FSP Options History — March 2024

In March 2024, FSP traded between $2.15 and $2.37. ATM implied volatility averaged 68.5%, placing in the 11.1% IV rank vs the trailing year. The 30-day expected move averaged 14.7%. IV traded above realized volatility by 29.5% (HV 20d: 39.0%). 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 8 of 20 days. Put/call ratio averaged 0.82.

Notable Days

2024-03-15: Highest Volume — 181 contracts
2024-03-12: Largest IV spike — 102.6% change
2024-03-12: Highest IV Rank — 44.0%
2024-03-20: Largest Expected Move — 26.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.24	$2.15	$2.37	$2.37	$2.25
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	68.5%	41.9%	179.9%	44.1%	49.3%
Expected Move	14.7%	10.7%	26.3%	12.6%	14.1%
HV 20d	39.0%	20.9%	43.7%	43.6%	20.9%
HV 60d	32.1%	30.6%	33.8%	33.8%	31.9%
IV Rank	11.1%	3.1%	44.0%	3.7%	5.5%
IV Percentile	31.5%	9.9%	86.9%	13.5%	27.8%
Term Structure	-15.9%	-93.6%	14.4%	6.9%	-15.1%
VWIV	44.2%	33.1%	57.3%	44.7%	55.1%
Bid-Ask Spread %	89.18	20.21	120.54	73.84	95.93
Gamma HHI	0.99	0.96	1.00	0.96	0.99
Net GEX	-1.4K	-2.0K	-571	-571	-2.0K
Net DEX	86.2K	73.9K	115.3K	75.1K	81.3K
Net VEX	-344	-470	-269	-470	-333
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.82	0.00	3.00	0.53	0.13
Total Volume	15.4	0	181	0	5
Total OI	1,249.15	818	1,697	1,680	869

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
2024-03-01	$2.37	$2.50	44.1%	12.6%	43.6%	3.7%	0.0%	0.0%	6.9%	-571	75.1K	-470	0.00	73.84	N/A	N/A	0	0	800	880
2024-03-04	$2.33	$2.50	72.2%	12.2%	43.6%	12.1%	44.7%	0.0%	10.4%	-765	80.1K	-437	0.53	108.86	N/A	N/A	15	8	800	880
2024-03-05	$2.31	$2.50	83.5%	11.8%	43.7%	15.4%	47.7%	0.0%	14.4%	-953	80.4K	-436	0.00	66.93	N/A	N/A	0	8	785	888
2024-03-06	$2.31	$2.50	70.6%	14.2%	42.9%	11.6%	56.1%	0.0%	4.0%	-976	89.2K	-414	0.00	95.97	N/A	N/A	0	4	785	896
2024-03-07	$2.29	$2.50	54.1%	11.5%	43.0%	6.7%	35.8%	0.0%	2.3%	-1.1K	110.8K	-379	0.00	93.16	N/A	N/A	0	4	785	900
2024-03-08	$2.26	$2.50	88.1%	12.7%	42.6%	16.8%	33.1%	0.0%	-7.0%	-1.0K	103.1K	-385	0.00	93.48	N/A	N/A	0	10	785	904
2024-03-11	$2.27	$2.50	88.8%	10.8%	42.2%	17.0%	35.4%	0.0%	7.2%	-1.2K	115.3K	-358	3.00	66.42	N/A	N/A	1	3	785	912
2024-03-12	$2.24	$2.50	179.9%	10.7%	41.9%	44.0%	41.5%	0.0%	12.3%	-1.4K	81.3K	-290	0.00	63.83	N/A	N/A	0	11	786	605
2024-03-13	$2.21	$2.50	41.9%	12.0%	40.8%	3.1%	38.5%	0.0%	0.5%	-1.4K	80.2K	-282	0.00	91.79	N/A	N/A	0	4	786	607
2024-03-14	$2.19	$2.50	41.9%	12.0%	40.5%	3.1%	0.0%	0.0%	0.0%	-1.3K	82.9K	-270	0.00	20.21	N/A	N/A	0	1	786	611
2024-03-15	$2.15	$2.50	46.4%	13.3%	39.5%	4.6%	0.0%	0.0%	-13.4%	-1.3K	79.5K	-269	1.23	93.21	N/A	N/A	81	100	786	612
2024-03-18	$2.15	$2.50	83.4%	23.9%	39.0%	15.9%	0.0%	0.0%	-70.0%	-1.5K	81.3K	-318	0.04	109.05	N/A	N/A	23	1	182	636
2024-03-19	$2.16	$2.50	90.2%	25.8%	39.2%	18.0%	0.0%	0.0%	-93.6%	-1.6K	87.0K	-305	0.00	109.82	N/A	N/A	2	0	204	636
2024-03-20	$2.17	$2.50	91.7%	26.3%	39.2%	18.4%	0.0%	0.0%	-79.5%	-1.7K	91.8K	-292	0.00	113.22	N/A	N/A	0	0	206	636
2024-03-21	$2.24	$2.50	58.2%	16.7%	40.7%	8.2%	57.3%	0.0%	-24.6%	-1.7K	73.9K	-347	0.00	120.54	N/A	N/A	0	10	206	636
2024-03-22	$2.19	$2.50	47.4%	13.6%	41.3%	4.9%	0.0%	0.0%	-16.2%	-1.5K	75.9K	-337	0.00	91.05	N/A	N/A	0	0	206	646
2024-03-25	$2.20	$2.50	50.5%	14.5%	39.6%	5.8%	0.0%	0.0%	-18.1%	-1.8K	86.4K	-313	0.00	91.79	N/A	N/A	0	0	206	646
2024-03-26	$2.20	$2.50	45.6%	13.1%	29.9%	4.3%	0.0%	0.0%	-15.1%	-1.8K	88.0K	-309	0.00	91.39	N/A	N/A	0	0	206	646
2024-03-27	$2.24	$2.50	42.0%	12.0%	26.4%	3.2%	40.6%	0.0%	-6.8%	-1.8K	80.0K	-331	0.13	93.09	N/A	N/A	15	2	206	646
2024-03-28	$2.25	$2.50	49.3%	14.1%	20.9%	5.5%	55.1%	0.0%	-15.1%	-2.0K	81.3K	-333	0.00	95.93	N/A	N/A	0	5	221	648