FSP Options History — June 2023 In June 2023, FSP traded between $1.38 and $1.52. ATM implied volatility averaged 182.3%, placing in the 34.2% IV rank vs the trailing year. The 30-day expected move averaged 40.7%. IV traded above realized volatility by 118.7% (HV 20d: 63.6%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.96.
Notable Days 2023-06-01 : Highest Volume — 70 contracts2023-06-28 : Largest IV spike — 87.7% change2023-06-09 : Highest IV Rank — 73.4%2023-06-01 : Largest Expected Move — 63.5%Monthly Statistics Metric Avg Min Max Open Close Price $1.42 $1.38 $1.52 $1.40 $1.42 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 182.3% 93.4% 358.0% 221.5% 164.3% Expected Move 40.7% 26.8% 63.5% 63.5% 47.1% HV 20d 63.6% 46.5% 83.8% 82.3% 46.5% HV 60d 68.7% 63.8% 72.3% 71.0% 64.6% IV Rank 34.2% 14.4% 73.4% 42.9% 30.2% IV Percentile 77.1% 44.4% 99.2% 96.4% 84.5% Term Structure -32.4% -192.6% 151.2% 75.6% -34.6% VWIV 180.3% 129.7% 267.9% 267.9% 129.7% Bid-Ask Spread % 55.40 7.39 88.93 88.17 77.61 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 690 0 3.1K 14 93 Net DEX -8.2K -141.0K 29.4K 26.9K 2.7K Net VEX -216 -893 -4 -30 -74 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.96 0.00 11.00 0.75 0.67 Total Volume 8.571 0 70 70 0 Total OI 3,498.714 3,390 3,582 3,499 3,418
Daily Data (21 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 2023-06-01 $1.40 $2.50 221.5% 63.5% 82.3% 42.9% 267.9% 0.0% 75.6% 14 26.9K -30 0.75 88.17 N/A N/A 40 30 3,290 209 2023-06-02 $1.48 $2.50 175.1% 50.2% 83.8% 32.6% 143.2% 0.0% -52.8% 2.8K -70.1K -797 0.00 14.39 N/A N/A 2 0 3,330 209 2023-06-05 $1.42 $0.00 162.3% 40.1% 79.3% 29.8% 0.0% 0.0% -62.2% 2.5K -64.6K -688 0.00 88.93 N/A N/A 61 0 3,332 207 2023-06-06 $1.46 $0.00 234.1% 40.7% 79.6% 45.8% 0.0% 0.0% -88.5% 3.1K -101.2K -893 0.00 88.93 N/A N/A 0 0 3,373 207 2023-06-07 $1.52 $0.00 205.7% 32.3% 73.5% 39.4% 0.0% 0.0% -17.6% 2.0K -2.7K -358 0.00 77.26 N/A N/A 0 0 3,373 207 2023-06-08 $1.44 $0.00 305.8% 49.4% 76.1% 61.7% 0.0% 0.0% -186.8% 83 23.5K -66 0.00 84.56 N/A N/A 0 0 3,373 207 2023-06-09 $1.42 $0.00 358.0% 62.0% 69.9% 73.4% 0.0% 0.0% -192.6% 0 29.4K -4 0.00 61.39 N/A N/A 1 0 3,373 207 2023-06-12 $1.40 $0.00 330.7% 41.2% 68.2% 67.3% 0.0% 0.0% -14.1% 76 22.9K -64 0.00 15.77 N/A N/A 1 0 3,374 207 2023-06-13 $1.40 $0.00 329.6% 43.8% 66.0% 67.0% 0.0% 0.0% -150.8% 0 29.0K -4 0.00 55.54 N/A N/A 1 0 3,375 207 2023-06-14 $1.42 $0.00 163.3% 46.8% 65.7% 30.0% 0.0% 0.0% -77.9% 80 20.3K -77 0.00 85.25 N/A N/A 0 0 3,375 207 2023-06-15 $1.44 $0.00 108.4% 31.1% 61.0% 17.8% 0.0% 0.0% 0.0% 93 19.9K -79 0.00 7.39 N/A N/A 0 1 3,375 207 2023-06-16 $1.42 $0.00 116.6% 33.4% 60.1% 19.6% 0.0% 0.0% 47.2% 95 19.3K -81 11.00 61.45 N/A N/A 1 11 3,375 206 2023-06-20 $1.40 $0.00 111.4% 31.9% 59.8% 18.4% 0.0% 0.0% 17.1% 89 2.4K -72 0.00 26.03 N/A N/A 1 0 3,318 72 2023-06-21 $1.38 $0.00 93.4% 26.8% 59.5% 14.4% 0.0% 0.0% 86.3% 85 2.5K -69 0.00 24.55 N/A N/A 10 0 3,319 72 2023-06-22 $1.40 $0.00 147.5% 42.3% 57.1% 26.5% 0.0% 0.0% -25.0% 85 3.7K -65 0.00 27.35 N/A N/A 10 0 3,329 72 2023-06-23 $1.38 $2.50 96.5% 27.7% 47.0% 15.1% 0.0% 0.0% 151.2% 86 2.4K -67 0.00 65.95 N/A N/A 3 0 3,339 72 2023-06-26 $1.46 $2.50 110.0% 31.5% 51.5% 18.1% 0.0% 0.0% -27.7% 89 1.8K -75 0.00 21.13 N/A N/A 1 0 3,342 72 2023-06-27 $1.42 $2.50 97.7% 28.0% 51.5% 15.4% 0.0% 0.0% -30.1% 90 452 -79 0.00 34.20 N/A N/A 0 0 3,342 72 2023-06-28 $1.40 $2.50 183.4% 52.6% 49.3% 34.5% 0.0% 0.0% -32.1% 75 1.0K -74 0.00 70.19 N/A N/A 0 1 3,342 72 2023-06-29 $1.42 $2.50 113.5% 32.5% 48.9% 18.9% 129.7% 0.0% -33.0% 3.0K -141.0K -819 0.67 87.33 N/A N/A 3 2 3,342 73 2023-06-30 $1.42 $2.50 164.3% 47.1% 46.5% 30.2% 0.0% 0.0% -34.6% 93 2.7K -74 0.00 77.61 N/A N/A 0 0 3,343 75
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