FSP Options History — October 2020

In October 2020, FSP traded between $3.74 and $4.23. ATM implied volatility averaged 94.7%, placing in the 46.0% IV rank vs the trailing year. The 30-day expected move averaged 24.1%. IV traded above realized volatility by 33.2% (HV 20d: 61.6%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2020-10-15: Highest Volume — 220 contracts
2020-10-22: Largest IV spike — 76.5% change
2020-10-07: Highest IV Rank — 74.3%
2020-10-01: Largest Expected Move — 38.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.96	$3.74	$4.23	$3.76	$4.16
Max Pain	$3.75	$2.50	$5.00	$5.00	$2.50
ATM IV	94.7%	47.2%	149.6%	135.7%	57.9%
Expected Move	24.1%	13.5%	38.9%	38.9%	16.6%
HV 20d	61.6%	35.4%	75.1%	73.6%	35.4%
HV 60d	57.9%	53.1%	62.1%	61.9%	53.1%
IV Rank	46.0%	21.5%	74.3%	67.1%	27.0%
IV Percentile	69.7%	34.1%	95.2%	92.9%	42.1%
Term Structure	-33.2%	-128.6%	72.9%	-128.6%	-40.7%
VWIV	109.6%	109.6%	109.6%	109.6%	109.6%
Bid-Ask Spread %	115.79	66.00	140.40	122.89	115.97
Gamma HHI	0.58	0.48	0.91	0.65	0.51
Net GEX	614	80	1.1K	338	947
Net DEX	-8.6K	-66.9K	23.8K	17.6K	-60.0K
Net VEX	-220	-422	-48	-140	-320
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.01	0.00	0.01
Total Volume	18.455	0	220	0	2
Total OI	484.5	397	623	421	623

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
2020-10-01	$3.76	$5.00	135.7%	38.9%	73.6%	67.1%	0.0%	0.0%	-128.6%	338	17.6K	-140	0.00	122.89	N/A	N/A	0	0	333	88
2020-10-02	$3.86	$5.00	103.2%	29.6%	74.6%	50.4%	0.0%	0.0%	-50.4%	278	23.8K	-99	0.00	125.54	N/A	N/A	0	0	333	88
2020-10-05	$3.74	$0.00	105.6%	30.3%	75.1%	51.6%	0.0%	0.0%	72.9%	359	14.5K	-157	0.00	132.47	N/A	N/A	17	0	313	88
2020-10-06	$3.80	$0.00	134.7%	21.1%	73.7%	66.6%	0.0%	0.0%	-3.7%	80	22.6K	-48	0.00	126.12	N/A	N/A	0	0	320	77
2020-10-07	$3.80	$0.00	149.6%	25.5%	73.7%	74.3%	0.0%	0.0%	-57.9%	450	9.1K	-186	0.00	117.23	N/A	N/A	5	0	320	77
2020-10-08	$3.92	$0.00	129.9%	23.8%	75.1%	64.1%	0.0%	0.0%	-60.9%	198	20.8K	-76	0.00	92.60	N/A	N/A	0	0	325	77
2020-10-09	$3.83	$0.00	106.0%	30.4%	69.1%	51.8%	0.0%	0.0%	-56.0%	383	14.3K	-138	0.00	113.41	N/A	N/A	20	0	325	77
2020-10-12	$3.99	$0.00	130.6%	19.4%	70.9%	64.5%	0.0%	0.0%	-14.5%	490	9.7K	-168	0.00	122.86	N/A	N/A	0	0	345	77
2020-10-13	$3.92	$0.00	47.2%	13.5%	70.5%	21.5%	0.0%	0.0%	-16.8%	463	13.4K	-158	0.00	121.36	N/A	N/A	0	27	345	77
2020-10-14	$3.86	$0.00	74.8%	21.4%	70.0%	35.7%	0.0%	0.0%	-17.8%	464	10.2K	-168	0.00	132.35	N/A	N/A	0	1	345	77
2020-10-15	$3.92	$0.00	114.5%	32.8%	68.3%	56.2%	0.0%	0.0%	-83.3%	427	9.3K	-158	0.00	140.40	N/A	N/A	220	0	345	78
2020-10-16	$3.89	$0.00	108.2%	31.0%	65.5%	53.0%	0.0%	0.0%	-75.0%	788	15	-272	0.00	140.24	N/A	N/A	0	0	465	78
2020-10-19	$3.92	$0.00	101.9%	29.2%	63.7%	49.7%	0.0%	0.0%	-89.2%	807	-12.7K	-283	0.00	115.82	N/A	N/A	0	0	464	51
2020-10-20	$3.94	$0.00	103.7%	29.7%	63.4%	50.6%	0.0%	0.0%	-90.2%	698	-4.2K	-221	0.00	119.81	N/A	N/A	0	1	464	51
2020-10-21	$4.09	$0.00	55.5%	15.9%	59.6%	25.8%	0.0%	0.0%	-11.6%	797	-15.7K	-291	0.00	66.00	N/A	N/A	0	3	464	52
2020-10-22	$4.23	$0.00	98.0%	28.1%	60.2%	47.7%	0.0%	0.0%	-29.1%	874	-30.8K	-341	0.00	117.77	N/A	N/A	0	2	464	54
2020-10-23	$4.14	$5.00	54.3%	15.6%	61.2%	25.2%	0.0%	0.0%	7.0%	1.1K	-35.1K	-422	0.00	104.22	N/A	N/A	0	2	464	55
2020-10-26	$4.05	$5.00	57.7%	16.5%	43.3%	26.9%	109.6%	0.0%	10.2%	890	-9.3K	-249	0.01	72.27	N/A	N/A	100	1	464	55
2020-10-27	$4.05	$2.50	59.5%	17.1%	36.1%	27.8%	0.0%	0.0%	42.9%	873	-66.9K	-326	0.00	106.90	N/A	N/A	0	1	564	56
2020-10-28	$4.06	$2.50	78.0%	22.4%	35.7%	37.4%	0.0%	0.0%	1.1%	928	-59.1K	-311	0.00	125.04	N/A	N/A	0	1	564	56
2020-10-29	$4.18	$2.50	77.7%	22.3%	36.1%	37.2%	0.0%	0.0%	-38.1%	914	-60.2K	-312	0.00	116.25	N/A	N/A	0	3	564	57
2020-10-30	$4.16	$2.50	57.9%	16.6%	35.4%	27.0%	0.0%	0.0%	-40.7%	947	-60.0K	-320	0.00	115.97	N/A	N/A	0	2	564	59