FSP Options History — November 2023 In November 2023, FSP traded between $1.65 and $2.48. ATM implied volatility averaged 60.8%, placing in the 9.5% IV rank vs the trailing year. The 30-day expected move averaged 14.8%. IV traded below realized volatility by 20.9% (HV 20d: 81.8%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.27.
Notable Days 2023-11-08 : Highest Volume — 303 contracts2023-11-30 : Largest IV spike — 112.6% change2023-11-02 : Highest IV Rank — 38.0%2023-11-30 : Largest Expected Move — 33.5%Monthly Statistics Metric Avg Min Max Open Close Price $2.25 $1.65 $2.48 $1.65 $2.45 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 60.8% 36.2% 157.9% 114.1% 116.8% Expected Move 14.8% 10.4% 33.5% 32.7% 33.5% HV 20d 81.8% 43.1% 87.5% 43.1% 81.4% HV 60d 57.8% 39.9% 61.0% 39.9% 60.3% IV Rank 9.5% 2.2% 38.0% 25.1% 25.9% IV Percentile 17.5% 0.8% 76.6% 49.6% 51.6% Term Structure 8.6% -45.2% 71.5% -45.2% 2.7% VWIV 50.2% 30.7% 113.0% 113.0% 52.8% Bid-Ask Spread % 38.43 12.39 90.63 57.04 90.63 Gamma HHI 0.99 0.98 1.00 1.00 0.99 Net GEX 4.9K 208 9.1K 208 7.6K Net DEX -50.0K -122.6K 34.2K 34.2K -97.5K Net VEX -680 -932 -102 -102 -799 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.27 0.00 2.00 0.00 0.00 Total Volume 60.571 0 303 170 1 Total OI 2,040.381 1,451 2,383 1,451 2,061
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 2023-11-01 $1.65 $2.50 114.1% 32.7% 43.1% 25.1% 113.0% 0.0% -45.2% 208 34.2K -102 0.00 57.04 N/A N/A 170 0 1,189 262 2023-11-02 $1.96 $2.50 157.9% 15.9% 76.1% 38.0% 0.0% 0.0% -15.3% 1.8K -9.6K -390 0.00 20.63 N/A N/A 0 1 1,324 262 2023-11-03 $2.08 $2.50 59.7% 11.6% 78.0% 9.1% 40.9% 0.0% 7.8% 2.4K -8.0K -392 0.08 59.43 N/A N/A 260 20 1,324 262 2023-11-06 $2.00 $2.50 91.7% 14.1% 79.5% 18.5% 0.0% 0.0% -10.7% 2.2K -796 -377 0.00 12.39 N/A N/A 0 64 1,584 282 2023-11-07 $1.98 $2.50 82.1% 15.6% 79.4% 15.7% 0.0% 0.0% 5.5% 2.0K 8.6K -381 0.00 61.24 N/A N/A 0 0 1,584 341 2023-11-08 $2.15 $2.50 47.4% 13.6% 83.4% 5.5% 0.0% 0.0% 9.8% 3.3K -23.9K -516 2.00 13.71 N/A N/A 101 202 1,584 341 2023-11-09 $2.13 $2.50 40.2% 11.5% 82.7% 3.4% 0.0% 0.0% 6.7% 2.9K 2.5K -673 0.00 14.79 N/A N/A 20 0 1,685 543 2023-11-10 $2.12 $2.50 40.3% 11.6% 81.4% 3.4% 0.0% 0.0% 14.2% 2.7K 10.0K -647 0.00 14.79 N/A N/A 0 0 1,705 542 2023-11-13 $2.13 $2.50 48.0% 13.8% 81.4% 5.7% 0.0% 0.0% 11.4% 3.0K -423 -665 0.00 16.53 N/A N/A 0 2 1,705 542 2023-11-14 $2.37 $2.50 45.8% 13.1% 87.5% 5.0% 48.3% 0.0% 2.2% 7.9K -79.4K -833 0.63 28.07 N/A N/A 63 40 1,705 544 2023-11-15 $2.44 $2.50 46.2% 13.2% 87.1% 5.1% 30.7% 0.0% 16.1% 8.6K -122.6K -932 0.00 21.88 N/A N/A 25 0 1,767 582 2023-11-16 $2.37 $2.50 46.9% 13.4% 86.6% 5.4% 0.0% 0.0% 0.0% 5.1K -81.2K -888 0.67 26.73 N/A N/A 15 10 1,776 582 2023-11-17 $2.38 $2.50 36.2% 10.4% 85.4% 2.2% 37.2% 0.0% 42.1% 7.6K -71.3K -893 0.00 34.40 N/A N/A 10 0 1,791 592 2023-11-20 $2.41 $2.50 42.3% 12.1% 85.4% 4.0% 46.2% 0.0% 0.5% 6.7K -95.8K -871 0.06 35.03 N/A N/A 176 10 1,571 591 2023-11-21 $2.35 $2.50 37.3% 10.7% 86.8% 2.5% 32.5% 0.0% 1.0% 5.4K -45.6K -802 0.04 22.38 N/A N/A 49 2 1,412 591 2023-11-22 $2.40 $2.50 37.8% 10.8% 86.1% 2.7% 0.0% 0.0% 15.0% 5.9K -69.5K -833 0.00 35.03 N/A N/A 0 0 1,451 589 2023-11-24 $2.44 $2.50 44.0% 12.6% 86.1% 4.5% 0.0% 0.0% 11.2% 5.9K -86.6K -841 0.00 27.44 N/A N/A 0 0 1,451 589 2023-11-27 $2.46 $2.50 37.3% 10.7% 85.9% 2.5% 0.0% 0.0% 22.8% 6.8K -97.2K -825 0.00 45.25 N/A N/A 1 0 1,451 589 2023-11-28 $2.41 $2.50 50.7% 14.5% 86.8% 6.5% 52.8% 0.0% 3.7% 6.1K -96.5K -793 0.00 79.74 N/A N/A 30 0 1,452 589 2023-11-29 $2.48 $2.50 55.0% 15.8% 86.9% 7.7% 0.0% 0.0% 71.5% 9.1K -119.1K -822 0.00 89.85 N/A N/A 0 0 1,472 589 2023-11-30 $2.45 $2.50 116.8% 33.5% 81.4% 25.9% 0.0% 0.0% 2.7% 7.6K -97.5K -799 0.00 90.63 N/A N/A 1 0 1,472 589
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