FSP Options History — May 2018

In May 2018, FSP traded between $7.42 and $7.94. ATM implied volatility averaged 25.7%, placing in the 8.4% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded below realized volatility by 0.8% (HV 20d: 26.5%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.20.

Notable Days

  • 2018-05-24: Highest Volume — 169 contracts
  • 2018-05-14: Largest IV spike — 70.5% change
  • 2018-05-14: Highest IV Rank — 17.2%
  • 2018-05-14: Largest Expected Move — 11.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.76$7.42$7.94$7.77$7.81
Max Pain$7.27$5.00$7.50$5.00$7.50
ATM IV25.7%17.2%38.9%21.2%19.7%
Expected Move7.4%4.9%11.2%6.1%5.6%
HV 20d26.5%21.6%35.1%33.6%26.2%
HV 60d30.7%27.8%34.8%34.8%28.8%
IV Rank8.4%2.8%17.2%5.4%4.4%
IV Percentile43.2%4.0%86.5%21.4%12.3%
Term Structure-0.2%-15.2%17.4%10.3%3.8%
VWIV25.8%18.1%38.9%20.1%20.3%
Skew 25d-4.1%-80.8%40.2%32.4%-70.1%
Skew 10d27.1%-67.4%90.6%74.5%-67.4%
Call IV 25d44.8%24.7%107.0%35.7%107.0%
Put IV 25d40.8%19.7%70.0%68.1%36.9%
Bid-Ask Spread %37.629.1091.5491.5413.00
Gamma HHI0.900.860.970.910.89
Net GEX1.6K9922.6K1.2K1.7K
Net DEX26.6K8.8K40.2K28.2K25.3K
Net VEX-341-425-257-347-380
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.200.060.410.170.10
Total Volume154.227111169160111
Total OI549.818532586532581

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-05-01$7.77$5.0021.2%6.1%33.6%5.4%20.1%32.4%10.3%1.2K28.2K-3470.1791.54N/AN/A13723365167
2018-05-02$7.92$5.0029.3%8.4%34.0%10.8%20.1%-18.4%-15.2%1.1K8.8K-3540.1711.54N/AN/A13723365167
2018-05-03$7.73$7.5025.2%9.9%34.8%8.1%35.3%4.7%-9.0%1.1K26.1K-3400.1757.42N/AN/A13723365167
2018-05-04$7.80$7.5022.8%7.8%35.1%6.5%27.5%5.8%-3.9%1.3K26.2K-3050.1737.67N/AN/A13723365167
2018-05-07$7.94$7.5030.3%7.6%22.1%11.4%26.9%-0.9%-4.2%1.3K21.8K-2950.1776.66N/AN/A13723365167
2018-05-08$7.80$7.5029.6%7.1%22.8%11.0%23.8%4.4%5.1%1.3K16.1K-3590.1747.04N/AN/A13723365167
2018-05-09$7.83$7.5028.2%8.1%21.8%10.1%28.9%17.4%-2.0%1.4K23.9K-3270.1783.97N/AN/A13723365167
2018-05-10$7.76$7.5029.6%8.5%21.8%11.0%30.0%3.3%0.2%1.3K24.0K-3460.1729.72N/AN/A13723365167
2018-05-11$7.75$7.5022.8%6.5%21.8%6.5%23.2%6.8%0.3%1.6K24.4K-3090.1721.37N/AN/A13723365167
2018-05-14$7.59$7.5038.9%11.2%21.7%17.2%38.9%11.5%-12.2%99238.7K-2770.1727.75N/AN/A13723365167
2018-05-15$7.60$7.5031.1%8.9%21.6%12.0%31.3%14.1%-7.8%1.1K34.0K-2570.1781.35N/AN/A13723365167
2018-05-16$7.72$7.5027.8%8.0%22.4%9.8%27.9%10.5%-1.5%1.4K26.7K-2890.1729.20N/AN/A13323365167
2018-05-17$7.42$7.5024.9%7.1%25.5%7.9%24.9%40.2%-0.9%2.4K40.2K-2790.0610.88N/AN/A15410378167
2018-05-18$7.59$7.5026.5%7.6%26.9%8.9%26.5%32.2%-1.0%2.4K27.1K-3330.0720.06N/AN/A13810380169
2018-05-21$7.65$7.5023.9%6.9%26.9%7.2%22.3%22.6%9.5%2.6K35.0K-2840.3937.69N/AN/A11746379162
2018-05-22$7.74$7.5026.3%7.5%26.8%8.8%26.1%18.4%-1.8%2.1K33.5K-4090.3932.98N/AN/A11746379202
2018-05-23$7.93$7.5024.0%6.9%27.9%7.3%22.4%-2.7%2.9%2.0K21.4K-4250.4110.81N/AN/A11346379202
2018-05-24$7.86$7.5017.2%4.9%28.1%2.8%18.1%-39.9%7.7%1.7K19.9K-4110.379.10N/AN/A12346384202
2018-05-25$7.85$7.5019.7%5.7%26.8%4.4%22.1%-43.3%2.0%1.7K23.6K-4060.3712.33N/AN/A12346380202
2018-05-29$7.77$7.5023.1%6.6%27.1%6.7%28.0%-80.8%-5.1%2.0K30.6K-3840.1052.42N/AN/A10911380204
2018-05-30$7.81$7.5023.4%6.7%27.1%6.9%22.5%-57.8%17.4%1.9K31.1K-3830.1033.07N/AN/A10110378204
2018-05-31$7.81$7.5019.7%5.6%26.2%4.4%20.3%-70.1%3.8%1.7K25.3K-3800.1013.00N/AN/A10110376205