FSP Options History — May 2021 In May 2021, FSP traded between $4.92 and $5.38. ATM implied volatility averaged 49.8%, placing in the 22.8% IV rank vs the trailing year. The 30-day expected move averaged 13.1%. IV traded above realized volatility by 15.5% (HV 20d: 34.3%). 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 13 of 20 days. Put/call ratio averaged 0.20.
Notable Days 2021-05-12 : Highest Volume — 119 contracts2021-05-10 : Largest IV spike — 61.5% change2021-05-11 : Highest IV Rank — 39.6%2021-05-03 : Largest Expected Move — 20.1%Monthly Statistics Metric Avg Min Max Open Close Price $5.14 $4.92 $5.38 $5.38 $5.15 Max Pain $4.38 $2.50 $5.00 $5.00 $5.00 ATM IV 49.8% 39.6% 82.3% 70.1% 44.3% Expected Move 13.1% 11.4% 20.1% 20.1% 12.7% HV 20d 34.3% 19.7% 40.7% 20.9% 40.7% HV 60d 47.0% 39.8% 51.3% 48.4% 40.0% IV Rank 22.8% 17.6% 39.6% 33.3% 20.0% IV Percentile 19.8% 5.6% 63.9% 51.2% 13.1% Term Structure 0.1% -51.9% 15.6% -51.9% 0.1% VWIV 46.5% 37.9% 101.3% 101.3% 42.8% Bid-Ask Spread % 62.32 34.57 111.58 111.58 42.47 Gamma HHI 0.82 0.71 0.88 0.72 0.85 Net GEX 9.7K 7.5K 11.5K 7.9K 10.6K Net DEX -269.5K -323.8K -194.6K -279.1K -283.8K Net VEX -994 -1.1K -814 -902 -1.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.20 0.00 1.92 0.25 0.00 Total Volume 31.85 0 119 40 0 Total OI 1,327.6 1,133 1,445 1,147 1,430
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 2021-05-03 $5.38 $5.00 70.1% 20.1% 20.9% 33.3% 101.3% 0.0% -51.9% 7.9K -279.1K -902 0.25 111.58 N/A N/A 32 8 1,128 19 2021-05-04 $5.29 $5.00 63.4% 18.2% 19.7% 29.9% 38.7% 0.0% 11.7% 7.5K -258.3K -893 0.00 103.14 N/A N/A 20 0 1,106 27 2021-05-05 $4.99 $5.00 47.3% 13.6% 27.6% 21.5% 46.8% 0.0% -2.6% 8.2K -194.6K -814 0.07 93.09 N/A N/A 88 6 1,120 27 2021-05-06 $5.17 $2.50 67.6% 12.6% 29.5% 32.0% 44.1% 0.0% -0.4% 9.2K -254.7K -952 0.00 62.69 N/A N/A 3 0 1,207 33 2021-05-07 $5.29 $2.50 39.9% 12.1% 29.8% 17.7% 41.8% 0.0% 2.2% 9.7K -289.1K -972 0.00 64.72 N/A N/A 3 0 1,208 33 2021-05-10 $5.29 $2.50 64.4% 11.7% 29.7% 30.3% 37.9% 0.0% 6.8% 9.3K -295.0K -941 0.00 65.31 N/A N/A 7 0 1,208 33 2021-05-11 $5.01 $2.50 82.3% 12.8% 34.3% 39.6% 44.6% 0.0% 1.3% 8.8K -234.2K -928 0.00 60.11 N/A N/A 13 0 1,215 33 2021-05-12 $4.92 $2.50 43.1% 12.4% 34.1% 19.4% 43.1% 0.0% 1.6% 9.1K -213.4K -938 0.20 62.43 N/A N/A 99 20 1,227 33 2021-05-13 $5.07 $5.00 47.4% 13.6% 36.6% 21.6% 0.0% 0.0% -3.1% 9.8K -261.0K -1.0K 0.86 50.41 N/A N/A 7 6 1,310 53 2021-05-14 $5.17 $5.00 42.8% 12.3% 37.5% 19.2% 42.7% 0.0% 1.4% 10.5K -287.8K -1.0K 0.00 65.59 N/A N/A 48 0 1,307 56 2021-05-17 $5.10 $5.00 43.6% 12.5% 37.5% 19.6% 43.6% 0.0% -0.8% 10.5K -267.4K -1.0K 1.92 64.35 N/A N/A 12 23 1,309 56 2021-05-18 $5.07 $5.00 42.5% 12.2% 37.5% 19.1% 42.5% 0.0% 2.1% 9.9K -258.3K -1.0K 0.06 63.39 N/A N/A 18 1 1,303 79 2021-05-19 $5.02 $5.00 43.6% 12.5% 37.5% 19.6% 0.0% 0.0% -0.2% 10.0K -238.1K -988 0.00 52.76 N/A N/A 58 0 1,303 80 2021-05-20 $5.05 $5.00 44.0% 12.6% 37.7% 19.8% 0.0% 0.0% 8.0% 10.5K -255.1K -1.0K 0.04 72.04 N/A N/A 23 1 1,342 80 2021-05-21 $5.09 $5.00 39.6% 11.4% 38.0% 17.6% 0.0% 0.0% 3.6% 9.7K -311.9K -1.1K 0.03 39.36 N/A N/A 38 1 1,364 81 2021-05-24 $5.17 $5.00 45.5% 13.0% 38.6% 20.6% 45.4% 0.0% 11.2% 9.6K -315.5K -1.1K 0.43 43.97 N/A N/A 30 13 1,373 65 2021-05-25 $5.07 $5.00 40.0% 11.5% 38.9% 17.8% 40.8% 0.0% 15.6% 11.3K -276.3K -1.0K 0.00 34.57 N/A N/A 24 0 1,370 74 2021-05-26 $5.14 $5.00 42.2% 12.1% 39.2% 18.9% 42.2% 0.0% -4.7% 10.7K -292.1K -1.1K 0.00 53.31 N/A N/A 4 0 1,358 74 2021-05-27 $5.27 $5.00 42.6% 12.2% 40.3% 19.1% 42.8% 0.0% 0.0% 11.5K -323.8K -1.0K 0.00 41.16 N/A N/A 31 0 1,354 74 2021-05-28 $5.15 $5.00 44.3% 12.7% 40.7% 20.0% 0.0% 0.0% 0.1% 10.6K -283.8K -1.0K 0.00 42.47 N/A N/A 0 0 1,356 74
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