FSP Options History — June 2020 In June 2020, FSP traded between $4.55 and $6.67. ATM implied volatility averaged 105.5%, placing in the 54.1% IV rank vs the trailing year. The 30-day expected move averaged 27.2%. IV traded above realized volatility by 14.4% (HV 20d: 91.2%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 2.25.
Notable Days 2020-06-23 : Highest Volume — 357 contracts2020-06-18 : Largest IV spike — 738.3% change2020-06-04 : Highest IV Rank — 100.0%2020-06-10 : Largest Expected Move — 46.9%Monthly Statistics Metric Avg Min Max Open Close Price $5.33 $4.55 $6.67 $5.08 $5.02 Max Pain $5.42 $5.00 $7.50 $7.50 $5.00 ATM IV 105.5% 15.1% 190.2% 126.4% 49.8% Expected Move 27.2% 4.3% 46.9% 36.2% 14.3% HV 20d 91.2% 77.3% 100.6% 77.4% 93.1% HV 60d 99.1% 85.2% 117.6% 116.5% 85.2% IV Rank 54.1% 3.7% 100.0% 67.4% 22.8% IV Percentile 80.6% 0.4% 100.0% 96.8% 56.3% Term Structure -18.0% -118.7% 109.7% 53.7% 22.6% VWIV 86.2% 47.6% 166.4% 47.6% 56.9% Skew 25d 13.2% -62.8% 91.9% 44.0% -15.3% Skew 10d 3.9% -101.1% 54.5% 36.4% -21.3% Call IV 25d 82.8% 43.7% 174.2% 52.9% 95.6% Put IV 25d 96.0% 60.8% 173.5% 97.0% 80.3% Bid-Ask Spread % 161.59 102.10 182.83 123.09 126.25 Gamma HHI 0.83 0.55 0.99 0.69 0.99 Net GEX -1.4K -3.9K -349 -770 -1.6K Net DEX 35.5K 4.2K 74.5K 35.1K 38.1K Net VEX -187 -260 -93 -186 -177 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.25 0.00 11.31 0.00 11.31 Total Volume 44.318 0 357 0 1 Total OI 443.773 315 568 315 449
Daily Data (22 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 2020-06-01 $5.08 $7.50 126.4% 36.2% 77.4% 67.4% 0.0% 0.0% 0.0% -770 35.1K -186 0.00 123.09 N/A N/A 0 0 49 266 2020-06-02 $5.16 $7.50 72.4% 20.8% 77.3% 36.5% 0.0% 44.0% 53.7% -1.2K 36.2K -137 0.00 102.10 N/A N/A 0 0 49 266 2020-06-03 $5.55 $7.50 69.2% 19.8% 81.4% 34.7% 47.6% -24.9% 10.5% -1.1K 24.5K -137 0.00 115.14 N/A N/A 10 0 49 266 2020-06-04 $5.81 $0.00 185.4% 28.0% 82.2% 100.0% 0.0% 91.9% -37.1% -1.2K 15.6K -123 2.20 147.12 N/A N/A 44 97 49 266 2020-06-05 $6.37 $0.00 138.6% 22.2% 87.4% 73.5% 0.0% -32.6% -21.7% -870 9.5K -132 0.00 171.18 N/A N/A 0 0 49 266 2020-06-08 $6.67 $0.00 114.6% 28.1% 87.7% 60.0% 0.0% 36.0% -26.9% -349 7.4K -93 0.00 178.70 N/A N/A 6 0 49 266 2020-06-09 $6.54 $0.00 108.5% 38.7% 83.8% 56.6% 73.8% 8.5% -51.1% -739 4.2K -134 0.00 167.94 N/A N/A 0 200 55 266 2020-06-10 $6.08 $5.00 163.7% 46.9% 86.9% 87.7% 166.4% -62.8% 18.3% -639 25.3K -202 0.00 176.82 N/A N/A 0 249 55 466 2020-06-11 $5.31 $5.00 190.2% 0.0% 97.4% 100.0% 0.0% 0.0% -17.0% -2.5K 48.2K -255 0.00 182.72 N/A N/A 0 0 55 513 2020-06-12 $5.32 $5.00 148.9% 42.7% 97.3% 77.3% 0.0% 18.1% -55.5% -1.6K 53.9K -260 0.00 182.83 N/A N/A 0 0 55 513 2020-06-15 $5.18 $5.00 149.8% 42.9% 98.0% 77.8% 0.0% 0.0% -118.7% -1.8K 57.4K -234 0.00 181.36 N/A N/A 0 0 55 513 2020-06-16 $5.60 $5.00 110.7% 31.7% 94.2% 56.3% 0.0% 19.2% -41.0% -959 23.8K -216 0.00 181.61 N/A N/A 0 0 55 493 2020-06-17 $5.27 $5.00 15.1% 4.3% 96.7% 3.7% 0.0% 0.0% -65.0% -3.1K 27.3K -238 0.00 180.98 N/A N/A 1 0 55 493 2020-06-18 $5.12 $5.00 126.7% 36.3% 96.9% 65.1% 0.0% 15.4% -71.0% -3.9K 36.8K -222 0.00 181.73 N/A N/A 0 0 54 493 2020-06-19 $4.73 $5.00 118.9% 34.1% 100.6% 60.8% 0.0% 0.0% -32.7% -878 74.5K -222 0.00 178.25 N/A N/A 9 0 54 493 2020-06-22 $4.68 $5.00 117.7% 33.7% 100.1% 60.1% 0.0% 31.3% -73.1% -891 41.8K -179 0.00 160.96 N/A N/A 0 0 29 419 2020-06-23 $4.72 $5.00 54.3% 15.6% 94.8% 25.2% 56.9% 42.9% 33.1% -1.4K 43.1K -183 11.31 154.58 N/A N/A 29 328 29 419 2020-06-24 $4.55 $5.00 43.5% 12.5% 92.6% 19.3% 0.0% 0.0% 31.0% -706 51.4K -193 0.00 175.23 N/A N/A 0 0 29 419 2020-06-25 $4.68 $5.00 50.1% 14.4% 93.5% 22.9% 0.0% 0.0% 0.0% -1.2K 43.5K -209 0.00 172.10 N/A N/A 0 0 29 419 2020-06-26 $4.73 $5.00 58.5% 16.8% 93.0% 27.6% 0.0% 0.0% 109.7% -1.4K 44.0K -197 0.00 159.88 N/A N/A 0 0 29 419 2020-06-29 $5.01 $5.00 108.8% 31.2% 93.3% 55.3% 0.0% 0.0% -28.3% -1.2K 39.9K -193 0.00 154.37 N/A N/A 0 1 29 419 2020-06-30 $5.02 $5.00 49.8% 14.3% 93.1% 22.8% 0.0% -15.3% 22.6% -1.6K 38.1K -177 0.00 126.25 N/A N/A 0 1 29 420
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