FSP Options History — September 2021

In September 2021, FSP traded between $4.47 and $4.87. ATM implied volatility averaged 41.1%, placing in the 9.5% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 7.9% (HV 20d: 33.1%). 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 14 of 21 days. Put/call ratio averaged 9.24.

Notable Days

  • 2021-09-13: Highest Volume — 124 contracts
  • 2021-09-15: Largest IV spike — 98.7% change
  • 2021-09-22: Highest IV Rank — 28.0%
  • 2021-09-22: Largest Expected Move — 21.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.62$4.47$4.87$4.87$4.69
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV41.1%25.5%73.8%30.5%44.7%
Expected Move11.8%7.3%21.2%8.7%12.8%
HV 20d33.1%24.9%36.0%24.9%31.2%
HV 60d35.2%33.9%37.2%34.2%34.1%
IV Rank9.5%0.3%28.0%3.1%14.4%
IV Percentile22.3%0.4%71.4%0.8%33.7%
Term Structure8.2%-27.7%38.5%12.7%25.7%
VWIV62.9%25.3%173.1%25.3%29.2%
Bid-Ask Spread %73.077.35130.9630.3690.50
Gamma HHI0.960.880.990.980.96
Net GEX6.7K1.8K17.7K17.7K3.4K
Net DEX-78.5K-275.4K17.1K-275.4K-77.0K
Net VEX-1.6K-1.8K-1.3K-1.8K-1.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio9.240.00100.000.0010.50
Total Volume36.4760124270
Total OI2,195.5711,6542,8272,3131,812

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-09-01$4.87$5.0030.5%8.7%24.9%3.1%25.3%0.0%12.7%17.7K-275.4K-1.8K0.0030.36N/AN/A2701,903410
2021-09-02$4.63$5.0029.4%11.5%30.2%2.5%39.7%0.0%1.8%12.0K-118.5K-1.5K0.3574.42N/AN/A51181,907410
2021-09-03$4.47$5.0036.7%10.3%30.9%6.7%44.4%0.0%15.6%8.1K-67.4K-1.3K4.557.35N/AN/A11501,880410
2021-09-07$4.58$5.0038.7%9.6%32.5%7.8%41.4%0.0%15.2%10.8K-103.1K-1.5K0.0013.59N/AN/A0621,975428
2021-09-08$4.58$5.0041.5%11.9%32.1%9.4%0.0%0.0%-7.5%11.6K-166.7K-1.6K1.5580.56N/AN/A20311,986461
2021-09-09$4.57$5.0036.0%10.3%32.1%6.3%0.0%0.0%14.6%10.6K-105.5K-1.6K0.0065.69N/AN/A001,986507
2021-09-10$4.47$5.0033.2%9.5%32.7%4.7%0.0%0.0%19.8%8.1K-44.3K-1.5K0.009.68N/AN/A0642,022532
2021-09-13$4.62$5.0049.9%14.3%35.3%14.2%0.0%0.0%-19.9%11.9K-97.5K-1.6K11.40104.62N/AN/A101142,022532
2021-09-14$4.62$5.0025.5%7.3%35.2%0.3%0.0%0.0%34.4%10.4K-49.0K-1.5K0.0095.27N/AN/A0932,022595
2021-09-15$4.65$5.0050.7%14.5%35.0%14.7%0.0%0.0%16.7%3.8K-26.2K-1.6K0.00120.97N/AN/A2002,022692
2021-09-16$4.67$5.0032.7%9.4%34.5%4.4%0.0%0.0%0.0%2.8K17.1K-1.6K0.0070.32N/AN/A002,022785
2021-09-17$4.62$5.0026.9%7.7%34.6%1.1%0.0%0.0%13.4%3.7K-20.0K-1.7K1.0080.78N/AN/A112,042785
2021-09-20$4.56$5.0029.5%8.5%34.7%2.5%173.1%0.0%38.5%4.3K-10.6K-1.4K0.00130.96N/AN/A1401,159495
2021-09-21$4.55$5.0047.6%13.7%34.3%13.0%99.6%0.0%-3.0%2.5K-37.8K-1.5K100.0094.05N/AN/A11001,159495
2021-09-22$4.56$5.0073.8%21.2%34.1%28.0%0.0%0.0%-10.5%3.6K-34.2K-1.5K0.00121.18N/AN/A1501,171495
2021-09-23$4.70$5.0048.6%13.9%36.0%13.5%50.1%0.0%-1.9%1.8K-91.1K-1.6K0.0062.10N/AN/A3001,172595
2021-09-24$4.67$5.0055.0%15.8%35.8%17.2%0.0%0.0%-27.7%5.0K-46.5K-1.5K0.0095.75N/AN/A001,187595
2021-09-27$4.70$5.0056.0%16.0%35.2%17.7%0.0%0.0%12.0%3.0K-98.6K-1.6K0.0070.28N/AN/A801,217595
2021-09-28$4.66$5.0046.0%13.2%32.4%15.2%0.0%0.0%1.3%3.0K-106.0K-1.6K0.0030.88N/AN/A201,217595
2021-09-29$4.68$5.0029.9%8.6%32.2%3.6%29.2%0.0%13.6%3.2K-89.8K-1.5K10.5085.08N/AN/A2211,217595
2021-09-30$4.69$5.0044.7%12.8%31.2%14.4%0.0%0.0%25.7%3.4K-77.0K-1.5K0.0090.50N/AN/A001,217595