FSP Options History — May 2019

In May 2019, FSP traded between $7.22 and $8.03. ATM implied volatility averaged 32.9%, placing in the 24.9% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 7.1% (HV 20d: 25.8%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 44.17.

Notable Days

  • 2019-05-29: Highest Volume — 2,105 contracts
  • 2019-05-30: Largest IV spike — 108.1% change
  • 2019-05-14: Highest IV Rank — 71.8%
  • 2019-05-30: Largest Expected Move — 14.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.64$7.22$8.03$7.97$7.27
Max Pain$7.50$7.50$7.50$7.50$7.50
ATM IV32.9%21.1%62.4%37.7%34.8%
Expected Move8.1%4.7%14.8%10.8%10.0%
HV 20d25.8%21.9%29.8%25.7%22.1%
HV 60d29.0%26.9%33.2%32.4%27.4%
IV Rank24.9%6.2%71.8%32.6%27.6%
IV Percentile45.8%7.1%93.3%70.6%64.3%
Term Structure0.0%-20.8%22.0%-3.3%-2.7%
VWIV31.2%20.3%49.1%30.7%48.5%
Skew 25d9.7%-14.7%42.3%17.6%26.1%
Skew 10d28.4%-20.1%80.4%68.7%19.1%
Call IV 25d34.7%24.3%60.7%35.3%36.2%
Put IV 25d44.4%15.8%80.2%52.9%62.3%
Bid-Ask Spread %71.1314.68124.70109.5358.84
Gamma HHI0.650.500.880.730.88
Net GEX-3.2K-4.8K-1.6K-2.0K-1.6K
Net DEX20.4K-26.4K57.8K2.5K30.8K
Net VEX-319-520-120-231-156
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio44.170.00250.000.0011.64
Total Volume507.90902,10501,015
Total OI2,074.3181,3332,8571,8322,726

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-05-01$7.97$0.0037.7%10.8%25.7%32.6%0.0%17.6%-3.3%-2.0K2.5K-2310.00109.53N/AN/A00521,780
2019-05-02$7.87$0.0023.0%6.6%26.4%9.1%0.0%-1.8%-4.0%-3.8K869-2340.0098.99N/AN/A00521,780
2019-05-03$7.97$0.0021.1%6.1%26.6%6.2%0.0%-11.7%-2.0%-2.4K-6.4K-2060.0014.68N/AN/A10521,780
2019-05-06$8.03$7.5024.8%4.7%25.7%12.1%0.0%-14.7%6.9%-1.8K-26.4K-1200.3396.05N/AN/A31531,780
2019-05-07$7.73$7.5046.2%8.7%29.2%46.0%30.7%6.3%-2.8%-2.4K6.9K-2607.10108.24N/AN/A29206561,781
2019-05-08$7.62$7.5036.5%8.5%29.8%30.7%30.1%8.0%0.6%-2.9K19.0K-3247.10103.36N/AN/A29206661,986
2019-05-09$7.66$7.5044.0%8.8%27.8%42.6%29.1%8.1%-0.7%-2.7K19.0K-3187.1045.20N/AN/A29206661,986
2019-05-10$7.76$7.5039.5%6.8%28.1%35.5%0.0%10.8%4.1%-3.4K11.0K-2930.0057.82N/AN/A0200661,986
2019-05-13$7.58$7.5047.1%8.1%29.4%47.5%0.0%7.1%4.7%-3.0K20.0K-2810.0043.00N/AN/A00661,786
2019-05-14$7.67$7.5062.4%11.5%28.5%71.8%33.0%14.4%-4.6%-2.6K14.6K-2386.87124.70N/AN/A30206661,791
2019-05-15$7.71$7.5022.8%6.5%28.6%8.9%0.0%10.9%2.6%-3.5K8.3K-2340.0058.57N/AN/A01,000661,791
2019-05-16$7.69$7.5025.0%7.2%27.2%12.4%0.0%-1.5%-1.8%-3.7K24.9K-4400.0053.49N/AN/A01,000662,791
2019-05-17$7.70$7.5022.2%6.4%27.1%7.8%0.0%5.9%3.3%-4.6K25.3K-4780.0060.70N/AN/A01,520662,791
2019-05-20$7.66$7.5027.6%7.9%25.7%16.5%0.0%10.9%22.0%-2.9K12.3K-208250.0045.01N/AN/A41,000631,270
2019-05-21$7.60$7.5027.9%8.0%24.4%17.0%0.0%5.4%-8.8%-3.2K30.9K-428100.0056.82N/AN/A4400652,270
2019-05-22$7.53$7.5025.9%7.4%23.3%13.8%27.5%32.8%4.9%-3.6K21.6K-34055.0040.54N/AN/A4220651,942
2019-05-23$7.45$7.5028.1%8.1%22.1%17.3%28.1%9.1%0.4%-4.1K42.9K-44940.7546.16N/AN/A4163652,142
2019-05-24$7.55$7.5027.0%7.7%22.4%15.5%25.9%42.3%0.6%-4.3K38.6K-46011.6479.99N/AN/A14163652,145
2019-05-28$7.43$7.5024.5%7.0%22.6%11.2%20.9%6.6%0.7%-4.8K41.9K-4260.0069.30N/AN/A0201752,145
2019-05-29$7.31$7.5024.8%7.1%22.9%11.6%20.3%6.5%1.7%-4.3K51.1K-3800.0070.04N/AN/A02,105751,945
2019-05-30$7.22$7.5051.6%14.8%21.9%54.4%49.1%13.2%-20.8%-3.1K57.8K-5200.00123.84N/AN/A01,211751,900
2019-05-31$7.27$7.5034.8%10.0%22.1%27.6%48.5%26.1%-2.7%-1.6K30.8K-1560.0058.84N/AN/A01,015752,651