FSP Options History — March 2021 In March 2021, FSP traded between $5.35 and $6.56. ATM implied volatility averaged 48.4%, placing in the 22.1% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded below realized volatility by 14.0% (HV 20d: 62.3%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.05.
Notable Days 2021-03-03 : Highest Volume — 566 contracts2021-03-25 : Largest IV spike — 45.8% change2021-03-15 : Highest IV Rank — 28.4%2021-03-05 : Largest Expected Move — 19.6%Monthly Statistics Metric Avg Min Max Open Close Price $5.88 $5.35 $6.56 $5.35 $5.47 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 48.4% 37.9% 60.7% 37.9% 44.7% Expected Move 14.0% 10.9% 19.6% 10.9% 12.8% HV 20d 62.3% 52.9% 71.7% 58.2% 52.9% HV 60d 52.8% 49.2% 54.8% 49.3% 52.7% IV Rank 22.1% 16.7% 28.4% 16.7% 20.2% IV Percentile 12.5% 2.8% 29.0% 3.6% 8.3% Term Structure -3.1% -32.9% 20.3% 20.3% 2.8% VWIV 50.3% 27.2% 85.0% 36.2% 56.1% Skew 25d 4.4% -15.5% 18.5% -15.5% 18.3% Skew 10d 49.0% 22.0% 75.2% 22.0% 39.7% Call IV 25d 60.1% 33.7% 73.8% 72.8% 42.8% Put IV 25d 64.5% 45.9% 88.1% 57.2% 61.1% Bid-Ask Spread % 89.48 41.31 112.77 110.49 98.33 Gamma HHI 0.57 0.50 0.85 0.85 0.58 Net GEX 8.2K 6.0K 13.9K 13.9K 7.4K Net DEX -521.5K -791.0K -280.7K -493.2K -354.5K Net VEX -1.1K -1.3K -991 -1.3K -1.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.05 0.00 0.28 0.28 0.00 Total Volume 70.696 1 566 113 5 Total OI 1,725.565 1,204 2,045 1,920 1,385
Daily Data (23 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 2021-03-01 $5.35 $5.00 37.9% 10.9% 58.2% 16.7% 36.2% 0.0% 20.3% 13.9K -493.2K -1.3K 0.28 110.49 N/A N/A 88 25 1,895 25 2021-03-02 $5.38 $5.00 44.7% 12.8% 57.0% 20.2% 37.2% 0.0% 10.4% 9.1K -559.3K -1.2K 0.00 68.91 N/A N/A 77 0 1,934 45 2021-03-03 $5.78 $5.00 48.6% 13.9% 58.7% 22.2% 27.2% 0.0% 1.4% 12.1K -617.4K -1.2K 0.01 49.35 N/A N/A 562 4 1,936 45 2021-03-04 $5.73 $5.00 53.3% 16.2% 58.5% 24.6% 47.7% 0.0% 11.0% 9.4K -584.0K -1.3K 0.03 112.77 N/A N/A 86 3 1,874 46 2021-03-05 $6.01 $5.00 49.1% 19.6% 59.4% 22.5% 76.8% 0.0% -32.9% 8.3K -635.3K -1.2K 0.00 107.21 N/A N/A 46 0 1,857 48 2021-03-08 $6.55 $5.00 56.5% 14.5% 63.5% 26.3% 51.2% 0.0% -11.4% 11.0K -791.0K -1.2K 0.01 90.89 N/A N/A 165 2 1,853 48 2021-03-09 $6.46 $5.00 48.4% 11.9% 63.9% 22.1% 37.4% 0.0% 9.3% 8.3K -746.4K -1.1K 0.00 112.27 N/A N/A 36 0 1,996 49 2021-03-10 $6.39 $5.00 39.2% 11.2% 64.7% 17.4% 32.0% 0.0% 16.1% 7.6K -684.8K -1.3K 0.23 102.67 N/A N/A 78 18 1,938 49 2021-03-11 $6.35 $5.00 42.7% 12.2% 64.8% 19.2% 32.9% 0.0% 15.1% 8.0K -677.5K -1.1K 0.00 97.01 N/A N/A 38 0 1,937 67 2021-03-12 $6.56 $5.00 56.4% 16.2% 63.7% 26.2% 49.1% 0.0% -1.7% 9.0K -712.9K -1.2K 0.00 105.28 N/A N/A 46 0 1,924 67 2021-03-15 $6.52 $5.00 60.7% 17.4% 63.9% 28.4% 55.2% 0.0% -5.9% 8.5K -713.7K -1.2K 0.00 88.06 N/A N/A 153 0 1,936 67 2021-03-16 $6.18 $5.00 48.0% 13.8% 68.5% 21.9% 43.5% 0.0% 10.0% 7.5K -587.9K -1.3K 0.27 75.16 N/A N/A 11 3 1,933 67 2021-03-17 $6.14 $5.00 58.5% 16.8% 66.0% 27.3% 0.0% 0.0% -24.2% 8.2K -613.9K -1.2K 0.00 104.38 N/A N/A 37 0 1,935 66 2021-03-18 $6.08 $5.00 49.5% 14.2% 66.0% 22.7% 0.0% -15.5% -8.0% 7.8K -581.0K -1.2K 0.00 80.33 N/A N/A 1 0 1,911 66 2021-03-19 $5.73 $5.00 40.3% 11.6% 71.7% 17.9% 50.2% 18.5% -7.1% 6.7K -511.1K -1.1K 0.20 41.31 N/A N/A 10 2 1,911 66 2021-03-22 $5.56 $5.00 41.5% 11.9% 70.0% 18.5% 52.4% 15.6% 9.2% 6.3K -317.9K -1.1K 0.08 101.92 N/A N/A 13 1 1,233 10 2021-03-23 $5.43 $5.00 49.6% 14.2% 61.7% 22.7% 85.0% 8.1% -32.0% 6.6K -291.0K -1.0K 0.04 86.00 N/A N/A 23 1 1,230 11 2021-03-24 $5.43 $5.00 38.1% 10.9% 61.2% 16.8% 56.2% 16.3% 17.3% 6.2K -282.3K -991 0.00 87.81 N/A N/A 47 0 1,210 11 2021-03-25 $5.51 $5.00 55.5% 15.9% 61.3% 25.8% 0.0% -9.9% -28.9% 6.1K -299.6K -1.0K 0.00 89.55 N/A N/A 10 0 1,203 11 2021-03-26 $5.56 $5.00 55.9% 16.0% 60.9% 26.0% 78.4% -13.5% -30.4% 6.4K -295.0K -991 0.00 104.28 N/A N/A 3 0 1,193 11 2021-03-29 $5.41 $5.00 46.4% 13.3% 58.0% 21.1% 56.1% 3.1% -7.6% 6.0K -280.7K -993 0.00 91.77 N/A N/A 6 0 1,194 11 2021-03-30 $5.56 $5.00 46.9% 13.5% 58.8% 21.3% 0.0% 3.4% -4.9% 7.7K -364.9K -1.2K 0.04 52.25 N/A N/A 25 1 1,373 11 2021-03-31 $5.47 $5.00 44.7% 12.8% 52.9% 20.2% 0.0% 18.3% 2.8% 7.4K -354.5K -1.2K 0.00 98.33 N/A N/A 5 0 1,373 12
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