FSP Options History — October 2022

In October 2022, FSP traded between $2.40 and $2.85. ATM implied volatility averaged 77.9%, placing in the 11.1% IV rank vs the trailing year. The 30-day expected move averaged 21.5%. IV traded above realized volatility by 32.3% (HV 20d: 45.6%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.79.

Notable Days

  • 2022-10-13: Highest Volume — 2,451 contracts
  • 2022-10-11: Largest IV spike — 68.9% change
  • 2022-10-11: Highest IV Rank — 32.0%
  • 2022-10-25: Largest Expected Move — 31.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.56$2.40$2.85$2.63$2.85
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV77.9%49.4%172.0%67.1%49.4%
Expected Move21.5%14.2%31.3%19.2%14.2%
HV 20d45.6%41.0%48.6%45.5%46.9%
HV 60d40.2%38.3%42.9%38.4%41.8%
IV Rank11.1%4.8%32.0%8.7%4.8%
IV Percentile57.1%21.0%96.0%54.4%21.0%
Term Structure-10.0%-38.8%8.8%-2.4%-7.3%
VWIV66.5%65.5%67.6%67.6%66.4%
Bid-Ask Spread %82.8029.69134.4148.9969.34
Gamma HHI0.600.500.950.560.50
Net GEX1.6K-6.7K9.7K-4.2K9.2K
Net DEX-168.1K-485.5K129.9K36.9K-485.5K
Net VEX-1.8K-2.5K-905-1.5K-2.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.790.022.291.570.40
Total Volume937.667592,45159108
Total OI6,256.4295,5867,2345,5866,571

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$2.63$2.5067.1%19.2%45.5%8.7%67.6%0.0%-2.4%-4.2K36.9K-1.5K1.5748.99N/AN/A23364,1821,404
2022-10-04$2.67$2.5065.2%18.7%43.5%8.3%65.5%0.0%-2.2%-4.8K48.4K-1.2K1.5032.30N/AN/A24364,1831,404
2022-10-05$2.55$2.5064.9%18.6%45.6%8.2%66.4%0.0%5.8%-6.3K91.8K-1.2K1.5067.80N/AN/A24364,1831,404
2022-10-06$2.47$0.0061.1%26.2%46.0%7.4%0.0%0.0%-13.5%-6.7K101.8K-1.3K2.2985.26N/AN/A24554,1831,426
2022-10-07$2.42$0.0096.9%27.2%45.8%15.3%0.0%0.0%-24.0%-5.1K124.0K-1.2K2.00129.32N/AN/A24484,1831,441
2022-10-10$2.46$0.00101.8%27.0%43.7%16.4%0.0%0.0%-22.8%-4.8K129.9K-9051.58126.35N/AN/A24384,1831,463
2022-10-11$2.61$0.00172.0%25.1%48.6%32.0%0.0%0.0%-11.4%-2.0K-49.4K-2.1K0.0261.33N/AN/A1,659384,1731,461
2022-10-12$2.57$0.0077.6%22.2%48.6%11.0%0.0%0.0%-27.6%2.4K-203.4K-2.5K0.02118.35N/AN/A1,659385,7731,461
2022-10-13$2.59$0.0070.5%20.2%46.2%9.5%0.0%0.0%3.5%-4.2K-188.4K-2.2K0.4829.69N/AN/A1,6597925,7731,461
2022-10-14$2.53$0.0072.5%20.8%46.2%9.9%0.0%0.0%-3.8%2.7K-246.8K-2.0K0.4883.98N/AN/A1,6597925,773722
2022-10-17$2.54$0.0067.3%19.3%46.1%8.8%0.0%0.0%0.5%1.1K-217.8K-1.9K0.2564.65N/AN/A1,6594195,773722
2022-10-18$2.54$0.0059.6%17.1%46.2%7.0%0.0%0.0%8.8%5.7K-239.6K-1.8K0.2569.08N/AN/A1,6784225,794541
2022-10-19$2.46$0.0065.3%18.7%46.2%8.3%0.0%0.0%4.9%2.1K-208.8K-1.7K0.2594.91N/AN/A1,6784225,794546
2022-10-20$2.40$0.0066.9%19.2%46.3%8.7%0.0%0.0%-11.2%2.2K-182.1K-1.7K0.2674.69N/AN/A1,6784295,794557
2022-10-21$2.40$0.0062.9%18.0%44.2%7.8%0.0%0.0%-10.1%5.4K-152.9K-1.6K0.2595.95N/AN/A1,6784275,804555
2022-10-24$2.42$0.00100.8%28.9%41.0%16.2%0.0%0.0%-33.0%7.3K-361.4K-2.2K0.84134.41N/AN/A37316,222307
2022-10-25$2.51$0.00109.1%31.3%43.4%18.0%0.0%0.0%-38.8%7.3K-342.7K-2.1K0.84122.40N/AN/A37316,222319
2022-10-26$2.61$0.0072.0%20.7%44.2%9.8%0.0%0.0%-6.3%7.5K-336.4K-1.9K0.8474.67N/AN/A37316,222319
2022-10-27$2.76$0.0077.3%22.2%46.7%11.0%0.0%0.0%-11.1%8.7K-444.9K-2.4K0.5075.30N/AN/A62316,222319
2022-10-28$2.84$0.0056.2%16.1%47.6%6.3%0.0%0.0%-7.4%9.7K-403.1K-1.8K0.4080.05N/AN/A77316,227319
2022-10-31$2.85$0.0049.4%14.2%46.9%4.8%0.0%0.0%-7.3%9.2K-485.5K-2.3K0.4069.34N/AN/A77316,252319