FSP Options History — January 2016

Name: FSP Options Analytics - January 2016
Creator: Options Analysis Suite

In January 2016, FSP traded between $9.28 and $10.48. ATM implied volatility averaged 30.6%, placing in the 21.5% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 3.7% (HV 20d: 26.9%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 8 of 19 days.

Notable Days

2016-01-04: Highest Volume — 8 contracts
2016-01-06: Largest IV spike — 90.5% change
2016-01-11: Highest IV Rank — 39.8%
2016-01-27: Largest Expected Move — 9.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.82	$9.28	$10.48	$10.27	$9.52
ATM IV	30.6%	21.3%	43.1%	29.2%	28.8%
Expected Move	7.6%	5.8%	9.7%	6.0%	8.3%
HV 20d	26.9%	19.8%	33.0%	19.8%	33.0%
HV 60d	27.2%	25.5%	29.7%	25.7%	25.7%
IV Rank	21.5%	8.1%	39.8%	19.6%	19.0%
IV Percentile	59.7%	13.9%	92.5%	61.5%	57.9%
Term Structure	-0.8%	-7.7%	7.7%	0.4%	5.6%
Skew 25d	11.0%	1.0%	52.1%	45.8%	13.5%
Skew 10d	11.7%	-13.9%	84.7%	77.4%	4.9%
Call IV 25d	26.8%	21.9%	33.0%	22.8%	25.8%
Put IV 25d	37.8%	27.3%	78.6%	68.6%	39.3%
Bid-Ask Spread %	44.87	24.41	113.17	43.99	48.25
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	-29	-58	-8	-32	-21
Net DEX	7.7K	7.3K	8.2K	8.1K	7.5K
Net VEX	-2	-6	-1	-2	-2
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	8	8	8	8	8
Total OI	8	8	8	8	8

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	Spread %	Call Wall	Put Wall	Put Vol	Put OI
2016-01-04	$10.27	$0.00	29.2%	6.0%	19.8%	19.6%	0.0%	45.8%	0.4%	-32	8.1K	-2	43.99	N/A	N/A	8	8
2016-01-05	$10.48	$0.00	21.3%	6.5%	20.8%	8.1%	0.0%	5.6%	1.3%	-51	8.2K	-3	31.69	N/A	N/A	8	8
2016-01-06	$10.44	$0.00	40.6%	7.2%	20.3%	36.2%	0.0%	6.1%	0.8%	-58	8.0K	-5	43.99	N/A	N/A	8	8
2016-01-07	$10.12	$0.00	36.5%	6.5%	23.5%	30.2%	0.0%	3.0%	1.5%	-53	7.8K	-4	90.68	N/A	N/A	8	8
2016-01-08	$9.94	$0.00	41.9%	8.1%	24.4%	38.1%	0.0%	3.7%	1.9%	-57	7.5K	-6	45.18	N/A	N/A	8	8
2016-01-11	$10.22	$0.00	43.1%	7.3%	26.2%	39.8%	0.0%	52.1%	-3.1%	-43	8.0K	-3	35.64	N/A	N/A	8	8
2016-01-12	$9.99	$0.00	31.4%	5.8%	27.1%	22.8%	0.0%	3.8%	-0.5%	-32	7.8K	-3	30.05	N/A	N/A	8	8
2016-01-13	$9.84	$0.00	25.3%	7.3%	27.3%	13.9%	0.0%	5.0%	-7.7%	-23	7.7K	-2	40.14	N/A	N/A	8	8
2016-01-14	$10.01	$0.00	28.1%	8.1%	25.2%	17.9%	0.0%	2.9%	-6.1%	-25	7.9K	-2	36.51	N/A	N/A	8	8
2016-01-15	$9.92	$0.00	31.6%	9.1%	23.8%	23.0%	0.0%	1.7%	-2.8%	-26	7.8K	-2	40.15	N/A	N/A	8	8
2016-01-19	$9.86	$0.00	22.0%	6.3%	23.9%	9.1%	0.0%	6.4%	-1.0%	-28	7.7K	-2	40.32	N/A	N/A	8	8
2016-01-20	$9.40	$0.00	30.0%	8.6%	28.4%	20.7%	0.0%	1.0%	-3.9%	-12	7.5K	-1	31.02	N/A	N/A	8	8
2016-01-21	$9.28	$0.00	30.4%	8.7%	28.4%	21.3%	0.0%	2.3%	-6.1%	-15	7.3K	-1	32.01	N/A	N/A	8	8
2016-01-22	$9.49	$0.00	28.7%	8.2%	29.9%	18.8%	0.0%	12.7%	-1.7%	-19	7.5K	-1	113.17	N/A	N/A	8	8
2016-01-25	$9.34	$0.00	26.5%	7.6%	30.2%	15.7%	0.0%	10.3%	-2.4%	-8	7.4K	-1	41.22	N/A	N/A	8	8
2016-01-26	$9.64	$0.00	27.7%	7.9%	32.6%	17.4%	0.0%	11.1%	4.2%	-16	7.6K	-1	44.37	N/A	N/A	8	8
2016-01-27	$9.42	$0.00	33.9%	9.7%	33.0%	26.4%	0.0%	7.0%	-2.8%	-20	7.4K	-1	39.68	N/A	N/A	8	8
2016-01-28	$9.45	$0.00	23.4%	6.7%	32.7%	11.1%	0.0%	14.7%	7.7%	-17	7.5K	-1	24.41	N/A	N/A	8	8
2016-01-29	$9.52	$0.00	28.8%	8.3%	33.0%	19.0%	0.0%	13.5%	5.6%	-21	7.5K	-2	48.25	N/A	N/A	8	8