FSP Options History — July 2022

In July 2022, FSP traded between $3.57 and $4.24. ATM implied volatility averaged 131.9%, placing in the 30.9% IV rank vs the trailing year. The 30-day expected move averaged 29.1%. IV traded above realized volatility by 80.0% (HV 20d: 51.9%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.49.

Notable Days

2022-07-01: Highest Volume — 125 contracts
2022-07-21: Largest IV spike — 198.4% change
2022-07-11: Highest IV Rank — 100.0%
2022-07-27: Largest Expected Move — 57.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.76	$3.57	$4.24	$4.24	$3.76
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	131.9%	38.9%	477.6%	93.5%	121.7%
Expected Move	29.1%	8.4%	57.2%	26.8%	34.9%
HV 20d	51.9%	43.6%	60.6%	52.9%	45.4%
HV 60d	43.4%	38.9%	45.4%	38.9%	43.9%
IV Rank	30.9%	3.0%	100.0%	40.3%	21.3%
IV Percentile	88.3%	23.0%	100.0%	91.3%	95.2%
Term Structure	-34.7%	-129.3%	52.1%	-13.8%	-29.5%
VWIV	146.2%	74.3%	216.3%	192.2%	121.9%
Skew 25d	46.0%	-2.4%	86.5%	8.9%	6.9%
Skew 10d	41.9%	-30.5%	99.0%	14.2%	1.0%
Call IV 25d	50.6%	31.4%	117.0%	37.5%	58.7%
Put IV 25d	96.6%	46.4%	139.9%	46.4%	65.5%
Bid-Ask Spread %	108.03	80.19	125.51	96.00	112.08
Gamma HHI	0.55	0.37	1.00	1.00	0.61
Net GEX	207	123	367	123	203
Net DEX	-18.2K	-32.3K	-13.2K	-17.5K	-17.9K
Net VEX	-77	-158	-30	-30	-60
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.49	0.32	1.00	0.58	0.51
Total Volume	97.4	75	125	125	89
Total OI	331.8	296	412	327	320

Daily Data (20 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
2022-07-01	$4.24	$2.50	93.5%	26.8%	52.9%	40.3%	0.0%	8.9%	-13.8%	123	-17.5K	-30	0.58	96.00	N/A	N/A	79	46	258	69
2022-07-05	$4.21	$0.00	66.6%	8.4%	52.6%	24.4%	0.0%	1.0%	18.7%	143	-18.2K	-35	0.58	102.09	N/A	N/A	79	46	259	69
2022-07-06	$3.84	$0.00	82.7%	24.4%	60.6%	33.9%	0.0%	64.2%	-52.6%	181	-15.7K	-48	0.32	125.51	N/A	N/A	88	28	259	69
2022-07-07	$3.80	$0.00	98.0%	24.5%	60.1%	43.0%	0.0%	58.1%	-82.8%	367	-22.5K	-118	0.40	113.68	N/A	N/A	85	34	269	81
2022-07-08	$3.75	$0.00	182.6%	27.9%	59.6%	93.1%	0.0%	26.1%	-15.9%	222	-15.8K	-74	0.40	101.41	N/A	N/A	85	34	268	89
2022-07-11	$3.64	$0.00	477.6%	29.5%	59.8%	100.0%	0.0%	2.1%	-31.9%	328	-32.3K	-158	0.38	104.06	N/A	N/A	82	31	268	94
2022-07-12	$3.68	$0.00	172.9%	20.3%	60.1%	32.6%	0.0%	80.0%	49.2%	319	-27.1K	-157	0.55	105.19	N/A	N/A	56	31	266	94
2022-07-13	$3.64	$0.00	113.5%	32.5%	56.2%	19.5%	0.0%	58.9%	-98.1%	203	-13.8K	-90	0.49	110.93	N/A	N/A	59	29	265	104
2022-07-14	$3.57	$0.00	65.7%	18.8%	55.7%	8.9%	0.0%	44.7%	52.1%	190	-13.2K	-81	1.00	80.19	N/A	N/A	59	59	265	107
2022-07-15	$3.66	$0.00	111.4%	31.9%	55.9%	19.0%	0.0%	44.0%	-38.0%	170	-16.7K	-76	1.00	83.73	N/A	N/A	59	59	265	147
2022-07-18	$3.71	$0.00	78.9%	22.6%	55.8%	11.8%	0.0%	86.5%	-49.4%	169	-14.5K	-50	0.34	109.96	N/A	N/A	56	19	246	57
2022-07-19	$3.82	$0.00	124.1%	35.6%	45.9%	21.8%	0.0%	73.0%	-98.5%	127	-17.5K	-40	0.33	123.58	N/A	N/A	57	19	248	48
2022-07-20	$3.80	$2.50	38.9%	11.1%	43.6%	3.0%	192.2%	68.4%	-4.3%	174	-18.2K	-53	0.35	103.10	N/A	N/A	57	20	249	49
2022-07-21	$3.60	$2.50	116.0%	33.3%	46.9%	20.0%	144.2%	63.2%	-25.7%	168	-15.9K	-57	0.42	121.34	N/A	N/A	57	24	249	49
2022-07-22	$3.62	$2.50	144.6%	41.5%	45.9%	26.3%	192.9%	78.3%	-1.9%	252	-18.0K	-92	0.42	120.17	N/A	N/A	57	24	254	53
2022-07-25	$3.66	$2.50	100.0%	28.7%	45.0%	16.5%	74.3%	73.0%	-61.2%	199	-16.8K	-73	0.41	104.83	N/A	N/A	59	24	254	53
2022-07-26	$3.68	$2.50	137.7%	39.5%	45.3%	24.8%	0.0%	-2.4%	-129.3%	153	-16.0K	-65	0.36	109.94	N/A	N/A	59	21	257	53
2022-07-27	$3.72	$2.50	199.4%	57.2%	45.6%	38.5%	216.3%	70.2%	-40.0%	254	-19.3K	-106	0.51	123.25	N/A	N/A	59	30	257	54
2022-07-28	$3.73	$2.50	112.3%	32.2%	45.1%	19.2%	81.6%	15.8%	-41.6%	185	-16.7K	-70	0.51	109.50	N/A	N/A	59	30	257	64
2022-07-29	$3.76	$2.50	121.7%	34.9%	45.4%	21.3%	121.9%	6.9%	-29.5%	203	-17.9K	-60	0.51	112.08	N/A	N/A	59	30	256	64