FSP Options History — August 2021

In August 2021, FSP traded between $4.72 and $5.10. ATM implied volatility averaged 42.4%, placing in the 9.9% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 6.2% (HV 20d: 36.2%). 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 16 of 22 days. Put/call ratio averaged 0.15.

Notable Days

  • 2021-08-23: Highest Volume — 220 contracts
  • 2021-08-04: Largest IV spike — 46.6% change
  • 2021-08-04: Highest IV Rank — 19.4%
  • 2021-08-04: Largest Expected Move — 16.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.85$4.72$5.10$5.10$4.77
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV42.4%30.7%58.8%37.8%57.6%
Expected Move11.9%8.8%16.9%10.8%16.5%
HV 20d36.2%28.1%44.4%39.6%31.8%
HV 60d35.6%33.9%37.9%36.2%34.2%
IV Rank9.9%3.3%19.4%7.3%18.7%
IV Percentile18.9%0.8%50.8%5.6%50.8%
Term Structure3.4%-39.7%30.0%1.7%-16.0%
VWIV54.7%32.2%146.6%42.7%55.7%
Bid-Ask Spread %73.9735.58120.9443.9273.22
Gamma HHI0.950.890.970.890.97
Net GEX11.1K7.8K18.1K8.9K11.9K
Net DEX-170.7K-251.6K-110.2K-222.7K-190.0K
Net VEX-1.4K-1.7K-1.2K-1.3K-1.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.150.001.000.000.00
Total Volume30022044
Total OI1,8651,6292,1891,6292,189

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$5.10$5.0037.8%10.8%39.6%7.3%0.0%0.0%1.7%8.9K-222.7K-1.3K0.0043.92N/AN/A401,301328
2021-08-03$5.04$5.0040.1%11.5%39.6%8.6%0.0%0.0%-1.1%9.1K-197.3K-1.3K0.0039.54N/AN/A1301,301328
2021-08-04$4.75$5.0058.8%16.9%44.4%19.4%0.0%0.0%-39.7%7.8K-110.2K-1.2K0.07102.19N/AN/A8161,305328
2021-08-05$4.83$5.0039.2%12.2%44.0%8.1%42.7%0.0%0.9%8.2K-123.0K-1.2K0.0082.84N/AN/A101,324328
2021-08-06$4.94$5.0040.7%11.7%42.3%9.0%40.8%0.0%2.1%9.4K-184.2K-1.4K0.0085.59N/AN/A401,403332
2021-08-09$4.88$5.0045.1%12.6%41.7%11.5%146.6%0.0%4.8%9.1K-170.7K-1.3K1.0081.56N/AN/A111,403332
2021-08-10$4.93$5.0057.6%11.0%41.8%18.7%0.0%0.0%17.0%10.6K-181.7K-1.3K0.0035.58N/AN/A001,399332
2021-08-11$4.92$5.0041.4%11.9%41.7%9.4%0.0%0.0%30.0%9.8K-183.7K-1.3K0.0073.98N/AN/A2901,400333
2021-08-12$4.88$5.0042.3%12.1%41.4%9.9%0.0%0.0%10.1%9.7K-158.1K-1.3K0.00115.71N/AN/A2401,400333
2021-08-13$4.88$5.0030.7%8.8%41.4%3.3%0.0%0.0%8.2%13.3K-118.1K-1.2K0.0056.30N/AN/A1201,429333
2021-08-16$4.83$5.0040.6%11.6%38.4%8.9%0.0%0.0%13.0%10.5K-136.5K-1.3K0.18120.94N/AN/A4481,453333
2021-08-17$4.89$5.0044.7%12.8%33.5%11.3%0.0%0.0%-0.6%10.0K-169.7K-1.3K0.1685.24N/AN/A3151,453333
2021-08-18$4.80$5.0041.6%11.9%33.9%9.5%41.6%0.0%10.2%10.5K-135.3K-1.3K0.0087.19N/AN/A101,497341
2021-08-19$4.77$5.0041.0%11.8%32.4%9.1%41.0%0.0%13.8%10.5K-116.7K-1.3K0.0085.25N/AN/A1201,510346
2021-08-20$4.80$5.0038.3%11.0%32.3%7.6%0.0%0.0%9.9%12.4K-169.6K-1.5K0.0083.70N/AN/A1001,663346
2021-08-23$4.72$5.0047.3%13.6%28.8%12.8%0.0%0.0%-8.5%11.1K-167.5K-1.5K0.5754.68N/AN/A140801,640309
2021-08-24$4.76$5.0032.4%9.3%29.1%4.2%37.2%0.0%6.9%12.6K-142.6K-1.4K0.0067.31N/AN/A101,640309
2021-08-25$4.77$5.0038.4%11.0%29.1%7.6%0.0%0.0%2.2%14.3K-213.3K-1.6K1.0068.50N/AN/A20201,770389
2021-08-26$4.82$5.0038.9%11.2%28.1%7.9%0.0%0.0%4.0%13.8K-230.8K-1.6K0.0066.01N/AN/A001,770389
2021-08-27$4.91$5.0031.9%9.2%29.1%4.0%32.2%0.0%11.7%18.1K-251.6K-1.7K0.0079.50N/AN/A1301,780409
2021-08-30$4.72$5.0045.5%13.0%31.6%11.7%0.0%0.0%-5.0%13.3K-182.2K-1.5K0.0138.48N/AN/A9411,780409
2021-08-31$4.77$5.0057.6%16.5%31.8%18.7%55.7%0.0%-16.0%11.9K-190.0K-1.5K0.0073.22N/AN/A401,780409