FSP Options History — December 2021

In December 2021, FSP traded between $5.82 and $6.57. ATM implied volatility averaged 64.8%, placing in the 29.1% IV rank vs the trailing year. The 30-day expected move averaged 15.8%. IV traded above realized volatility by 13.9% (HV 20d: 50.9%). Max pain ranged from $2.18 to $5.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.74.

Notable Days

  • 2021-12-01: Highest Volume — 255 contracts
  • 2021-12-30: Largest IV spike — 111.1% change
  • 2021-12-13: Highest IV Rank — 84.5%
  • 2021-12-30: Largest Expected Move — 22.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.17$5.82$6.57$5.82$5.96
Max Pain$4.63$2.18$5.00$5.00$2.18
ATM IV64.8%31.7%140.4%68.5%71.5%
Expected Move15.8%9.1%22.7%19.6%20.5%
HV 20d50.9%42.4%69.6%68.2%42.5%
HV 60d48.1%44.5%50.6%44.5%50.3%
IV Rank29.1%4.9%84.5%31.8%34.1%
IV Percentile64.5%4.4%98.8%80.6%84.9%
Term Structure4.1%-70.2%253.9%-70.2%-0.7%
VWIV62.0%21.2%100.0%100.0%66.9%
Bid-Ask Spread %106.9671.55130.9480.93114.72
Gamma HHI0.860.520.990.700.97
Net GEX3.8K06.6K5.7K3.2K
Net DEX-397.4K-544.5K0-414.8K-294.1K
Net VEX-536-1.1K0-1.1K-318
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.740.002.170.310.00
Total Volume103.45502552557
Total OI1,250.54501,7901,788726

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-12-01$5.82$5.0068.5%19.6%68.2%31.8%100.0%0.0%-70.2%5.7K-414.8K-1.1K0.3180.93N/AN/A194611,289499
2021-12-02$6.17$5.0057.9%16.6%69.6%24.1%73.8%0.0%-22.1%6.6K-521.9K-9320.4876.38N/AN/A128611,290500
2021-12-03$6.03$5.0065.9%18.9%68.8%29.9%86.5%0.0%-39.0%4.1K-441.1K-8862.17109.62N/AN/A24521,192500
2021-12-06$6.39$5.0091.3%13.2%69.6%48.5%68.7%0.0%24.5%4.1K-529.1K-7380.84130.94N/AN/A50421,193501
2021-12-07$6.39$5.0068.5%17.7%69.3%31.8%21.2%0.0%-13.9%4.7K-516.8K-5370.55119.84N/AN/A77421,143480
2021-12-08$6.57$5.0047.0%13.3%47.7%16.1%65.2%0.0%-10.5%5.2K-544.5K-5480.82119.56N/AN/A51421,142480
2021-12-09$6.48$5.0068.7%15.0%45.3%32.0%59.7%0.0%-21.1%3.4K-523.8K-4230.81125.28N/AN/A52421,122480
2021-12-10$6.33$5.0083.9%15.3%43.7%43.1%69.7%0.0%-12.0%3.1K-497.8K-5560.82125.67N/AN/A51421,129480
2021-12-13$6.05$5.00140.4%17.1%46.7%84.5%57.7%0.0%-31.5%3.5K-450.7K-6100.82116.48N/AN/A51421,129480
2021-12-14$5.93$5.0096.1%18.2%47.2%52.1%40.5%0.0%5.5%3.8K-440.6K-5940.76118.64N/AN/A62471,129480
2021-12-15$6.02$5.0050.4%14.5%47.5%18.6%22.2%0.0%25.5%4.7K-459.8K-5450.75110.06N/AN/A63471,139487
2021-12-16$6.01$5.0060.6%17.4%46.0%26.0%58.1%0.0%253.9%3.8K-453.4K-6160.84122.84N/AN/A56471,139487
2021-12-17$6.01$5.0069.8%20.0%45.8%32.8%71.4%0.0%8.9%4.4K-457.2K-5550.84123.36N/AN/A56471,139486
2021-12-20$5.95$5.0053.1%15.2%46.0%20.6%74.2%0.0%3.8%4.5K-281.4K-5760.72116.64N/AN/A5741669110
2021-12-21$6.20$5.0045.3%13.0%47.6%14.8%53.6%0.0%24.0%4.1K-323.9K-4660.9571.55N/AN/A4341674110
2021-12-22$6.24$5.0069.8%20.0%47.4%32.8%79.6%0.0%-25.5%3.9K-320.5K-5110.95100.34N/AN/A4341674110
2021-12-23$6.26$5.0031.7%9.1%45.7%4.9%70.2%0.0%22.4%3.7K-300.1K-4660.5380.01N/AN/A7841629110
2021-12-27$6.36$5.0034.3%9.8%42.7%6.8%53.5%0.0%-2.6%3.5K-320.7K-3730.4787.48N/AN/A8841629110
2021-12-28$6.32$2.5034.1%9.8%42.5%6.6%58.2%0.0%-3.0%3.4K-310.8K-3410.5392.67N/AN/A7540610110
2021-12-29$6.33$2.5037.5%10.8%42.4%9.1%51.5%0.0%-3.4%247-339.2K-910.5693.87N/AN/A7140617109
2021-12-30$5.97$0.0079.2%22.7%47.5%39.7%0.0%0.0%-22.7%0000.00116.32N/AN/A0000
2021-12-31$5.96$2.1871.5%20.5%42.5%34.1%66.9%0.0%-0.7%3.2K-294.1K-3180.00114.72N/AN/A70617109