FSP Options History — November 2021

In November 2021, FSP traded between $4.63 and $6.26. ATM implied volatility averaged 54.1%, placing in the 21.3% IV rank vs the trailing year. The 30-day expected move averaged 14.1%. IV traded below realized volatility by 2.7% (HV 20d: 56.8%). 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 11 of 21 days. Put/call ratio averaged 3.06.

Notable Days

  • 2021-11-10: Highest Volume — 979 contracts
  • 2021-11-11: Largest IV spike — 104.1% change
  • 2021-11-09: Highest IV Rank — 67.4%
  • 2021-11-26: Largest Expected Move — 21.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.62$4.63$6.26$4.68$5.90
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV54.1%32.8%117.0%45.5%38.4%
Expected Move14.1%9.4%21.8%13.0%11.0%
HV 20d56.8%27.9%69.2%27.9%68.1%
HV 60d40.6%27.5%46.5%27.5%44.5%
IV Rank21.3%5.7%67.4%15.0%9.8%
IV Percentile51.7%6.0%96.8%43.3%19.8%
Term Structure-4.5%-72.5%59.7%4.4%18.0%
VWIV54.0%32.8%85.0%50.2%51.6%
Bid-Ask Spread %76.5655.55110.0070.5580.81
Gamma HHI0.880.670.990.990.93
Net GEX6.1K2.9K9.1K5.3K4.6K
Net DEX-460.1K-679.0K-21.2K-80.0K-488.7K
Net VEX-1.3K-1.8K-884-1.7K-884
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.060.298.441.400.31
Total Volume493.524113979652254
Total OI2,213.191,7862,4742,3031,786

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-11-01$4.68$5.0045.5%13.0%27.9%15.0%50.2%0.0%4.4%5.3K-80.0K-1.7K1.4070.55N/AN/A2723801,617686
2021-11-02$4.63$5.0041.3%11.9%27.9%11.9%40.1%0.0%1.5%4.9K-21.2K-1.6K1.4082.21N/AN/A2713801,617686
2021-11-03$4.81$5.0052.1%14.9%28.9%19.8%51.8%0.0%-3.4%6.4K-159.6K-1.8K1.3466.11N/AN/A2843801,619686
2021-11-04$4.65$5.0066.4%14.9%30.9%30.3%43.6%0.0%-21.6%6.5K-173.9K-1.7K8.2691.91N/AN/A463801,658686
2021-11-05$4.87$5.0044.1%12.6%34.5%14.0%43.9%0.0%21.0%2.9K-205.9K-1.8K8.4455.55N/AN/A453801,660686
2021-11-08$4.82$5.0062.9%13.7%34.4%27.8%47.9%0.0%-9.2%6.6K-175.3K-1.8K7.6061.92N/AN/A503801,659686
2021-11-09$5.60$5.00117.0%12.1%64.5%67.4%41.5%0.0%2.8%7.5K-578.0K-1.6K0.5472.14N/AN/A6083291,666686
2021-11-10$5.90$5.0032.8%9.4%66.8%5.7%32.8%0.0%6.2%8.1K-679.0K-1.2K2.9266.70N/AN/A2507291,685597
2021-11-11$6.17$5.0067.0%19.2%68.0%30.7%70.7%0.0%-22.9%6.1K-639.7K-1.3K1.9457.31N/AN/A2685191,687787
2021-11-12$6.14$5.0050.8%14.6%68.1%18.9%44.5%0.0%23.3%7.3K-589.0K-1.2K4.5055.84N/AN/A1034641,632784
2021-11-15$6.10$5.0042.6%12.2%67.7%12.9%47.6%0.0%-7.7%6.8K-664.8K-9634.3190.82N/AN/A1034441,623723
2021-11-16$6.07$5.0050.0%14.3%67.7%18.3%72.3%0.0%-31.5%7.2K-642.6K-1.1K4.3284.31N/AN/A1034451,623724
2021-11-17$5.88$5.0049.9%14.3%69.2%18.2%61.4%0.0%-33.4%6.4K-572.5K-1.3K4.4971.34N/AN/A994451,623724
2021-11-18$5.81$5.0035.7%10.2%67.7%7.8%38.8%0.0%59.7%5.3K-591.7K-1.1K4.5779.24N/AN/A994521,623734
2021-11-19$5.83$5.0033.0%9.4%66.4%5.8%33.7%0.0%47.3%6.2K-590.0K-1.1K5.2079.84N/AN/A874521,623734
2021-11-22$5.96$5.0048.7%14.0%66.3%17.3%68.5%0.0%4.2%5.0K-591.2K-1.2K0.4779.45N/AN/A85401,477478
2021-11-23$6.04$5.0057.5%16.5%65.9%23.8%83.6%0.0%-47.0%9.1K-626.4K-1.0K0.2977.08N/AN/A139401,487478
2021-11-24$6.26$5.0057.6%16.5%66.0%23.8%49.8%0.0%30.1%4.6K-630.2K-9120.4583.05N/AN/A133601,389478
2021-11-26$5.98$5.0076.1%21.8%68.7%37.5%85.0%0.0%-72.5%5.2K-479.9K-1.2K1.13110.00N/AN/A53601,335509
2021-11-29$5.91$5.0067.6%19.4%68.1%31.2%74.0%0.0%-63.1%5.7K-482.3K-1.1K0.3191.55N/AN/A193601,335501
2021-11-30$5.90$5.0038.4%11.0%68.1%9.8%51.6%0.0%18.0%4.6K-488.7K-8840.3180.81N/AN/A194601,285501