FSP Options History — October 2021

In October 2021, FSP traded between $4.55 and $5.24. ATM implied volatility averaged 38.7%, placing in the 10.0% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 16.0% (HV 20d: 22.7%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 1.42.

Notable Days

  • 2021-10-29: Highest Volume — 653 contracts
  • 2021-10-07: Largest IV spike — 57.7% change
  • 2021-10-01: Highest IV Rank — 28.9%
  • 2021-10-01: Largest Expected Move — 18.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.97$4.55$5.24$4.79$4.55
Max Pain$4.64$2.50$5.00$5.00$5.00
ATM IV38.7%29.2%64.5%64.5%38.9%
Expected Move10.8%7.7%18.5%18.5%11.1%
HV 20d22.7%19.5%26.4%26.4%25.9%
HV 60d30.8%27.1%33.9%33.9%27.3%
IV Rank10.0%3.1%28.9%28.9%10.1%
IV Percentile17.4%1.6%66.3%66.3%19.8%
Term Structure9.7%-41.6%33.6%-41.6%9.6%
VWIV39.1%27.7%69.2%58.7%41.2%
Bid-Ask Spread %66.6323.52133.30114.3623.52
Gamma HHI0.960.901.000.981.00
Net GEX5.3K3.1K9.4K3.7K7.3K
Net DEX-192.3K-308.7K-75.1K-98.0K-76.5K
Net VEX-1.7K-1.8K-1.5K-1.6K-1.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.420.004.750.001.39
Total Volume131.1906535653
Total OI1,884.5711,7892,1191,7942,119

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$4.79$5.0064.5%18.5%26.4%28.9%0.0%0.0%-41.6%3.7K-98.0K-1.6K0.00114.36N/AN/A501,219575
2021-10-04$4.82$5.0040.9%8.0%22.5%11.6%0.0%0.0%15.6%3.7K-100.1K-1.5K0.00133.30N/AN/A001,219575
2021-10-05$4.86$5.0038.4%16.8%21.3%9.8%58.7%0.0%-10.7%3.2K-166.1K-1.6K0.0083.56N/AN/A4001,219575
2021-10-06$5.02$5.0036.5%10.4%23.6%8.4%36.1%0.0%11.4%3.1K-164.8K-1.6K0.0171.82N/AN/A16521,219575
2021-10-07$5.03$5.0057.6%13.3%23.5%23.9%69.2%0.0%28.1%3.5K-189.0K-1.6K0.33115.06N/AN/A621,214575
2021-10-08$5.15$2.5029.2%7.8%22.1%3.1%29.9%0.0%19.3%5.1K-266.5K-1.8K0.0097.90N/AN/A2201,378576
2021-10-11$5.18$5.0043.8%7.7%19.9%13.7%27.7%0.0%20.4%4.2K-277.4K-1.8K0.0096.45N/AN/A3801,372578
2021-10-12$5.23$5.0039.7%11.5%19.8%10.7%40.0%0.0%19.8%6.6K-296.8K-1.8K0.0061.09N/AN/A1701,386578
2021-10-13$5.24$5.0036.2%10.4%19.9%8.2%36.7%0.0%15.0%7.0K-285.1K-1.8K0.0068.83N/AN/A2601,364578
2021-10-14$5.21$5.0035.2%10.1%20.3%7.5%0.0%0.0%14.0%6.8K-308.7K-1.8K0.0041.00N/AN/A101,377578
2021-10-15$5.22$2.5032.5%9.3%19.5%5.4%33.5%0.0%18.9%9.4K-303.1K-1.7K1.3840.77N/AN/A29401,391578
2021-10-18$5.13$2.5034.9%10.0%20.1%7.2%0.0%0.0%9.8%6.6K-251.1K-1.7K0.0047.79N/AN/A101,348447
2021-10-19$5.10$5.0035.4%10.2%20.3%7.6%0.0%0.0%3.0%6.3K-232.4K-1.7K0.0036.63N/AN/A1001,350487
2021-10-20$5.13$5.0037.8%10.8%20.3%9.3%38.0%0.0%2.5%6.0K-242.6K-1.7K3.3947.10N/AN/A561901,356499
2021-10-21$4.95$5.0033.3%9.5%23.1%6.0%33.5%0.0%6.5%4.1K-217.8K-1.7K3.1752.35N/AN/A601901,344499
2021-10-22$4.81$5.0034.2%9.8%25.5%6.7%34.5%0.0%3.6%5.0K-138.3K-1.6K3.4261.40N/AN/A531811,348509
2021-10-25$4.79$5.0040.5%11.6%25.5%11.3%40.7%0.0%3.9%3.9K-148.1K-1.6K3.1756.13N/AN/A601901,358509
2021-10-26$4.75$5.0036.4%10.4%25.5%8.3%35.5%0.0%2.6%4.6K-99.5K-1.6K4.4248.57N/AN/A431901,379519
2021-10-27$4.72$5.0031.2%8.9%25.6%4.5%34.7%0.0%33.6%5.8K-101.2K-1.6K4.7533.28N/AN/A401901,383519
2021-10-28$4.65$5.0036.2%10.4%26.1%8.2%36.2%0.0%17.9%5.9K-75.1K-1.5K2.9268.21N/AN/A651901,385519
2021-10-29$4.55$5.0038.9%11.1%25.9%10.1%41.2%0.0%9.6%7.3K-76.5K-1.6K1.3923.52N/AN/A2733801,600519