FSP Options History — December 2022

In December 2022, FSP traded between $2.71 and $3.00. ATM implied volatility averaged 89.7%, placing in the 13.7% IV rank vs the trailing year. The 30-day expected move averaged 17.2%. IV traded above realized volatility by 51.9% (HV 20d: 37.8%). 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 9 of 21 days. Put/call ratio averaged 3.09.

Notable Days

  • 2022-12-13: Highest Volume — 1,569 contracts
  • 2022-12-27: Largest IV spike — 95.0% change
  • 2022-12-05: Highest IV Rank — 30.5%
  • 2022-12-02: Largest Expected Move — 40.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.86$2.71$3.00$2.98$2.73
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV89.7%34.4%165.0%116.2%40.8%
Expected Move17.2%9.9%40.0%33.3%11.7%
HV 20d37.8%26.6%55.7%55.7%27.2%
HV 60d46.7%43.5%49.5%48.8%43.5%
IV Rank13.7%1.4%30.5%19.6%2.8%
IV Percentile52.5%2.8%94.8%86.5%10.7%
Term Structure-10.7%-83.4%36.5%-17.4%4.0%
VWIV88.6%44.7%124.6%124.6%96.4%
Bid-Ask Spread %58.309.2095.6282.8028.27
Gamma HHI0.630.500.890.530.89
Net GEX10.0K7.8K13.4K12.8K8.0K
Net DEX-539.4K-827.3K-344.3K-739.9K-356.5K
Net VEX-1.7K-2.6K-1.0K-2.5K-1.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.090.0020.000.510.00
Total Volume82.52401,569120
Total OI7,053.9055,8378,0888,0265,892

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$2.98$2.50116.2%33.3%55.7%19.6%0.0%0.0%-17.4%12.8K-739.9K-2.5K0.0082.80N/AN/A0127,710316
2022-12-02$3.00$2.50139.4%40.0%54.5%24.8%0.0%0.0%-73.2%13.4K-827.3K-2.6K0.0095.62N/AN/A0297,710304
2022-12-05$2.88$2.50165.0%25.0%54.4%30.5%0.0%0.0%-83.4%12.8K-782.8K-2.3K0.0078.15N/AN/A007,711315
2022-12-06$2.88$2.50142.3%12.7%54.4%25.4%0.0%0.0%-0.6%12.1K-668.3K-2.1K0.0062.91N/AN/A007,711315
2022-12-07$2.92$2.50155.3%13.1%54.6%28.3%0.0%0.0%-0.8%12.4K-716.1K-2.1K0.0091.61N/AN/A0507,711315
2022-12-08$2.96$2.50119.0%14.5%51.0%20.3%0.0%0.0%-5.5%12.3K-707.0K-2.2K0.009.20N/AN/A0107,711365
2022-12-09$2.94$2.50164.2%10.4%39.5%30.3%0.0%0.0%22.6%12.3K-702.7K-2.2K0.0086.76N/AN/A027,711375
2022-12-12$2.96$2.50155.6%10.5%34.9%28.4%0.0%0.0%25.0%12.4K-710.2K-2.1K0.0086.76N/AN/A017,711377
2022-12-13$2.96$2.50116.4%26.5%34.8%19.7%0.0%0.0%-58.0%12.1K-719.5K-1.9K0.5173.53N/AN/A1,0385317,711377
2022-12-14$2.96$2.5037.6%10.8%34.0%2.2%124.6%0.0%20.1%8.8K-489.8K-1.4K0.3357.89N/AN/A316,718908
2022-12-15$2.88$2.5037.8%10.8%31.4%2.2%0.0%0.0%31.5%8.3K-448.1K-1.4K0.0064.01N/AN/A006,721909
2022-12-16$2.87$2.5059.7%17.1%30.9%7.0%0.0%0.0%-2.9%8.6K-473.8K-1.5K0.8082.26N/AN/A546,721909
2022-12-19$2.75$2.5066.6%19.1%32.5%8.6%0.0%0.0%-46.7%7.9K-372.7K-1.3K0.0043.34N/AN/A045,543294
2022-12-20$2.79$2.5040.1%11.5%32.5%2.7%44.7%0.0%7.0%8.1K-375.9K-1.3K0.0018.32N/AN/A105,543296
2022-12-21$2.80$2.5067.1%19.2%32.4%8.7%0.0%0.0%-41.1%8.0K-407.5K-1.2K20.0036.71N/AN/A1205,544296
2022-12-22$2.74$2.5079.5%22.8%29.2%11.5%0.0%0.0%36.5%8.3K-401.3K-1.6K0.0092.08N/AN/A005,555316
2022-12-23$2.75$2.5034.4%9.9%28.7%1.4%0.0%0.0%13.6%8.0K-368.1K-1.4K0.0027.90N/AN/A005,555318
2022-12-27$2.75$2.5067.1%19.2%27.1%8.7%96.4%0.0%-64.3%8.2K-348.1K-1.1K0.0048.15N/AN/A205,555318
2022-12-28$2.71$2.5039.8%11.4%26.6%2.6%0.0%0.0%15.0%7.8K-344.3K-1.1K0.0023.95N/AN/A1905,555318
2022-12-29$2.75$2.5038.9%11.1%27.4%2.4%0.0%0.0%-5.5%7.9K-367.8K-1.1K0.0034.07N/AN/A005,574318
2022-12-30$2.73$2.5040.8%11.7%27.2%2.8%0.0%0.0%4.0%8.0K-356.5K-1.0K0.0028.27N/AN/A005,574318