FSP Options History — July 2019 In July 2019, FSP traded between $7.42 and $8.09. ATM implied volatility averaged 33.7%, placing in the 25.9% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 8.1% (HV 20d: 25.6%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 90.15.
Notable Days 2019-07-19 : Highest Volume — 2,012 contracts2019-07-31 : Largest IV spike — 102.8% change2019-07-09 : Highest IV Rank — 79.2%2019-07-19 : Largest Expected Move — 13.4%Monthly Statistics Metric Avg Min Max Open Close Price $7.65 $7.42 $8.09 $7.42 $8.09 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 33.7% 20.7% 67.1% 29.4% 42.2% Expected Move 9.1% 5.9% 13.4% 8.4% 12.1% HV 20d 25.6% 18.6% 29.3% 28.4% 19.7% HV 60d 24.2% 22.8% 25.8% 25.8% 23.8% IV Rank 25.9% 5.1% 79.2% 19.0% 39.4% IV Percentile 50.1% 5.2% 96.8% 45.2% 79.4% Term Structure -2.7% -20.2% 23.9% 23.9% -17.2% VWIV 23.6% 18.6% 27.8% 20.0% 22.6% Skew 25d 11.3% -34.0% 38.1% -34.0% -23.0% Skew 10d 29.6% -79.8% 72.0% -79.8% 20.6% Call IV 25d 45.6% 25.9% 72.8% 72.8% 69.0% Put IV 25d 56.9% 19.3% 104.1% 38.8% 46.0% Bid-Ask Spread % 70.48 10.48 129.48 114.02 99.76 Gamma HHI 0.67 0.50 0.91 0.60 0.83 Net GEX 217 -2.0K 992 -1.0K 791 Net DEX -10.2K -33.2K 29.9K 9.6K -33.2K Net VEX -180 -591 -68 -371 -68 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 90.15 0.00 401.40 133.33 73.18 Total Volume 378.227 0 2,012 403 450 Total OI 2,607.682 1,637 3,633 2,719 2,053
Daily Data (22 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 2019-07-01 $7.42 $0.00 29.4% 8.4% 28.4% 19.0% 20.0% -34.0% 23.9% -1.0K 9.6K -371 133.33 114.02 N/A N/A 3 400 39 2,680 2019-07-02 $7.51 $7.50 21.6% 6.2% 27.6% 6.5% 18.6% 38.1% -0.6% -900 4.8K -330 133.33 59.98 N/A N/A 3 400 42 3,080 2019-07-03 $7.61 $7.50 29.3% 8.4% 27.9% 18.9% 22.7% 34.8% 4.7% 624 -13.8K -83 33.33 67.06 N/A N/A 3 100 42 3,080 2019-07-05 $7.66 $0.00 41.8% 11.2% 28.0% 38.9% 0.0% 26.5% -11.0% -682 -2.7K -272 26.00 48.14 N/A N/A 3 78 42 2,980 2019-07-08 $7.69 $0.00 47.1% 9.4% 27.9% 47.3% 0.0% 6.6% -5.1% -501 -4.1K -259 0.00 37.40 N/A N/A 0 0 42 2,988 2019-07-09 $7.66 $0.00 67.1% 12.2% 28.0% 79.2% 0.0% 8.0% -18.2% 524 -14.3K -89 0.00 128.78 N/A N/A 0 0 42 2,988 2019-07-10 $7.80 $0.00 25.4% 7.3% 28.5% 12.6% 0.0% 19.3% -3.1% 797 -17.5K -78 0.00 54.51 N/A N/A 0 0 42 2,988 2019-07-11 $7.62 $0.00 41.1% 11.8% 29.3% 37.8% 0.0% 10.2% -4.5% -2.0K 29.9K -591 0.00 127.88 N/A N/A 0 100 42 2,988 2019-07-12 $7.60 $0.00 28.0% 8.0% 28.6% 16.7% 0.0% 5.9% -1.9% 828 -14.4K -76 0.00 35.80 N/A N/A 0 107 42 2,888 2019-07-15 $7.55 $0.00 29.1% 8.4% 28.6% 18.6% 0.0% 29.5% -1.1% 833 -13.5K -76 0.00 61.80 N/A N/A 3 0 42 2,388 2019-07-16 $7.57 $0.00 43.1% 12.4% 28.7% 40.9% 0.0% 12.5% -5.9% 279 -14.0K -99 40.00 129.48 N/A N/A 5 200 45 2,388 2019-07-17 $7.57 $0.00 36.4% 10.4% 27.9% 30.2% 0.0% 24.0% 6.0% 830 -16.1K -77 40.00 121.11 N/A N/A 5 200 45 2,588 2019-07-18 $7.54 $0.00 28.7% 8.2% 27.8% 18.0% 0.0% 14.2% 4.2% 808 -15.3K -71 200.00 57.60 N/A N/A 5 1,000 45 2,588 2019-07-19 $7.54 $0.00 46.7% 13.4% 27.7% 46.7% 0.0% 11.9% -20.2% -399 7.4K -430 401.40 123.08 N/A N/A 5 2,007 45 3,588 2019-07-22 $7.45 $0.00 37.4% 10.7% 25.5% 31.8% 0.0% 19.4% -1.1% 396 -9.9K -124 0.00 83.30 N/A N/A 0 0 42 1,595 2019-07-23 $7.56 $0.00 27.2% 7.8% 23.6% 15.5% 27.2% 32.6% -0.5% 478 -13.6K -111 0.00 29.31 N/A N/A 1 0 42 1,595 2019-07-24 $7.67 $7.50 26.2% 7.5% 23.7% 13.8% 26.3% 3.7% -0.2% 621 -15.7K -98 0.00 47.89 N/A N/A 11 0 43 1,595 2019-07-25 $7.59 $7.50 28.3% 8.1% 19.9% 17.3% 27.8% 22.4% -0.7% 719 -16.9K -140 91.36 87.34 N/A N/A 11 1,005 53 1,595 2019-07-26 $7.79 $7.50 20.7% 5.9% 18.6% 5.1% 22.6% -17.0% 4.0% -103 -8.9K -325 73.18 10.48 N/A N/A 11 805 53 2,600 2019-07-29 $7.82 $7.50 24.2% 6.9% 18.6% 10.8% 0.0% 0.5% -7.2% 832 -24.2K -109 0.00 12.02 N/A N/A 0 1,000 53 2,600 2019-07-30 $7.91 $7.50 20.8% 6.0% 18.7% 5.3% 0.0% 1.7% -4.1% 992 -27.4K -91 0.00 13.71 N/A N/A 0 400 53 2,600 2019-07-31 $8.09 $7.50 42.2% 12.1% 19.7% 39.4% 0.0% -23.0% -17.2% 791 -33.2K -68 0.00 99.76 N/A N/A 0 450 53 2,000
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