FSP Options History — November 2020

In November 2020, FSP traded between $4.14 and $5.10. ATM implied volatility averaged 70.0%, placing in the 33.2% IV rank vs the trailing year. The 30-day expected move averaged 18.5%. IV traded above realized volatility by 3.4% (HV 20d: 66.6%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 1.03.

Notable Days

2020-11-04: Highest Volume — 113 contracts
2020-11-30: Largest IV spike — 69.9% change
2020-11-30: Highest IV Rank — 54.3%
2020-11-30: Largest Expected Move — 31.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.69	$4.14	$5.10	$4.18	$4.69
Max Pain	$4.63	$2.50	$5.00	$2.50	$5.00
ATM IV	70.0%	49.1%	110.7%	55.6%	110.7%
Expected Move	18.5%	12.7%	31.7%	15.9%	31.7%
HV 20d	66.6%	32.8%	80.2%	32.8%	80.2%
HV 60d	61.8%	52.4%	65.9%	52.4%	65.9%
IV Rank	33.2%	22.5%	54.3%	25.8%	54.3%
IV Percentile	51.0%	27.8%	82.1%	38.1%	82.1%
Term Structure	-2.6%	-42.3%	42.2%	42.2%	-20.9%
VWIV	70.7%	42.3%	98.8%	74.7%	50.3%
Bid-Ask Spread %	99.89	60.32	132.07	74.49	131.47
Gamma HHI	0.51	0.49	0.54	0.53	0.50
Net GEX	1.5K	1.0K	2.1K	1.0K	1.5K
Net DEX	-65.9K	-85.4K	-39.4K	-58.5K	-61.8K
Net VEX	-394	-455	-298	-298	-437
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.03	0.00	6.00	3.00	0.00
Total Volume	10.4	0	113	4	0
Total OI	603	550	632	623	552

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
2020-11-02	$4.18	$2.50	55.6%	15.9%	32.8%	25.8%	74.7%	0.0%	42.2%	1.0K	-58.5K	-298	3.00	74.49	N/A	N/A	1	3	564	59
2020-11-03	$4.48	$2.50	81.4%	23.3%	39.8%	39.1%	85.6%	0.0%	-42.3%	1.1K	-77.5K	-360	0.18	60.32	N/A	N/A	11	2	564	59
2020-11-04	$4.29	$2.50	86.3%	24.7%	43.8%	41.6%	98.8%	0.0%	-25.9%	1.1K	-64.0K	-334	0.02	112.41	N/A	N/A	111	2	572	60
2020-11-05	$4.20	$5.00	82.0%	12.7%	43.7%	39.5%	51.3%	0.0%	8.6%	1.1K	-39.4K	-324	0.40	65.85	N/A	N/A	5	2	533	61
2020-11-06	$4.14	$5.00	87.3%	13.3%	43.1%	42.2%	0.0%	0.0%	39.6%	1.0K	-48.9K	-371	0.00	97.51	N/A	N/A	0	2	533	63
2020-11-09	$4.83	$5.00	91.0%	25.1%	67.7%	44.1%	92.0%	0.0%	-29.6%	1.6K	-77.2K	-436	0.27	125.33	N/A	N/A	22	6	533	61
2020-11-10	$4.90	$5.00	85.2%	16.7%	67.0%	41.1%	0.0%	0.0%	-3.2%	1.7K	-85.4K	-455	6.00	90.12	N/A	N/A	1	6	555	67
2020-11-11	$4.62	$5.00	55.3%	15.9%	70.9%	25.7%	0.0%	0.0%	1.7%	1.4K	-60.7K	-398	0.00	98.90	N/A	N/A	1	0	555	72
2020-11-12	$4.44	$5.00	66.0%	18.9%	72.9%	31.2%	0.0%	0.0%	1.1%	1.5K	-63.9K	-429	0.00	90.64	N/A	N/A	0	0	555	72
2020-11-13	$4.79	$5.00	56.0%	16.1%	76.7%	26.0%	0.0%	0.0%	-9.2%	1.6K	-67.8K	-395	0.00	94.93	N/A	N/A	0	0	555	72
2020-11-16	$4.86	$5.00	78.0%	22.4%	76.7%	37.4%	0.0%	0.0%	-24.2%	1.7K	-85.2K	-450	0.00	132.07	N/A	N/A	2	0	555	72
2020-11-17	$4.98	$5.00	50.0%	14.3%	76.9%	23.0%	42.3%	0.0%	-4.5%	1.7K	-82.9K	-390	1.43	102.79	N/A	N/A	7	10	555	72
2020-11-18	$4.85	$5.00	49.1%	14.1%	77.4%	22.5%	50.3%	0.0%	1.9%	2.1K	-77.1K	-417	0.00	111.31	N/A	N/A	3	0	555	72
2020-11-19	$4.83	$5.00	51.4%	14.7%	76.9%	23.7%	0.0%	0.0%	0.0%	1.8K	-70.6K	-388	0.00	87.44	N/A	N/A	11	0	558	72
2020-11-20	$4.85	$5.00	53.3%	15.3%	76.2%	24.6%	0.0%	0.0%	0.0%	1.5K	-67.1K	-385	0.00	91.38	N/A	N/A	0	0	558	72
2020-11-23	$4.83	$5.00	57.8%	16.6%	75.5%	26.9%	0.0%	0.0%	19.2%	1.4K	-47.2K	-378	0.00	92.74	N/A	N/A	0	0	485	65
2020-11-24	$5.10	$5.00	70.0%	20.1%	77.1%	33.3%	0.0%	0.0%	-15.2%	1.7K	-63.5K	-411	0.00	111.65	N/A	N/A	0	0	485	65
2020-11-25	$4.98	$5.00	67.9%	19.5%	78.1%	32.2%	0.0%	0.0%	5.2%	1.6K	-63.3K	-437	0.00	130.16	N/A	N/A	0	0	485	65
2020-11-27	$4.88	$5.00	65.2%	18.7%	78.5%	30.8%	0.0%	0.0%	8.5%	1.6K	-55.8K	-383	0.00	96.33	N/A	N/A	0	0	487	65
2020-11-30	$4.69	$5.00	110.7%	31.7%	80.2%	54.3%	0.0%	0.0%	-20.9%	1.5K	-61.8K	-437	0.00	131.47	N/A	N/A	0	0	487	65