FSP Options History — July 2024

In July 2024, FSP traded between $1.50 and $1.79. ATM implied volatility averaged 145.4%, placing in the 31.7% IV rank vs the trailing year. The 30-day expected move averaged 36.7%. IV traded above realized volatility by 103.2% (HV 20d: 42.2%). 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 9 of 22 days. Put/call ratio averaged 11.03.

Notable Days

2024-07-23: Highest Volume — 626 contracts
2024-07-08: Largest IV spike — 104.0% change
2024-07-09: Highest IV Rank — 100.0%
2024-07-12: Largest Expected Move — 49.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.65	$1.50	$1.79	$1.54	$1.77
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	145.4%	85.1%	407.3%	104.6%	102.7%
Expected Move	36.7%	24.4%	49.1%	30.0%	29.4%
HV 20d	42.2%	33.1%	48.3%	38.5%	47.4%
HV 60d	37.5%	35.4%	39.7%	35.6%	38.8%
IV Rank	31.7%	14.3%	100.0%	23.3%	18.9%
IV Percentile	75.6%	51.6%	100.0%	64.3%	63.9%
Term Structure	-30.5%	-128.6%	106.1%	63.8%	106.1%
VWIV	128.5%	128.1%	128.9%	128.9%	128.1%
Bid-Ask Spread %	97.51	59.77	108.44	89.53	98.74
Gamma HHI	0.98	0.90	1.00	1.00	0.93
Net GEX	-228	-407	42	-169	-407
Net DEX	53.8K	29.7K	90.6K	55.9K	63.5K
Net VEX	-200	-425	-58	-58	-425
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	11.03	0.00	77.25	0.00	55.00
Total Volume	90.182	0	626	0	22
Total OI	1,131.636	650	1,574	785	1,574

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
2024-07-01	$1.54	$2.50	104.6%	30.0%	38.5%	23.3%	0.0%	0.0%	63.8%	-169	55.9K	-58	0.00	89.53	N/A	N/A	0	0	393	392
2024-07-02	$1.54	$2.50	129.4%	37.1%	38.5%	31.2%	0.0%	0.0%	62.8%	-195	48.7K	-99	0.00	92.48	N/A	N/A	0	0	393	392
2024-07-03	$1.56	$2.50	123.9%	35.5%	39.3%	29.5%	0.0%	0.0%	61.3%	-202	49.3K	-99	0.00	87.88	N/A	N/A	0	0	393	392
2024-07-05	$1.52	$2.50	128.5%	33.4%	37.7%	31.0%	0.0%	0.0%	-23.9%	-148	31.1K	-184	0.00	108.44	N/A	N/A	30	0	393	392
2024-07-08	$1.56	$2.50	262.2%	38.4%	36.8%	73.6%	0.0%	0.0%	-92.2%	-177	40.2K	-124	0.00	106.56	N/A	N/A	0	0	443	392
2024-07-09	$1.52	$2.50	407.3%	46.6%	33.1%	100.0%	0.0%	0.0%	-70.2%	-166	36.0K	-168	0.00	98.87	N/A	N/A	222	0	443	392
2024-07-10	$1.50	$2.50	143.1%	41.0%	33.1%	29.7%	0.0%	0.0%	-99.9%	-184	48.3K	-95	0.06	105.57	N/A	N/A	162	10	575	392
2024-07-11	$1.60	$2.50	169.4%	48.6%	40.1%	36.7%	0.0%	0.0%	-65.6%	-217	38.6K	-170	0.00	101.55	N/A	N/A	11	0	686	402
2024-07-12	$1.65	$2.50	171.3%	49.1%	41.5%	37.2%	0.0%	0.0%	-128.6%	-243	47.8K	-144	0.00	99.90	N/A	N/A	20	0	696	402
2024-07-15	$1.65	$2.50	142.1%	40.7%	41.3%	29.4%	0.0%	0.0%	-99.5%	-174	40.2K	-167	0.00	108.12	N/A	N/A	0	0	696	402
2024-07-16	$1.71	$2.50	131.7%	37.8%	43.0%	26.7%	0.0%	0.0%	-97.3%	-190	42.1K	-171	0.00	106.27	N/A	N/A	80	0	696	402
2024-07-17	$1.71	$2.50	140.7%	40.3%	42.8%	29.1%	0.0%	0.0%	-99.5%	-181	40.2K	-169	0.00	108.19	N/A	N/A	10	0	736	402
2024-07-18	$1.65	$2.50	141.9%	40.7%	43.9%	29.4%	0.0%	0.0%	-106.5%	-229	52.3K	-107	0.00	107.11	N/A	N/A	25	0	746	402
2024-07-19	$1.63	$2.50	158.8%	45.5%	43.6%	33.9%	0.0%	0.0%	-73.6%	-149	29.7K	-198	0.00	107.55	N/A	N/A	60	0	771	402
2024-07-22	$1.73	$2.50	87.5%	25.1%	48.3%	14.9%	0.0%	0.0%	-23.3%	-250	59.4K	-103	0.00	91.75	N/A	N/A	620	0	248	402
2024-07-23	$1.75	$2.50	104.6%	30.0%	48.3%	19.5%	0.0%	0.0%	7.8%	42	50.2K	-183	77.25	64.03	N/A	N/A	8	618	842	402
2024-07-24	$1.69	$2.50	152.2%	43.6%	46.1%	32.1%	0.0%	0.0%	-120.8%	-357	90.6K	-282	0.00	88.90	N/A	N/A	0	0	850	712
2024-07-25	$1.73	$2.50	85.1%	24.4%	46.0%	14.3%	0.0%	0.0%	6.0%	-386	85.9K	-333	0.00	59.77	N/A	N/A	0	0	850	712
2024-07-26	$1.79	$2.50	98.5%	28.2%	45.5%	17.8%	0.0%	0.0%	5.7%	-248	77.0K	-382	0.00	103.61	N/A	N/A	0	30	850	712
2024-07-29	$1.75	$2.50	112.4%	32.2%	46.7%	21.5%	0.0%	0.0%	58.6%	-393	75.5K	-363	0.00	103.61	N/A	N/A	0	0	850	712
2024-07-30	$1.79	$2.50	101.0%	29.0%	47.0%	18.5%	128.9%	0.0%	57.1%	-393	80.2K	-382	55.00	106.86	N/A	N/A	1	55	850	712
2024-07-31	$1.77	$2.50	102.7%	29.4%	47.4%	18.9%	128.1%	0.0%	106.1%	-407	63.5K	-425	0.00	98.74	N/A	N/A	0	22	851	723