FSP Options History — June 2021

In June 2021, FSP traded between $5.13 and $5.63. ATM implied volatility averaged 42.9%, placing in the 19.3% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 8.3% (HV 20d: 34.5%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.04.

Notable Days

  • 2021-06-23: Highest Volume — 198 contracts
  • 2021-06-28: Largest IV spike — 125.7% change
  • 2021-06-28: Highest IV Rank — 44.2%
  • 2021-06-28: Largest Expected Move — 26.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.43$5.13$5.63$5.38$5.32
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV42.9%25.1%91.3%42.0%50.9%
Expected Move12.4%7.2%26.2%12.1%14.6%
HV 20d34.5%28.5%43.6%43.6%34.1%
HV 60d34.2%31.6%39.8%39.8%33.3%
IV Rank19.3%10.1%44.2%18.8%23.4%
IV Percentile14.1%0.8%77.8%8.3%32.1%
Term Structure-3.2%-58.5%29.8%12.0%-23.4%
VWIV42.8%30.8%66.0%30.8%66.0%
Bid-Ask Spread %88.7427.56139.3433.4293.38
Gamma HHI0.740.650.820.810.79
Net GEX9.2K7.3K11.1K10.1K9.7K
Net DEX-372.6K-455.2K-280.0K-355.5K-293.7K
Net VEX-947-1.1K-893-986-930
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.040.000.500.040.02
Total Volume37.1360198250
Total OI1,384.3181,1421,5871,4301,182

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$5.38$5.0042.0%12.1%43.6%18.8%30.8%0.0%12.0%10.1K-355.5K-9860.0433.42N/AN/A2411,35674
2021-06-02$5.41$5.0035.4%10.1%43.2%15.4%34.9%0.0%-8.2%10.7K-384.4K-9550.0327.56N/AN/A9831,35674
2021-06-03$5.38$5.0040.7%15.6%37.2%18.2%0.0%0.0%-7.6%10.4K-384.7K-1.1K0.00139.34N/AN/A501,44074
2021-06-04$5.32$5.0037.0%10.1%35.6%16.2%0.0%0.0%7.4%11.1K-375.2K-1.0K0.00131.44N/AN/A011,43574
2021-06-07$5.52$5.0042.1%9.0%37.0%18.8%0.0%0.0%19.2%10.1K-421.7K-9070.00118.45N/AN/A101,43574
2021-06-08$5.63$5.0042.8%13.4%37.5%19.2%0.0%0.0%-7.0%8.7K-455.2K-9090.00122.56N/AN/A6601,43574
2021-06-09$5.63$5.0045.7%13.1%30.8%20.7%0.0%0.0%1.7%8.8K-445.8K-9450.00109.92N/AN/A501,43374
2021-06-10$5.59$5.0042.1%12.1%29.9%18.9%0.0%0.0%-4.6%9.0K-433.0K-9470.00112.55N/AN/A001,42874
2021-06-11$5.56$5.0035.2%10.1%28.8%15.3%34.6%0.0%8.3%8.4K-431.3K-9090.50105.85N/AN/A421,42874
2021-06-14$5.51$5.0033.2%9.5%28.7%14.3%36.0%0.0%10.4%8.5K-423.7K-9290.0069.73N/AN/A5601,43174
2021-06-15$5.43$5.0039.1%11.2%28.7%17.3%0.0%0.0%-0.5%10.4K-416.4K-9450.0037.68N/AN/A201,47174
2021-06-16$5.45$5.0037.5%10.7%28.5%16.5%0.0%0.0%-4.8%10.0K-420.5K-9620.00106.53N/AN/A001,47174
2021-06-17$5.33$5.0036.2%10.4%29.6%15.8%0.0%0.0%29.8%10.8K-396.2K-9300.0535.48N/AN/A4321,47174
2021-06-18$5.13$5.0039.0%11.2%33.0%17.2%38.6%0.0%2.8%8.2K-370.2K-9560.00103.97N/AN/A8701,51275
2021-06-21$5.34$5.0041.1%11.8%35.8%18.4%40.6%0.0%0.7%9.3K-280.0K-9540.0047.30N/AN/A2001,12715
2021-06-22$5.39$5.0025.1%7.2%35.5%10.1%0.0%0.0%24.0%8.6K-306.3K-9120.0090.67N/AN/A001,14715
2021-06-23$5.29$5.0040.7%11.7%35.5%18.1%56.5%0.0%-21.6%8.3K-291.1K-9920.0287.87N/AN/A19441,14715
2021-06-24$5.53$5.0039.5%11.3%38.4%17.5%47.4%0.0%-6.4%7.3K-343.2K-9410.0094.40N/AN/A101,14715
2021-06-25$5.53$5.0040.4%11.6%37.5%18.0%0.0%0.0%-5.5%8.1K-333.0K-9040.0088.84N/AN/A001,14715
2021-06-28$5.45$5.0091.3%26.2%36.9%44.2%0.0%0.0%-39.0%7.4K-325.5K-9320.00115.05N/AN/A001,14715
2021-06-29$5.37$5.0066.0%18.9%34.0%31.2%66.0%0.0%-58.5%8.6K-311.3K-8930.0280.26N/AN/A19441,16715
2021-06-30$5.32$5.0050.9%14.6%34.1%23.4%0.0%0.0%-23.4%9.7K-293.7K-9300.0093.38N/AN/A001,16715