FSP Options History — April 2019 In April 2019, FSP traded between $7.31 and $7.84. ATM implied volatility averaged 30.2%, placing in the 16.2% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 0.9% (HV 20d: 29.3%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 3.69.
Notable Days 2019-04-05 : Highest Volume — 23 contracts2019-04-26 : Largest IV spike — 64.8% change2019-04-26 : Highest IV Rank — 45.6%2019-04-26 : Largest Expected Move — 13.2%Monthly Statistics Metric Avg Min Max Open Close Price $7.59 $7.31 $7.84 $7.32 $7.84 ATM IV 30.2% 20.9% 48.8% 44.8% 28.9% Expected Move 8.1% 6.0% 13.2% 8.1% 8.3% HV 20d 29.3% 25.2% 33.2% 33.1% 25.4% HV 60d 31.3% 30.0% 32.5% 31.1% 32.4% IV Rank 16.2% 2.9% 45.6% 18.8% 18.5% IV Percentile 41.4% 6.7% 85.3% 78.6% 41.3% Term Structure -1.4% -13.4% 10.2% -1.2% 0.3% Skew 25d 18.7% -22.9% 56.9% 11.9% 19.6% Skew 10d 41.1% 7.7% 103.7% 10.3% 64.6% Call IV 25d 34.5% 26.8% 46.7% 29.9% 33.4% Put IV 25d 53.3% 22.1% 93.3% 41.8% 53.0% Bid-Ask Spread % 63.42 23.92 116.47 67.25 108.46 Gamma HHI 0.63 0.50 1.00 0.81 0.67 Net GEX -2.3K -3.0K -1.3K -1.9K -2.4K Net DEX 24.2K 3.5K 52.4K 35.9K 9.9K Net VEX -325 -447 -218 -233 -262 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.69 0.77 10.00 2.00 10.00 Total Volume 5.19 0 23 0 0 Total OI 1,831.524 1,814 1,837 1,814 1,832
Daily Data (21 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 2019-04-01 $7.32 $0.00 44.8% 8.1% 33.1% 18.8% 0.0% 11.9% -1.2% -1.9K 35.9K -233 0.00 67.25 N/A N/A 0 0 49 1,765 2019-04-02 $7.31 $0.00 31.8% 7.3% 33.2% 9.9% 0.0% 0.0% 0.1% -2.9K 49.4K -447 0.00 50.56 N/A N/A 0 10 49 1,765 2019-04-03 $7.31 $0.00 22.0% 7.4% 32.7% 3.3% 0.0% 51.7% 1.4% -2.7K 52.4K -413 2.00 23.92 N/A N/A 5 10 49 1,775 2019-04-04 $7.32 $0.00 31.0% 8.6% 28.8% 9.4% 0.0% 50.0% -3.2% -1.4K 38.3K -218 2.00 32.70 N/A N/A 5 10 54 1,775 2019-04-05 $7.49 $0.00 48.8% 6.4% 29.4% 21.6% 0.0% 5.4% 10.2% -2.3K 33.3K -372 0.77 50.19 N/A N/A 13 10 54 1,775 2019-04-08 $7.40 $0.00 21.4% 7.4% 29.6% 2.9% 0.0% 5.4% -0.2% -2.1K 35.6K -353 0.00 34.25 N/A N/A 0 0 62 1,775 2019-04-09 $7.39 $0.00 25.3% 7.2% 29.6% 7.6% 0.0% 10.0% -1.0% -2.5K 40.9K -400 0.00 28.56 N/A N/A 0 0 62 1,775 2019-04-10 $7.62 $0.00 35.9% 10.3% 30.8% 29.6% 0.0% 2.9% -13.4% -1.3K 16.8K -242 0.00 68.09 N/A N/A 0 0 62 1,775 2019-04-11 $7.65 $0.00 23.7% 6.8% 30.4% 10.3% 0.0% 39.5% -0.2% -2.3K 23.4K -383 0.00 36.24 N/A N/A 0 0 62 1,775 2019-04-12 $7.62 $0.00 25.5% 7.3% 30.5% 13.2% 0.0% 42.6% -0.0% -2.3K 23.0K -374 0.00 30.35 N/A N/A 0 0 62 1,775 2019-04-15 $7.79 $0.00 23.1% 6.6% 31.0% 9.3% 0.0% 4.6% 1.9% -1.4K 3.5K -228 0.00 32.96 N/A N/A 0 0 62 1,775 2019-04-16 $7.81 $0.00 26.4% 7.6% 29.5% 14.6% 0.0% 0.0% -2.7% -2.2K 7.4K -320 0.00 29.26 N/A N/A 0 0 62 1,775 2019-04-17 $7.62 $0.00 25.8% 7.4% 31.0% 13.6% 0.0% 22.9% -0.9% -1.9K 16.4K -361 0.00 39.92 N/A N/A 0 10 62 1,775 2019-04-18 $7.67 $0.00 29.5% 8.5% 30.1% 19.5% 0.0% 3.6% -3.3% -2.7K 12.9K -337 10.00 97.07 N/A N/A 1 10 62 1,775 2019-04-22 $7.49 $0.00 30.3% 8.7% 25.2% 20.8% 0.0% 6.7% -4.6% -3.0K 30.8K -356 0.00 93.44 N/A N/A 0 5 52 1,775 2019-04-23 $7.67 $0.00 31.1% 8.9% 26.2% 22.0% 0.0% 40.3% -3.9% -2.6K 18.8K -312 0.00 96.79 N/A N/A 0 5 52 1,780 2019-04-24 $7.83 $0.00 20.9% 6.0% 26.7% 5.9% 0.0% -22.9% 6.0% -2.4K 7.4K -232 0.00 101.19 N/A N/A 0 5 52 1,780 2019-04-25 $7.65 $0.00 27.9% 8.0% 28.4% 16.9% 0.0% 4.1% -0.4% -2.5K 13.8K -296 0.00 90.64 N/A N/A 0 5 52 1,780 2019-04-26 $7.72 $0.00 45.9% 13.2% 27.7% 45.6% 0.0% 56.9% -10.5% -2.6K 30.3K -402 0.00 116.47 N/A N/A 0 5 52 1,780 2019-04-29 $7.80 $0.00 33.9% 9.7% 25.9% 26.5% 0.0% 0.9% -3.6% -2.5K 7.8K -277 0.00 103.50 N/A N/A 0 0 52 1,780 2019-04-30 $7.84 $0.00 28.9% 8.3% 25.4% 18.5% 0.0% 19.6% 0.3% -2.4K 9.9K -262 0.00 108.46 N/A N/A 0 0 52 1,780
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