FSP Options History — January 2024

In January 2024, FSP traded between $2.45 and $2.67. ATM implied volatility averaged 43.5%, placing in the 4.3% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 14.8% (HV 20d: 28.6%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.74.

Notable Days

2024-01-02: Highest Volume — 57 contracts
2024-01-04: Largest IV spike — 46.8% change
2024-01-04: Highest IV Rank — 6.7%
2024-01-08: Largest Expected Move — 14.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.54	$2.45	$2.67	$2.58	$2.45
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	43.5%	31.5%	51.6%	38.4%	37.9%
Expected Move	12.3%	9.0%	14.6%	11.0%	10.9%
HV 20d	28.6%	24.6%	32.1%	30.6%	28.0%
HV 60d	56.2%	42.0%	57.9%	57.7%	42.0%
IV Rank	4.3%	0.8%	6.7%	2.9%	2.7%
IV Percentile	11.1%	0.4%	20.2%	3.6%	5.2%
Term Structure	6.6%	-15.6%	28.0%	2.7%	14.3%
VWIV	41.0%	21.8%	51.3%	31.7%	21.8%
Bid-Ask Spread %	52.44	20.31	118.46	28.37	48.16
Gamma HHI	0.98	0.96	0.99	0.96	0.99
Net GEX	-1.3K	-2.3K	-758	-1.1K	-1.1K
Net DEX	6.3K	-25.4K	32.7K	-2.1K	32.7K
Net VEX	-724	-778	-660	-767	-660
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.74	0.00	2.10	0.14	0.64
Total Volume	14.429	0	57	57	5
Total OI	1,704.667	1,651	1,739	1,677	1,695

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
2024-01-02	$2.58	$2.50	38.4%	11.0%	30.6%	2.9%	31.7%	0.0%	2.7%	-1.1K	-2.1K	-767	0.14	28.37	N/A	N/A	50	7	778	899
2024-01-03	$2.55	$2.50	35.1%	10.1%	28.7%	1.9%	0.0%	0.0%	18.0%	-1.3K	1.6K	-778	0.00	39.44	N/A	N/A	0	5	798	904
2024-01-04	$2.66	$2.50	51.6%	11.7%	32.0%	6.7%	41.3%	0.0%	4.8%	-1.1K	-18.8K	-772	0.00	20.31	N/A	N/A	0	10	798	909
2024-01-05	$2.63	$2.50	48.0%	12.6%	32.1%	5.7%	43.8%	0.0%	5.6%	-1.2K	-10.3K	-778	0.19	46.34	N/A	N/A	16	3	798	919
2024-01-08	$2.67	$2.50	44.7%	14.6%	31.0%	4.7%	51.3%	0.0%	-1.1%	-1.1K	-25.4K	-763	2.10	45.67	N/A	N/A	10	21	810	919
2024-01-09	$2.63	$2.50	49.2%	13.3%	31.6%	6.0%	0.0%	0.0%	1.8%	-1.3K	-19.9K	-759	0.00	45.88	N/A	N/A	17	0	805	934
2024-01-10	$2.59	$2.50	47.2%	13.5%	31.5%	5.5%	0.0%	0.0%	2.7%	-1.4K	-2.1K	-760	0.00	45.81	N/A	N/A	2	0	797	934
2024-01-11	$2.65	$2.50	46.0%	13.2%	31.1%	5.1%	0.0%	0.0%	3.6%	-1.4K	-18.6K	-754	1.00	48.65	N/A	N/A	5	5	799	934
2024-01-12	$2.63	$2.50	37.3%	10.7%	24.6%	2.5%	0.0%	0.0%	15.4%	-1.9K	-8.7K	-745	0.00	51.17	N/A	N/A	0	0	794	938
2024-01-16	$2.54	$2.50	50.8%	14.6%	27.7%	6.5%	0.0%	0.0%	2.3%	-1.8K	10.7K	-732	1.00	56.00	N/A	N/A	10	10	794	938
2024-01-17	$2.52	$2.50	42.7%	12.2%	26.9%	4.1%	0.0%	0.0%	-1.4%	-2.2K	14.1K	-728	0.00	118.46	N/A	N/A	0	6	793	943
2024-01-18	$2.51	$2.50	44.5%	12.8%	26.6%	4.7%	0.0%	0.0%	6.1%	-2.3K	10.5K	-717	0.00	65.00	N/A	N/A	0	0	793	944
2024-01-19	$2.46	$2.50	50.1%	14.4%	26.9%	6.3%	0.0%	0.0%	1.7%	-758	32.4K	-705	0.00	58.24	N/A	N/A	0	3	793	944
2024-01-22	$2.50	$2.50	48.1%	13.8%	27.0%	5.7%	48.1%	0.0%	-15.6%	-794	12.0K	-699	0.33	63.00	N/A	N/A	15	5	793	868
2024-01-23	$2.48	$2.50	49.0%	14.1%	27.1%	6.0%	0.0%	0.0%	-2.2%	-895	17.5K	-689	0.00	65.47	N/A	N/A	0	10	778	873
2024-01-24	$2.45	$2.50	49.8%	14.3%	27.3%	6.2%	49.8%	0.0%	1.1%	-888	19.4K	-675	0.00	46.09	N/A	N/A	0	40	778	875
2024-01-25	$2.46	$2.50	38.1%	10.9%	27.2%	2.8%	40.3%	0.0%	7.3%	-1.2K	23.0K	-689	2.00	47.29	N/A	N/A	5	10	778	910
2024-01-26	$2.46	$2.50	31.5%	9.0%	27.1%	0.8%	0.0%	0.0%	23.8%	-1.3K	19.5K	-680	0.00	70.61	N/A	N/A	0	10	778	890
2024-01-29	$2.50	$2.50	34.2%	9.8%	27.8%	1.6%	21.8%	0.0%	28.0%	-1.2K	19.4K	-674	0.64	44.70	N/A	N/A	14	9	778	900
2024-01-30	$2.46	$2.50	38.4%	11.0%	28.2%	2.9%	0.0%	0.0%	19.5%	-1.1K	25.4K	-671	0.00	46.51	N/A	N/A	0	0	792	903
2024-01-31	$2.45	$2.50	37.9%	10.9%	28.0%	2.7%	0.0%	0.0%	14.3%	-1.1K	32.7K	-660	0.00	48.16	N/A	N/A	0	5	792	903