FSP Options History — February 2024 In February 2024, FSP traded between $2.25 and $2.49. ATM implied volatility averaged 44.8%, placing in the 4.5% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded above realized volatility by 17.6% (HV 20d: 27.3%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 1.30.
Notable Days 2024-02-06 : Highest Volume — 36 contracts2024-02-08 : Largest IV spike — 71.8% change2024-02-08 : Highest IV Rank — 10.9%2024-02-08 : Largest Expected Move — 18.9%Monthly Statistics Metric Avg Min Max Open Close Price $2.36 $2.25 $2.49 $2.49 $2.40 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 44.8% 33.9% 65.8% 43.0% 46.4% Expected Move 13.5% 10.6% 18.9% 12.3% 13.3% HV 20d 27.3% 21.9% 43.9% 28.5% 43.9% HV 60d 33.1% 29.1% 40.4% 40.4% 34.4% IV Rank 4.5% 1.5% 10.9% 4.2% 4.4% IV Percentile 14.0% 1.6% 32.5% 10.7% 18.3% Term Structure 4.4% -28.5% 42.3% 4.4% 4.0% VWIV 48.1% 32.9% 69.0% 55.4% 69.0% Bid-Ask Spread % 63.58 23.73 127.69 36.43 74.79 Gamma HHI 0.97 0.94 0.99 0.99 0.96 Net GEX -873 -1.4K -540 -1.1K -649 Net DEX 66.3K 7.0K 113.3K 7.0K 55.8K Net VEX -538 -659 -441 -659 -494 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.30 0.00 10.00 0.00 0.25 Total Volume 10.05 0 36 19 8 Total OI 1,684.1 1,620 1,727 1,699 1,672
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 2024-02-01 $2.49 $2.50 43.0% 12.3% 28.5% 4.2% 0.0% 0.0% 4.4% -1.1K 7.0K -659 0.00 36.43 N/A N/A 19 0 792 907 2024-02-02 $2.45 $2.50 33.9% 15.9% 23.9% 1.5% 55.4% 0.0% -8.1% -1.4K 32.4K -650 0.00 54.43 N/A N/A 0 4 811 907 2024-02-05 $2.44 $2.50 43.3% 15.5% 23.8% 4.3% 54.1% 0.0% -10.3% -1.4K 34.7K -642 0.00 46.09 N/A N/A 2 0 811 908 2024-02-06 $2.38 $2.50 44.2% 15.4% 23.8% 4.6% 54.0% 0.0% -3.4% -1.2K 46.1K -619 0.20 33.08 N/A N/A 30 6 811 908 2024-02-07 $2.38 $2.50 38.3% 11.0% 23.6% 2.8% 32.9% 0.0% 14.3% -1.4K 63.6K -594 0.67 23.73 N/A N/A 15 10 781 913 2024-02-08 $2.33 $2.50 65.8% 18.9% 24.0% 10.9% 0.0% 0.0% 22.2% -832 58.2K -585 0.00 127.69 N/A N/A 0 0 796 921 2024-02-09 $2.29 $2.50 40.1% 11.5% 21.9% 3.4% 0.0% 0.0% 11.3% -963 88.8K -535 0.00 24.45 N/A N/A 0 0 796 921 2024-02-12 $2.33 $2.50 37.9% 10.9% 23.6% 2.7% 0.0% 0.0% 6.0% -1.2K 93.3K -533 0.00 70.95 N/A N/A 0 0 796 931 2024-02-13 $2.26 $2.50 37.1% 10.6% 22.9% 2.5% 39.1% 0.0% 18.5% -633 113.3K -470 0.00 67.79 N/A N/A 0 5 796 931 2024-02-14 $2.29 $2.50 43.3% 12.4% 23.9% 4.3% 0.0% 0.0% 8.4% -671 100.7K -502 0.00 68.34 N/A N/A 0 0 796 931 2024-02-15 $2.35 $2.50 43.8% 12.5% 26.3% 4.4% 48.4% 0.0% 42.3% -726 74.3K -538 0.00 70.95 N/A N/A 0 6 796 907 2024-02-16 $2.38 $2.50 45.8% 13.1% 26.1% 5.0% 0.0% 0.0% -28.5% -811 70.6K -543 0.50 108.02 N/A N/A 20 10 796 889 2024-02-20 $2.37 $2.50 44.2% 12.7% 25.2% 4.6% 41.3% 0.0% -21.7% -675 61.7K -526 0.00 43.84 N/A N/A 2 0 769 858 2024-02-21 $2.38 $2.50 39.9% 11.4% 25.2% 3.3% 38.6% 0.0% 12.0% -697 67.8K -516 10.00 77.79 N/A N/A 1 10 770 859 2024-02-22 $2.33 $2.50 40.0% 11.5% 25.9% 2.5% 0.0% 0.0% 20.8% -679 82.1K -474 0.09 77.68 N/A N/A 11 1 771 849 2024-02-23 $2.33 $2.50 46.7% 13.4% 25.8% 4.5% 0.0% 0.0% 9.0% -587 68.9K -485 0.00 69.52 N/A N/A 0 0 780 850 2024-02-26 $2.25 $2.50 64.1% 18.4% 28.2% 9.7% 69.0% 0.0% -18.0% -540 75.5K -442 0.25 66.40 N/A N/A 20 5 780 850 2024-02-27 $2.41 $2.50 52.8% 15.1% 37.8% 6.3% 0.0% 0.0% 1.3% -713 43.3K -510 0.00 60.05 N/A N/A 0 10 800 856 2024-02-28 $2.30 $2.50 46.0% 13.2% 40.8% 4.3% 0.0% 0.0% 2.9% -672 88.5K -441 0.00 69.52 N/A N/A 0 6 800 866 2024-02-29 $2.40 $2.50 46.4% 13.3% 43.9% 4.4% 0.0% 0.0% 4.0% -649 55.8K -494 0.00 74.79 N/A N/A 0 8 800 872
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