FSP Options History — February 2019 In February 2019, FSP traded between $7.12 and $7.96. ATM implied volatility averaged 27.5%, placing in the 7.0% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded below realized volatility by 1.0% (HV 20d: 28.5%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 32.63.
Notable Days 2019-02-11 : Highest Volume — 2,015 contracts2019-02-04 : Largest IV drop — 52.8% change2019-02-01 : Highest IV Rank — 30.6%2019-02-01 : Largest Expected Move — 8.5%Monthly Statistics Metric Avg Min Max Open Close Price $7.51 $7.12 $7.96 $7.49 $7.27 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 27.5% 21.5% 61.9% 61.9% 24.6% Expected Move 7.2% 6.2% 8.5% 8.5% 7.0% HV 20d 28.5% 12.9% 39.5% 16.6% 39.0% HV 60d 28.8% 24.7% 31.8% 25.2% 31.8% IV Rank 7.0% 2.9% 30.6% 30.6% 5.0% IV Percentile 24.7% 6.7% 92.1% 92.1% 17.5% Term Structure -0.4% -10.0% 7.7% -3.0% -10.0% VWIV 25.2% 22.4% 28.0% 25.8% 28.0% Skew 25d 23.9% -14.8% 54.4% 16.7% 48.5% Skew 10d 44.5% -20.4% 86.3% 27.7% 42.7% Call IV 25d 39.5% 27.0% 64.7% 31.8% 56.0% Put IV 25d 63.4% 17.9% 104.5% 48.5% 104.5% Bid-Ask Spread % 51.37 14.43 95.38 95.38 34.53 Gamma HHI 0.72 0.54 0.99 0.79 0.70 Net GEX -3.4K -4.8K -1.5K -4.0K -3.0K Net DEX 45.5K -5.6K 111.9K 56.8K 71.9K Net VEX -524 -630 -452 -547 -473 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 32.63 0.00 205.00 0.00 20.00 Total Volume 269.526 1 2,015 205 210 Total OI 1,705.632 1,564 1,878 1,564 1,715
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 2019-02-01 $7.49 $7.50 61.9% 8.5% 16.6% 30.6% 0.0% 16.7% -3.0% -4.0K 56.8K -547 0.00 95.38 N/A N/A 0 205 119 1,445 2019-02-04 $7.61 $7.50 29.3% 8.2% 15.4% 8.2% 0.0% 23.2% -0.7% -4.3K 48.7K -570 0.00 93.01 N/A N/A 1 0 119 1,645 2019-02-05 $7.68 $7.50 39.2% 7.4% 13.3% 15.0% 0.0% 37.6% -3.2% -4.4K 26.7K -503 205.00 93.05 N/A N/A 1 205 120 1,645 2019-02-06 $7.72 $7.50 25.4% 7.3% 12.9% 5.6% 0.0% 30.2% -3.0% -4.2K 26.2K -452 0.00 89.69 N/A N/A 10 0 120 1,455 2019-02-07 $7.88 $7.50 23.6% 6.8% 13.5% 4.3% 0.0% 0.1% 7.7% -3.4K -2.6K -471 53.70 89.98 N/A N/A 10 537 130 1,455 2019-02-08 $7.79 $7.50 27.3% 7.8% 15.0% 6.9% 0.0% 10.1% -1.0% -4.1K 11.2K -552 32.18 90.81 N/A N/A 11 354 131 1,747 2019-02-11 $7.96 $7.50 29.3% 8.4% 15.2% 8.2% 0.0% -1.5% -0.7% -3.5K -5.6K -478 0.00 23.57 N/A N/A 0 2,015 131 1,524 2019-02-12 $7.89 $7.50 25.7% 7.4% 15.4% 5.8% 0.0% -11.9% -6.6% -3.5K 4.8K -490 152.50 35.99 N/A N/A 4 610 131 1,519 2019-02-13 $7.23 $7.50 21.9% 6.3% 37.0% 3.2% 25.8% -14.2% 1.4% -4.8K 85.1K -630 52.20 90.91 N/A N/A 5 261 135 1,729 2019-02-14 $7.12 $7.50 22.7% 6.5% 37.6% 3.8% 26.6% 53.1% -0.1% -4.1K 111.9K -522 18.71 14.43 N/A N/A 14 262 135 1,534 2019-02-15 $7.12 $7.50 21.5% 6.2% 37.6% 2.9% 24.8% 54.4% 0.2% -4.0K 107.0K -513 18.71 18.32 N/A N/A 14 262 145 1,532 2019-02-19 $7.35 $7.50 25.0% 7.2% 39.0% 5.3% 25.1% 51.2% -0.9% -4.5K 78.8K -521 0.00 17.77 N/A N/A 50 0 140 1,530 2019-02-20 $7.46 $7.50 23.2% 6.7% 39.2% 4.1% 24.6% 17.3% 0.1% -2.2K 34.9K -547 0.71 32.75 N/A N/A 7 5 190 1,530 2019-02-21 $7.41 $7.50 25.2% 7.2% 39.4% 5.4% 25.2% 47.9% -0.2% -2.1K 47.1K -557 0.50 30.96 N/A N/A 10 5 197 1,535 2019-02-22 $7.52 $7.50 22.5% 6.5% 39.5% 3.6% 22.5% -14.8% 4.2% -1.5K 22.3K -552 0.45 32.33 N/A N/A 11 5 207 1,535 2019-02-25 $7.51 $7.50 25.9% 7.4% 38.7% 5.9% 26.0% 13.6% 0.1% -1.6K 14.6K -529 0.00 30.00 N/A N/A 17 0 207 1,535 2019-02-26 $7.41 $7.50 22.4% 6.4% 38.7% 3.5% 22.4% 44.3% 3.8% -2.5K 57.7K -519 0.00 30.49 N/A N/A 10 0 190 1,535 2019-02-27 $7.35 $7.50 26.3% 7.5% 38.9% 6.2% 26.3% 48.6% 4.4% -2.8K 66.9K -525 0.00 32.15 N/A N/A 10 0 180 1,535 2019-02-28 $7.27 $7.50 24.6% 7.0% 39.0% 5.0% 28.0% 48.5% -10.0% -3.0K 71.9K -473 20.00 34.53 N/A N/A 10 200 180 1,535
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