FSP Options History — November 2022

In November 2022, FSP traded between $2.76 and $3.02. ATM implied volatility averaged 69.7%, placing in the 9.3% IV rank vs the trailing year. The 30-day expected move averaged 19.6%. IV traded above realized volatility by 17.1% (HV 20d: 52.7%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.07.

Notable Days

  • 2022-11-11: Highest Volume — 2,574 contracts
  • 2022-11-07: Largest IV spike — 163.8% change
  • 2022-11-30: Highest IV Rank — 24.6%
  • 2022-11-30: Largest Expected Move — 39.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.88$2.76$3.02$2.88$2.96
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV69.7%40.6%138.7%73.5%138.7%
Expected Move19.6%11.6%39.8%21.1%39.8%
HV 20d52.7%40.0%59.3%46.8%56.0%
HV 60d46.7%41.3%49.9%41.9%48.8%
IV Rank9.3%2.8%24.6%10.1%24.6%
IV Percentile45.1%9.5%92.1%60.7%92.1%
Term Structure-6.7%-34.6%22.7%-34.6%-26.2%
VWIV85.7%43.4%178.5%58.1%119.0%
Bid-Ask Spread %74.5113.39108.4931.82102.94
Gamma HHI0.550.500.740.500.57
Net GEX6.2K3.3K9.5K9.5K7.0K
Net DEX-285.4K-496.2K-183.4K-496.2K-287.3K
Net VEX-1.5K-2.3K-880-2.2K-1.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.070.000.620.170.00
Total Volume1,829.1912,5742132,109
Total OI5,979.0955,6576,6756,5716,058

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$2.88$0.0073.5%21.1%46.8%10.1%0.0%0.0%-34.6%9.5K-496.2K-2.2K0.1731.82N/AN/A182316,252319
2022-11-02$2.84$0.0072.3%20.7%43.6%9.9%0.0%0.0%4.0%9.2K-485.6K-2.3K0.0174.32N/AN/A2,177316,356319
2022-11-03$2.76$2.5046.5%16.4%43.2%4.1%58.1%0.0%-0.0%5.7K-236.4K-1.5K0.0187.28N/AN/A2,178315,338319
2022-11-04$2.89$2.5044.7%17.5%44.3%3.7%65.6%0.0%0.9%6.5K-275.2K-1.6K0.0166.54N/AN/A2,178315,338319
2022-11-07$2.90$2.50117.9%18.5%44.3%20.0%79.0%0.0%-6.4%6.4K-279.1K-1.7K0.0187.91N/AN/A2,184315,338319
2022-11-08$2.91$2.5060.6%16.7%40.0%7.3%62.8%0.0%4.5%6.5K-275.8K-1.7K0.0158.23N/AN/A2,184315,344319
2022-11-09$2.76$2.5052.6%15.1%44.5%5.5%56.0%0.0%4.3%3.3K-183.4K-8800.0180.49N/AN/A2,184315,344319
2022-11-10$3.02$2.5060.0%17.2%54.1%7.1%91.1%0.0%-33.5%4.4K-249.2K-1.1K0.02102.06N/AN/A2,219475,344319
2022-11-11$2.87$2.5072.2%20.7%57.0%9.8%73.3%0.0%-33.2%6.1K-247.6K-1.5K0.03101.25N/AN/A2,490845,374320
2022-11-14$2.90$2.5096.1%27.5%57.0%15.1%140.3%0.0%-27.1%8.6K-461.1K-2.3K0.0499.11N/AN/A2,192945,674370
2022-11-15$2.96$2.5041.5%11.9%57.2%3.0%43.4%0.0%22.7%6.8K-302.0K-1.8K0.09105.34N/AN/A2,0611905,681390
2022-11-16$2.83$2.5071.1%20.4%58.5%9.6%75.3%0.0%-4.1%5.5K-241.0K-1.4K0.15108.49N/AN/A2,0612995,681615
2022-11-17$2.79$2.5059.7%17.1%57.9%7.1%60.1%0.0%0.9%5.4K-224.7K-1.4K0.0574.07N/AN/A2,056945,681615
2022-11-18$2.88$2.5053.9%15.5%58.4%5.8%44.0%0.0%-10.5%5.7K-247.8K-1.3K0.0690.68N/AN/A2,0561335,682636
2022-11-21$2.92$2.5066.3%19.0%58.4%8.5%178.5%0.0%1.0%5.9K-266.6K-1.4K0.0474.71N/AN/A2,108745,345360
2022-11-22$2.94$2.5069.5%19.9%57.6%9.2%81.2%0.0%-22.9%5.7K-254.0K-1.2K0.0228.81N/AN/A2,252365,406358
2022-11-23$2.81$2.5040.6%11.6%59.3%2.8%68.1%0.0%12.1%4.8K-211.3K-1.1K0.0242.80N/AN/A2,179365,574358
2022-11-25$2.85$2.5072.5%20.8%56.2%9.9%0.0%0.0%11.0%5.6K-244.9K-1.3K0.0056.66N/AN/A105,711358
2022-11-28$2.92$2.5043.8%12.6%55.9%3.5%0.0%0.0%6.5%5.6K-258.1K-1.2K0.0013.39N/AN/A0165,711351
2022-11-29$2.96$2.50110.5%31.7%56.1%18.4%161.4%0.0%-9.9%6.0K-266.7K-1.1K0.6277.84N/AN/A26165,711335
2022-11-30$2.96$2.50138.7%39.8%56.0%24.6%119.0%0.0%-26.2%7.0K-287.3K-1.4K0.00102.94N/AN/A2,10905,735323