FSP Options History — April 2021 In April 2021, FSP traded between $5.32 and $5.68. ATM implied volatility averaged 62.6%, placing in the 29.4% IV rank vs the trailing year. The 30-day expected move averaged 14.9%. IV traded above realized volatility by 29.0% (HV 20d: 33.6%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.04.
Notable Days 2021-04-13 : Highest Volume — 169 contracts2021-04-16 : Largest IV spike — 116.7% change2021-04-12 : Highest IV Rank — 53.7%2021-04-16 : Largest Expected Move — 21.2%Monthly Statistics Metric Avg Min Max Open Close Price $5.54 $5.32 $5.68 $5.61 $5.32 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 62.6% 33.2% 109.7% 45.2% 51.2% Expected Move 14.9% 9.5% 21.2% 13.0% 14.7% HV 20d 33.6% 20.6% 53.8% 53.8% 20.6% HV 60d 51.2% 48.6% 52.7% 52.7% 48.7% IV Rank 29.4% 14.3% 53.7% 20.5% 23.6% IV Percentile 34.8% 2.0% 81.3% 8.7% 20.2% Term Structure -11.5% -42.7% 17.3% -3.7% -19.6% VWIV 56.0% 48.0% 63.0% 49.9% 63.0% Skew 25d 0.1% -31.6% 45.8% 19.0% -17.9% Skew 10d 21.3% -11.3% 78.1% 36.7% 10.4% Call IV 25d 57.8% 41.2% 94.3% 41.2% 70.4% Put IV 25d 57.8% 36.7% 140.1% 60.2% 52.4% Bid-Ask Spread % 104.82 74.46 125.80 101.10 103.37 Gamma HHI 0.64 0.57 0.74 0.59 0.74 Net GEX 7.8K 7.0K 9.0K 8.2K 8.0K Net DEX -326.7K -381.9K -262.2K -375.4K -262.2K Net VEX -947 -1.2K -829 -1.2K -901 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.04 0.00 0.20 0.00 0.00 Total Volume 31.333 0 169 1 33 Total OI 1,228.81 1,054 1,386 1,385 1,117
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-04-01 $5.61 $5.00 45.2% 13.0% 53.8% 20.5% 0.0% 19.0% -3.7% 8.2K -375.4K -1.2K 0.00 101.10 N/A N/A 1 0 1,373 12 2021-04-05 $5.55 $5.00 63.0% 16.1% 50.6% 29.6% 0.0% 45.8% 5.8% 8.1K -360.9K -1.1K 0.00 108.50 N/A N/A 3 0 1,374 12 2021-04-06 $5.67 $5.00 57.0% 11.6% 39.3% 26.6% 0.0% 2.4% -5.0% 8.0K -381.9K -1.1K 0.00 75.17 N/A N/A 100 0 1,374 12 2021-04-07 $5.59 $5.00 84.7% 12.7% 39.3% 40.8% 49.9% -31.6% 0.8% 7.9K -366.0K -1.1K 0.00 109.17 N/A N/A 2 0 1,366 12 2021-04-08 $5.42 $5.00 99.2% 20.7% 40.2% 48.3% 0.0% 26.1% -19.8% 7.7K -328.2K -1.0K 0.00 124.61 N/A N/A 0 0 1,366 12 2021-04-09 $5.53 $5.00 69.6% 14.2% 41.5% 33.0% 56.9% -9.9% -10.4% 8.4K -342.4K -1.0K 0.00 117.46 N/A N/A 2 0 1,366 12 2021-04-12 $5.56 $5.00 109.7% 14.1% 39.1% 53.7% 0.0% -11.6% -22.1% 8.5K -347.7K -957 0.00 120.00 N/A N/A 131 0 1,368 12 2021-04-13 $5.63 $5.00 100.3% 14.5% 39.8% 48.9% 48.0% 15.6% -5.1% 9.0K -355.4K -887 0.07 76.81 N/A N/A 158 11 1,303 12 2021-04-14 $5.68 $5.00 62.4% 17.9% 36.2% 29.3% 0.0% 0.0% -11.5% 8.4K -367.1K -928 0.02 117.73 N/A N/A 61 1 1,303 14 2021-04-15 $5.63 $5.00 34.2% 9.8% 36.2% 14.8% 0.0% 1.8% 17.3% 7.5K -337.9K -905 0.11 74.46 N/A N/A 9 1 1,216 14 2021-04-16 $5.65 $5.00 74.0% 21.2% 36.2% 35.3% 0.0% 35.9% -13.6% 7.1K -348.0K -958 0.07 125.80 N/A N/A 15 1 1,222 15 2021-04-19 $5.57 $5.00 33.2% 9.5% 30.1% 14.3% 0.0% -9.8% 12.0% 7.7K -318.5K -870 0.20 111.09 N/A N/A 10 2 1,101 12 2021-04-20 $5.57 $5.00 51.5% 14.8% 28.1% 23.7% 0.0% -22.5% -23.9% 7.7K -319.1K -846 0.00 104.30 N/A N/A 0 0 1,111 13 2021-04-21 $5.57 $5.00 58.3% 16.7% 26.6% 27.2% 0.0% -20.3% -34.1% 7.4K -322.2K -864 0.00 106.66 N/A N/A 0 1 1,111 13 2021-04-22 $5.55 $5.00 49.2% 14.1% 26.7% 22.5% 0.0% -21.9% -17.4% 7.5K -316.9K -868 0.00 108.94 N/A N/A 66 0 1,111 14 2021-04-23 $5.53 $5.00 34.0% 9.7% 26.3% 14.7% 0.0% 0.0% 13.2% 7.3K -298.0K -829 0.15 92.39 N/A N/A 40 6 1,075 14 2021-04-26 $5.49 $5.00 61.6% 17.7% 26.2% 28.9% 62.1% 0.0% -14.3% 7.0K -274.6K -843 0.00 112.09 N/A N/A 1 0 1,035 19 2021-04-27 $5.43 $5.00 63.7% 18.3% 24.5% 30.0% 0.0% 0.0% -42.7% 7.1K -264.4K -843 0.00 119.60 N/A N/A 2 0 1,036 19 2021-04-28 $5.47 $5.00 47.0% 13.5% 22.6% 21.4% 0.0% 0.0% -17.7% 7.3K -297.2K -943 0.00 101.67 N/A N/A 1 0 1,098 19 2021-04-29 $5.40 $5.00 66.0% 18.9% 22.3% 31.2% 0.0% 0.0% -30.2% 8.1K -276.4K -892 0.00 90.33 N/A N/A 0 0 1,098 19 2021-04-30 $5.32 $5.00 51.2% 14.7% 20.6% 23.6% 63.0% -17.9% -19.6% 8.0K -262.2K -901 0.00 103.37 N/A N/A 33 0 1,098 19
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