FSP Options History — August 2020

In August 2020, FSP traded between $4.47 and $5.62. ATM implied volatility averaged 61.5%, placing in the 30.3% IV rank vs the trailing year. The 30-day expected move averaged 16.4%. IV traded above realized volatility by 2.0% (HV 20d: 59.5%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2020-08-17: Highest Volume — 266 contracts
2020-08-06: Largest IV spike — 81.7% change
2020-08-06: Highest IV Rank — 55.4%
2020-08-27: Largest Expected Move — 21.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.98	$4.47	$5.62	$5.12	$4.47
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	61.5%	38.5%	107.8%	52.9%	55.9%
Expected Move	16.4%	11.0%	21.5%	15.2%	16.0%
HV 20d	59.5%	52.3%	67.2%	59.3%	53.9%
HV 60d	72.6%	64.5%	77.2%	76.4%	64.5%
IV Rank	30.3%	17.9%	55.4%	25.7%	27.3%
IV Percentile	57.3%	29.8%	87.7%	52.4%	51.2%
Term Structure	8.1%	-36.6%	48.9%	20.5%	-6.9%
VWIV	43.2%	29.9%	55.6%	55.6%	29.9%
Skew 25d	-11.4%	-35.3%	34.2%	-2.4%	-0.2%
Skew 10d	-17.9%	-44.5%	10.8%	0.6%	-27.5%
Call IV 25d	80.1%	39.0%	105.1%	72.8%	86.8%
Put IV 25d	68.8%	42.3%	86.7%	70.4%	86.7%
Bid-Ask Spread %	102.21	68.12	124.64	68.12	80.90
Gamma HHI	0.71	0.50	0.97	0.97	0.50
Net GEX	-405	-852	36	-646	6
Net DEX	12.7K	-1.9K	29.2K	19.4K	15.6K
Net VEX	-235	-403	-132	-148	-284
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	15.238	0	266	0	20
Total OI	395.952	267	538	267	538

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	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2020-08-03	$5.12	$5.00	52.9%	15.2%	59.3%	25.7%	0.0%	-2.4%	20.5%	-646	19.4K	-148	68.12	N/A	N/A	0	0	47	220
2020-08-04	$5.48	$5.00	74.8%	21.5%	62.5%	37.5%	0.0%	-6.1%	-1.9%	-576	9.8K	-145	90.41	N/A	N/A	9	0	47	220
2020-08-05	$5.15	$5.00	59.3%	17.0%	66.2%	29.1%	55.6%	2.3%	12.9%	-686	18.8K	-156	114.74	N/A	N/A	2	0	56	220
2020-08-06	$5.30	$5.00	107.8%	17.8%	66.3%	55.4%	0.0%	-32.2%	-10.5%	-566	14.0K	-163	124.64	N/A	N/A	0	0	58	220
2020-08-07	$5.52	$5.00	62.0%	11.9%	67.0%	30.6%	0.0%	-32.8%	21.2%	-672	5.5K	-146	113.31	N/A	N/A	0	0	58	220
2020-08-10	$5.62	$5.00	69.7%	16.3%	66.6%	34.8%	0.0%	-19.4%	6.4%	-582	4.4K	-146	97.87	N/A	N/A	2	0	58	220
2020-08-11	$5.49	$5.00	65.4%	14.5%	67.2%	32.4%	0.0%	-17.3%	29.0%	-650	9.9K	-148	107.29	N/A	N/A	0	0	56	220
2020-08-12	$5.39	$5.00	54.7%	15.7%	64.9%	26.6%	0.0%	-22.9%	-6.4%	-734	12.8K	-145	93.72	N/A	N/A	0	0	56	220
2020-08-13	$5.22	$5.00	54.8%	15.7%	52.3%	26.7%	0.0%	-19.9%	7.1%	-788	18.4K	-144	93.88	N/A	N/A	0	0	56	220
2020-08-14	$4.87	$5.00	71.3%	20.4%	58.5%	35.6%	0.0%	-34.6%	-36.6%	-852	29.2K	-135	105.28	N/A	N/A	0	0	56	220
2020-08-17	$4.80	$5.00	48.5%	13.9%	57.8%	23.3%	0.0%	-3.8%	23.0%	-717	29.1K	-132	108.11	N/A	N/A	266	0	56	220
2020-08-18	$4.83	$5.00	41.2%	11.8%	57.6%	19.3%	0.0%	0.1%	48.9%	-51	5.8K	-354	107.13	N/A	N/A	0	0	306	220
2020-08-19	$4.61	$5.00	38.5%	11.0%	58.4%	17.9%	0.0%	34.2%	33.3%	-116	14.4K	-325	105.81	N/A	N/A	0	0	306	216
2020-08-20	$4.68	$5.00	62.4%	17.9%	58.7%	30.8%	0.0%	-16.3%	0.0%	-139	-1.5K	-401	108.53	N/A	N/A	0	0	306	216
2020-08-21	$4.62	$5.00	56.7%	16.2%	58.8%	27.7%	0.0%	-35.3%	-18.8%	-222	23.5K	-246	106.89	N/A	N/A	0	0	306	216
2020-08-24	$4.68	$5.00	46.6%	13.4%	58.8%	22.3%	0.0%	13.3%	37.8%	-232	17.0K	-311	103.63	N/A	N/A	6	0	305	216
2020-08-25	$4.70	$5.00	70.3%	20.1%	56.9%	35.1%	0.0%	0.0%	4.4%	36	-1.9K	-326	106.05	N/A	N/A	14	0	311	216
2020-08-26	$4.63	$5.00	48.7%	14.0%	53.0%	23.4%	43.9%	0.0%	37.1%	-106	10.4K	-358	103.32	N/A	N/A	0	1	321	216
2020-08-27	$4.66	$5.00	75.2%	21.5%	52.6%	37.7%	0.0%	0.0%	-21.6%	-121	494	-403	101.39	N/A	N/A	0	0	321	217
2020-08-28	$4.65	$5.00	75.0%	21.5%	52.5%	37.7%	0.0%	0.0%	-17.9%	-86	12.1K	-320	105.48	N/A	N/A	0	0	321	217
2020-08-31	$4.47	$5.00	55.9%	16.0%	53.9%	27.3%	29.9%	-0.2%	-6.9%	6	15.6K	-284	80.90	N/A	N/A	0	20	321	217