A 0 0 116 36 2014-04-08 $12.44 $0.00 138.4% 47.5% 18.1% 67.0% 0.0% 4.7% -124.3% 1.6K -39.8K -297 0.00 150.25 N/A N/A 0 0 116 36 2014-04-09 $12.32 $0.00 21.5% 46.8% 18.5% 4.7% 0.0% -57.4% -47.7% 598 -74.4K -350 0.00 151.00 N/A N/A 0 0 116 36 2014-04-10 $12.20 $0.00 163.4% 46.9% 18.7% 80.2% 0.0% 2.9% -45.7% 1.0K -62.1K -331 0.00 148.51 N/A N/A 0 0 116 36 2014-04-11 $12.16 $0.00 25.0% 7.2% 18.3% 6.2% 0.0% 11.9% -1.0% 2.3K -40.0K -340 0.00 148.18 N/A N/A 0 0 116 36 2014-04-14 $12.12 $0.00 173.9% 49.9% 18.3% 85.8% 0.0% 6.7% -56.5% 564 -73.1K -335 0.00 150.40 N/A N/A 0 0 116 36 2014-04-15 $12.35 $0.00 23.5% 6.7% 19.6% 5.4% 0.0% 9.2% 8.9% 2.6K -49.8K -316 0.00 147.83 N/A N/A 0 0 116 36 2014-04-16 $12.40 $0.00 173.5% 49.7% 18.2% 85.6% 0.0% -6.5% -56.2% 699 -69.4K -345 0.00 153.30 N/A N/A 0 0 116 36 2014-04-17 $12.43 $0.00 134.5% 38.6% 18.2% 64.7% 0.0% 3.9% 36.3% 652 -71.6K -342 0.00 153.73 N/A N/A 0 0 116 36 2014-04-21 $12.33 $0.00 182.7% 52.4% 18.1% 90.5% 0.0% 2.7% -31.2% 633 -70.4K -332 0.00 152.44 N/A N/A 0 0 116 36 2014-04-22 $12.40 $0.00 191.8% 55.0% 18.2% 95.3% 0.0% 4.7% -32.2% 641 -71.3K -331 0.00 151.36 N/A N/A 0 0 116 36 2014-04-23 $12.10 $0.00 198.8% 57.0% 19.4% 99.1% 0.0% -2.7% -36.5% 570 -69.7K -325 0.00 154.53 N/A N/A 0 0 116 36 2014-04-24 $12.12 $0.00 198.7% 57.0% 17.2% 99.0% 0.0% -2.4% -38.6% 609 -69.1K -325 0.00 153.70 N/A N/A 0 0 116 36 2014-04-25 $12.12 $0.00 128.9% 0.0% 17.0% 61.8% 0.0% 3.3% -39.1% 619 -68.7K -323 0.00 153.96 N/A N/A 0 0 116 36 2014-04-28 $12.27 $0.00 133.1% 0.0% 16.8% 64.0% 0.0% 5.7% -51.1% 630 -70.8K -318 0.00 154.28 N/A N/A 0 0 116 36 2014-04-29 $12.10 $0.00 136.8% 0.0% 16.3% 66.0% 0.0% -0.7% -49.8% 607 -68.9K -313 0.00 153.61 N/A N/A 0 0 116 36 2014-04-30 $12.18 $0.00 137.7% 0.0% 16.1% 66.5% 0.0% 3.7% -52.2% 614 -69.9K -312 0.00 154.27 N/A N/A 0 0 116 36
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