FSP Options History — September 2018 In September 2018, FSP traded between $7.78 and $8.56. ATM implied volatility averaged 29.3%, placing in the 10.8% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 8.9% (HV 20d: 20.4%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.73.
Notable Days 2018-09-19 : Highest Volume — 168 contracts2018-09-28 : Largest IV spike — 61.3% change2018-09-06 : Highest IV Rank — 25.5%2018-09-28 : Largest Expected Move — 13.0%Monthly Statistics Metric Avg Min Max Open Close Price $8.14 $7.78 $8.56 $8.39 $7.96 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 29.3% 17.5% 51.4% 26.4% 45.3% Expected Move 7.6% 5.0% 13.0% 7.6% 13.0% HV 20d 20.4% 18.3% 22.7% 18.3% 22.7% HV 60d 20.9% 20.0% 21.7% 21.2% 20.0% IV Rank 10.8% 3.0% 25.5% 8.9% 21.5% IV Percentile 44.0% 2.8% 94.8% 41.7% 87.3% Term Structure 10.7% -24.7% 126.5% 14.5% -11.1% VWIV 39.8% 28.5% 52.9% 29.9% 40.9% Skew 25d -9.6% -38.4% 7.2% -7.3% -1.5% Skew 10d -1.1% -48.4% 96.6% -7.3% 0.2% Call IV 25d 38.1% 23.9% 72.3% 30.2% 43.4% Put IV 25d 28.5% 20.8% 46.0% 22.9% 42.0% Bid-Ask Spread % 66.74 11.08 116.63 11.08 108.44 Gamma HHI 0.59 0.48 0.91 0.51 0.48 Net GEX 953 56 1.8K 1.5K 1.3K Net DEX -21.5K -58.4K 4.8K -9.7K -58.4K Net VEX -193 -264 -146 -146 -178 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.73 0.32 1.03 1.03 0.36 Total Volume 128.947 75 168 122 75 Total OI 420.421 250 528 436 258
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2018-09-04 $8.39 $10.00 26.4% 7.6% 18.3% 8.9% 29.9% -7.3% 14.5% 1.5K -9.7K -146 1.03 11.08 N/A N/A 60 62 256 180 2018-09-05 $8.55 $10.00 37.0% 10.6% 19.6% 15.9% 51.4% -38.4% 8.7% 1.5K -14.6K -199 0.97 102.98 N/A N/A 64 62 261 180 2018-09-06 $8.56 $0.00 51.4% 10.1% 19.5% 25.5% 0.0% -7.2% -16.8% 1.1K -17.5K -264 0.93 115.79 N/A N/A 67 62 266 180 2018-09-07 $8.40 $0.00 28.3% 9.3% 20.6% 10.1% 0.0% -0.7% -24.7% 1.8K -13.2K -178 0.93 42.04 N/A N/A 67 62 266 180 2018-09-10 $8.30 $0.00 44.1% 7.2% 20.6% 20.7% 0.0% -23.9% -3.8% 968 -7.2K -220 0.94 97.52 N/A N/A 66 62 269 180 2018-09-11 $8.29 $0.00 43.9% 6.1% 19.9% 20.5% 46.9% -15.5% 3.1% 655 30 -149 0.72 27.25 N/A N/A 86 62 269 180 2018-09-12 $8.13 $10.00 24.8% 7.1% 21.1% 7.8% 31.9% -7.7% -1.8% 484 818 -226 0.84 20.04 N/A N/A 86 72 289 200 2018-09-13 $8.11 $10.00 27.3% 7.8% 21.1% 9.5% 48.4% -24.6% -6.2% 447 4.8K -243 0.91 116.63 N/A N/A 79 72 289 200 2018-09-14 $8.15 $10.00 27.2% 7.8% 21.0% 9.4% 28.5% -8.0% -12.6% 1.1K -12.7K -188 0.78 43.63 N/A N/A 92 72 302 200 2018-09-17 $8.25 $10.00 29.0% 8.3% 20.1% 10.6% 28.6% -0.4% -7.6% 647 -17.3K -209 0.78 45.82 N/A N/A 92 72 310 200 2018-09-18 $8.07 $10.00 17.5% 5.0% 21.1% 3.0% 0.0% -1.4% 11.1% 415 -12.7K -200 0.78 25.40 N/A N/A 92 72 310 200 2018-09-19 $7.92 $10.00 18.8% 5.4% 20.3% 3.8% 0.0% -0.1% 7.0% 363 -10.1K -191 0.75 49.32 N/A N/A 96 72 310 200 2018-09-20 $8.02 $10.00 19.3% 5.5% 21.1% 4.1% 33.3% -3.9% 8.2% 56 -7.8K -187 0.85 25.08 N/A N/A 85 72 317 200 2018-09-21 $8.04 $10.00 19.1% 5.5% 19.2% 4.0% 52.9% -18.6% 13.2% 1.3K -21.3K -217 0.85 115.62 N/A N/A 85 72 328 200 2018-09-24 $7.89 $10.00 19.2% 5.5% 19.9% 4.1% 0.0% -24.8% 126.5% 1.2K -52.1K -172 0.36 53.12 N/A N/A 56 20 216 34 2018-09-25 $7.96 $10.00 20.3% 5.8% 20.4% 4.8% 0.0% 2.6% 91.0% 1.2K -55.3K -167 0.36 60.44 N/A N/A 56 20 216 34 2018-09-26 $7.80 $10.00 29.9% 8.6% 20.5% 11.2% 40.9% 7.2% 2.3% 1.1K -48.9K -171 0.32 101.80 N/A N/A 63 20 216 34 2018-09-27 $7.78 $10.00 28.1% 8.1% 20.5% 10.0% 44.0% -8.5% 1.6% 1.1K -55.5K -166 0.36 106.11 N/A N/A 55 20 224 34 2018-09-28 $7.96 $10.00 45.3% 13.0% 22.7% 21.5% 40.9% -1.5% -11.1% 1.3K -58.4K -178 0.36 108.44 N/A N/A 55 20 224 34
« Aug 2018 | All History | Oct 2018 » Home FSP History September 2018