FSP Options History — July 2021 In July 2021, FSP traded between $4.87 and $5.42. ATM implied volatility averaged 55.1%, placing in the 18.3% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded above realized volatility by 18.1% (HV 20d: 37.0%). 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 13 of 21 days. Put/call ratio averaged 1.71.
Notable Days 2021-07-29 : Highest Volume — 271 contracts2021-07-13 : Largest IV drop — 51.9% change2021-07-09 : Highest IV Rank — 53.6%2021-07-01 : Largest Expected Move — 19.0%Monthly Statistics Metric Avg Min Max Open Close Price $5.17 $4.87 $5.42 $5.42 $5.19 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 55.1% 33.4% 118.6% 66.3% 33.4% Expected Move 12.7% 9.6% 19.0% 19.0% 9.6% HV 20d 37.0% 31.3% 40.1% 34.7% 39.4% HV 60d 35.7% 32.8% 38.7% 33.4% 36.7% IV Rank 18.3% 4.8% 53.6% 31.3% 4.8% IV Percentile 32.2% 1.6% 91.3% 57.9% 1.6% Term Structure -0.8% -38.9% 20.5% -38.9% 9.0% VWIV 44.1% 35.7% 62.2% 35.7% 37.8% Bid-Ask Spread % 86.61 39.56 118.33 103.15 44.93 Gamma HHI 0.82 0.73 0.90 0.90 0.90 Net GEX 9.2K 7.7K 12.9K 12.9K 10.5K Net DEX -278.0K -329.9K -205.5K -327.5K -287.9K Net VEX -927 -1.0K -744 -744 -995 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.71 0.00 11.90 0.15 11.90 Total Volume 28.714 0 271 0 0 Total OI 1,257.952 1,182 1,361 1,182 1,361
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 2021-07-01 $5.42 $5.00 66.3% 19.0% 34.7% 31.3% 0.0% 0.0% -38.9% 12.9K -327.5K -744 0.00 103.15 N/A N/A 0 0 1,167 15 2021-07-02 $5.34 $5.00 60.5% 17.3% 34.9% 28.3% 0.0% 0.0% -33.2% 10.7K -309.5K -810 0.00 110.80 N/A N/A 0 0 1,167 15 2021-07-06 $5.28 $0.00 68.8% 10.6% 32.3% 32.6% 35.7% 0.0% -2.8% 8.4K -293.0K -896 0.00 89.01 N/A N/A 0 10 1,167 15 2021-07-07 $5.24 $5.00 57.3% 13.2% 31.3% 18.5% 0.0% 0.0% -5.2% 8.2K -280.1K -876 0.00 102.37 N/A N/A 0 0 1,167 25 2021-07-08 $5.08 $5.00 79.8% 17.0% 32.7% 31.4% 62.2% 0.0% -7.9% 8.6K -237.7K -900 0.15 118.33 N/A N/A 71 11 1,167 25 2021-07-09 $5.28 $5.00 118.6% 12.2% 36.2% 53.6% 0.0% 0.0% 4.6% 8.3K -300.8K -982 0.00 87.35 N/A N/A 0 0 1,235 36 2021-07-12 $5.37 $5.00 112.1% 10.7% 36.8% 49.9% 0.0% 0.0% 20.5% 8.4K -329.9K -969 0.00 93.46 N/A N/A 16 0 1,235 36 2021-07-13 $5.29 $5.00 53.9% 11.5% 37.1% 16.5% 0.0% 0.0% 17.8% 8.1K -312.2K -978 0.00 76.04 N/A N/A 26 0 1,228 36 2021-07-14 $5.22 $5.00 42.5% 12.2% 37.0% 10.0% 41.8% 0.0% 10.1% 8.6K -282.6K -922 0.17 96.30 N/A N/A 12 2 1,216 36 2021-07-15 $5.13 $5.00 50.7% 14.5% 37.3% 14.7% 0.0% 0.0% 3.7% 7.7K -257.7K -963 0.00 105.99 N/A N/A 2 0 1,186 37 2021-07-16 $5.09 $5.00 42.9% 12.3% 36.7% 10.2% 42.4% 0.0% -10.2% 7.7K -254.0K -960 0.00 87.97 N/A N/A 0 1 1,187 37 2021-07-19 $4.87 $5.00 43.9% 12.6% 37.5% 10.8% 0.0% 0.0% -0.2% 7.9K -205.5K -866 0.00 99.58 N/A N/A 11 0 1,186 37 2021-07-20 $5.13 $5.00 48.7% 14.0% 39.5% 13.6% 48.7% 0.0% 2.3% 7.9K -281.8K -915 0.00 94.98 N/A N/A 10 0 1,197 37 2021-07-21 $5.08 $5.00 37.0% 10.6% 39.3% 6.9% 0.0% 0.0% 1.2% 9.2K -256.3K -900 0.00 101.66 N/A N/A 0 0 1,207 37 2021-07-22 $4.93 $5.00 40.0% 11.5% 40.1% 8.6% 40.0% 0.0% 1.4% 9.2K -215.0K -858 0.01 88.49 N/A N/A 91 1 1,207 37 2021-07-23 $4.97 $5.00 37.9% 10.9% 36.3% 7.4% 37.8% 0.0% 5.4% 9.5K -243.7K -986 0.30 89.15 N/A N/A 10 3 1,297 38 2021-07-26 $5.17 $5.00 43.0% 12.3% 39.6% 10.3% 0.0% 0.0% -2.6% 10.4K -301.5K -997 0.00 67.15 N/A N/A 10 0 1,297 38 2021-07-27 $5.12 $5.00 41.3% 11.8% 39.5% 9.3% 0.0% 0.0% 0.5% 10.1K -283.5K -970 8.00 51.93 N/A N/A 5 40 1,287 38 2021-07-28 $5.13 $5.00 38.2% 11.0% 39.2% 7.5% 0.0% 0.0% 3.9% 10.1K -280.1K -963 0.00 70.70 N/A N/A 0 0 1,282 38 2021-07-29 $5.24 $5.00 40.5% 11.6% 40.0% 8.8% 0.0% 0.0% 2.9% 10.1K -297.4K -1.0K 11.90 39.56 N/A N/A 21 250 1,283 78 2021-07-30 $5.19 $5.00 33.4% 9.6% 39.4% 4.8% 0.0% 0.0% 9.0% 10.5K -287.9K -995 0.00 44.93 N/A N/A 0 0 1,283 78
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