FSP Options History — February 2020 In February 2020, FSP traded between $6.99 and $8.18. ATM implied volatility averaged 33.7%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 6.0% (HV 20d: 27.7%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 36.45.
Notable Days 2020-02-18 : Highest Volume — 2,081 contracts2020-02-05 : Largest IV spike — 104.4% change2020-02-28 : Highest IV Rank — 76.7%2020-02-28 : Largest Expected Move — 22.2%Monthly Statistics Metric Avg Min Max Open Close Price $7.69 $6.99 $8.18 $7.70 $6.99 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 33.7% 16.7% 77.3% 30.8% 77.3% Expected Move 9.2% 4.8% 22.2% 8.8% 22.2% HV 20d 27.7% 13.9% 38.4% 20.5% 38.4% HV 60d 26.0% 22.2% 28.8% 22.9% 28.8% IV Rank 20.2% 0.0% 76.7% 14.5% 76.7% IV Percentile 45.0% 0.0% 99.6% 44.8% 99.6% Term Structure 18.6% -33.5% 102.9% -2.4% 42.6% VWIV 36.3% 19.4% 82.3% 20.4% 82.3% Skew 25d -4.8% -56.9% 30.3% -27.1% -13.1% Skew 10d 0.8% -79.9% 66.4% -36.9% -29.5% Call IV 25d 45.7% 24.4% 83.2% 57.9% 64.7% Put IV 25d 41.0% 17.2% 65.0% 30.8% 51.5% Bid-Ask Spread % 78.29 24.62 120.55 102.81 120.55 Gamma HHI 0.89 0.49 1.00 0.69 0.49 Net GEX -4.5K -6.3K -3.0K -4.9K -3.5K Net DEX 38.0K -4.8K 99.8K 58.8K 99.8K Net VEX -270 -500 -145 -500 -481 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 36.45 0.00 188.18 0.00 10.00 Total Volume 232.947 0 2,081 640 22 Total OI 1,293 865 1,936 1,505 1,146
Daily Data (19 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 2020-02-03 $7.70 $0.00 30.8% 8.8% 20.5% 14.5% 0.0% -27.1% -2.4% -4.9K 58.8K -500 0.00 102.81 N/A N/A 0 640 33 1,472 2020-02-04 $7.77 $0.00 21.2% 6.1% 21.1% 1.9% 0.0% -56.9% 5.8% -5.1K 44.4K -383 0.00 105.23 N/A N/A 0 0 33 1,472 2020-02-05 $7.85 $0.00 43.3% 12.4% 15.0% 31.0% 0.0% -20.4% -33.5% -4.1K 20.6K -205 0.00 50.37 N/A N/A 0 0 33 1,472 2020-02-06 $7.91 $7.50 46.1% 9.1% 13.9% 34.6% 0.0% 3.3% -4.0% -4.2K 33.0K -334 0.00 59.30 N/A N/A 0 0 33 1,472 2020-02-07 $7.78 $7.50 34.0% 8.3% 14.8% 18.8% 0.0% -14.6% -0.9% -4.1K 29.8K -223 0.00 32.18 N/A N/A 0 0 33 1,472 2020-02-10 $7.73 $7.50 40.9% 8.1% 14.6% 27.9% 0.0% 3.3% 2.7% -4.2K 32.4K -210 0.00 25.89 N/A N/A 0 20 33 832 2020-02-11 $7.59 $7.50 42.3% 11.7% 15.3% 29.6% 0.0% 9.3% -9.8% -3.3K 42.2K -251 0.00 113.12 N/A N/A 2 0 33 852 2020-02-12 $8.18 $7.50 20.6% 5.9% 31.3% 1.2% 20.4% -20.8% 5.1% -3.0K -4.8K -145 0.50 99.25 N/A N/A 2 1 35 852 2020-02-13 $7.95 $7.50 16.7% 4.8% 33.1% 0.0% 19.4% -5.5% 7.9% -4.4K 3.1K -166 0.00 24.62 N/A N/A 15 0 35 851 2020-02-14 $7.99 $7.50 17.9% 5.1% 32.6% 1.5% 0.0% -13.7% 4.7% -4.0K -2.2K -174 0.00 47.12 N/A N/A 0 1 42 851 2020-02-18 $7.87 $7.50 28.9% 8.3% 33.0% 15.5% 0.0% 4.3% -2.4% -4.6K 23.2K -230 188.18 30.85 N/A N/A 11 2,070 42 852 2020-02-19 $7.70 $7.50 29.3% 8.4% 33.8% 16.0% 0.0% 21.0% 0.4% -4.3K 23.2K -242 0.00 69.61 N/A N/A 0 400 52 892 2020-02-20 $7.66 $7.50 28.4% 8.1% 33.7% 14.8% 0.0% -20.5% -4.9% -5.1K 34.6K -254 20.00 101.18 N/A N/A 1 20 52 1,282 2020-02-21 $7.66 $7.50 28.9% 8.3% 33.7% 15.5% 0.0% 27.7% 0.7% -5.2K 34.9K -249 0.00 97.92 N/A N/A 0 400 52 1,292 2020-02-24 $7.68 $7.50 30.4% 8.7% 33.6% 17.3% 0.0% -42.6% 95.3% -5.4K 39.6K -237 0.00 97.25 N/A N/A 0 0 44 1,892 2020-02-25 $7.46 $7.50 31.0% 8.9% 35.1% 18.1% 31.0% 30.0% 72.3% -5.5K 57.4K -238 0.00 102.57 N/A N/A 0 420 44 1,892 2020-02-26 $7.46 $7.50 30.0% 8.6% 35.0% 16.8% 28.4% 15.1% 70.7% -6.3K 61.5K -243 0.00 99.27 N/A N/A 0 1 44 1,502 2020-02-27 $7.15 $7.50 42.2% 12.1% 37.8% 32.3% 0.0% 30.3% 102.9% -5.1K 91.3K -372 0.00 108.40 N/A N/A 0 400 44 1,502 2020-02-28 $6.99 $7.50 77.3% 22.2% 38.4% 76.7% 82.3% -13.1% 42.6% -3.5K 99.8K -481 10.00 120.55 N/A N/A 2 20 44 1,102
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