FSP Options History — November 2019 In November 2019, FSP traded between $8.40 and $8.93. ATM implied volatility averaged 45.8%, placing in the 38.8% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 19.1% (HV 20d: 26.7%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2019-11-25 : Highest Volume — 5 contracts2019-11-13 : Largest IV drop — 75.2% change2019-11-12 : Highest IV Rank — 100.0%2019-11-29 : Largest Expected Move — 12.6%Monthly Statistics Metric Avg Min Max Open Close Price $8.65 $8.40 $8.93 $8.55 $8.76 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 45.8% 22.1% 95.7% 40.8% 44.1% Expected Move 9.7% 6.3% 12.6% 11.7% 12.6% HV 20d 26.7% 22.3% 28.9% 22.3% 26.4% HV 60d 24.4% 22.8% 25.8% 24.2% 24.2% IV Rank 38.8% 3.2% 100.0% 34.8% 32.1% IV Percentile 67.2% 6.7% 100.0% 71.0% 75.0% Term Structure 1.9% -26.3% 137.7% -13.6% -13.7% VWIV 30.8% 30.8% 30.8% 30.8% 30.8% Skew 25d 2.0% -7.6% 7.6% -2.1% 7.6% Skew 10d 2.5% -12.0% 7.8% -2.0% 6.5% Call IV 25d 30.1% 20.8% 45.6% 42.4% 34.1% Put IV 25d 32.1% 23.5% 41.7% 40.3% 41.7% Bid-Ask Spread % 44.58 12.02 95.59 14.96 15.63 Gamma HHI 0.96 0.92 1.00 0.98 0.95 Net GEX -3.1K -4.4K -2.3K -3.0K -2.6K Net DEX 2.8K -16.0K 17.5K 8.8K -16.0K Net VEX -249 -342 -121 -304 -121 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.45 0 5 0 0 Total OI 3,651.15 3,638 3,663 3,663 3,638
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 2019-11-01 $8.55 $7.50 40.8% 11.7% 22.3% 34.8% 0.0% -2.1% -13.6% -3.0K 8.8K -304 0.00 14.96 N/A N/A 0 0 44 3,619 2019-11-04 $8.93 $7.50 50.6% 8.3% 27.1% 51.1% 0.0% 6.6% 1.5% -2.4K 2.9K -285 0.00 26.96 N/A N/A 0 0 44 3,619 2019-11-05 $8.84 $7.50 56.1% 7.6% 27.1% 60.2% 0.0% 7.4% -4.0% -2.7K -12.8K -165 0.00 52.99 N/A N/A 0 0 44 3,619 2019-11-06 $8.57 $7.50 66.1% 11.1% 28.7% 76.9% 0.0% -2.0% -26.3% -3.4K 17.5K -342 0.00 59.12 N/A N/A 0 0 44 3,619 2019-11-07 $8.64 $7.50 57.3% 9.1% 28.7% 62.1% 0.0% 4.6% -12.9% -3.5K -908 -248 0.00 95.59 N/A N/A 0 0 44 3,619 2019-11-08 $8.66 $7.50 71.9% 11.1% 28.5% 86.4% 0.0% 3.9% -24.6% -3.6K 1.1K -245 0.00 62.76 N/A N/A 0 0 44 3,619 2019-11-11 $8.73 $7.50 60.9% 7.7% 28.4% 68.2% 0.0% 7.6% 1.3% -3.7K -4.2K -201 0.00 50.40 N/A N/A 0 0 44 3,619 2019-11-12 $8.61 $7.50 95.7% 8.6% 28.9% 100.0% 0.0% 3.9% -5.7% -3.0K 13.6K -312 0.00 46.59 N/A N/A 0 4 44 3,619 2019-11-13 $8.60 $7.50 23.8% 6.8% 28.8% 5.3% 0.0% -0.9% 4.8% -2.6K 4.1K -266 0.00 12.02 N/A N/A 0 0 44 3,615 2019-11-14 $8.59 $7.50 33.5% 9.6% 28.3% 18.1% 0.0% -4.1% -14.3% -3.2K 10.6K -300 0.00 19.16 N/A N/A 0 0 44 3,615 2019-11-15 $8.61 $7.50 35.8% 10.3% 26.8% 21.2% 0.0% 3.2% -19.9% -3.5K -4.5K -206 0.00 52.87 N/A N/A 0 0 44 3,615 2019-11-18 $8.64 $7.50 32.1% 9.2% 24.5% 16.3% 0.0% 4.8% 137.7% -2.8K 4.5K -256 0.00 45.23 N/A N/A 0 0 44 3,594 2019-11-19 $8.72 $7.50 39.4% 11.3% 24.6% 25.9% 0.0% 2.4% 15.3% -2.7K 4.4K -262 0.00 54.46 N/A N/A 0 0 44 3,594 2019-11-20 $8.66 $7.50 39.5% 11.3% 24.6% 26.0% 0.0% 3.9% 6.6% -3.5K 5.6K -256 0.00 48.36 N/A N/A 0 0 44 3,594 2019-11-21 $8.41 $7.50 39.3% 11.3% 25.6% 25.8% 0.0% -2.3% 7.3% -4.0K 15.9K -303 0.00 61.17 N/A N/A 0 0 44 3,594 2019-11-22 $8.40 $7.50 22.1% 6.3% 25.3% 3.2% 0.0% -7.6% -2.8% -4.4K 1.1K -194 0.00 43.53 N/A N/A 0 0 44 3,594 2019-11-25 $8.64 $7.50 34.3% 9.8% 26.9% 19.2% 30.8% 3.8% 9.4% -2.7K 1.7K -238 0.00 36.27 N/A N/A 5 0 44 3,594 2019-11-26 $8.62 $7.50 37.5% 10.8% 26.7% 23.4% 0.0% -7.4% -11.4% -2.9K 2.7K -245 0.00 57.31 N/A N/A 0 0 44 3,594 2019-11-27 $8.73 $7.50 35.3% 10.1% 26.6% 20.5% 0.0% 6.2% 3.2% -2.3K 97 -232 0.00 36.32 N/A N/A 0 0 44 3,594 2019-11-29 $8.76 $7.50 44.1% 12.6% 26.4% 32.1% 0.0% 7.6% -13.7% -2.6K -16.0K -121 0.00 15.63 N/A N/A 0 0 44 3,594
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