FSP Options History — September 2022

In September 2022, FSP traded between $2.68 and $3.19. ATM implied volatility averaged 93.0%, placing in the 14.7% IV rank vs the trailing year. The 30-day expected move averaged 20.4%. IV traded above realized volatility by 54.7% (HV 20d: 38.3%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 3.94.

Notable Days

  • 2022-09-06: Highest Volume — 1,473 contracts
  • 2022-09-07: Largest IV spike — 73.9% change
  • 2022-09-07: Highest IV Rank — 36.8%
  • 2022-09-21: Largest Expected Move — 30.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.96$2.68$3.19$2.88$2.68
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV93.0%46.8%191.7%51.8%69.0%
Expected Move20.4%13.4%30.3%14.9%19.8%
HV 20d38.3%26.8%48.1%26.8%47.8%
HV 60d41.3%38.3%44.9%43.5%38.4%
IV Rank14.7%4.4%36.8%5.8%9.1%
IV Percentile66.3%26.2%97.6%38.1%57.1%
Term Structure-14.1%-83.8%69.3%10.8%20.8%
VWIV57.0%39.3%71.1%40.0%69.6%
Skew 25d-93.2%-178.3%-8.0%-178.3%-8.0%
Skew 10d-152.2%-275.1%-29.2%-275.1%-29.2%
Call IV 25d194.4%97.5%291.3%291.3%97.5%
Put IV 25d101.3%89.6%113.0%113.0%89.6%
Bid-Ask Spread %82.6716.51134.8274.2162.78
Gamma HHI0.530.500.690.500.50
Net GEX2.0K-3.8K7.5K-51-1.1K
Net DEX-108.2K-305.9K35.2K-57.5K-82.5K
Net VEX-2.3K-3.1K-1.2K-2.3K-2.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.940.0012.040.001.57
Total Volume283.04801,473259
Total OI5,705.2385,5835,8605,7845,586

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$2.88$2.5051.8%14.9%26.8%5.8%0.0%-178.3%10.8%-51-57.5K-2.3K0.0074.21N/AN/A204,3641,420
2022-09-02$2.99$2.5087.3%25.0%31.3%13.7%0.0%-8.0%-43.4%1.7K-68.6K-2.2K0.0074.95N/AN/A004,3661,420
2022-09-06$3.10$2.50110.3%14.1%34.6%18.8%40.0%0.0%9.3%3.8K-242.2K-3.1K12.0482.73N/AN/A1131,3604,3661,420
2022-09-07$3.06$2.50191.7%23.9%32.2%36.8%39.3%0.0%-64.5%3.0K-115.2K-2.5K10.7173.06N/AN/A1141,2214,3661,420
2022-09-08$3.07$2.50165.5%16.0%31.8%31.0%0.0%0.0%-7.6%2.9K-110.2K-2.5K0.0093.82N/AN/A704,3641,424
2022-09-09$3.08$2.50121.4%20.2%31.8%21.2%0.0%0.0%-17.2%2.9K-110.3K-2.3K0.00119.95N/AN/A004,3691,424
2022-09-12$3.19$2.50181.9%28.3%34.5%34.6%0.0%0.0%-66.7%2.5K-75.4K-2.2K0.0086.60N/AN/A0404,3691,424
2022-09-13$3.04$2.50111.4%19.5%38.4%19.0%58.7%0.0%-4.7%2.8K-144.7K-2.6K10.87134.82N/AN/A1161,2614,3691,464
2022-09-14$3.04$2.5053.6%15.4%38.1%6.2%0.0%0.0%-0.5%2.5K-109.4K-2.3K0.0099.56N/AN/A0314,3691,464
2022-09-15$3.15$2.5046.8%13.4%40.5%4.4%0.0%0.0%69.3%7.5K-305.9K-2.9K0.00120.20N/AN/A014,3691,491
2022-09-16$3.08$2.5060.1%17.2%40.6%7.4%44.8%0.0%10.0%4.1K-189.1K-2.8K10.4474.34N/AN/A1191,2424,3691,491
2022-09-19$3.10$2.5055.2%15.8%38.2%6.3%0.0%0.0%5.8%3.4K-162.0K-2.4K0.0016.51N/AN/A014,1671,420
2022-09-20$3.07$2.5065.9%18.9%36.3%8.4%0.0%0.0%-8.6%2.5K-101.0K-2.3K0.0032.54N/AN/A504,1671,421
2022-09-21$2.97$2.50105.7%30.3%38.2%17.3%0.0%0.0%-83.8%-10135.2K-1.2K0.0091.54N/AN/A004,1721,421
2022-09-22$2.97$2.5071.3%20.4%38.2%9.6%0.0%0.0%-25.5%1.9K-146.0K-2.5K0.0051.83N/AN/A1004,1721,421
2022-09-23$2.83$2.5078.3%22.4%41.4%11.2%0.0%0.0%-36.9%1.1K-121.3K-2.6K0.0091.20N/AN/A004,1821,421
2022-09-26$2.68$2.50100.6%28.9%44.7%16.2%61.4%0.0%-65.4%2.3K-47.0K-2.3K1.2793.26N/AN/A26334,1821,421
2022-09-27$2.70$2.5098.2%28.1%44.5%15.6%64.0%0.0%-25.2%1.8K-35.1K-2.2K1.3893.44N/AN/A26364,1821,401
2022-09-28$2.79$2.5063.0%18.1%46.0%7.8%71.1%0.0%20.7%-676-88.3K-2.1K1.3892.50N/AN/A26364,1821,404
2022-09-29$2.68$2.5063.5%18.2%48.1%7.9%64.3%0.0%7.8%-3.8K3.9K-1.7K1.5776.20N/AN/A23364,1821,404
2022-09-30$2.68$2.5069.0%19.8%47.8%9.1%69.6%0.0%20.8%-1.1K-82.5K-2.2K1.5762.78N/AN/A23364,1821,404