FSP Options History — March 2018

In March 2018, FSP traded between $8.17 and $8.56. ATM implied volatility averaged 40.5%, placing in the 46.3% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 8.0% (HV 20d: 32.5%). Max pain ranged from $7.50 to $15.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.40.

Notable Days

  • 2018-03-15: Highest Volume — 486 contracts
  • 2018-03-12: Largest IV spike — 76.2% change
  • 2018-03-13: Highest IV Rank — 100.0%
  • 2018-03-01: Largest Expected Move — 13.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.34$8.17$8.56$8.20$8.42
Max Pain$12.62$7.50$15.00$7.50$15.00
ATM IV40.5%27.2%74.8%48.2%41.5%
Expected Move10.3%6.7%13.8%13.8%11.9%
HV 20d32.5%23.1%42.8%42.4%25.0%
HV 60d31.4%30.7%32.2%31.0%32.2%
IV Rank46.3%23.0%100.0%61.9%46.1%
IV Percentile86.5%63.1%100.0%97.6%92.5%
Term Structure-12.9%-29.0%5.1%-15.9%-22.4%
VWIV27.2%17.4%58.0%58.0%26.9%
Skew 25d-6.6%-27.9%19.8%-10.5%-14.9%
Skew 10d15.8%-12.9%64.7%-12.1%7.9%
Call IV 25d35.9%19.4%59.0%56.7%43.7%
Put IV 25d29.3%17.9%46.2%46.2%28.8%
Bid-Ask Spread %73.3726.91106.0267.2926.91
Gamma HHI0.610.420.800.800.61
Net GEX-2.7K-4.4K-1.1K-1.8K-2.9K
Net DEX126.5K89.1K158.9K134.8K128.7K
Net VEX-679-865-538-725-596
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.400.981.851.251.79
Total Volume413327486461354
Total OI799.19679971971722

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-03-01$8.20$7.5048.2%13.8%42.4%61.9%58.0%-10.5%-15.9%-1.8K134.8K-7251.2567.29N/AN/A205256561410
2018-03-02$8.18$7.5040.4%11.6%42.0%48.2%49.5%-11.7%-18.4%-2.7K127.0K-7621.2535.55N/AN/A205256557410
2018-03-05$8.29$12.5039.2%12.4%42.8%46.0%28.0%3.2%-26.3%-2.7K133.4K-7481.2593.21N/AN/A205256557400
2018-03-06$8.37$12.5044.3%6.7%40.7%54.9%20.3%-0.9%4.9%-1.1K123.6K-8651.2463.36N/AN/A206256457400
2018-03-07$8.42$12.5055.1%9.5%40.8%74.1%37.3%19.8%-0.8%-1.9K89.1K-8321.2470.24N/AN/A206256458400
2018-03-08$8.28$12.5040.6%9.6%40.2%48.4%17.8%-3.2%-20.6%-2.5K137.4K-7291.1939.96N/AN/A206246458400
2018-03-09$8.28$12.5034.9%11.2%40.0%38.4%18.3%4.6%-29.0%-2.1K126.9K-7451.1580.19N/AN/A213246458385
2018-03-12$8.44$12.5061.5%9.8%39.8%85.2%20.7%-5.2%-23.8%-2.1K124.6K-7021.1574.19N/AN/A213244451385
2018-03-13$8.39$12.5074.8%12.8%39.7%100.0%36.8%11.2%-14.9%-2.3K116.1K-7701.1264.10N/AN/A213239451385
2018-03-14$8.41$12.5030.0%8.6%39.8%27.5%17.4%-8.6%-11.6%-2.8K116.4K-7021.2266.16N/AN/A196239451385
2018-03-15$8.25$12.5033.4%9.6%23.1%32.9%18.8%-13.9%-15.2%-2.7K129.3K-6740.9880.13N/AN/A245241453385
2018-03-16$8.55$12.5041.5%11.9%26.2%46.1%37.9%8.8%-14.0%-2.8K119.9K-6250.9898.18N/AN/A245241453387
2018-03-19$8.56$12.5033.7%9.7%24.9%33.4%20.7%-3.7%-1.7%-2.9K102.8K-6361.6669.52N/AN/A123204293386
2018-03-20$8.33$12.5029.0%8.3%26.2%25.8%27.6%-16.0%5.1%-3.4K123.3K-5691.6690.57N/AN/A123204293386
2018-03-21$8.27$12.5034.6%9.9%25.1%34.9%20.7%-20.0%-14.9%-2.8K137.7K-6211.66102.19N/AN/A123204293386
2018-03-22$8.29$12.5027.2%7.8%25.2%23.0%21.3%-10.1%-1.3%-3.6K122.6K-5821.8543.94N/AN/A123227293386
2018-03-23$8.17$15.0027.6%7.9%25.4%23.6%19.5%-18.3%1.7%-4.4K151.8K-5381.8595.83N/AN/A123227293409
2018-03-26$8.27$15.0037.7%10.8%25.9%40.0%22.7%-10.1%-25.9%-2.9K158.9K-5781.6189.34N/AN/A141227293409
2018-03-27$8.27$15.0031.9%9.2%23.5%30.6%22.9%-10.8%-3.3%-3.5K134.2K-6001.6183.92N/AN/A141227313409
2018-03-28$8.51$15.0044.3%12.7%24.8%50.6%27.9%-27.9%-22.4%-2.7K117.8K-6581.61106.02N/AN/A141227313409
2018-03-29$8.42$15.0041.5%11.9%25.0%46.1%26.9%-14.9%-22.4%-2.9K128.7K-5961.7926.91N/AN/A127227313409