FSP Options History — September 2023 In September 2023, FSP traded between $1.77 and $1.96. ATM implied volatility averaged 131.7%, placing in the 30.3% IV rank vs the trailing year. The 30-day expected move averaged 33.1%. IV traded above realized volatility by 92.7% (HV 20d: 39.0%). 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 0.02.
Notable Days 2023-09-15 : Highest Volume — 56 contracts2023-09-21 : Largest IV spike — 115.1% change2023-09-05 : Highest IV Rank — 50.9%2023-09-01 : Largest Expected Move — 51.7%Monthly Statistics Metric Avg Min Max Open Close Price $1.85 $1.77 $1.96 $1.96 $1.87 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 131.7% 53.4% 201.8% 180.5% 175.5% Expected Move 33.1% 15.3% 51.7% 51.7% 50.3% HV 20d 39.0% 31.5% 44.0% 37.7% 43.1% HV 60d 42.1% 40.7% 43.8% 41.7% 42.5% IV Rank 30.3% 7.3% 50.9% 44.6% 43.2% IV Percentile 62.1% 11.9% 91.7% 88.1% 86.9% Term Structure -29.5% -101.6% 66.1% -101.6% -67.5% VWIV 126.5% 103.6% 149.4% 103.6% 149.4% Bid-Ask Spread % 99.42 59.35 130.63 130.63 118.52 Gamma HHI 0.97 0.95 0.98 0.96 0.97 Net GEX 1.4K 1.1K 1.7K 1.5K 1.4K Net DEX -25.5K -33.8K -15.1K -28.6K -27.3K Net VEX -418 -471 -364 -471 -401 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.02 0.00 0.13 0.00 0.13 Total Volume 8.2 0 56 20 0 Total OI 2,841.85 1,231 4,461 4,405 1,233
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 2023-09-01 $1.96 $2.50 180.5% 51.7% 37.7% 44.6% 0.0% 0.0% -101.6% 1.5K -28.6K -471 0.00 130.63 N/A N/A 20 0 4,207 198 2023-09-05 $1.88 $0.00 201.8% 31.7% 41.0% 50.9% 0.0% 0.0% -67.6% 1.4K -27.0K -453 0.00 104.12 N/A N/A 35 0 4,227 198 2023-09-06 $1.88 $0.00 111.5% 28.4% 35.0% 24.3% 0.0% 0.0% -33.8% 1.3K -25.7K -454 0.00 80.22 N/A N/A 11 0 4,262 198 2023-09-07 $1.87 $0.00 129.5% 35.3% 34.9% 29.7% 0.0% 0.0% -66.5% 1.3K -27.2K -450 0.00 101.84 N/A N/A 0 0 4,263 198 2023-09-08 $1.88 $0.00 139.3% 29.9% 34.0% 32.5% 0.0% 0.0% -74.0% 1.5K -26.2K -447 0.00 95.11 N/A N/A 15 0 4,263 198 2023-09-11 $1.88 $0.00 184.0% 29.6% 33.0% 45.7% 0.0% 0.0% -26.8% 1.4K -21.8K -438 0.00 93.90 N/A N/A 0 0 4,263 198 2023-09-12 $1.83 $0.00 181.8% 23.5% 34.1% 45.0% 0.0% 0.0% -28.1% 1.3K -21.1K -406 0.00 89.72 N/A N/A 5 0 4,263 198 2023-09-13 $1.85 $0.00 83.8% 24.0% 31.5% 16.2% 0.0% 0.0% -29.3% 1.3K -15.1K -391 0.00 87.72 N/A N/A 0 0 4,263 198 2023-09-14 $1.94 $0.00 102.1% 29.3% 35.7% 21.6% 0.0% 0.0% 49.3% 1.6K -26.1K -442 0.00 126.75 N/A N/A 10 0 4,263 198 2023-09-15 $1.83 $0.00 113.3% 32.5% 41.5% 24.9% 0.0% 0.0% -39.9% 1.5K -26.5K -418 0.02 113.17 N/A N/A 55 1 4,263 198 2023-09-18 $1.88 $0.00 65.4% 18.8% 40.9% 10.8% 0.0% 0.0% 24.0% 1.7K -33.8K -448 0.00 86.83 N/A N/A 0 0 1,055 176 2023-09-19 $1.88 $0.00 53.4% 15.3% 40.8% 7.3% 0.0% 0.0% 65.6% 1.7K -32.1K -435 0.00 59.35 N/A N/A 0 0 1,055 176 2023-09-20 $1.87 $0.00 60.6% 17.4% 40.7% 9.4% 0.0% 0.0% 66.1% 1.4K -27.5K -418 0.00 93.42 N/A N/A 0 0 1,055 176 2023-09-21 $1.79 $0.00 130.3% 37.4% 43.1% 29.9% 0.0% 0.0% -50.9% 1.2K -24.5K -388 0.00 111.25 N/A N/A 1 0 1,056 176 2023-09-22 $1.83 $0.00 126.5% 36.3% 44.0% 28.8% 0.0% 0.0% -51.2% 1.3K -25.6K -388 0.00 102.89 N/A N/A 0 1 1,056 176 2023-09-25 $1.79 $0.00 168.0% 48.2% 43.7% 41.0% 0.0% 0.0% -59.8% 1.2K -23.4K -381 0.00 99.92 N/A N/A 0 0 1,056 176 2023-09-26 $1.77 $0.00 100.8% 28.9% 42.5% 21.2% 103.6% 0.0% -21.7% 1.1K -22.9K -364 0.00 94.85 N/A N/A 0 1 1,056 176 2023-09-27 $1.77 $2.50 175.2% 50.2% 41.5% 43.1% 149.4% 0.0% -66.4% 1.2K -24.0K -378 0.13 94.43 N/A N/A 8 1 1,056 177 2023-09-28 $1.81 $2.50 150.5% 43.1% 41.7% 35.8% 0.0% 0.0% -10.6% 1.2K -24.3K -385 0.00 103.69 N/A N/A 0 0 1,056 177 2023-09-29 $1.87 $2.50 175.5% 50.3% 43.1% 43.2% 0.0% 0.0% -67.5% 1.4K -27.3K -401 0.00 118.52 N/A N/A 0 0 1,056 177
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