FSP Options History — August 2018

In August 2018, FSP traded between $8.19 and $8.66. ATM implied volatility averaged 36.6%, placing in the 15.6% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 17.0% (HV 20d: 19.5%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.91.

Notable Days

  • 2018-08-10: Highest Volume — 121 contracts
  • 2018-08-10: Largest IV spike — 82.6% change
  • 2018-08-10: Highest IV Rank — 37.3%
  • 2018-08-01: Largest Expected Move — 14.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.44$8.19$8.66$8.65$8.49
Max Pain$9.35$7.50$10.00$7.50$10.00
ATM IV36.6%20.1%69.1%48.9%24.9%
Expected Move8.0%5.2%14.0%14.0%7.1%
HV 20d19.5%17.6%22.0%22.0%18.0%
HV 60d26.1%21.3%28.6%28.6%21.3%
IV Rank15.6%4.7%37.3%23.8%7.9%
IV Percentile65.3%12.7%98.8%94.4%33.7%
Term Structure6.3%-15.4%151.5%-14.0%6.4%
VWIV26.7%17.2%62.9%62.9%27.7%
Skew 25d-6.2%-24.9%4.7%-24.9%-2.7%
Skew 10d-7.0%-30.6%7.7%-30.6%-6.6%
Call IV 25d31.1%19.9%65.9%65.9%30.5%
Put IV 25d24.9%19.2%41.0%41.0%27.8%
Bid-Ask Spread %35.547.75111.06100.138.58
Gamma HHI0.700.530.920.890.53
Net GEX1.2K4331.8K1.6K1.7K
Net DEX-25.5K-75.5K-2.2K-75.5K-12.6K
Net VEX-224-379-122-379-163
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.910.381.090.381.09
Total Volume110.6098012180119
Total OI417.957363437369435

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-08-01$8.65$7.5048.9%14.0%22.0%23.8%62.9%-24.9%-14.0%1.6K-75.5K-3790.38100.13N/AN/A5822254115
2018-08-02$8.59$7.5035.0%10.0%20.3%14.6%35.3%-0.5%-13.5%1.8K-73.2K-2180.3810.17N/AN/A5822256115
2018-08-03$8.57$7.5036.9%10.6%20.0%15.9%38.1%4.7%-15.4%1.8K-71.6K-2040.389.12N/AN/A5822256115
2018-08-06$8.51$7.5040.3%6.9%19.7%18.1%22.1%-3.0%-5.0%1.5K-68.8K-2350.3820.71N/AN/A5822256115
2018-08-07$8.49$7.5040.6%5.9%19.7%18.4%20.0%-1.0%2.3%1.6K-68.3K-2090.3814.59N/AN/A5822256115
2018-08-08$8.45$7.5051.2%6.8%19.7%25.3%31.8%-5.5%-8.1%1.4K-65.1K-2190.9787.63N/AN/A5856256107
2018-08-09$8.40$10.0037.9%5.6%19.7%16.5%18.8%-2.5%3.0%1.5K-13.1K-1980.9714.59N/AN/A5856256170
2018-08-10$8.31$10.0069.1%8.1%19.8%37.3%20.5%-21.4%-13.8%594-3.5K-2661.05103.13N/AN/A5962256180
2018-08-13$8.19$10.0052.7%5.2%20.2%26.3%17.2%-1.5%4.9%929-5.2K-2141.057.75N/AN/A5962257180
2018-08-14$8.22$10.0064.6%5.6%18.1%34.3%17.9%-5.2%3.0%911-4.5K-2171.0512.86N/AN/A5962257180
2018-08-15$8.20$10.0020.1%5.8%18.0%4.7%18.1%-24.3%4.5%779-5.7K-2381.0531.06N/AN/A5962257180
2018-08-16$8.27$10.0028.1%8.1%17.9%10.0%21.0%-19.6%-4.0%433-2.2K-2941.05111.06N/AN/A5962257180
2018-08-17$8.44$10.0027.5%7.9%19.4%9.6%22.8%-0.8%-7.9%976-9.4K-2481.0524.69N/AN/A5962257180
2018-08-20$8.50$10.0030.9%8.9%19.6%11.9%25.0%-0.6%151.5%977-10.8K-2321.0932.51N/AN/A5762255180
2018-08-21$8.66$10.0028.2%8.1%20.6%10.1%26.9%-7.6%9.6%475-18.0K-1221.0948.62N/AN/A5762255180
2018-08-22$8.59$10.0039.0%11.2%20.3%17.2%28.1%-2.0%-7.5%807-23.5K-3391.0914.86N/AN/A5762255180
2018-08-23$8.36$10.0031.6%9.1%21.9%12.3%24.4%-3.4%3.2%774-6.3K-2381.0918.33N/AN/A5762255180
2018-08-24$8.40$10.0026.4%7.6%20.7%8.9%23.8%-3.5%2.7%1.2K-8.5K-1951.0921.99N/AN/A5762255180
2018-08-27$8.39$10.0033.6%9.6%20.7%13.7%26.4%-7.7%-0.2%808-5.7K-2151.0928.59N/AN/A5762255180
2018-08-28$8.49$10.0023.4%6.7%17.9%6.9%26.4%-5.2%7.0%1.6K-11.8K-1931.0975.61N/AN/A5762255180
2018-08-29$8.45$10.0025.2%7.2%17.7%8.1%29.7%-4.3%14.4%1.5K-11.8K-1571.099.84N/AN/A5762255180
2018-08-30$8.41$10.0024.7%7.1%17.6%7.7%28.9%-1.1%21.6%1.4K-10.3K-1491.0911.10N/AN/A5762255180
2018-08-31$8.49$10.0024.9%7.1%18.0%7.9%27.7%-2.7%6.4%1.7K-12.6K-1631.098.58N/AN/A5762255180