FSP Options History — June 2019 In June 2019, FSP traded between $7.09 and $7.91. ATM implied volatility averaged 29.2%, placing in the 18.7% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 8.7% (HV 20d: 20.6%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 21.76.
Notable Days 2019-06-03 : Highest Volume — 2,511 contracts2019-06-07 : Largest IV spike — 71.9% change2019-06-07 : Highest IV Rank — 50.4%2019-06-21 : Largest Expected Move — 11.9%Monthly Statistics Metric Avg Min Max Open Close Price $7.54 $7.09 $7.91 $7.26 $7.35 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 29.2% 19.8% 49.0% 19.8% 26.1% Expected Move 8.1% 5.7% 11.9% 5.7% 7.5% HV 20d 20.6% 16.2% 28.3% 21.2% 28.2% HV 60d 25.1% 22.9% 26.3% 26.1% 25.7% IV Rank 18.7% 3.6% 50.4% 3.6% 13.7% IV Percentile 38.0% 2.4% 86.9% 2.4% 29.8% Term Structure 1.3% -10.3% 10.5% 5.4% 3.1% VWIV 33.4% 20.5% 43.8% 20.5% 35.8% Skew 25d 26.9% -26.0% 103.3% 50.6% 56.6% Skew 10d 45.6% -50.1% 99.4% 65.8% 68.9% Call IV 25d 35.4% 19.5% 56.7% 29.2% 34.6% Put IV 25d 62.3% 21.0% 122.8% 79.7% 91.2% Bid-Ask Spread % 62.99 24.27 124.84 30.13 63.58 Gamma HHI 0.77 0.54 1.00 0.57 0.57 Net GEX -3.0K -6.1K 491 -5.3K -817 Net DEX 10.6K -40.1K 69.3K 69.3K 3.8K Net VEX -262 -655 -65 -418 -293 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 21.76 0.00 40.00 0.55 40.00 Total Volume 450.65 7 2,511 2,511 410 Total OI 3,010.7 2,223 3,850 2,713 2,719
Daily Data (20 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 2019-06-03 $7.26 $7.50 19.8% 5.7% 21.2% 3.6% 20.5% 50.6% 5.4% -5.3K 69.3K -418 0.00 30.13 N/A N/A 0 2,511 75 2,638 2019-06-04 $7.42 $7.50 33.0% 9.5% 22.8% 24.8% 43.8% 16.4% -4.0% -2.9K 27.7K -162 0.00 79.45 N/A N/A 0 1,008 75 2,148 2019-06-05 $7.47 $7.50 35.4% 10.1% 19.2% 28.5% 35.8% 42.7% -3.0% -3.0K 27.9K -158 0.00 51.56 N/A N/A 0 713 75 3,148 2019-06-06 $7.47 $0.00 28.5% 8.3% 18.6% 17.6% 0.0% 43.5% -1.8% -5.8K 51.3K -507 0.00 24.27 N/A N/A 0 711 75 3,153 2019-06-07 $7.52 $0.00 49.0% 10.3% 18.7% 50.4% 0.0% 17.1% 0.9% -3.4K 36.7K -351 0.00 80.62 N/A N/A 0 1,013 75 3,156 2019-06-10 $7.54 $0.00 38.3% 8.4% 18.0% 33.3% 0.0% 40.6% -1.6% -4.0K 24.0K -277 0.00 59.75 N/A N/A 0 7 75 2,151 2019-06-11 $7.49 $0.00 25.4% 7.4% 16.2% 12.6% 0.0% 45.5% 0.9% -6.1K 31.6K -275 0.00 26.77 N/A N/A 0 7 75 2,158 2019-06-12 $7.61 $0.00 28.1% 8.0% 16.7% 16.9% 0.0% 40.0% -2.7% -5.7K 5.5K -151 0.00 40.64 N/A N/A 0 206 75 2,158 2019-06-13 $7.75 $0.00 20.2% 5.8% 17.8% 4.3% 0.0% 2.9% 8.3% -3.4K -8.3K -122 0.00 59.81 N/A N/A 0 406 75 2,364 2019-06-14 $7.73 $0.00 22.8% 6.5% 17.8% 8.5% 0.0% 7.8% 3.3% -4.9K -7.1K -228 0.00 30.93 N/A N/A 0 1,006 75 2,764 2019-06-17 $7.72 $0.00 21.0% 6.0% 17.8% 5.6% 0.0% 20.2% 6.3% -4.3K -11.7K -110 0.00 39.87 N/A N/A 0 11 75 3,764 2019-06-18 $7.85 $0.00 25.4% 7.3% 18.6% 12.6% 0.0% 7.5% 6.8% -2.8K -23.5K -88 0.00 41.70 N/A N/A 0 11 75 3,775 2019-06-19 $7.87 $0.00 20.9% 6.0% 18.3% 5.5% 0.0% -6.0% 8.9% -2.7K -18.0K -98 0.00 55.35 N/A N/A 0 11 75 3,775 2019-06-20 $7.91 $0.00 31.7% 9.1% 17.9% 22.7% 0.0% -22.7% -10.3% 491 -40.1K -65 0.00 99.01 N/A N/A 0 11 75 3,775 2019-06-21 $7.65 $0.00 41.6% 11.9% 21.6% 38.5% 0.0% 4.1% -9.4% -2.0K -6.4K -489 0.55 119.56 N/A N/A 20 11 75 3,775 2019-06-24 $7.42 $0.00 36.9% 10.6% 23.8% 31.0% 0.0% 14.7% -9.8% -966 6.0K -275 0.00 124.84 N/A N/A 10 0 31 3,080 2019-06-25 $7.34 $0.00 22.9% 6.6% 23.5% 8.7% 0.0% -26.0% 6.1% -2.2K 34.6K -655 10.00 106.64 N/A N/A 10 100 39 3,080 2019-06-26 $7.09 $0.00 31.9% 9.2% 25.9% 23.0% 0.0% 103.3% 8.5% -1.6K 16.4K -429 40.00 100.90 N/A N/A 10 400 39 2,680 2019-06-27 $7.33 $0.00 25.5% 7.3% 28.3% 12.8% 0.0% 79.6% 10.5% 412 -8.3K -92 40.00 24.39 N/A N/A 10 400 39 2,680 2019-06-28 $7.35 $0.00 26.1% 7.5% 28.2% 13.7% 0.0% 56.6% 3.1% -817 3.8K -293 40.00 63.58 N/A N/A 10 400 39 2,680
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