FSP Options History — January 2020

In January 2020, FSP traded between $7.61 and $8.43. ATM implied volatility averaged 38.4%, placing in the 24.6% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 11.6% (HV 20d: 26.8%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2020-01-21: Highest Volume — 1,000 contracts
  • 2020-01-14: Largest IV spike — 113.8% change
  • 2020-01-14: Highest IV Rank — 75.4%
  • 2020-01-03: Largest Expected Move — 20.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.94$7.61$8.43$8.29$7.61
ATM IV38.4%22.3%77.0%61.7%30.8%
Expected Move9.4%6.4%20.7%17.7%8.8%
HV 20d26.8%21.1%30.1%25.3%21.1%
HV 60d25.3%22.8%26.5%24.9%22.8%
IV Rank24.6%3.4%75.4%55.2%14.6%
IV Percentile50.8%7.5%99.6%92.9%44.8%
Term Structure-6.5%-57.0%8.2%-39.1%-6.1%
Skew 25d-3.4%-30.8%43.3%-5.2%43.3%
Skew 10d38.3%-37.5%91.6%18.4%91.6%
Call IV 25d47.2%27.2%67.4%67.4%42.9%
Put IV 25d43.9%22.4%86.2%62.2%86.2%
Bid-Ask Spread %87.9316.87128.87115.1365.34
Gamma HHI0.940.621.001.000.69
Net GEX-3.8K-6.2K-2.5K-3.1K-4.7K
Net DEX30.2K-5.0K50.7K15.4K48.9K
Net VEX-254-457-92-210-321
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume77.66701,00000
Total OI1,009.196041,8166041,505

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-01-02$8.29$0.0061.7%17.7%25.3%55.2%0.0%-5.2%-39.1%-3.1K15.4K-2100.00115.13N/AN/A0022582
2020-01-03$8.43$0.0072.3%20.7%26.2%69.1%0.0%1.7%-57.0%-2.5K14.7K-2050.00123.66N/AN/A0022582
2020-01-06$8.39$0.0066.9%6.6%25.9%62.1%0.0%-4.8%-10.6%-3.5K-5.0K-920.0052.59N/AN/A0022582
2020-01-07$8.02$0.0042.7%9.3%29.7%30.2%0.0%-15.0%-2.1%-3.7K25.8K-2340.00101.45N/AN/A2022582
2020-01-08$7.88$0.0023.1%8.3%30.1%4.5%0.0%8.9%-1.4%-3.7K34.9K-2580.0099.62N/AN/A0024582
2020-01-09$7.81$0.0023.5%7.6%29.3%4.9%0.0%20.4%1.3%-3.7K38.8K-2640.00101.78N/AN/A0024582
2020-01-10$7.88$0.0036.0%7.1%29.5%21.4%0.0%-3.4%3.2%-3.6K34.7K-2550.00109.70N/AN/A0024582
2020-01-13$7.95$0.0036.0%7.0%29.4%21.4%0.0%-24.6%3.0%-4.1K30.2K-2380.00101.35N/AN/A0024582
2020-01-14$7.92$0.0077.0%7.4%29.3%75.4%0.0%-10.2%2.7%-3.9K33.3K-2470.00118.21N/AN/A020024582
2020-01-15$7.89$0.0031.8%9.1%28.9%15.9%0.0%-6.3%-6.0%-4.0K34.6K-2560.0069.54N/AN/A0024782
2020-01-16$8.02$0.0053.6%15.4%29.7%44.6%0.0%-13.5%-34.1%-6.2K17.2K-1850.00125.68N/AN/A0024782
2020-01-17$8.01$0.0024.3%7.0%27.8%6.0%0.0%-30.8%6.0%-3.3K30.0K-2420.00128.87N/AN/A19024782
2020-01-21$7.94$0.0028.0%8.0%27.3%10.8%0.0%-2.6%8.2%-3.3K28.0K-2470.0066.00N/AN/A01,00034782
2020-01-22$7.88$0.0027.5%7.9%27.2%10.3%0.0%11.2%5.6%-4.7K47.4K-4060.0037.80N/AN/A00341,782
2020-01-23$7.88$0.0027.4%7.8%25.8%10.0%0.0%-7.6%2.3%-3.7K27.2K-2440.0050.45N/AN/A0360341,782
2020-01-24$7.81$0.0030.6%8.8%24.4%14.3%0.0%6.0%-0.9%-3.3K27.5K-2430.0038.14N/AN/A00341,422
2020-01-27$7.77$0.0029.5%8.4%24.4%12.8%0.0%-19.0%0.9%-3.5K32.2K-2400.00102.77N/AN/A00331,422
2020-01-28$7.80$0.0031.0%8.9%24.4%14.8%0.0%10.4%-2.5%-3.7K31.4K-2400.00103.22N/AN/A050331,422
2020-01-29$7.76$0.0022.3%6.4%24.2%3.4%0.0%-0.4%0.4%-4.6K50.7K-4570.0016.87N/AN/A00331,472
2020-01-30$7.73$0.0030.5%8.8%23.2%14.2%0.0%-29.2%-10.7%-3.5K36.5K-2410.00118.37N/AN/A00331,472
2020-01-31$7.61$0.0030.8%8.8%21.1%14.6%0.0%43.3%-6.1%-4.7K48.9K-3210.0065.34N/AN/A00331,472