FSP Options History — May 2022

In May 2022, FSP traded between $4.38 and $5.13. ATM implied volatility averaged 52.1%, placing in the 16.0% IV rank vs the trailing year. The 30-day expected move averaged 13.6%. IV traded above realized volatility by 18.1% (HV 20d: 34.0%). Max pain ranged from $4.68 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.40.

Notable Days

  • 2022-05-19: Highest Volume — 210 contracts
  • 2022-05-19: Largest IV spike — 51.9% change
  • 2022-05-05: Highest IV Rank — 40.7%
  • 2022-05-13: Largest Expected Move — 20.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.63$4.38$5.13$5.04$4.53
Max Pain$4.73$4.68$5.00$5.00$4.68
ATM IV52.1%34.4%93.8%50.4%36.9%
Expected Move13.6%9.9%20.3%14.4%10.6%
HV 20d34.0%24.2%40.6%24.2%35.5%
HV 60d26.9%23.8%28.4%23.8%28.2%
IV Rank16.0%5.5%40.7%15.0%7.0%
IV Percentile48.8%11.1%93.7%54.8%17.9%
Term Structure4.6%-23.9%28.7%-6.0%6.4%
VWIV47.3%30.6%72.0%49.9%37.5%
Skew 25d24.1%4.3%47.1%16.1%35.2%
Skew 10d37.6%10.6%70.7%26.0%44.7%
Call IV 25d42.1%30.9%57.8%31.9%34.4%
Put IV 25d66.3%44.2%90.4%47.9%69.7%
Bid-Ask Spread %90.4261.46124.3465.4395.70
Gamma HHI0.800.460.950.630.94
Net GEX3.6K2.2K5.3K2.6K5.3K
Net DEX-57.3K-130.7K-33.5K-93.2K-36.1K
Net VEX-238-335-145-291-145
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.100.950.620.95
Total Volume118.476342103443
Total OI539.524510645530510

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$5.04$5.0050.4%14.4%24.2%15.0%49.9%16.1%-6.0%2.6K-93.2K-2910.6265.43N/AN/A211346565
2022-05-03$5.13$5.0058.9%16.9%25.9%20.0%59.0%27.9%-11.5%2.6K-99.2K-2980.1071.03N/AN/A1311346867
2022-05-04$5.08$5.0064.9%18.6%25.4%23.5%64.9%28.5%-23.9%4.5K-130.7K-3320.1094.51N/AN/A1261357867
2022-05-05$4.87$4.6893.8%13.1%28.3%40.7%45.8%36.6%11.1%3.1K-84.7K-3350.1386.95N/AN/A1191647267
2022-05-06$4.87$4.6862.4%13.5%28.4%22.1%47.8%47.1%7.5%2.7K-74.3K-2880.13109.36N/AN/A1191647267
2022-05-09$4.73$4.6865.4%15.5%29.4%23.9%54.2%14.3%-13.1%2.6K-66.7K-2660.13107.34N/AN/A1191647268
2022-05-10$4.50$4.6863.4%11.7%32.8%22.7%41.0%27.5%5.1%3.2K-34.2K-2300.1389.40N/AN/A1151547268
2022-05-11$4.38$4.6847.3%13.6%32.9%13.1%47.7%16.9%12.9%2.9K-44.1K-2480.2198.46N/AN/A1182547362
2022-05-12$4.43$4.6859.6%17.1%33.8%20.4%60.7%12.0%-11.0%2.4K-55.4K-2370.32114.82N/AN/A1223947872
2022-05-13$4.49$4.6870.7%20.3%34.9%27.0%72.0%4.3%-11.3%2.2K-56.0K-2500.32124.34N/AN/A1223948266
2022-05-16$4.54$4.6837.7%10.8%35.8%7.5%37.9%25.2%28.7%4.2K-52.1K-2750.2190.68N/AN/A1222648266
2022-05-17$4.67$4.6834.4%9.9%37.6%5.5%34.6%28.1%2.8%4.6K-55.0K-2150.2192.83N/AN/A1222648165
2022-05-18$4.55$4.6841.7%11.9%38.1%9.8%41.7%25.2%6.3%4.0K-45.7K-2250.1989.11N/AN/A1382648165
2022-05-19$4.43$4.6863.3%18.1%38.3%22.6%59.9%26.9%24.7%3.0K-33.8K-2340.52102.08N/AN/A1387248165
2022-05-20$4.38$4.6835.1%10.1%38.3%5.9%35.3%28.0%22.1%3.8K-33.5K-2310.5987.78N/AN/A12372481102
2022-05-23$4.42$4.6841.7%12.0%38.7%9.8%41.8%17.4%10.9%3.8K-34.7K-1810.8161.46N/AN/A262147139
2022-05-24$4.53$4.6840.0%11.5%40.5%8.9%40.1%25.5%4.9%4.4K-45.3K-2050.8169.54N/AN/A262147139
2022-05-25$4.56$4.6852.0%14.9%40.6%15.9%52.2%44.3%20.8%3.7K-50.0K-1980.8175.12N/AN/A262147139
2022-05-26$4.50$4.6837.8%10.8%37.5%7.5%38.2%6.1%0.8%4.6K-36.7K-1610.5367.96N/AN/A402147139
2022-05-27$4.55$4.6836.3%10.4%36.5%6.7%30.6%13.6%7.9%5.1K-41.3K-1570.53104.84N/AN/A402147139
2022-05-31$4.53$4.6836.9%10.6%35.5%7.0%37.5%35.2%6.4%5.3K-36.1K-1450.9595.70N/AN/A222147139