FSP Options History — October 2019

In October 2019, FSP traded between $8.31 and $8.83. ATM implied volatility averaged 44.9%, placing in the 41.7% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded above realized volatility by 22.6% (HV 20d: 22.3%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2019-10-31: Highest Volume — 60 contracts
  • 2019-10-11: Largest IV spike — 122.3% change
  • 2019-10-04: Highest IV Rank — 93.4%
  • 2019-10-11: Largest Expected Move — 18.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.60$8.31$8.83$8.31$8.59
Max Pain$7.50$7.50$7.50$7.50$7.50
ATM IV44.9%25.3%76.1%47.9%40.7%
Expected Move11.5%7.3%18.5%13.7%11.7%
HV 20d22.3%20.0%24.4%23.8%22.6%
HV 60d25.6%24.4%26.3%25.8%24.4%
IV Rank41.7%9.3%93.4%46.7%34.7%
IV Percentile71.2%21.4%99.6%85.7%71.0%
Term Structure-13.8%-30.4%2.2%-20.5%-10.8%
VWIV32.4%27.3%37.5%27.3%37.5%
Skew 25d9.7%-24.8%107.7%41.2%6.7%
Skew 10d13.8%-29.6%130.2%41.2%2.1%
Call IV 25d42.8%30.6%64.4%32.9%40.8%
Put IV 25d52.5%23.9%140.7%74.1%47.5%
Bid-Ask Spread %67.7111.99130.2585.0428.85
Gamma HHI0.910.610.990.640.94
Net GEX-2.7K-3.6K-1.8K-2.9K-2.7K
Net DEX8.0K-21.1K38.3K38.3K12.1K
Net VEX-315-462-108-462-317
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume5.130601560
Total OI3,6273,5773,6583,6353,603

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-10-01$8.31$7.5047.9%13.7%23.8%46.7%0.0%41.2%-20.5%-2.9K38.3K-4620.0085.04N/AN/A1501003,535
2019-10-02$8.45$7.5057.5%16.5%24.0%62.6%0.0%-3.7%-6.0%-3.5K4.9K-3340.0064.97N/AN/A051153,535
2019-10-03$8.43$0.0061.5%11.7%24.2%69.1%0.0%-0.6%-7.2%-3.6K8.0K-3200.00122.58N/AN/A001153,539
2019-10-04$8.53$0.0076.1%10.2%24.2%93.4%0.0%-10.7%2.2%-1.8K8.5K-4080.00112.94N/AN/A001153,539
2019-10-07$8.55$0.0067.5%12.0%23.2%79.2%0.0%7.9%-12.9%-2.7K16.5K-3700.00108.94N/AN/A001153,539
2019-10-08$8.47$0.0070.3%12.8%20.0%83.6%0.0%7.4%-19.7%-2.6K19.5K-3900.00107.71N/AN/A001153,539
2019-10-09$8.64$0.0035.1%10.1%20.6%25.4%0.0%-14.1%-2.9%-2.5K14.2K-3680.00109.47N/AN/A011153,539
2019-10-10$8.57$0.0029.0%8.3%20.9%15.4%0.0%-11.3%-17.6%-2.6K16.0K-3660.00110.11N/AN/A401153,539
2019-10-11$8.66$0.0064.5%18.5%20.4%74.2%0.0%-8.0%-29.3%-2.6K11.2K-3540.00130.25N/AN/A401193,539
2019-10-14$8.59$0.0025.3%7.3%20.7%9.3%0.0%-23.7%-8.9%-2.4K11.3K-3490.00102.75N/AN/A001153,539
2019-10-15$8.61$0.0037.3%10.7%20.6%29.1%27.3%-3.2%-23.9%-2.7K12.2K-3450.0020.64N/AN/A021153,539
2019-10-16$8.67$7.5033.6%9.6%20.1%23.0%0.0%2.4%-10.4%-3.1K1.8K-2700.0026.07N/AN/A001153,540
2019-10-17$8.79$7.5035.6%10.2%20.2%26.3%0.0%75.9%-9.1%-2.8K-3.8K-2410.0016.42N/AN/A001153,540
2019-10-18$8.57$7.5044.6%12.8%22.6%41.1%0.0%-24.8%-16.5%-2.5K14.7K-3490.0067.98N/AN/A001153,540
2019-10-21$8.83$7.5040.3%11.6%24.2%34.0%0.0%7.9%-10.4%-2.5K-5.5K-2290.0047.55N/AN/A00403,539
2019-10-22$8.76$7.5033.8%9.7%24.4%23.3%0.0%107.7%-11.3%-3.3K-21.1K-1080.0023.22N/AN/A00403,539
2019-10-23$8.80$7.5031.6%9.1%21.4%19.7%0.0%80.6%-17.3%-1.9K-3.3K-2430.0040.48N/AN/A00383,539
2019-10-24$8.61$7.5043.4%12.4%23.0%39.1%0.0%0.8%-21.2%-2.2K4.4K-2910.0045.61N/AN/A00383,539
2019-10-25$8.51$7.5029.7%8.5%23.4%16.5%0.0%-5.4%-12.6%-2.3K6.3K-2850.0013.41N/AN/A60383,539
2019-10-28$8.62$7.5036.1%10.4%23.3%27.2%37.5%0.6%-1.8%-2.5K4.0K-2730.0011.99N/AN/A020443,539
2019-10-29$8.54$7.5046.6%13.4%22.6%44.5%0.0%5.2%-30.4%-3.2K3.8K-2680.0051.51N/AN/A00443,559
2019-10-30$8.66$7.5044.8%12.8%22.4%41.4%0.0%-15.8%-19.4%-2.5K9.9K-3150.00108.82N/AN/A10443,559
2019-10-31$8.59$7.5040.7%11.7%22.6%34.7%0.0%6.7%-10.8%-2.7K12.1K-3170.0028.85N/AN/A060443,559