FSP Options History — August 2023

In August 2023, FSP traded between $1.67 and $1.98. ATM implied volatility averaged 125.2%, placing in the 28.4% IV rank vs the trailing year. The 30-day expected move averaged 27.7%. IV traded above realized volatility by 80.8% (HV 20d: 44.4%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.69.

Notable Days

  • 2023-08-02: Highest Volume — 74 contracts
  • 2023-08-07: Largest IV spike — 150.3% change
  • 2023-08-08: Highest IV Rank — 93.0%
  • 2023-08-01: Largest Expected Move — 53.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.87$1.67$1.98$1.67$1.92
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV125.2%54.1%345.0%184.8%149.0%
Expected Move27.7%13.8%53.0%53.0%42.7%
HV 20d44.4%36.2%49.7%43.8%37.3%
HV 60d50.0%42.1%60.3%60.3%42.2%
IV Rank28.4%7.5%93.0%45.9%35.4%
IV Percentile54.6%13.5%99.2%89.3%75.8%
Term Structure-26.1%-185.9%38.1%-185.9%-145.2%
VWIV100.6%51.9%223.3%60.6%89.8%
Bid-Ask Spread %73.4719.06130.1486.6191.14
Gamma HHI0.960.881.000.940.96
Net GEX2.7K7818.8K7811.5K
Net DEX-43.7K-156.6K-14.5K-14.5K-26.9K
Net VEX-514-1.0K-350-350-436
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.690.007.000.010.00
Total Volume14.13074074
Total OI4,296.7834,2144,3354,2144,335

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$1.67$2.50184.8%53.0%43.8%45.9%0.0%0.0%-185.9%781-14.5K-3500.0086.61N/AN/A004,041173
2023-08-02$1.77$2.50166.9%47.8%47.6%40.6%0.0%0.0%-111.9%6.4K-156.6K-1.0K0.01107.78N/AN/A7314,041173
2023-08-03$1.79$2.50170.8%17.0%46.9%41.8%0.0%0.0%5.8%928-47.6K-3997.0057.61N/AN/A174,104173
2023-08-04$1.81$2.50104.8%13.8%44.0%22.4%0.0%0.0%18.1%994-17.9K-3910.9556.01N/AN/A21204,105173
2023-08-07$1.81$2.50262.4%18.2%43.6%68.7%60.6%0.0%13.3%831-14.7K-3710.0063.46N/AN/A5004,126189
2023-08-08$1.92$2.50345.0%14.8%47.3%93.0%0.0%0.0%18.1%5.9K-63.6K-6970.0065.16N/AN/A1404,080189
2023-08-09$1.90$2.5057.3%16.4%47.7%8.4%0.0%0.0%27.0%5.9K-74.4K-7020.0063.48N/AN/A004,092189
2023-08-10$1.94$2.5054.1%15.5%47.6%7.5%0.0%0.0%-0.0%7.0K-90.5K-7580.0067.40N/AN/A2004,092189
2023-08-11$1.98$2.5062.1%17.8%47.2%9.8%51.9%0.0%14.7%8.4K-112.9K-8740.0023.19N/AN/A104,112189
2023-08-14$1.98$2.5075.8%21.7%46.2%13.9%0.0%0.0%0.1%8.8K-139.0K-9340.0080.96N/AN/A004,122189
2023-08-15$1.90$2.5062.5%17.9%49.7%9.9%0.0%0.0%-3.0%1.2K-21.4K-4130.0019.06N/AN/A004,122189
2023-08-16$1.88$2.5069.0%19.8%49.7%11.9%0.0%0.0%-6.1%1.2K-20.9K-4220.0027.89N/AN/A204,122189
2023-08-17$1.87$2.5069.7%20.0%44.4%12.1%0.0%0.0%0.0%1.1K-19.4K-4050.0030.91N/AN/A004,120189
2023-08-18$1.81$2.50126.1%36.1%45.1%28.6%0.0%0.0%-14.0%1.1K-19.9K-3980.0098.24N/AN/A004,120189
2023-08-21$1.83$2.50134.0%38.4%45.1%31.0%0.0%0.0%-64.2%961-16.4K-3910.0094.22N/AN/A304,117188
2023-08-22$1.85$2.50137.1%39.3%43.3%31.9%0.0%0.0%-65.9%1.1K-18.8K-3850.0098.28N/AN/A004,117188
2023-08-23$1.88$2.50161.0%46.2%43.3%38.9%223.3%0.0%-108.0%1.4K-23.9K-4200.00126.79N/AN/A504,117188
2023-08-24$1.88$2.50136.4%39.1%43.3%31.7%0.0%0.0%-70.3%1.2K-22.1K-4160.00130.14N/AN/A004,117188
2023-08-25$1.83$2.5086.8%24.9%41.5%17.1%0.0%0.0%25.0%1.1K-17.2K-3830.0064.99N/AN/A2004,117188
2023-08-28$1.88$2.5080.0%22.9%40.7%15.1%77.4%0.0%38.1%1.3K-24.5K-4201.0083.83N/AN/A114,137188
2023-08-29$1.92$2.5085.4%24.5%40.6%16.7%89.8%0.0%37.0%1.3K-20.1K-4140.0062.61N/AN/A0114,137188
2023-08-30$1.96$2.5098.6%28.3%36.2%20.6%0.0%0.0%2.6%1.3K-22.3K-4340.0089.98N/AN/A004,137198
2023-08-31$1.92$2.50149.0%42.7%37.3%35.4%0.0%0.0%-145.2%1.5K-26.9K-4360.0091.14N/AN/A7404,137198