FSP Options History — June 2022

In June 2022, FSP traded between $3.93 and $4.50. ATM implied volatility averaged 74.0%, placing in the 28.9% IV rank vs the trailing year. The 30-day expected move averaged 20.3%. IV traded above realized volatility by 32.5% (HV 20d: 41.4%). 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 7 of 21 days. Put/call ratio averaged 1.04.

Notable Days

2022-06-13: Highest Volume — 138 contracts
2022-06-13: Largest IV spike — 360.7% change
2022-06-13: Highest IV Rank — 81.4%
2022-06-13: Largest Expected Move — 46.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.25	$3.93	$4.50	$4.43	$4.13
Max Pain	$4.78	$2.50	$5.00	$4.68	$2.50
ATM IV	74.0%	35.4%	162.8%	57.8%	107.1%
Expected Move	20.3%	9.9%	46.7%	16.6%	30.7%
HV 20d	41.4%	30.3%	52.3%	34.9%	51.8%
HV 60d	33.8%	28.3%	39.0%	28.4%	38.5%
IV Rank	28.9%	6.1%	81.4%	19.3%	48.4%
IV Percentile	68.1%	13.5%	99.2%	64.3%	94.8%
Term Structure	-3.4%	-38.5%	51.5%	-22.0%	-3.8%
VWIV	64.6%	40.9%	116.1%	58.2%	107.0%
Skew 25d	23.9%	-14.5%	71.6%	11.8%	6.5%
Skew 10d	32.3%	-0.4%	87.7%	12.8%	17.1%
Call IV 25d	41.8%	27.7%	60.9%	33.7%	37.8%
Put IV 25d	65.7%	43.4%	107.8%	45.4%	44.3%
Bid-Ask Spread %	131.40	103.19	162.69	121.18	114.15
Gamma HHI	0.78	0.41	0.99	0.92	0.99
Net GEX	1.5K	71	5.9K	3.4K	90
Net DEX	-17.8K	-63.6K	10.4K	-34.0K	-15.1K
Net VEX	-72	-134	-17	-134	-17
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.04	0.20	4.89	0.95	0.58
Total Volume	81.095	40	138	43	125
Total OI	458.19	279	684	509	327

Daily Data (21 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
2022-06-01	$4.43	$4.68	57.8%	16.6%	34.9%	19.3%	58.2%	11.8%	-22.0%	3.4K	-34.0K	-134	0.95	121.18	N/A	N/A	22	21	470	39
2022-06-02	$4.41	$0.00	60.1%	10.0%	34.9%	20.7%	0.0%	13.4%	-4.7%	4.1K	-63.6K	-132	1.11	130.85	N/A	N/A	19	21	470	39
2022-06-03	$4.33	$0.00	79.4%	13.4%	32.6%	32.1%	0.0%	8.7%	-32.9%	2.6K	-30.7K	-120	1.21	130.63	N/A	N/A	19	23	471	39
2022-06-06	$4.44	$0.00	40.6%	9.9%	34.4%	9.2%	0.0%	15.3%	-0.6%	4.9K	-18.9K	-110	1.21	146.43	N/A	N/A	19	23	471	47
2022-06-07	$4.50	$0.00	39.3%	11.0%	33.7%	8.4%	0.0%	20.2%	-8.1%	5.9K	-24.7K	-108	1.21	135.35	N/A	N/A	19	23	471	47
2022-06-08	$4.37	$0.00	36.6%	10.5%	30.5%	6.8%	0.0%	5.8%	-4.1%	3.6K	-19.3K	-97	1.11	137.79	N/A	N/A	19	21	471	47
2022-06-09	$4.26	$0.00	47.1%	13.5%	30.3%	13.0%	0.0%	3.4%	-38.5%	2.8K	-7.8K	-79	1.21	134.63	N/A	N/A	19	23	471	49
2022-06-10	$4.19	$0.00	35.4%	10.1%	30.4%	6.1%	0.0%	7.3%	-0.6%	2.3K	-2.1K	-67	4.89	122.31	N/A	N/A	19	93	471	53
2022-06-13	$3.93	$0.00	162.8%	46.7%	36.7%	81.4%	88.8%	-14.5%	-34.1%	71	10.4K	-42	2.07	162.69	N/A	N/A	45	93	471	123
2022-06-14	$4.01	$5.00	109.6%	31.4%	37.4%	49.9%	116.1%	38.3%	-33.1%	363	-10.2K	-124	2.07	133.51	N/A	N/A	45	93	502	124
2022-06-15	$4.10	$5.00	96.2%	27.6%	36.7%	42.1%	40.9%	43.0%	12.3%	117	-1.6K	-40	0.53	129.14	N/A	N/A	45	24	502	124
2022-06-16	$4.00	$5.00	68.4%	19.6%	36.6%	25.6%	44.8%	68.9%	51.5%	253	-3.1K	-81	0.73	107.18	N/A	N/A	60	44	502	125
2022-06-17	$4.37	$5.00	73.1%	21.0%	48.9%	28.4%	73.7%	71.6%	13.3%	181	-12.4K	-72	0.80	131.99	N/A	N/A	64	51	524	160
2022-06-21	$4.18	$5.00	42.2%	12.1%	51.2%	10.1%	0.0%	41.7%	16.8%	120	-19.3K	-34	0.35	134.12	N/A	N/A	46	16	240	39
2022-06-22	$4.19	$5.00	79.9%	22.9%	51.1%	32.4%	43.6%	40.5%	-22.0%	133	-19.7K	-34	0.35	137.53	N/A	N/A	46	16	242	39
2022-06-23	$4.28	$5.00	54.9%	15.8%	50.9%	17.5%	41.2%	40.3%	-21.3%	154	-19.6K	-33	0.26	103.19	N/A	N/A	61	16	242	39
2022-06-24	$4.38	$5.00	97.9%	28.1%	51.6%	42.9%	68.2%	-0.4%	39.8%	213	-20.8K	-45	0.20	143.01	N/A	N/A	79	16	241	39
2022-06-27	$4.32	$5.00	85.3%	24.4%	51.6%	35.4%	44.2%	41.9%	15.0%	282	-20.9K	-42	0.20	142.78	N/A	N/A	79	16	258	39
2022-06-28	$4.25	$5.00	86.7%	24.9%	51.6%	36.3%	48.4%	41.3%	13.9%	297	-21.0K	-56	0.20	140.13	N/A	N/A	79	16	258	39
2022-06-29	$4.14	$5.00	93.0%	26.7%	52.3%	40.0%	107.0%	-3.8%	-7.4%	121	-19.2K	-47	0.58	120.83	N/A	N/A	79	46	258	39
2022-06-30	$4.13	$2.50	107.1%	30.7%	51.8%	48.4%	0.0%	6.5%	-3.8%	90	-15.1K	-17	0.58	114.15	N/A	N/A	79	46	258	69