FSP Options History — February 2023 In February 2023, FSP traded between $2.46 and $3.12. ATM implied volatility averaged 65.8%, placing in the 8.2% IV rank vs the trailing year. The 30-day expected move averaged 15.4%. IV traded above realized volatility by 29.7% (HV 20d: 36.1%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.22.
Notable Days 2023-02-02 : Highest Volume — 511 contracts2023-02-21 : Largest IV spike — 126.6% change2023-02-07 : Highest IV Rank — 24.0%2023-02-01 : Largest Expected Move — 37.6%Monthly Statistics Metric Avg Min Max Open Close Price $2.84 $2.46 $3.12 $3.06 $2.46 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 65.8% 28.7% 136.8% 131.1% 56.1% Expected Move 15.4% 8.2% 37.6% 37.6% 16.1% HV 20d 36.1% 32.5% 39.3% 38.9% 35.0% HV 60d 36.2% 33.7% 41.6% 41.6% 34.5% IV Rank 8.2% 0.0% 24.0% 22.7% 6.1% IV Percentile 35.4% 0.0% 88.5% 87.7% 27.8% Term Structure 7.0% -35.8% 74.4% -16.8% 32.7% VWIV 57.4% 32.0% 77.7% 61.4% 32.0% Bid-Ask Spread % 47.78 11.27 110.00 100.69 92.03 Gamma HHI 0.97 0.83 1.00 0.95 1.00 Net GEX 5.4K 1.9K 10.6K 3.4K 10.6K Net DEX -347.0K -574.6K -114.6K -574.6K -114.6K Net VEX -327 -445 -121 -235 -417 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.22 0.00 2.00 0.02 0.00 Total Volume 45.105 0 511 0 0 Total OI 5,558.842 5,287 6,031 6,031 5,342
Daily Data (19 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 2023-02-01 $3.06 $2.50 131.1% 37.6% 38.9% 22.7% 0.0% 0.0% -16.8% 3.4K -574.6K -235 0.00 100.69 N/A N/A 0 0 5,693 338 2023-02-02 $3.12 $2.50 79.9% 13.5% 38.8% 11.3% 61.4% 0.0% 74.4% 4.3K -573.3K -379 0.02 33.29 N/A N/A 500 11 5,693 338 2023-02-03 $3.09 $2.50 130.1% 11.9% 37.1% 22.5% 0.0% 0.0% 66.1% 2.5K -453.1K -219 0.00 24.28 N/A N/A 0 0 5,265 349 2023-02-06 $3.02 $2.50 62.7% 15.4% 38.4% 7.5% 0.0% 0.0% -19.1% 4.6K -405.6K -388 0.00 29.01 N/A N/A 0 10 5,265 349 2023-02-07 $3.02 $2.50 136.8% 10.9% 38.4% 24.0% 0.0% 0.0% 9.5% 2.4K -441.7K -186 0.00 20.55 N/A N/A 4 0 5,265 359 2023-02-08 $2.96 $2.50 37.3% 10.7% 39.3% 1.8% 0.0% 0.0% 7.4% 3.3K -425.5K -226 0.00 25.05 N/A N/A 4 0 5,269 359 2023-02-09 $2.92 $2.50 53.4% 15.3% 34.4% 5.4% 0.0% 0.0% 0.9% 5.3K -370.8K -431 0.00 69.99 N/A N/A 0 0 5,273 359 2023-02-10 $3.06 $2.50 60.8% 17.4% 32.5% 7.0% 77.7% 0.0% -15.0% 4.4K -417.6K -344 0.00 26.24 N/A N/A 10 0 5,273 359 2023-02-13 $3.00 $2.50 37.8% 10.8% 33.0% 1.8% 0.0% 0.0% 4.4% 1.9K -446.2K -121 0.00 14.26 N/A N/A 10 0 5,283 359 2023-02-14 $2.92 $2.50 38.5% 11.0% 33.1% 1.8% 0.0% 0.0% 7.4% 3.4K -423.5K -174 0.00 11.27 N/A N/A 0 0 5,293 359 2023-02-15 $2.90 $2.50 49.9% 14.3% 32.7% 4.4% 58.5% 0.0% -17.9% 5.5K -381.1K -314 0.00 30.26 N/A N/A 251 0 5,293 359 2023-02-16 $2.79 $2.50 41.2% 11.8% 35.3% 2.5% 0.0% 0.0% 0.0% 6.4K -300.6K -374 2.00 21.83 N/A N/A 1 2 5,128 359 2023-02-17 $2.76 $2.50 28.7% 8.2% 35.0% 0.0% 32.0% 0.0% 14.8% 6.3K -336.1K -224 0.00 28.13 N/A N/A 2 0 5,129 361 2023-02-21 $2.67 $2.50 65.0% 18.6% 36.6% 8.1% 0.0% 0.0% -35.8% 6.6K -223.9K -445 0.00 87.47 N/A N/A 0 0 4,965 322 2023-02-22 $2.58 $2.50 43.0% 12.3% 38.1% 3.2% 0.0% 0.0% 40.9% 9.3K -192.4K -439 0.00 41.32 N/A N/A 2 0 4,965 322 2023-02-23 $2.58 $2.50 59.4% 17.0% 36.2% 6.8% 0.0% 0.0% -0.6% 7.3K -202.3K -421 0.00 60.01 N/A N/A 0 50 4,967 322 2023-02-24 $2.48 $2.50 76.2% 21.9% 37.7% 10.6% 0.0% 0.0% -6.3% 6.7K -179.8K -439 0.00 82.24 N/A N/A 0 0 4,967 375 2023-02-27 $2.48 $2.50 62.6% 17.9% 35.1% 7.6% 0.0% 0.0% -20.4% 8.1K -130.1K -432 0.00 110.00 N/A N/A 0 0 4,967 375 2023-02-28 $2.46 $2.50 56.1% 16.1% 35.0% 6.1% 0.0% 0.0% 32.7% 10.6K -114.6K -417 0.00 92.03 N/A N/A 0 0 4,967 375
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