FSP Options History — July 2020

In July 2020, FSP traded between $4.64 and $5.36. ATM implied volatility averaged 65.2%, placing in the 32.2% IV rank vs the trailing year. The 30-day expected move averaged 19.7%. IV traded below realized volatility by 0.1% (HV 20d: 65.3%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.52.

Notable Days

  • 2020-07-06: Highest Volume — 406 contracts
  • 2020-07-07: Largest IV spike — 1084.8% change
  • 2020-07-29: Highest IV Rank — 61.0%
  • 2020-07-29: Largest Expected Move — 33.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.97$4.64$5.36$5.13$5.13
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV65.2%5.5%118.1%93.2%65.8%
Expected Move19.7%1.6%33.9%26.7%18.9%
HV 20d65.3%55.9%89.4%89.4%59.5%
HV 60d78.9%75.7%82.3%82.3%76.6%
IV Rank32.2%0.0%61.0%46.6%32.6%
IV Percentile61.4%0.0%91.3%84.1%64.3%
Term Structure-1.7%-63.4%55.6%-26.3%-4.2%
VWIV87.5%57.0%117.9%57.0%117.9%
Skew 25d-5.0%-10.0%8.8%8.8%-9.6%
Skew 10d-4.7%-15.0%7.4%-4.6%-10.7%
Call IV 25d81.6%72.7%90.2%77.2%81.7%
Put IV 25d76.6%71.8%86.0%86.0%72.1%
Bid-Ask Spread %138.4884.32180.77147.03111.07
Gamma HHI0.950.601.000.990.98
Net GEX-2.0K-10.7K-383-1.5K-699
Net DEX31.5K4.5K54.9K23.1K22.3K
Net VEX-157-179-132-158-152
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.520.002.720.000.00
Total Volume40.7730406800
Total OI414.455264559449268

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-07-01$5.13$5.0093.2%26.7%89.4%46.6%0.0%0.0%-26.3%-1.5K23.1K-1580.00147.03N/AN/A80029420
2020-07-02$5.08$5.0021.5%0.0%87.4%7.2%0.0%0.0%0.0%-5.0K40.1K-1650.00178.46N/AN/A00109420
2020-07-06$5.14$0.005.5%1.6%79.7%0.0%0.0%0.0%0.0%-5.4K33.8K-1552.72180.77N/AN/A109297109420
2020-07-07$4.96$0.0065.4%29.7%77.2%32.4%0.0%0.0%-17.1%-1.7K37.3K-1770.00125.70N/AN/A20109420
2020-07-08$4.85$0.0050.3%19.5%77.3%24.2%0.0%0.0%26.2%-1.9K46.1K-1610.00148.29N/AN/A190111420
2020-07-09$4.76$0.0067.9%32.5%74.2%33.8%0.0%0.0%45.9%-1.0K53.6K-1420.00167.91N/AN/A40130420
2020-07-10$4.90$0.0076.5%18.3%59.5%38.5%0.0%0.0%-20.7%-1.7K39.6K-1790.00144.64N/AN/A00134420
2020-07-13$5.04$0.0088.0%19.7%60.6%44.7%0.0%0.0%-4.4%-10.7K28.5K-1740.00150.65N/AN/A00134420
2020-07-14$4.98$0.0096.2%15.6%60.0%49.1%0.0%0.0%17.7%-7.5K39.0K-1740.00160.66N/AN/A00134420
2020-07-15$5.26$0.0081.5%23.4%56.4%41.1%0.0%0.0%55.6%-3834.5K-1321.98148.86N/AN/A122242134420
2020-07-16$4.72$0.0060.4%17.3%64.7%29.7%0.0%0.0%5.1%-54047.5K-1580.00170.35N/AN/A100134425
2020-07-17$4.77$0.0080.8%23.2%64.3%40.8%0.0%8.8%-57.4%-61354.9K-1530.00162.02N/AN/A05134425
2020-07-20$4.64$0.0032.5%9.3%58.7%14.6%0.0%0.0%18.5%-66532.6K-1430.00177.97N/AN/A0044220
2020-07-21$4.71$0.0079.3%22.7%58.8%39.9%0.0%0.0%-63.4%-94935.8K-1360.00175.22N/AN/A0044220
2020-07-22$4.89$0.0057.0%16.4%60.2%27.9%57.0%-8.8%14.9%-60523.8K-1560.5084.32N/AN/A2144220
2020-07-23$4.89$5.0058.0%16.6%58.5%28.4%0.0%-10.0%15.9%-60325.1K-1600.00102.88N/AN/A0046221
2020-07-24$4.84$5.0062.6%17.9%57.9%30.9%0.0%0.3%-12.6%-64525.9K-1530.0088.12N/AN/A0046221
2020-07-27$4.90$5.0055.1%15.8%58.0%26.9%0.0%-9.4%26.2%-54423.5K-1530.00101.29N/AN/A2046221
2020-07-28$5.09$5.0046.0%13.2%55.9%21.9%0.0%-2.5%5.5%-59821.3K-1570.00117.50N/AN/A0048221
2020-07-29$5.36$5.00118.1%33.9%58.7%61.0%117.9%-9.1%-52.8%-58416.6K-1580.00110.14N/AN/A2048221
2020-07-30$5.21$5.0072.3%20.7%59.3%36.2%0.0%-4.4%-7.3%-61317.1K-1560.0092.63N/AN/A0047221
2020-07-31$5.13$5.0065.8%18.9%59.5%32.6%0.0%-9.6%-4.2%-69922.3K-1520.00111.07N/AN/A0047221