FSP Options History — December 2023 In December 2023, FSP traded between $2.41 and $2.60. ATM implied volatility averaged 50.2%, placing in the 6.3% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded above realized volatility by 8.2% (HV 20d: 42.0%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.86.
Notable Days 2023-12-14 : Highest Volume — 529 contracts2023-12-05 : Largest IV spike — 194.1% change2023-12-05 : Highest IV Rank — 20.3%2023-12-05 : Largest Expected Move — 25.0%Monthly Statistics Metric Avg Min Max Open Close Price $2.52 $2.41 $2.60 $2.52 $2.56 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 50.2% 33.2% 97.6% 62.0% 41.9% Expected Move 14.0% 10.6% 25.0% 17.8% 12.0% HV 20d 42.0% 32.0% 58.5% 58.5% 32.0% HV 60d 59.4% 57.7% 60.8% 60.4% 57.7% IV Rank 6.3% 1.3% 20.3% 9.8% 3.9% IV Percentile 13.6% 0.4% 38.5% 19.4% 7.5% Term Structure 4.9% -57.6% 44.5% 16.3% 3.9% VWIV 48.6% 44.4% 57.1% 57.1% 49.9% Bid-Ask Spread % 69.05 29.86 138.78 77.58 29.86 Gamma HHI 0.95 0.84 1.00 0.98 0.95 Net GEX 4.4K -934 20.3K 6.9K -929 Net DEX -51.1K -168.5K 16.7K -135.0K -5.3K Net VEX -741 -788 -615 -788 -761 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.86 0.00 5.00 0.00 1.80 Total Volume 71.25 0 529 76 70 Total OI 1,793.45 1,525 2,126 2,062 1,617
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 2023-12-01 $2.52 $2.50 62.0% 17.8% 58.5% 9.8% 57.1% 0.0% 16.3% 6.9K -135.0K -788 0.00 77.58 N/A N/A 76 0 1,473 589 2023-12-04 $2.60 $0.00 33.2% 19.0% 56.3% 1.3% 0.0% 0.0% 10.6% 9.6K -168.5K -731 0.00 128.00 N/A N/A 2 0 1,418 589 2023-12-05 $2.56 $0.00 97.6% 25.0% 54.1% 20.3% 0.0% 0.0% -57.6% 4.5K -118.1K -702 0.81 138.78 N/A N/A 62 50 1,416 589 2023-12-06 $2.54 $0.00 95.5% 16.9% 54.0% 19.7% 0.0% 0.0% 9.5% 4.3K -122.6K -771 0.00 127.21 N/A N/A 368 0 1,354 639 2023-12-07 $2.48 $0.00 33.9% 12.6% 48.6% 1.5% 0.0% 0.0% 8.9% 10.8K -69.0K -749 0.00 69.62 N/A N/A 72 0 1,273 639 2023-12-08 $2.50 $0.00 45.0% 11.6% 48.2% 4.8% 0.0% 0.0% 8.5% 7.5K -84.0K -745 0.00 81.85 N/A N/A 0 0 1,313 639 2023-12-11 $2.46 $0.00 47.5% 13.2% 48.8% 5.6% 0.0% 0.0% 6.6% 10.4K -58.1K -706 0.50 57.63 N/A N/A 2 1 1,313 639 2023-12-12 $2.41 $0.00 52.4% 10.6% 49.8% 7.0% 0.0% 0.0% 12.1% 8.5K -27.3K -674 0.00 65.34 N/A N/A 0 0 1,312 638 2023-12-13 $2.55 $0.00 46.5% 13.3% 38.2% 5.2% 0.0% 0.0% -1.9% 10.6K -111.2K -683 0.12 41.24 N/A N/A 17 2 1,312 638 2023-12-14 $2.54 $0.00 47.0% 13.5% 37.0% 5.4% 0.0% 0.0% 0.0% 20.3K -160.1K -615 3.10 57.37 N/A N/A 129 400 1,299 640 2023-12-15 $2.49 $0.00 48.7% 14.0% 36.1% 5.9% 0.0% 0.0% -2.9% -273 12.4K -773 0.00 70.67 N/A N/A 14 0 1,286 840 2023-12-18 $2.46 $0.00 46.7% 13.4% 36.5% 5.3% 46.7% 0.0% 3.2% -365 14.5K -762 0.50 50.12 N/A N/A 2 1 747 778 2023-12-19 $2.50 $2.50 38.4% 11.0% 36.7% 2.9% 0.0% 0.0% 8.7% -335 16.7K -758 0.00 59.48 N/A N/A 0 0 748 779 2023-12-20 $2.54 $2.50 47.6% 13.7% 35.5% 5.6% 0.0% 0.0% 5.5% -271 -420 -769 0.16 52.67 N/A N/A 67 11 748 779 2023-12-21 $2.54 $2.50 43.8% 12.6% 35.0% 4.4% 0.0% 0.0% 7.4% -320 407 -775 0.00 64.58 N/A N/A 0 0 762 779 2023-12-22 $2.54 $2.50 44.2% 12.7% 34.6% 4.6% 0.0% 0.0% 3.7% -345 -709 -770 0.00 46.24 N/A N/A 8 0 762 779 2023-12-26 $2.56 $2.50 40.1% 11.5% 34.6% 3.4% 45.0% 0.0% 44.5% -355 -8.8K -760 0.00 60.10 N/A N/A 0 45 762 779 2023-12-27 $2.54 $2.50 44.1% 12.7% 33.8% 4.6% 44.4% 0.0% 2.7% -669 -1.1K -764 0.00 58.03 N/A N/A 0 20 762 829 2023-12-28 $2.55 $2.50 48.6% 13.9% 32.4% 5.9% 49.9% 0.0% 3.2% -934 3.8K -767 5.00 44.58 N/A N/A 1 5 762 849 2023-12-29 $2.56 $2.50 41.9% 12.0% 32.0% 3.9% 0.0% 0.0% 3.9% -929 -5.3K -761 1.80 29.86 N/A N/A 25 45 763 854
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