FSP Options History — June 2024

In June 2024, FSP traded between $1.52 and $1.90. ATM implied volatility averaged 109.8%, placing in the 24.7% IV rank vs the trailing year. The 30-day expected move averaged 31.0%. IV traded above realized volatility by 74.6% (HV 20d: 35.1%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 1.36.

Notable Days

2024-06-25: Highest Volume — 168 contracts
2024-06-25: Largest IV drop — 39.0% change
2024-06-24: Highest IV Rank — 36.2%
2024-06-24: Largest Expected Move — 41.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.67	$1.52	$1.90	$1.90	$1.52
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	109.8%	80.5%	144.9%	80.5%	105.3%
Expected Move	31.0%	16.2%	41.5%	23.1%	30.2%
HV 20d	35.1%	22.6%	41.3%	23.3%	41.3%
HV 60d	34.3%	31.0%	36.0%	31.0%	35.6%
IV Rank	24.7%	15.0%	36.2%	15.0%	23.5%
IV Percentile	66.3%	48.4%	81.7%	48.4%	65.1%
Term Structure	-14.3%	-125.3%	79.1%	66.0%	66.6%
VWIV	148.3%	137.5%	159.1%	137.5%	159.1%
Bid-Ask Spread %	94.32	56.11	134.88	70.01	89.40
Gamma HHI	0.99	0.96	1.00	1.00	1.00
Net GEX	-234	-483	-122	-483	-190
Net DEX	75.4K	42.1K	111.1K	111.1K	48.4K
Net VEX	-131	-166	-74	-129	-99
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.36	0.00	10.00	0.50	0.00
Total Volume	24.947	0	168	30	0
Total OI	981.684	654	1,115	1,053	785

Daily Data (19 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
2024-06-03	$1.90	$2.50	80.5%	23.1%	23.3%	15.0%	0.0%	0.0%	66.0%	-483	111.1K	-129	0.50	70.01	N/A	N/A	20	10	402	651
2024-06-04	$1.87	$2.50	89.1%	25.6%	22.6%	17.7%	0.0%	0.0%	66.2%	-421	107.4K	-157	10.00	70.01	N/A	N/A	1	10	422	661
2024-06-05	$1.79	$2.50	85.3%	24.5%	27.0%	16.5%	0.0%	0.0%	-16.4%	-375	103.0K	-156	0.00	69.92	N/A	N/A	0	15	422	671
2024-06-06	$1.85	$2.50	84.0%	29.5%	30.0%	16.1%	137.5%	0.0%	-102.6%	-251	84.0K	-152	0.28	106.39	N/A	N/A	40	11	422	545
2024-06-07	$1.75	$2.50	97.7%	16.2%	35.4%	20.3%	0.0%	0.0%	-9.7%	-240	85.9K	-97	0.00	122.26	N/A	N/A	0	20	462	539
2024-06-10	$1.73	$2.50	119.8%	33.7%	35.4%	27.1%	159.1%	0.0%	-39.8%	-217	79.7K	-149	0.00	106.96	N/A	N/A	51	0	462	559
2024-06-11	$1.67	$2.50	117.3%	32.4%	36.9%	26.3%	0.0%	0.0%	-30.8%	-172	73.9K	-166	0.00	107.11	N/A	N/A	0	10	513	559
2024-06-12	$1.65	$2.50	101.7%	29.2%	36.4%	22.4%	0.0%	0.0%	-8.5%	-180	76.5K	-151	0.00	106.82	N/A	N/A	5	0	513	567
2024-06-13	$1.67	$2.50	134.0%	38.4%	37.1%	32.7%	0.0%	0.0%	-69.6%	-189	76.2K	-160	0.00	107.11	N/A	N/A	0	30	508	567
2024-06-14	$1.65	$2.50	135.5%	38.8%	37.0%	33.2%	0.0%	0.0%	-125.3%	-230	84.5K	-127	0.00	105.25	N/A	N/A	0	0	508	597
2024-06-17	$1.67	$2.50	116.5%	33.4%	37.6%	27.1%	0.0%	0.0%	-79.7%	-171	76.8K	-159	0.00	107.11	N/A	N/A	0	0	508	597
2024-06-18	$1.63	$2.50	124.1%	35.6%	37.5%	29.5%	0.0%	0.0%	-84.1%	-223	83.6K	-121	0.00	106.05	N/A	N/A	0	61	508	597
2024-06-20	$1.60	$2.50	127.1%	36.4%	36.9%	30.5%	0.0%	0.0%	0.0%	-216	83.0K	-116	0.00	106.05	N/A	N/A	0	10	508	597
2024-06-21	$1.60	$2.50	137.0%	39.3%	36.2%	33.6%	0.0%	0.0%	-4.3%	-122	71.7K	-124	0.00	106.81	N/A	N/A	0	0	508	607
2024-06-24	$1.60	$2.50	144.9%	41.5%	36.4%	36.2%	0.0%	0.0%	-9.0%	-213	48.2K	-99	0.00	134.88	N/A	N/A	11	0	292	362
2024-06-25	$1.52	$2.50	88.4%	25.3%	38.7%	18.2%	0.0%	0.0%	79.1%	-190	43.8K	-100	0.14	56.11	N/A	N/A	148	20	303	362
2024-06-26	$1.56	$2.50	94.9%	27.2%	40.9%	20.2%	0.0%	0.0%	22.8%	-176	42.1K	-155	0.00	56.58	N/A	N/A	0	0	392	392
2024-06-27	$1.52	$2.50	102.9%	29.5%	41.1%	22.8%	0.0%	0.0%	22.1%	-187	52.3K	-74	0.00	57.26	N/A	N/A	1	0	392	392
2024-06-28	$1.52	$2.50	105.3%	30.2%	41.3%	23.5%	0.0%	0.0%	66.6%	-190	48.4K	-99	0.00	89.40	N/A	N/A	0	0	393	392