FSP Options History — April 2024 In April 2024, FSP traded between $1.88 and $2.21. ATM implied volatility averaged 99.3%, placing in the 20.8% IV rank vs the trailing year. The 30-day expected move averaged 26.6%. IV traded above realized volatility by 67.9% (HV 20d: 31.3%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-04-08 : Highest Volume — 101 contracts2024-04-08 : Largest IV spike — 131.2% change2024-04-29 : Highest IV Rank — 45.7%2024-04-29 : Largest Expected Move — 51.8%Monthly Statistics Metric Avg Min Max Open Close Price $2.03 $1.88 $2.21 $2.21 $1.88 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 99.3% 52.9% 180.7% 52.9% 81.4% Expected Move 26.6% 15.2% 51.8% 15.2% 23.3% HV 20d 31.3% 21.3% 41.9% 21.3% 41.7% HV 60d 33.0% 31.3% 36.9% 32.0% 36.9% IV Rank 20.8% 6.6% 45.7% 6.6% 15.3% IV Percentile 53.0% 31.3% 91.3% 31.3% 44.4% Term Structure -46.1% -145.5% 43.9% -3.2% 2.3% VWIV 85.1% 58.0% 97.9% 97.9% 93.9% Bid-Ask Spread % 104.15 60.20 121.77 95.89 60.20 Gamma HHI 1.00 0.99 1.00 0.99 1.00 Net GEX -884 -1.8K -187 -1.8K -187 Net DEX 75.4K 32.8K 102.6K 84.1K 53.2K Net VEX -190 -318 -83 -318 -98 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 13.273 0 101 4 36 Total OI 772.636 584 879 874 736
Daily Data (22 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 2024-04-01 $2.21 $2.50 52.9% 15.2% 21.3% 6.6% 0.0% 0.0% -3.2% -1.8K 84.1K -318 0.00 95.89 N/A N/A 0 4 221 653 2024-04-02 $2.13 $2.50 65.2% 18.7% 24.0% 10.3% 0.0% 0.0% -6.2% -1.6K 102.6K -234 0.00 95.48 N/A N/A 0 0 221 658 2024-04-03 $2.15 $2.50 68.1% 19.5% 24.4% 11.2% 0.0% 0.0% 43.9% -1.7K 97.5K -266 0.00 95.45 N/A N/A 0 0 221 658 2024-04-04 $2.10 $2.50 67.6% 34.6% 25.3% 11.1% 0.0% 0.0% -59.0% -1.4K 91.9K -266 0.00 121.77 N/A N/A 0 0 221 658 2024-04-05 $2.13 $2.50 71.8% 22.2% 26.2% 12.3% 0.0% 0.0% -56.9% -1.5K 85.6K -292 0.00 110.40 N/A N/A 0 0 221 658 2024-04-08 $2.13 $2.50 165.9% 23.0% 25.9% 41.2% 0.0% 0.0% -67.4% -1.6K 85.8K -280 0.00 109.82 N/A N/A 0 101 221 658 2024-04-09 $2.17 $2.50 174.6% 16.9% 26.9% 43.8% 0.0% 0.0% -16.8% -1.4K 71.1K -276 0.00 110.44 N/A N/A 1 0 221 597 2024-04-10 $2.10 $2.50 87.0% 24.9% 28.8% 17.0% 0.0% 0.0% -62.3% -1.0K 73.2K -260 0.00 111.57 N/A N/A 0 0 221 597 2024-04-11 $2.09 $2.50 112.9% 32.4% 28.6% 24.9% 0.0% 0.0% -123.7% -1.1K 85.4K -222 0.00 109.17 N/A N/A 0 0 221 597 2024-04-12 $2.05 $2.50 69.2% 19.8% 29.1% 11.6% 0.0% 0.0% -25.1% -953 83.7K -220 0.00 108.38 N/A N/A 3 0 221 597 2024-04-15 $1.98 $2.50 131.0% 37.5% 30.8% 30.5% 0.0% 0.0% -145.5% -716 98.5K -133 0.00 107.78 N/A N/A 0 0 224 597 2024-04-16 $1.94 $2.50 109.9% 31.5% 31.2% 24.0% 0.0% 0.0% -94.0% -702 95.4K -143 0.00 107.23 N/A N/A 0 1 224 597 2024-04-17 $1.92 $2.50 123.6% 35.4% 31.1% 28.2% 0.0% 0.0% -97.4% -666 93.7K -141 0.00 109.36 N/A N/A 0 0 224 597 2024-04-18 $1.88 $2.50 88.2% 25.3% 31.3% 17.4% 0.0% 0.0% -51.6% -580 95.2K -119 0.00 91.24 N/A N/A 0 1 224 597 2024-04-19 $1.88 $2.50 121.0% 34.7% 27.9% 27.4% 0.0% 0.0% -104.2% -336 69.2K -97 0.00 109.14 N/A N/A 0 0 224 442 2024-04-22 $1.88 $2.50 89.4% 25.6% 27.5% 17.8% 97.9% 0.0% -35.2% -305 56.6K -83 0.00 111.11 N/A N/A 20 0 224 360 2024-04-23 $2.04 $2.50 64.3% 18.4% 41.9% 10.0% 58.0% 0.0% -21.5% -447 60.7K -100 0.00 92.93 N/A N/A 25 0 244 359 2024-04-24 $2.04 $2.50 91.5% 26.2% 41.9% 18.4% 0.0% 0.0% -44.7% -414 51.3K -137 0.00 112.01 N/A N/A 0 0 267 359 2024-04-25 $2.01 $2.50 79.4% 22.8% 41.3% 14.7% 90.6% 0.0% -19.5% -377 32.8K -192 0.00 110.49 N/A N/A 20 0 267 359 2024-04-26 $2.00 $2.50 87.9% 25.2% 41.1% 17.3% 93.9% 0.0% -22.6% -309 36.7K -186 0.00 108.31 N/A N/A 50 0 287 359 2024-04-29 $1.96 $2.50 180.7% 51.8% 41.2% 45.7% 0.0% 0.0% -4.1% -339 55.5K -111 0.00 103.25 N/A N/A 30 0 327 359 2024-04-30 $1.88 $2.50 81.4% 23.3% 41.7% 15.3% 0.0% 0.0% 2.3% -187 53.2K -98 0.00 60.20 N/A N/A 36 0 377 359
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