FSP Options History — April 2020 In April 2020, FSP traded between $4.81 and $6.19. ATM implied volatility averaged 86.4%, placing in the 45.9% IV rank vs the trailing year. The 30-day expected move averaged 24.0%. IV traded below realized volatility by 41.0% (HV 20d: 127.4%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 2.42.
Notable Days 2020-04-27 : Highest Volume — 83 contracts2020-04-16 : Largest IV spike — 58.4% change2020-04-16 : Highest IV Rank — 66.0%2020-04-16 : Largest Expected Move — 34.6%Monthly Statistics Metric Avg Min Max Open Close Price $5.44 $4.81 $6.19 $4.98 $5.46 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 86.4% 66.8% 120.6% 83.8% 76.4% Expected Move 24.0% 16.9% 34.6% 24.0% 21.9% HV 20d 127.4% 92.8% 171.1% 162.6% 92.8% HV 60d 104.6% 97.2% 110.4% 97.2% 110.4% IV Rank 45.9% 34.4% 66.0% 44.4% 40.0% IV Percentile 91.6% 82.5% 96.8% 94.0% 86.5% Term Structure -10.5% -100.1% 18.9% -16.2% 1.6% VWIV 94.8% 72.0% 123.8% 72.0% 114.0% Skew 25d 13.3% -11.3% 55.3% -9.2% 55.3% Skew 10d 36.4% -10.8% 91.5% -10.8% 91.5% Call IV 25d 72.6% 38.2% 96.8% 93.4% 38.2% Put IV 25d 85.9% 52.8% 114.4% 84.2% 93.5% Bid-Ask Spread % 109.58 56.36 149.70 139.43 94.67 Gamma HHI 0.81 0.68 0.92 0.92 0.70 Net GEX -860 -1.3K -601 -1.2K -1.2K Net DEX 33.4K 20.4K 52.0K 50.4K 34.5K Net VEX -157 -205 -140 -159 -205 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.42 0.00 7.30 5.00 3.67 Total Volume 11.238 0 83 2 14 Total OI 241.048 171 341 226 341
Daily Data (21 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 2020-04-01 $4.98 $5.00 83.8% 24.0% 162.6% 44.4% 72.0% -9.2% -16.2% -1.2K 50.4K -159 0.00 139.43 N/A N/A 0 2 17 209 2020-04-02 $5.21 $0.00 119.3% 22.0% 164.3% 65.3% 0.0% 44.9% -15.8% -1.1K 46.8K -157 5.00 100.51 N/A N/A 2 10 17 207 2020-04-03 $4.81 $0.00 79.5% 22.6% 165.6% 41.8% 0.0% 7.2% 3.7% -1.1K 52.0K -160 0.00 90.45 N/A N/A 0 1 17 217 2020-04-06 $5.36 $0.00 87.3% 24.3% 170.5% 46.4% 0.0% 7.7% -7.8% -644 33.0K -146 0.00 107.02 N/A N/A 0 0 17 218 2020-04-07 $5.51 $0.00 71.3% 16.9% 171.1% 37.0% 0.0% 18.9% -7.9% -780 32.8K -143 0.00 108.41 N/A N/A 0 0 17 218 2020-04-08 $5.64 $0.00 78.4% 22.5% 169.2% 41.2% 0.0% -0.6% -11.8% -765 31.2K -145 0.00 99.92 N/A N/A 0 0 17 218 2020-04-09 $6.19 $0.00 78.9% 22.6% 155.9% 41.5% 0.0% -11.3% 2.2% -667 22.6K -140 0.00 74.72 N/A N/A 0 0 17 218 2020-04-13 $6.07 $0.00 94.2% 27.0% 156.2% 50.5% 0.0% 25.3% 16.5% -689 27.0K -151 0.00 115.83 N/A N/A 0 0 17 220 2020-04-14 $5.89 $0.00 101.4% 29.1% 127.1% 54.7% 0.0% 19.4% -29.4% -601 28.3K -156 0.00 122.98 N/A N/A 0 0 17 220 2020-04-15 $5.71 $0.00 76.1% 21.8% 115.7% 39.8% 0.0% -0.3% 18.9% -652 30.0K -151 0.00 116.39 N/A N/A 0 16 17 220 2020-04-16 $5.34 $5.00 120.6% 34.6% 113.0% 66.0% 0.0% 9.4% -100.1% -787 37.0K -148 0.00 149.70 N/A N/A 0 0 17 236 2020-04-17 $5.66 $5.00 72.2% 20.7% 111.6% 37.5% 86.3% 27.0% -13.0% -947 33.9K -150 0.00 114.13 N/A N/A 1 0 17 236 2020-04-20 $5.15 $5.00 93.8% 26.9% 117.6% 50.2% 0.0% 23.8% -26.6% -916 40.4K -140 0.45 125.93 N/A N/A 11 5 16 155 2020-04-21 $5.08 $5.00 82.5% 23.7% 112.4% 43.6% 0.0% -4.7% -7.7% -665 30.5K -152 0.00 131.29 N/A N/A 0 0 27 160 2020-04-22 $5.01 $5.00 90.0% 25.8% 95.4% 48.0% 90.0% 2.8% 9.5% -633 29.1K -152 0.40 102.43 N/A N/A 10 4 27 160 2020-04-23 $5.13 $5.00 87.1% 25.0% 93.4% 46.3% 0.0% -1.7% -16.4% -954 36.5K -170 0.00 114.33 N/A N/A 1 0 37 193 2020-04-24 $5.12 $5.00 82.4% 23.6% 93.2% 43.5% 82.5% 21.3% 10.4% -806 30.6K -173 0.00 56.36 N/A N/A 0 29 37 193 2020-04-27 $5.40 $5.00 66.8% 19.1% 94.8% 34.4% 0.0% 16.1% 12.9% -667 20.4K -148 7.30 104.67 N/A N/A 10 73 37 200 2020-04-28 $5.55 $5.00 77.7% 22.3% 95.4% 40.7% 0.0% 0.8% -5.9% -1.3K 33.2K -196 0.00 113.31 N/A N/A 0 40 39 260 2020-04-29 $5.94 $5.00 95.3% 27.3% 98.2% 51.2% 123.8% 27.5% -37.6% -930 21.2K -150 2.50 118.73 N/A N/A 2 5 39 300 2020-04-30 $5.46 $5.00 76.4% 21.9% 92.8% 40.0% 114.0% 55.3% 1.6% -1.2K 34.5K -205 3.67 94.67 N/A N/A 3 11 41 300
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