FSP Options History — February 2022

In February 2022, FSP traded between $5.38 and $5.80. ATM implied volatility averaged 54.6%, placing in the 24.2% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 26.9% (HV 20d: 27.7%). Max pain ranged from $4.68 to $4.68. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.23.

Notable Days

2022-02-16: Highest Volume — 158 contracts
2022-02-16: Largest IV spike — 91.1% change
2022-02-01: Highest IV Rank — 47.7%
2022-02-01: Largest Expected Move — 23.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.61	$5.38	$5.80	$5.54	$5.80
Max Pain	$4.68	$4.68	$4.68	$4.68	$4.68
ATM IV	54.6%	29.3%	83.2%	83.2%	48.1%
Expected Move	13.8%	8.4%	23.8%	23.8%	13.8%
HV 20d	27.7%	21.4%	31.1%	30.1%	21.4%
HV 60d	38.1%	34.2%	50.1%	50.1%	34.5%
IV Rank	24.2%	3.5%	47.7%	47.7%	19.0%
IV Percentile	56.4%	2.0%	91.7%	91.3%	55.6%
Term Structure	0.9%	-68.8%	43.4%	-17.0%	41.6%
VWIV	56.5%	29.9%	110.9%	72.5%	58.7%
Skew 25d	11.0%	0.0%	20.3%	4.3%	13.1%
Skew 10d	21.0%	2.6%	39.5%	2.6%	17.4%
Call IV 25d	42.4%	32.6%	58.2%	46.8%	43.2%
Put IV 25d	53.4%	43.0%	78.0%	51.1%	56.3%
Bid-Ask Spread %	78.75	31.76	123.53	72.87	73.09
Gamma HHI	0.70	0.44	0.96	0.96	0.44
Net GEX	2.3K	918	3.5K	3.5K	1.7K
Net DEX	-208.7K	-239.6K	-152.4K	-152.4K	-234.7K
Net VEX	-260	-409	-148	-275	-300
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.23	0.08	0.41	0.41	0.18
Total Volume	79.842	38	158	38	71
Total OI	609.211	546	688	575	676

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-02-01	$5.54	$0.00	83.2%	23.8%	30.1%	47.7%	72.5%	4.3%	-17.0%	3.5K	-152.4K	-275	0.41	72.87	N/A	N/A	27	11	456	119
2022-02-02	$5.61	$0.00	61.5%	17.6%	28.1%	29.9%	59.6%	4.3%	-10.7%	2.5K	-183.7K	-261	0.41	82.80	N/A	N/A	27	11	460	86
2022-02-03	$5.56	$4.68	65.7%	14.1%	28.1%	33.3%	55.3%	11.4%	-3.0%	2.5K	-182.9K	-253	0.39	122.58	N/A	N/A	28	11	460	86
2022-02-04	$5.53	$4.68	69.2%	13.3%	28.0%	36.2%	58.7%	20.3%	3.0%	2.6K	-183.8K	-236	0.23	120.01	N/A	N/A	47	11	461	86
2022-02-07	$5.58	$4.68	74.4%	10.8%	28.4%	40.5%	45.7%	17.4%	17.6%	2.0K	-211.4K	-195	0.27	92.35	N/A	N/A	48	13	481	86
2022-02-08	$5.55	$4.68	79.7%	9.0%	28.3%	44.9%	35.7%	4.3%	10.3%	1.6K	-213.6K	-148	0.26	52.21	N/A	N/A	50	13	483	88
2022-02-09	$5.47	$4.68	29.3%	8.4%	28.6%	3.5%	33.1%	4.1%	14.3%	1.7K	-209.9K	-158	0.26	58.44	N/A	N/A	50	13	483	88
2022-02-10	$5.38	$4.68	29.8%	8.5%	28.8%	3.9%	34.1%	14.4%	13.3%	2.2K	-201.7K	-175	0.34	78.79	N/A	N/A	35	12	483	88
2022-02-11	$5.53	$4.68	42.6%	12.2%	29.2%	14.4%	36.9%	5.4%	16.9%	2.8K	-192.3K	-260	0.22	82.77	N/A	N/A	54	12	488	89
2022-02-14	$5.53	$4.68	35.0%	10.0%	28.4%	8.2%	39.8%	19.6%	6.5%	1.9K	-209.8K	-207	0.24	84.65	N/A	N/A	51	12	498	89
2022-02-15	$5.70	$4.68	30.3%	8.7%	31.1%	4.3%	29.9%	11.2%	24.9%	918	-226.7K	-164	0.14	61.00	N/A	N/A	85	12	504	89
2022-02-16	$5.65	$4.68	57.8%	16.6%	30.1%	26.9%	79.2%	19.0%	-28.3%	2.5K	-215.6K	-294	0.08	83.29	N/A	N/A	146	12	526	90
2022-02-17	$5.70	$4.68	39.0%	11.2%	28.4%	11.4%	48.8%	11.1%	43.4%	2.8K	-217.3K	-380	0.08	55.18	N/A	N/A	146	12	576	91
2022-02-18	$5.68	$4.68	52.8%	15.1%	28.1%	22.8%	70.8%	6.6%	-30.1%	2.5K	-229.4K	-291	0.08	78.10	N/A	N/A	146	12	576	91
2022-02-22	$5.72	$4.68	55.2%	15.8%	28.1%	24.7%	65.9%	10.0%	-30.0%	2.2K	-226.9K	-279	0.19	31.76	N/A	N/A	112	21	555	91
2022-02-23	$5.65	$4.68	53.7%	15.4%	27.3%	23.5%	66.9%	12.6%	16.2%	2.5K	-229.1K	-356	0.16	65.96	N/A	N/A	68	11	587	101
2022-02-24	$5.63	$4.68	80.5%	23.1%	23.3%	45.5%	110.9%	19.9%	-68.8%	2.9K	-204.8K	-409	0.21	123.53	N/A	N/A	52	11	576	101
2022-02-25	$5.77	$4.68	49.7%	14.3%	21.8%	20.3%	71.9%	0.0%	-2.1%	2.0K	-239.6K	-304	0.21	76.82	N/A	N/A	53	11	586	101
2022-02-28	$5.80	$4.68	48.1%	13.8%	21.4%	19.0%	58.7%	13.1%	41.6%	1.7K	-234.7K	-300	0.18	73.09	N/A	N/A	60	11	575	101