FSP Options History — December 2019

In December 2019, FSP traded between $8.34 and $8.88. ATM implied volatility averaged 44.8%, placing in the 33.0% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 22.2% (HV 20d: 22.5%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2019-12-30: Highest Volume — 20 contracts
  • 2019-12-03: Largest IV spike — 56.4% change
  • 2019-12-31: Highest IV Rank — 62.6%
  • 2019-12-31: Largest Expected Move — 19.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.59$8.34$8.88$8.57$8.57
Max Pain$7.50$7.50$7.50$7.50$7.50
ATM IV44.8%25.1%67.3%37.8%67.3%
Expected Move12.0%7.2%19.3%10.8%19.3%
HV 20d22.5%19.7%27.6%27.6%22.7%
HV 60d23.6%22.9%24.7%24.7%23.9%
IV Rank33.0%7.1%62.6%23.8%62.6%
IV Percentile69.9%18.3%96.4%61.9%96.4%
Term Structure-1.0%-33.6%139.7%13.2%-21.6%
Skew 25d-2.4%-26.6%7.5%-3.9%2.3%
Skew 10d-1.2%-31.4%16.0%-10.4%16.0%
Call IV 25d40.4%25.3%66.8%47.5%66.7%
Put IV 25d38.0%23.9%69.0%43.6%69.0%
Bid-Ask Spread %76.3036.22118.39101.53112.86
Gamma HHI1.000.981.000.981.00
Net GEX-2.5K-3.4K-2.0K-2.6K-2.5K
Net DEX-226-24.8K13.2K3.5K12.6K
Net VEX-180-232-34-232-210
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume1.57102000
Total OI2,764.7145843,6433,633604

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-12-02$8.57$7.5037.8%10.8%27.6%23.8%0.0%-3.9%13.2%-2.6K3.5K-2320.00101.53N/AN/A00393,594
2019-12-03$8.64$7.5059.1%16.9%22.7%51.8%0.0%-18.7%-23.9%-3.4K5.2K-2310.00114.66N/AN/A00393,594
2019-12-04$8.64$7.5050.2%14.4%22.4%40.1%0.0%1.4%8.0%-2.9K1.7K-2150.0078.48N/AN/A00393,594
2019-12-05$8.72$0.0049.6%11.1%19.7%39.4%0.0%6.4%-22.8%-2.8K-11.6K-1380.0068.90N/AN/A00393,594
2019-12-06$8.80$0.0040.4%9.4%19.8%27.2%0.0%7.5%-4.1%-2.8K-10.6K-1440.0084.75N/AN/A00393,594
2019-12-09$8.77$0.0054.5%9.7%19.8%45.7%0.0%7.1%-10.2%-2.5K-6.9K-1750.0053.26N/AN/A00393,594
2019-12-10$8.88$0.0049.7%7.7%20.1%39.5%0.0%7.0%-9.9%-2.0K-24.8K-340.0047.62N/AN/A00393,594
2019-12-11$8.72$0.0029.8%8.6%20.6%13.3%0.0%-1.1%-7.6%-2.2K-5.3K-1850.0074.79N/AN/A00393,594
2019-12-12$8.56$0.0025.1%7.2%21.7%7.1%0.0%-13.8%-5.8%-2.5K59-2050.00105.25N/AN/A00393,594
2019-12-13$8.47$0.0025.5%7.3%22.0%7.6%0.0%-9.4%1.6%-2.7K4.2K-2210.00100.67N/AN/A00393,594
2019-12-16$8.55$0.0038.4%11.0%22.2%24.6%0.0%2.1%-21.8%-2.6K-1.5K-1970.0049.64N/AN/A100393,594
2019-12-17$8.47$0.0040.2%11.5%22.4%27.0%0.0%-3.6%-31.2%-2.7K-410-1970.0048.12N/AN/A00493,594
2019-12-18$8.69$0.0045.2%13.0%24.1%33.6%0.0%3.2%-26.4%-2.0K-3.5K-1840.0058.81N/AN/A30493,594
2019-12-19$8.53$0.0045.3%13.0%24.9%33.7%0.0%-0.7%-27.7%-2.4K-7.1K-1660.0063.40N/AN/A00493,594
2019-12-20$8.57$0.0045.5%13.1%22.5%34.0%0.0%1.7%-31.3%-2.3K-11.1K-1320.0060.03N/AN/A00493,594
2019-12-23$8.34$0.0039.4%11.3%24.6%25.8%0.0%-11.1%139.7%-2.4K13.2K-2020.0036.22N/AN/A0022562
2019-12-24$8.51$0.0050.5%14.5%23.6%40.5%0.0%4.5%129.1%-2.5K7.1K-1650.00118.10N/AN/A0022562
2019-12-26$8.49$0.0049.2%14.1%23.6%38.8%0.0%-3.7%-21.6%-2.3K8.5K-1820.0052.41N/AN/A0022562
2019-12-27$8.40$0.0046.4%13.3%23.2%35.1%0.0%-26.6%-13.8%-2.2K10.8K-1790.00118.39N/AN/A0022562
2019-12-30$8.45$0.0051.2%14.7%23.3%41.5%0.0%-0.4%-33.6%-2.4K11.1K-1790.0054.31N/AN/A02022562
2019-12-31$8.57$0.0067.3%19.3%22.7%62.6%0.0%2.3%-21.6%-2.5K12.6K-2100.00112.86N/AN/A0022582