FSP Options History — August 2022

In August 2022, FSP traded between $2.85 and $3.78. ATM implied volatility averaged 123.6%, placing in the 21.7% IV rank vs the trailing year. The 30-day expected move averaged 31.6%. IV traded above realized volatility by 87.1% (HV 20d: 36.5%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.21.

Notable Days

2022-08-31: Highest Volume — 2,840 contracts
2022-08-30: Largest IV spike — 100.0% change
2022-08-08: Highest IV Rank — 52.6%
2022-08-03: Largest Expected Move — 64.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.21	$2.85	$3.78	$3.78	$2.85
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	123.6%	58.1%	263.2%	122.1%	65.6%
Expected Move	31.6%	15.8%	64.4%	35.0%	18.8%
HV 20d	36.5%	31.7%	44.1%	44.1%	31.7%
HV 60d	43.9%	43.2%	45.2%	43.9%	43.6%
IV Rank	21.7%	7.2%	52.6%	21.4%	8.9%
IV Percentile	84.7%	48.0%	99.6%	95.2%	56.3%
Term Structure	-60.4%	-177.6%	64.2%	-78.7%	14.9%
VWIV	110.1%	62.7%	145.8%	144.3%	90.6%
Skew 25d	-24.3%	-127.8%	79.6%	79.6%	-14.6%
Skew 10d	-22.5%	-169.7%	94.1%	94.1%	-39.6%
Call IV 25d	111.5%	58.6%	193.9%	58.9%	89.5%
Put IV 25d	87.2%	50.2%	171.2%	138.5%	74.8%
Bid-Ask Spread %	98.85	69.31	131.70	82.93	83.78
Gamma HHI	0.91	0.42	1.00	0.42	0.50
Net GEX	3.3K	164	6.6K	222	832
Net DEX	-85.1K	-177.9K	-16.6K	-19.5K	-49.9K
Net VEX	-980	-1.9K	-37	-37	-1.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.21	0.00	1.29	0.19	0.92
Total Volume	440.826	0	2,840	189	2,840
Total OI	2,673.087	320	5,552	320	5,552

Daily Data (23 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
2022-08-01	$3.78	$2.50	122.1%	35.0%	44.1%	21.4%	144.3%	79.6%	-78.7%	222	-19.5K	-37	0.19	82.93	N/A	N/A	159	30	256	64
2022-08-02	$3.75	$2.50	197.6%	56.7%	44.1%	38.1%	98.7%	2.8%	-177.6%	164	-16.6K	-57	0.12	118.12	N/A	N/A	248	30	356	64
2022-08-03	$3.59	$2.50	224.7%	64.4%	33.6%	44.1%	100.9%	26.7%	-104.8%	458	-21.8K	-135	0.04	79.53	N/A	N/A	724	30	445	64
2022-08-04	$3.38	$2.50	142.0%	21.9%	39.2%	25.8%	117.5%	-2.8%	-39.3%	1.4K	-36.4K	-317	0.06	83.19	N/A	N/A	841	50	940	64
2022-08-05	$3.35	$2.50	162.5%	26.7%	39.1%	30.3%	96.1%	-7.4%	-37.2%	2.1K	-61.0K	-564	0.06	109.61	N/A	N/A	841	52	1,147	94
2022-08-08	$3.34	$2.50	263.2%	44.6%	38.1%	52.6%	145.8%	21.5%	-44.5%	2.2K	-70.0K	-630	1.29	120.89	N/A	N/A	38	49	1,193	102
2022-08-09	$3.21	$2.50	121.0%	15.8%	39.6%	21.1%	0.0%	-36.8%	-12.5%	1.4K	-39.8K	-410	0.01	89.88	N/A	N/A	1,005	9	1,195	107
2022-08-10	$3.25	$2.50	111.4%	31.9%	40.2%	19.0%	0.0%	-18.7%	-94.7%	4.4K	-157.2K	-1.5K	0.00	96.95	N/A	N/A	71	0	2,449	112
2022-08-11	$3.26	$2.50	103.1%	29.6%	39.9%	17.2%	0.0%	-42.7%	-103.5%	4.5K	-95.3K	-1.2K	0.00	99.38	N/A	N/A	0	0	2,511	112
2022-08-12	$3.25	$2.50	64.0%	18.4%	38.4%	8.5%	0.0%	-59.5%	-24.7%	3.5K	-64.7K	-787	0.01	99.69	N/A	N/A	500	6	2,511	112
2022-08-15	$3.24	$2.50	114.7%	32.9%	37.7%	19.7%	0.0%	-103.5%	-118.1%	5.8K	-177.9K	-1.8K	0.00	98.11	N/A	N/A	0	0	3,011	112
2022-08-16	$3.27	$2.50	129.5%	37.1%	35.8%	23.0%	0.0%	4.9%	-78.4%	5.5K	-139.7K	-1.5K	0.00	113.05	N/A	N/A	0	0	3,011	112
2022-08-17	$3.25	$2.50	123.5%	35.4%	35.8%	21.7%	0.0%	22.3%	-17.8%	2.8K	-42.3K	-578	0.00	131.70	N/A	N/A	0	0	3,011	112
2022-08-18	$3.18	$2.50	137.1%	39.3%	31.9%	24.7%	0.0%	-98.4%	0.0%	5.3K	-137.8K	-1.5K	0.00	119.45	N/A	N/A	0	2	3,011	112
2022-08-19	$3.06	$2.50	152.5%	43.7%	33.5%	28.1%	0.0%	-114.0%	-174.7%	4.6K	-112.2K	-1.2K	0.00	126.81	N/A	N/A	0	20	3,011	115
2022-08-22	$2.96	$2.50	71.5%	20.5%	33.8%	10.2%	0.0%	-127.8%	-24.9%	4.2K	-106.1K	-1.2K	0.00	94.17	N/A	N/A	0	6	2,907	79
2022-08-23	$2.99	$2.50	111.1%	31.9%	34.1%	18.9%	0.0%	-69.0%	-117.2%	4.4K	-129.3K	-1.4K	0.00	97.28	N/A	N/A	0	0	2,907	83
2022-08-24	$3.00	$2.50	92.7%	26.6%	33.6%	14.9%	0.0%	-23.9%	-55.3%	1.8K	-27.8K	-455	0.00	91.98	N/A	N/A	1,373	0	2,907	83
2022-08-25	$3.04	$2.50	72.1%	20.7%	34.4%	10.3%	0.0%	-3.9%	-38.0%	5.9K	-142.8K	-1.7K	0.00	69.31	N/A	N/A	0	0	4,280	83
2022-08-26	$2.97	$2.50	86.7%	24.8%	34.0%	13.5%	133.9%	-42.3%	-90.5%	6.6K	-164.6K	-1.9K	0.00	83.30	N/A	N/A	7	0	4,280	83
2022-08-29	$2.91	$2.50	58.1%	16.6%	33.5%	7.2%	62.7%	0.0%	25.0%	2.2K	-32.7K	-538	0.00	84.77	N/A	N/A	13	0	4,281	83
2022-08-30	$2.86	$2.50	116.1%	33.3%	33.5%	20.1%	0.0%	73.6%	64.2%	4.6K	-111.2K	-1.4K	0.00	99.69	N/A	N/A	0	1,195	4,275	82
2022-08-31	$2.85	$2.50	65.6%	18.8%	31.7%	8.9%	90.6%	-14.6%	14.9%	832	-49.9K	-1.8K	0.92	83.78	N/A	N/A	1,480	1,360	4,275	1,277