FSP Options History — April 2023 In April 2023, FSP traded between $1.15 and $1.56. ATM implied volatility averaged 167.5%, placing in the 30.9% IV rank vs the trailing year. The 30-day expected move averaged 44.4%. IV traded above realized volatility by 103.2% (HV 20d: 64.3%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 9 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 0.28.
Notable Days 2023-04-10 : Highest Volume — 116 contracts2023-04-24 : Largest IV spike — 61.7% change2023-04-24 : Highest IV Rank — 66.6%2023-04-24 : Largest Expected Move — 93.9%Monthly Statistics Metric Avg Min Max Open Close Price $1.30 $1.15 $1.56 $1.56 $1.17 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 167.5% 100.3% 327.5% 150.0% 133.7% Expected Move 44.4% 23.2% 93.9% 43.0% 38.3% HV 20d 64.3% 57.6% 72.7% 65.8% 57.9% HV 60d 52.3% 47.9% 55.7% 51.5% 54.7% IV Rank 30.9% 15.9% 66.6% 27.0% 23.4% IV Percentile 87.8% 63.9% 99.2% 89.7% 79.4% Term Structure 41.6% -270.4% 193.4% 90.1% 97.8% VWIV 127.7% 66.8% 193.2% 66.8% 151.9% Bid-Ask Spread % 68.90 11.00 110.41 95.19 90.38 Gamma HHI 1.00 0.99 1.00 0.99 1.00 Net GEX 916 0 2.7K 2.4K 0 Net DEX -14.4K -147.4K 40.6K -7.1K 20.9K Net VEX -364 -1.2K -3 -586 -3 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.28 0.00 4.00 0.00 0.00 Total Volume 15.263 0 116 31 1 Total OI 3,412.211 3,260 3,515 3,260 3,388
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 2023-04-03 $1.56 $2.50 150.0% 43.0% 65.8% 27.0% 0.0% 0.0% 90.1% 2.4K -7.1K -586 0.00 95.19 N/A N/A 31 0 2,972 288 2023-04-04 $1.50 $2.50 138.9% 39.8% 65.9% 24.6% 0.0% 0.0% 91.9% 2.7K -147.4K -1.1K 0.00 20.61 N/A N/A 0 3 3,001 288 2023-04-05 $1.46 $2.50 174.2% 49.9% 65.6% 32.4% 0.0% 0.0% -25.9% 2.4K -137.6K -1.2K 0.00 67.79 N/A N/A 26 0 3,001 291 2023-04-06 $1.44 $2.50 166.6% 26.3% 65.5% 30.7% 0.0% 0.0% 102.9% 2.0K -1.6K -525 0.00 63.02 N/A N/A 4 0 3,036 291 2023-04-10 $1.38 $2.50 215.3% 23.2% 65.8% 41.6% 66.8% 0.0% -22.7% 2.4K -51.9K -822 0.01 28.80 N/A N/A 115 1 3,040 291 2023-04-11 $1.35 $2.50 207.7% 50.1% 61.3% 39.9% 98.9% 0.0% -24.1% 2.3K -52.5K -812 0.00 96.21 N/A N/A 5 0 3,155 296 2023-04-12 $1.31 $2.50 185.6% 53.2% 60.3% 35.0% 0.0% 0.0% -56.7% 1.7K -118.3K -982 0.00 110.41 N/A N/A 2 0 3,160 296 2023-04-13 $1.23 $2.50 142.3% 40.8% 62.0% 25.3% 193.2% 0.0% 95.5% 0 36.4K -3 0.10 59.25 N/A N/A 52 5 3,159 296 2023-04-14 $1.19 $2.50 159.8% 45.8% 61.6% 29.2% 0.0% 0.0% 193.4% 0 35.8K -4 0.00 87.79 N/A N/A 1 0 3,211 301 2023-04-17 $1.27 $2.50 108.8% 31.2% 68.1% 17.8% 0.0% 0.0% -8.6% 0 38.2K -4 0.00 11.00 N/A N/A 1 0 3,211 301 2023-04-18 $1.25 $2.50 145.3% 41.7% 68.1% 26.0% 0.0% 0.0% 94.7% 0 37.6K -4 0.10 64.11 N/A N/A 10 1 3,212 301 2023-04-19 $1.35 $2.50 100.3% 28.7% 72.7% 15.9% 0.0% 0.0% 88.1% 0 40.6K -4 0.00 55.35 N/A N/A 1 0 3,213 301 2023-04-20 $1.29 $2.50 125.9% 36.1% 72.0% 21.7% 0.0% 0.0% 91.4% 1 38.8K -4 0.00 17.57 N/A N/A 10 0 3,214 301 2023-04-21 $1.21 $2.50 202.5% 58.1% 66.8% 38.7% 151.9% 0.0% 127.6% 0 33.2K -4 0.00 80.18 N/A N/A 13 0 3,215 274 2023-04-24 $1.21 $2.50 327.5% 93.9% 65.4% 66.6% 0.0% 0.0% -270.4% 0 20.8K -3 0.00 109.82 N/A N/A 0 0 3,209 172 2023-04-25 $1.19 $2.50 218.3% 62.6% 61.9% 42.2% 0.0% 0.0% 46.1% 1.6K -100.5K -865 0.00 97.66 N/A N/A 0 0 3,209 172 2023-04-26 $1.15 $2.50 138.6% 39.7% 57.6% 24.5% 0.0% 0.0% -20.7% 0 19.8K -3 4.00 61.32 N/A N/A 1 4 3,209 172 2023-04-27 $1.15 $2.50 141.6% 40.6% 57.6% 25.2% 0.0% 0.0% 100.1% 0 20.2K -3 0.00 92.62 N/A N/A 0 3 3,209 176 2023-04-28 $1.17 $2.50 133.7% 38.3% 57.9% 23.4% 0.0% 0.0% 97.8% 0 20.9K -3 0.00 90.38 N/A N/A 1 0 3,209 179
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