FSP Options History — May 2024 In May 2024, FSP traded between $1.87 and $1.96. ATM implied volatility averaged 125.9%, placing in the 28.9% IV rank vs the trailing year. The 30-day expected move averaged 19.5%. IV traded above realized volatility by 92.4% (HV 20d: 33.5%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.37.
Notable Days 2024-05-23 : Highest Volume — 320 contracts2024-05-06 : Largest IV spike — 210.1% change2024-05-06 : Highest IV Rank — 93.6%2024-05-31 : Largest Expected Move — 41.6%Monthly Statistics Metric Avg Min Max Open Close Price $1.92 $1.87 $1.96 $1.92 $1.94 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 125.9% 45.7% 337.0% 102.6% 145.2% Expected Move 19.5% 13.1% 41.6% 29.4% 41.6% HV 20d 33.5% 17.7% 42.5% 42.5% 21.9% HV 60d 34.5% 29.7% 37.3% 37.3% 30.8% IV Rank 28.9% 4.4% 93.6% 21.8% 34.8% IV Percentile 58.8% 18.3% 99.2% 57.5% 77.8% Term Structure 18.3% -24.4% 105.4% 1.7% 65.7% VWIV 88.2% 88.2% 88.2% 88.2% 88.2% Bid-Ask Spread % 73.55 11.34 123.53 107.39 76.46 Gamma HHI 1.00 0.95 1.00 1.00 1.00 Net GEX -132 -380 21 -177 -289 Net DEX 66.5K 44.0K 98.1K 53.7K 92.0K Net VEX -97 -170 -36 -111 -170 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.37 0.00 2.00 0.00 1.67 Total Volume 26.273 0 320 4 16 Total OI 870.955 738 990 773 990
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 2024-05-01 $1.92 $2.50 102.6% 29.4% 42.5% 21.8% 0.0% 0.0% 1.7% -177 53.7K -111 0.00 107.39 N/A N/A 4 0 414 359 2024-05-02 $1.90 $2.50 105.0% 30.1% 42.0% 22.5% 0.0% 0.0% -9.6% -179 44.0K -145 0.05 123.53 N/A N/A 20 1 418 359 2024-05-03 $1.90 $2.50 108.7% 31.2% 41.4% 23.6% 0.0% 0.0% -1.9% -139 54.7K -98 0.00 84.97 N/A N/A 95 0 438 359 2024-05-06 $1.94 $2.50 337.0% 15.2% 42.5% 93.6% 0.0% 0.0% 1.0% -65 46.4K -156 0.00 102.96 N/A N/A 0 0 533 359 2024-05-07 $1.94 $2.50 233.1% 13.9% 41.6% 61.7% 0.0% 0.0% -20.8% -65 59.4K -82 0.00 57.79 N/A N/A 0 0 533 359 2024-05-08 $1.94 $2.50 173.2% 15.6% 40.4% 43.4% 0.0% 0.0% -21.3% -70 55.8K -106 0.00 60.84 N/A N/A 0 0 533 359 2024-05-09 $1.92 $2.50 260.8% 13.9% 40.5% 70.2% 0.0% 0.0% -22.3% -54 59.3K -85 0.00 59.03 N/A N/A 0 0 533 359 2024-05-10 $1.92 $2.50 166.6% 14.1% 40.1% 41.4% 0.0% 0.0% -22.8% -52 58.2K -90 0.00 102.51 N/A N/A 10 0 533 359 2024-05-13 $1.92 $2.50 303.5% 14.6% 38.3% 83.3% 0.0% 0.0% -24.4% -54 59.4K -82 0.00 59.03 N/A N/A 1 0 543 359 2024-05-14 $1.94 $2.50 162.1% 16.4% 37.9% 40.0% 0.0% 0.0% -11.8% -69 56.4K -101 0.00 104.13 N/A N/A 0 0 543 359 2024-05-15 $1.92 $2.50 45.7% 13.1% 37.9% 4.4% 0.0% 0.0% -12.6% -42 63.1K -50 0.00 102.51 N/A N/A 0 0 543 359 2024-05-16 $1.92 $2.50 58.1% 16.6% 37.0% 8.1% 0.0% 0.0% 0.0% -63 57.6K -86 0.00 102.51 N/A N/A 0 1 543 359 2024-05-17 $1.92 $2.50 53.2% 15.2% 37.0% 6.6% 0.0% 0.0% 105.4% -54 60.2K -74 2.00 58.51 N/A N/A 6 12 543 362 2024-05-20 $1.94 $2.50 56.5% 16.2% 37.2% 7.7% 0.0% 0.0% 64.4% -81 61.1K -74 0.00 70.57 N/A N/A 0 0 372 366 2024-05-21 $1.96 $2.50 52.3% 15.0% 22.5% 6.4% 0.0% 0.0% 64.0% -79 62.0K -79 0.00 13.78 N/A N/A 10 0 372 366 2024-05-22 $1.90 $2.50 56.1% 16.1% 24.8% 7.5% 0.0% 0.0% 24.2% 21 66.1K -38 0.00 11.34 N/A N/A 0 20 382 366 2024-05-23 $1.88 $2.50 68.9% 19.8% 24.6% 11.5% 88.2% 0.0% 24.1% -5 69.6K -36 0.00 87.76 N/A N/A 0 320 382 386 2024-05-24 $1.90 $2.50 64.7% 18.6% 25.0% 10.2% 0.0% 0.0% 23.8% -311 91.8K -116 0.00 70.01 N/A N/A 0 40 382 546 2024-05-28 $1.88 $2.50 75.7% 21.7% 24.4% 13.5% 0.0% 0.0% 67.2% -380 98.1K -120 0.00 81.22 N/A N/A 10 0 382 586 2024-05-29 $1.88 $2.50 62.4% 17.9% 19.4% 9.5% 0.0% 0.0% 22.2% -348 96.9K -128 0.00 11.34 N/A N/A 7 0 392 586 2024-05-30 $1.87 $2.50 78.5% 22.5% 17.7% 14.4% 0.0% 0.0% 67.4% -353 97.6K -116 0.00 70.01 N/A N/A 0 5 399 586 2024-05-31 $1.94 $2.50 145.2% 41.6% 21.9% 34.8% 0.0% 0.0% 65.7% -289 92.0K -170 1.67 76.46 N/A N/A 6 10 399 591
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