FSP Options History — October 2018

In October 2018, FSP traded between $7.00 and $7.81. ATM implied volatility averaged 28.9%, placing in the 10.5% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded below realized volatility by 0.2% (HV 20d: 29.1%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 10 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 6.98.

Notable Days

  • 2018-10-12: Highest Volume — 1,065 contracts
  • 2018-10-04: Largest IV spike — 56.1% change
  • 2018-10-04: Highest IV Rank — 17.5%
  • 2018-10-15: Largest Expected Move — 11.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.38$7.00$7.81$7.77$7.00
Max Pain$7.68$7.50$10.00$10.00$7.50
ATM IV28.9%20.3%39.4%30.7%20.6%
Expected Move7.9%5.5%11.1%8.8%5.9%
HV 20d29.1%21.9%34.7%23.4%34.7%
HV 60d23.3%20.3%26.1%20.4%26.1%
IV Rank10.5%4.8%17.5%11.8%5.0%
IV Percentile46.4%9.1%79.0%59.1%9.1%
Term Structure-0.7%-8.7%9.2%-1.6%8.6%
VWIV27.9%22.6%36.1%31.2%23.8%
Skew 25d27.6%-21.0%115.8%10.0%115.8%
Skew 10d40.1%-52.0%139.5%70.3%139.5%
Call IV 25d35.7%17.4%74.2%36.0%17.4%
Put IV 25d63.3%25.5%138.2%46.0%133.2%
Bid-Ask Spread %53.6019.50110.5346.8964.85
Gamma HHI0.620.400.810.520.68
Net GEX560-2.7K5.1K1.1K2.1K
Net DEX-26.7K-66.8K34.0K-55.8K-20.3K
Net VEX-263-402-162-162-210
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio6.980.7515.931.434.83
Total Volume667.652931,065119466
Total OI955.3042581,275258886

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-10-01$7.77$10.0030.7%8.8%23.4%11.8%31.2%10.0%-1.6%1.1K-55.8K-1621.4346.89N/AN/A497022434
2018-10-02$7.70$7.5032.7%9.4%23.3%13.0%32.8%31.3%-7.4%-1.2K-37.7K-1901.3233.50N/AN/A537022484
2018-10-03$7.58$7.5025.2%7.2%21.9%8.1%25.2%2.9%0.8%-1.9K-29.5K-1800.7544.04N/AN/A534022484
2018-10-04$7.46$0.0039.4%8.0%22.0%17.5%0.0%9.2%-0.7%-1.5K-16.8K-31115.9322.44N/AN/A59940224977
2018-10-05$7.50$0.0032.9%7.7%22.0%13.2%0.0%8.5%-3.3%-2.6K-14.8K-30114.9298.30N/AN/A63940224977
2018-10-08$7.78$0.0037.7%5.5%26.4%16.4%0.0%38.0%9.2%-1.8K-40.7K-27314.2493.97N/AN/A66940232977
2018-10-09$7.81$0.0022.9%7.4%26.5%6.5%0.0%5.9%-2.6%-2.1K-49.3K-25415.1623.48N/AN/A62940232977
2018-10-10$7.70$0.0020.3%5.8%26.2%4.8%0.0%47.5%8.4%-2.0K-42.8K-26415.16110.53N/AN/A62940237977
2018-10-11$7.35$0.0030.6%8.8%30.4%11.7%0.0%-21.0%-7.2%-2.3K-24.6K-27314.2495.77N/AN/A66940237977
2018-10-12$7.10$0.0038.4%11.0%31.9%16.8%0.0%102.0%-2.5%-1.9K-1.4K-3058.86100.12N/AN/A108957237977
2018-10-15$7.18$0.0038.9%11.1%31.9%17.2%0.0%45.1%-8.7%-2.3K34.0K-40210.0739.06N/AN/A959572611,014
2018-10-16$7.29$0.0028.4%8.2%32.3%10.2%29.5%9.2%-4.0%-2.7K16.6K-2925.0625.56N/AN/A1185972611,014
2018-10-17$7.25$7.5023.7%6.8%31.9%7.1%25.6%5.1%0.0%-602-10.1K-2463.5133.13N/AN/A170597283654
2018-10-18$7.18$7.5022.9%6.6%31.3%6.6%26.0%13.6%0.8%-22825.2K-2943.5327.67N/AN/A173610351696
2018-10-19$7.31$7.5029.3%8.4%32.2%10.8%29.3%7.3%-3.6%3.9K28.8K-2673.3225.32N/AN/A173575345696
2018-10-22$7.25$7.5024.3%7.0%31.9%7.5%26.5%61.6%0.9%4.3K-57.3K-2632.9633.83N/AN/A130385303574
2018-10-23$7.29$7.5026.7%7.7%31.7%9.1%28.0%-15.3%-1.5%4.1K-50.7K-2652.9695.56N/AN/A130385303579
2018-10-24$7.38$7.5029.5%8.5%31.6%10.9%29.5%49.8%-4.5%4.4K-66.8K-2762.9626.51N/AN/A130385303579
2018-10-25$7.33$7.5029.5%8.4%31.7%10.9%29.7%53.8%-3.4%4.3K-60.9K-2784.8125.71N/AN/A80385303579
2018-10-26$7.14$7.5031.1%8.9%31.1%12.0%36.1%4.5%-6.7%3.2K-47.3K-2604.8119.50N/AN/A80385305579
2018-10-29$7.12$7.5024.3%7.0%30.4%7.5%23.2%-12.1%6.9%3.7K-37.3K-2254.81101.72N/AN/A80385305579
2018-10-30$7.30$7.5024.6%7.0%32.0%7.7%22.6%62.5%4.9%5.1K-55.8K-2604.8445.27N/AN/A80387305579
2018-10-31$7.00$7.5020.6%5.9%34.7%5.0%23.8%115.8%8.6%2.1K-20.3K-2104.8364.85N/AN/A80386305581