FSP Options History — May 2023

In May 2023, FSP traded between $1.13 and $1.65. ATM implied volatility averaged 155.6%, placing in the 28.3% IV rank vs the trailing year. The 30-day expected move averaged 44.0%. IV traded above realized volatility by 83.9% (HV 20d: 71.7%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 3.21.

Notable Days

  • 2023-05-18: Highest Volume — 253 contracts
  • 2023-05-09: Largest IV spike — 79.8% change
  • 2023-05-09: Highest IV Rank — 55.7%
  • 2023-05-01: Largest Expected Move — 74.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.43$1.13$1.65$1.17$1.46
Max Pain$4.55$2.50$5.00$2.50$2.50
ATM IV155.6%92.3%278.6%258.9%160.5%
Expected Move44.0%26.5%74.2%74.2%46.0%
HV 20d71.7%56.5%80.7%58.1%80.7%
HV 60d64.9%54.3%72.0%54.3%70.8%
IV Rank28.3%14.2%55.7%51.3%29.4%
IV Percentile79.7%49.2%98.4%98.0%86.9%
Term Structure-21.4%-143.6%124.3%-30.6%32.3%
VWIV140.6%92.2%182.1%168.3%119.8%
Bid-Ask Spread %81.0113.31117.5232.5897.52
Gamma HHI1.001.001.001.001.00
Net GEX1.5K03.7K019
Net DEX-12.8K-109.8K26.7K20.9K24.7K
Net VEX-372-1.0K-3-3-49
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.210.0042.000.000.00
Total Volume20.545025303
Total OI3,4893,3883,7853,3883,499

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-05-01$1.17$2.50258.9%74.2%58.1%51.3%0.0%0.0%-30.6%020.9K-30.0032.58N/AN/A003,209179
2023-05-02$1.15$2.50176.9%50.7%57.2%33.0%0.0%0.0%-50.7%020.6K-30.00117.52N/AN/A033,209179
2023-05-03$1.13$2.50210.5%60.3%56.5%40.5%0.0%0.0%59.0%020.6K-30.0090.10N/AN/A103,209182
2023-05-04$1.15$5.00151.7%66.8%57.4%27.4%0.0%0.0%-134.0%020.9K-30.0079.55N/AN/A2003,208182
2023-05-05$1.27$5.00229.6%60.6%69.6%44.8%168.3%0.0%-143.6%1422.3K-104.5593.39N/AN/A11503,228182
2023-05-08$1.29$5.00154.9%49.5%68.7%28.1%0.0%0.0%-101.8%2022.4K-140.67103.12N/AN/A323,239182
2023-05-09$1.42$5.00278.6%44.0%76.7%55.7%0.0%0.0%-110.0%2.5K-90.3K-9190.0087.33N/AN/A1503,282184
2023-05-10$1.40$5.00104.7%30.0%76.0%16.9%0.0%0.0%-51.5%1.8K-11.0K-3911.0055.54N/AN/A113,297184
2023-05-11$1.52$5.00144.9%41.5%76.7%25.9%0.0%0.0%-133.7%2.7K-30.7K-6190.0085.81N/AN/A703,297185
2023-05-12$1.58$5.00108.9%31.2%75.5%17.9%0.0%0.0%-73.1%2.7K-15.5K-4740.0086.06N/AN/A003,297185
2023-05-15$1.50$5.00107.9%30.9%76.5%17.7%0.0%0.0%-83.4%1.7K8.1K-3120.0084.89N/AN/A003,297235
2023-05-16$1.46$5.00115.9%33.2%77.0%19.4%0.0%0.0%-88.2%1.6K4.8K-3360.0088.41N/AN/A003,297235
2023-05-17$1.56$5.00167.1%47.9%75.8%30.8%0.0%0.0%-59.0%3.7K-102.4K-9970.00103.32N/AN/A103,297235
2023-05-18$1.60$5.00155.9%44.7%73.4%28.3%0.0%0.0%80.6%3.2K-109.8K-1.0K0.0097.43N/AN/A25303,297235
2023-05-19$1.62$5.00151.8%43.5%67.9%27.4%0.0%0.0%124.3%3.4K-103.3K-1.0K0.0098.10N/AN/A1903,550235
2023-05-22$1.58$5.00119.5%34.2%69.2%20.2%92.2%0.0%73.7%2.3K-649-4170.0086.30N/AN/A023,276225
2023-05-23$1.65$5.0092.3%26.5%69.0%14.2%0.0%0.0%89.7%3.2K-21.4K-5750.0055.32N/AN/A503,283225
2023-05-24$1.50$5.00127.0%36.4%77.8%21.9%0.0%0.0%75.5%2.1K-4.5K-4130.0084.32N/AN/A103,288225
2023-05-25$1.48$5.00139.5%40.0%78.3%24.7%182.1%0.0%-31.6%2.1K-9.9K-4700.0083.71N/AN/A0103,289219
2023-05-26$1.44$5.00150.3%43.1%79.5%27.1%119.8%0.0%-13.2%1725.9K-4842.0058.54N/AN/A1423,289219
2023-05-30$1.50$5.00115.7%33.2%80.1%19.4%0.0%0.0%98.8%2226.7K-520.0013.31N/AN/A103,290219
2023-05-31$1.46$2.50160.5%46.0%80.7%29.4%0.0%0.0%32.3%1924.7K-490.0097.52N/AN/A303,290209