FSP Options History — July 2023

In July 2023, FSP traded between $1.48 and $1.69. ATM implied volatility averaged 137.7%, placing in the 29.0% IV rank vs the trailing year. The 30-day expected move averaged 36.5%. IV traded above realized volatility by 94.9% (HV 20d: 42.8%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 7.72.

Notable Days

2023-07-11: Highest Volume — 216 contracts
2023-07-26: Largest IV spike — 88.3% change
2023-07-26: Highest IV Rank — 57.8%
2023-07-26: Largest Expected Move — 64.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.59	$1.48	$1.69	$1.50	$1.69
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	137.7%	77.3%	225.2%	110.8%	170.5%
Expected Move	36.5%	22.2%	64.6%	31.8%	48.9%
HV 20d	42.8%	39.1%	46.7%	46.3%	46.6%
HV 60d	61.6%	58.1%	65.4%	65.4%	60.2%
IV Rank	29.0%	14.3%	57.8%	18.3%	41.7%
IV Percentile	67.6%	34.5%	95.2%	54.8%	86.1%
Term Structure	-65.8%	-257.0%	65.2%	-37.2%	-133.8%
VWIV	124.0%	85.7%	192.7%	122.9%	94.6%
Bid-Ask Spread %	65.16	8.50	108.65	18.90	85.54
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	523	106	781	107	781
Net DEX	-8.5K	-18.4K	3.0K	2.1K	-9.7K
Net VEX	-192	-338	-75	-76	-338
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	7.72	0.00	100.00	0.00	0.00
Total Volume	41.65	0	216	1	100
Total OI	3,810.85	3,418	4,114	3,418	4,114

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
2023-07-03	$1.50	$2.50	110.8%	31.8%	46.3%	18.3%	122.9%	0.0%	-37.2%	107	2.1K	-76	0.00	18.90	N/A	N/A	0	1	3,343	75
2023-07-05	$1.50	$2.50	140.6%	40.3%	43.6%	24.9%	0.0%	0.0%	-42.1%	106	1.9K	-75	0.00	26.51	N/A	N/A	167	0	3,343	76
2023-07-06	$1.48	$0.00	165.2%	26.4%	42.9%	30.4%	0.0%	0.0%	65.2%	237	-2.8K	-123	0.00	66.38	N/A	N/A	11	0	3,508	76
2023-07-07	$1.56	$0.00	121.0%	25.8%	44.6%	20.6%	0.0%	0.0%	57.9%	276	-687	-115	0.00	93.64	N/A	N/A	5	0	3,519	76
2023-07-10	$1.60	$0.00	188.4%	28.9%	40.2%	35.6%	0.0%	0.0%	58.1%	308	294	-109	0.05	72.38	N/A	N/A	37	2	3,524	76
2023-07-11	$1.63	$0.00	187.6%	49.2%	39.8%	35.4%	192.7%	0.0%	-135.8%	346	3.0K	-108	0.06	103.44	N/A	N/A	203	13	3,561	76
2023-07-12	$1.63	$2.50	131.4%	37.7%	39.1%	22.9%	85.7%	0.0%	-119.8%	610	-10.6K	-197	0.00	105.25	N/A	N/A	0	1	3,764	75
2023-07-13	$1.67	$2.50	90.9%	26.1%	39.5%	18.3%	0.0%	0.0%	-45.7%	611	-9.6K	-204	0.00	55.46	N/A	N/A	0	0	3,764	76
2023-07-14	$1.65	$2.50	77.3%	22.2%	40.1%	14.3%	0.0%	0.0%	21.8%	615	-7.6K	-193	0.00	14.14	N/A	N/A	5	0	3,764	76
2023-07-17	$1.62	$2.50	86.4%	24.8%	41.0%	17.0%	0.0%	0.0%	-22.7%	584	-10.1K	-189	0.10	8.50	N/A	N/A	10	1	3,764	76
2023-07-18	$1.63	$2.50	80.3%	23.0%	40.3%	15.2%	0.0%	0.0%	-23.3%	627	-14.8K	-220	0.00	12.56	N/A	N/A	25	0	3,774	77
2023-07-19	$1.67	$2.50	146.6%	42.0%	40.0%	34.7%	0.0%	0.0%	-132.3%	690	-16.1K	-226	0.00	108.65	N/A	N/A	0	4	3,799	77
2023-07-20	$1.58	$2.50	112.2%	32.2%	45.4%	24.5%	0.0%	0.0%	-57.6%	584	-15.0K	-217	0.00	57.58	N/A	N/A	0	1	3,799	75
2023-07-21	$1.54	$2.50	141.2%	40.5%	46.7%	33.1%	94.6%	0.0%	-73.2%	581	-15.4K	-217	0.17	84.89	N/A	N/A	6	1	3,799	74
2023-07-24	$1.56	$2.50	150.4%	43.1%	46.3%	35.8%	0.0%	0.0%	-127.8%	585	-15.6K	-219	0.00	85.82	N/A	N/A	130	0	3,795	73
2023-07-25	$1.52	$2.50	119.6%	34.3%	43.5%	26.7%	0.0%	0.0%	-52.8%	650	-12.8K	-222	0.00	9.68	N/A	N/A	4	0	3,936	73
2023-07-26	$1.54	$2.50	225.2%	64.6%	42.2%	57.8%	0.0%	0.0%	-257.0%	709	-16.4K	-255	0.00	104.84	N/A	N/A	0	0	3,940	73
2023-07-27	$1.54	$2.50	134.1%	38.4%	41.7%	31.0%	0.0%	0.0%	-90.9%	766	-18.4K	-256	100.00	84.89	N/A	N/A	1	100	3,940	73
2023-07-28	$1.63	$2.50	174.1%	49.9%	45.6%	42.7%	0.0%	0.0%	-168.1%	682	-887	-279	0.00	104.25	N/A	N/A	0	5	3,941	173
2023-07-31	$1.69	$2.50	170.5%	48.9%	46.6%	41.7%	0.0%	0.0%	-133.8%	781	-9.7K	-338	0.00	85.54	N/A	N/A	100	0	3,941	173