FSP Options History — May 2020 In May 2020, FSP traded between $4.47 and $5.79. ATM implied volatility averaged 91.7%, placing in the 47.9% IV rank vs the trailing year. The 30-day expected move averaged 23.3%. IV traded above realized volatility by 12.5% (HV 20d: 79.2%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 3.31.
Notable Days 2020-05-14 : Highest Volume — 72 contracts2020-05-08 : Largest IV spike — 144.2% change2020-05-08 : Highest IV Rank — 100.0%2020-05-11 : Largest Expected Move — 44.8%Monthly Statistics Metric Avg Min Max Open Close Price $5.12 $4.47 $5.79 $5.21 $5.40 Max Pain $7.38 $5.00 $7.50 $5.00 $7.50 ATM IV 91.7% 38.7% 183.4% 85.0% 97.8% Expected Move 23.3% 11.1% 44.8% 24.4% 28.0% HV 20d 79.2% 72.3% 93.2% 93.2% 76.1% HV 60d 112.8% 110.0% 116.0% 110.7% 116.0% IV Rank 47.9% 17.3% 100.0% 45.1% 51.0% IV Percentile 86.0% 47.2% 100.0% 90.5% 91.7% Term Structure 1.2% -98.5% 118.1% -35.9% 18.1% VWIV 80.2% 50.9% 119.0% 70.7% 119.0% Skew 25d 4.5% -51.4% 80.6% 26.5% 26.2% Skew 10d -7.8% -88.4% 64.0% 37.2% 49.1% Call IV 25d 85.9% 41.9% 128.4% 41.9% 48.4% Put IV 25d 90.4% 52.7% 153.2% 68.4% 74.5% Bid-Ask Spread % 111.00 65.73 128.48 102.21 127.22 Gamma HHI 0.82 0.63 0.95 0.82 0.88 Net GEX -1.1K -1.7K -659 -1.5K -1.1K Net DEX 38.3K 20.0K 66.1K 43.7K 29.5K Net VEX -182 -210 -142 -210 -152 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.31 0.00 14.00 0.00 0.03 Total Volume 8.2 0 72 1 0 Total OI 347.1 313 442 355 315
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 2020-05-01 $5.21 $5.00 85.0% 24.4% 93.2% 45.1% 0.0% 26.5% -35.9% -1.5K 43.7K -210 0.00 102.21 N/A N/A 0 1 44 311 2020-05-04 $5.11 $7.50 88.2% 15.9% 88.7% 46.9% 0.0% -7.5% 17.7% -1.4K 43.5K -199 0.00 107.14 N/A N/A 0 0 44 312 2020-05-05 $5.12 $7.50 88.3% 19.2% 79.6% 47.0% 0.0% -15.2% -22.3% -1.5K 44.4K -208 0.00 108.26 N/A N/A 0 0 44 312 2020-05-06 $5.02 $7.50 129.6% 20.7% 79.0% 71.3% 70.7% 36.3% 15.8% -1.4K 46.1K -206 0.00 102.51 N/A N/A 23 0 44 312 2020-05-07 $5.15 $7.50 75.1% 17.0% 79.1% 39.2% 50.9% 2.7% 8.7% -1.7K 43.8K -180 0.00 111.96 N/A N/A 20 0 55 312 2020-05-08 $5.36 $7.50 183.4% 26.3% 72.3% 100.0% 0.0% 48.3% 11.4% -979 32.6K -200 0.00 115.48 N/A N/A 0 3 65 312 2020-05-11 $5.02 $7.50 112.3% 44.8% 75.2% 59.4% 0.0% 80.6% -98.5% -1.2K 38.8K -191 0.00 128.48 N/A N/A 0 0 65 312 2020-05-12 $4.80 $7.50 143.3% 31.7% 75.9% 77.1% 0.0% 22.3% -61.5% -1.1K 43.7K -206 2.50 120.94 N/A N/A 2 5 65 312 2020-05-13 $4.47 $7.50 105.3% 30.2% 78.6% 55.4% 0.0% -3.2% -16.5% -659 29.9K -204 14.00 122.29 N/A N/A 2 28 65 310 2020-05-14 $4.58 $7.50 83.7% 24.0% 76.9% 43.0% 0.0% 25.7% 9.9% -854 66.1K -163 0.03 122.56 N/A N/A 70 2 63 310 2020-05-15 $4.60 $7.50 57.3% 16.4% 73.0% 27.9% 0.0% 30.0% -3.4% -806 63.6K -195 0.00 65.73 N/A N/A 0 6 132 310 2020-05-18 $5.13 $7.50 78.8% 22.6% 77.5% 40.2% 0.0% -9.7% -24.0% -937 36.8K -158 0.00 105.25 N/A N/A 0 0 49 264 2020-05-19 $5.02 $7.50 38.7% 11.1% 77.8% 17.3% 119.0% -16.8% -24.5% -1.4K 37.2K -172 0.00 125.62 N/A N/A 0 2 49 264 2020-05-20 $5.15 $7.50 70.5% 20.2% 78.1% 35.5% 0.0% -29.5% 102.2% -988 32.3K -158 0.00 103.34 N/A N/A 0 0 49 266 2020-05-21 $5.23 $7.50 92.0% 26.4% 77.9% 47.7% 0.0% 10.4% 118.1% -774 25.6K -178 0.00 109.88 N/A N/A 0 0 49 266 2020-05-22 $5.06 $7.50 62.9% 18.0% 78.8% 31.1% 0.0% -8.0% 16.7% -995 35.2K -180 0.00 87.86 N/A N/A 0 0 49 266 2020-05-26 $5.50 $7.50 87.2% 25.0% 82.2% 45.0% 0.0% -41.2% -10.4% -856 28.5K -157 0.00 122.48 N/A N/A 0 0 49 266 2020-05-27 $5.79 $7.50 65.1% 18.7% 83.7% 32.4% 0.0% -51.4% 1.2% -979 20.0K -142 0.00 106.92 N/A N/A 0 0 49 266 2020-05-28 $5.62 $7.50 88.8% 25.5% 80.6% 45.9% 0.0% -35.6% 18.1% -893 25.3K -174 0.00 123.84 N/A N/A 0 0 49 266 2020-05-29 $5.40 $7.50 97.8% 28.0% 76.1% 51.0% 0.0% 26.2% 0.0% -1.1K 29.5K -152 0.00 127.22 N/A N/A 0 0 49 266
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