FSP Options History — January 2023 In January 2023, FSP traded between $2.73 and $3.12. ATM implied volatility averaged 82.7%, placing in the 12.0% IV rank vs the trailing year. The 30-day expected move averaged 21.4%. IV traded above realized volatility by 48.5% (HV 20d: 34.2%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.28.
Notable Days 2023-01-26 : Highest Volume — 98 contracts2023-01-12 : Largest IV spike — 238.2% change2023-01-31 : Highest IV Rank — 27.2%2023-01-31 : Largest Expected Move — 43.4%Monthly Statistics Metric Avg Min Max Open Close Price $2.92 $2.73 $3.12 $2.75 $3.08 Max Pain $3.50 $2.50 $5.00 $2.50 $2.50 ATM IV 82.7% 38.8% 151.4% 80.1% 151.4% Expected Move 21.4% 11.1% 43.4% 23.0% 43.4% HV 20d 34.2% 25.0% 39.7% 27.2% 38.7% HV 60d 42.8% 41.4% 44.1% 43.0% 42.0% IV Rank 12.0% 2.4% 27.2% 11.6% 27.2% IV Percentile 49.3% 6.7% 92.1% 62.3% 92.1% Term Structure -24.1% -105.0% 8.1% -46.6% -92.1% VWIV 117.1% 88.2% 133.8% 112.3% 133.8% Bid-Ask Spread % 90.88 32.35 130.18 44.96 114.76 Gamma HHI 0.81 0.50 0.99 0.78 0.83 Net GEX 7.1K 4.2K 9.2K 7.8K 5.3K Net DEX -472.7K -558.7K -371.8K -378.2K -552.5K Net VEX -774 -1.2K -258 -1.1K -422 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.28 0.00 1.43 0.00 0.00 Total Volume 13.8 0 98 0 4 Total OI 5,939.9 5,890 6,027 5,892 6,027
Daily Data (20 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 2023-01-03 $2.75 $2.50 80.1% 23.0% 27.2% 11.6% 0.0% 0.0% -46.6% 7.8K -378.2K -1.1K 0.00 44.96 N/A N/A 0 0 5,574 318 2023-01-04 $2.81 $2.50 110.1% 31.6% 25.0% 18.3% 0.0% 0.0% -33.2% 8.1K -383.2K -1.2K 0.00 84.57 N/A N/A 0 0 5,574 318 2023-01-05 $2.73 $5.00 135.8% 24.1% 26.9% 24.0% 0.0% 0.0% -27.6% 7.8K -376.9K -1.1K 0.00 109.21 N/A N/A 0 0 5,574 318 2023-01-06 $2.77 $5.00 132.4% 22.0% 27.0% 23.2% 0.0% 0.0% -11.8% 8.0K -392.9K -1.2K 0.00 117.38 N/A N/A 0 0 5,574 318 2023-01-09 $2.79 $5.00 43.4% 12.1% 26.5% 3.4% 0.0% 0.0% 8.1% 8.2K -371.8K -1.0K 0.00 63.22 N/A N/A 0 10 5,574 318 2023-01-10 $2.79 $5.00 92.8% 12.3% 26.5% 14.4% 0.0% 0.0% 7.6% 8.2K -372.6K -996 0.00 59.83 N/A N/A 0 0 5,574 318 2023-01-11 $2.95 $5.00 38.8% 11.1% 33.6% 2.4% 0.0% 0.0% -10.3% 6.0K -520.4K -448 0.00 61.36 N/A N/A 0 0 5,574 318 2023-01-12 $3.12 $5.00 131.1% 37.6% 39.1% 22.9% 0.0% 0.0% -74.2% 9.2K -551.1K -1.2K 0.00 123.20 N/A N/A 0 80 5,574 318 2023-01-13 $3.09 $5.00 101.4% 29.1% 39.3% 16.3% 0.0% 0.0% -23.4% 8.4K -530.9K -1.1K 0.00 130.18 N/A N/A 0 20 5,574 398 2023-01-17 $3.01 $5.00 43.9% 12.6% 39.2% 3.2% 0.0% 0.0% -5.3% 6.1K -522.2K -503 0.00 67.95 N/A N/A 0 0 5,574 418 2023-01-18 $2.96 $2.50 47.5% 13.6% 39.7% 4.1% 0.0% 0.0% -15.2% 5.6K -530.6K -429 0.00 64.95 N/A N/A 0 20 5,575 418 2023-01-19 $2.96 $2.50 62.2% 17.8% 36.1% 7.3% 0.0% 0.0% 2.0% 8.0K -464.7K -941 0.00 116.41 N/A N/A 0 0 5,575 438 2023-01-20 $2.91 $2.50 46.8% 13.4% 36.6% 3.9% 0.0% 0.0% -15.7% 6.7K -507.2K -453 0.00 66.11 N/A N/A 0 0 5,575 438 2023-01-23 $2.91 $2.50 44.2% 12.7% 36.6% 3.3% 0.0% 0.0% -7.0% 6.7K -507.6K -455 0.00 101.45 N/A N/A 1 0 5,572 318 2023-01-24 $2.90 $2.50 96.5% 27.7% 35.6% 15.0% 112.3% 0.0% -28.4% 7.5K -453.0K -691 0.25 106.85 N/A N/A 4 1 5,573 318 2023-01-25 $2.98 $2.50 46.8% 13.4% 36.7% 3.9% 88.2% 0.0% 5.7% 7.8K -474.0K -846 1.43 32.35 N/A N/A 14 20 5,577 319 2023-01-26 $2.92 $2.50 45.4% 13.0% 37.6% 3.6% 126.8% 0.0% -11.8% 6.5K -506.9K -486 0.00 118.35 N/A N/A 98 0 5,587 338 2023-01-27 $3.01 $2.50 57.8% 16.6% 38.2% 6.4% 124.4% 0.0% 1.7% 7.0K -498.3K -686 0.00 124.15 N/A N/A 4 0 5,685 338 2023-01-30 $3.00 $2.50 145.8% 41.8% 38.2% 26.0% 0.0% 0.0% -105.0% 4.2K -558.7K -258 0.00 110.40 N/A N/A 0 0 5,689 338 2023-01-31 $3.08 $2.50 151.4% 43.4% 38.7% 27.2% 133.8% 0.0% -92.1% 5.3K -552.5K -422 0.00 114.76 N/A N/A 4 0 5,689 338
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