FSP Options History — October 2023

In October 2023, FSP traded between $1.63 and $1.88. ATM implied volatility averaged 123.1%, placing in the 27.8% IV rank vs the trailing year. The 30-day expected move averaged 33.8%. IV traded above realized volatility by 82.9% (HV 20d: 40.2%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 1.30.

Notable Days

  • 2023-10-11: Highest Volume — 111 contracts
  • 2023-10-30: Largest IV spike — 106.7% change
  • 2023-10-02: Highest IV Rank — 47.4%
  • 2023-10-02: Largest Expected Move — 54.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.75$1.63$1.88$1.81$1.77
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV123.1%73.4%189.8%189.8%178.1%
Expected Move33.8%18.3%54.4%54.4%51.0%
HV 20d40.2%35.8%45.7%43.7%36.4%
HV 60d41.3%38.6%42.9%41.9%39.3%
IV Rank27.8%13.2%47.4%47.4%43.9%
IV Percentile56.0%28.2%90.9%90.9%86.9%
Term Structure-57.5%-186.2%65.9%-82.9%-186.2%
VWIV109.5%109.5%109.5%109.5%109.5%
Bid-Ask Spread %59.299.23136.11136.1160.50
Gamma HHI0.950.841.000.960.94
Net GEX7511901.6K1.4K321
Net DEX562-32.4K38.2K-30.0K16.6K
Net VEX-279-406-90-381-231
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.300.009.090.000.03
Total Volume13.545011100
Total OI1,387.51,2331,5001,2331,451

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$1.81$2.50189.8%54.4%43.7%47.4%0.0%0.0%-82.9%1.4K-30.0K-3810.00136.11N/AN/A001,056177
2023-10-03$1.77$2.50169.6%48.6%42.0%41.4%0.0%0.0%-24.1%390491-2120.0022.96N/AN/A001,056177
2023-10-04$1.81$2.50130.0%37.3%42.9%29.8%0.0%0.0%65.9%1.1K-24.4K-3670.00115.88N/AN/A4501,056177
2023-10-05$1.83$2.5091.2%22.1%43.1%18.4%0.0%0.0%-12.2%1.3K-27.3K-3790.00105.08N/AN/A501,101177
2023-10-06$1.79$2.50100.8%20.5%43.7%21.2%0.0%0.0%4.6%1.3K-28.2K-3920.0099.92N/AN/A1101,126177
2023-10-09$1.77$2.50124.9%29.1%43.8%28.3%0.0%0.0%7.9%1.2K-24.5K-3610.0018.07N/AN/A001,136177
2023-10-10$1.81$2.50109.0%18.3%43.7%23.6%0.0%0.0%9.7%1.5K-32.4K-3870.0024.49N/AN/A001,136177
2023-10-11$1.88$2.50105.3%30.2%45.7%22.5%0.0%0.0%-71.5%1.6K-29.7K-3899.0962.02N/AN/A111001,136177
2023-10-12$1.83$2.50128.9%37.0%43.1%29.5%0.0%0.0%-45.3%28114.5K-2630.0067.68N/AN/A001,146273
2023-10-13$1.77$2.50124.5%35.7%39.6%28.2%0.0%0.0%-78.6%1.1K-14.3K-4050.0084.06N/AN/A1201,146273
2023-10-16$1.79$2.50117.1%33.6%38.5%26.0%0.0%0.0%-89.1%1.2K-17.4K-4060.0057.61N/AN/A001,157273
2023-10-17$1.75$2.5080.8%23.2%39.2%15.3%0.0%0.0%-20.6%7989.6K-2850.0019.85N/AN/A7101,157273
2023-10-18$1.73$2.5073.4%21.0%39.3%13.2%0.0%0.0%-21.8%1.1K-15.5K-4040.0046.09N/AN/A001,227273
2023-10-19$1.67$2.5078.4%22.5%38.2%14.6%0.0%0.0%-23.8%27129.3K-1550.0027.95N/AN/A001,227273
2023-10-20$1.63$2.5085.0%24.4%37.6%16.6%0.0%0.0%-25.8%24530.2K-1530.0025.43N/AN/A001,227273
2023-10-23$1.65$2.50160.0%45.9%37.6%38.6%109.5%0.0%-148.8%19038.2K-900.0358.38N/AN/A3211,157272
2023-10-24$1.67$2.50155.6%44.6%38.0%37.3%0.0%0.0%-150.4%25829.1K-1370.0063.38N/AN/A001,189252
2023-10-25$1.65$2.50158.1%45.3%38.1%38.1%0.0%0.0%-144.9%27319.9K-1870.00103.64N/AN/A051,189252
2023-10-26$1.69$2.5091.7%26.3%38.2%18.5%0.0%0.0%-31.4%28715.8K-2090.009.23N/AN/A031,189257
2023-10-27$1.69$2.5083.5%24.0%35.8%16.1%0.0%0.0%-12.4%25031.9K-1210.009.23N/AN/A021,189260
2023-10-30$1.75$2.50172.7%49.5%36.9%42.3%0.0%0.0%-182.7%31220.5K-2130.0086.90N/AN/A001,189262
2023-10-31$1.77$2.50178.1%51.0%36.4%43.9%0.0%0.0%-186.2%32116.6K-2310.0060.50N/AN/A001,189262