FSP Options History — September 2024

In September 2024, FSP traded between $1.62 and $1.79. ATM implied volatility averaged 97.5%, placing in the 17.6% IV rank vs the trailing year. The 30-day expected move averaged 26.6%. IV traded above realized volatility by 58.2% (HV 20d: 39.3%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.01.

Notable Days

2024-09-10: Highest Volume — 348 contracts
2024-09-12: Largest IV spike — 77.6% change
2024-09-09: Highest IV Rank — 26.7%
2024-09-17: Largest Expected Move — 37.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.71	$1.62	$1.79	$1.77	$1.75
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	97.5%	64.2%	132.0%	90.6%	85.4%
Expected Move	26.6%	18.4%	37.7%	26.0%	24.5%
HV 20d	39.3%	33.2%	43.2%	33.2%	41.1%
HV 60d	46.6%	45.3%	47.5%	46.6%	47.2%
IV Rank	17.6%	8.7%	26.7%	15.7%	14.3%
IV Percentile	58.8%	37.3%	79.8%	55.6%	52.4%
Term Structure	21.7%	-125.9%	280.6%	68.5%	68.7%
VWIV	109.8%	72.4%	173.9%	107.0%	85.7%
Bid-Ask Spread %	95.11	85.77	112.70	88.22	86.41
Gamma HHI	0.97	0.94	1.00	0.95	1.00
Net GEX	10	-191	143	-89	143
Net DEX	49.5K	18.1K	73.8K	64.8K	26.6K
Net VEX	-237	-280	-154	-244	-230
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.01	0.00	0.05	0.00	0.00
Total Volume	25.05	0	348	30	2
Total OI	1,309.9	1,106	1,535	1,130	1,154

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
2024-09-03	$1.77	$2.50	90.6%	26.0%	33.2%	15.7%	0.0%	0.0%	68.5%	-89	64.8K	-244	0.00	88.22	N/A	N/A	30	0	586	544
2024-09-04	$1.73	$2.50	89.3%	25.6%	34.8%	15.4%	0.0%	0.0%	16.1%	-147	71.3K	-203	0.00	87.24	N/A	N/A	0	0	616	544
2024-09-05	$1.69	$2.50	98.7%	23.9%	36.2%	17.9%	0.0%	0.0%	-37.5%	-135	70.2K	-198	0.00	104.61	N/A	N/A	0	0	616	544
2024-09-06	$1.65	$2.50	108.9%	25.5%	37.5%	20.6%	107.0%	0.0%	-39.8%	-142	68.4K	-188	0.00	106.27	N/A	N/A	1	0	676	544
2024-09-09	$1.62	$2.50	132.0%	36.6%	38.3%	26.7%	173.9%	0.0%	-74.3%	-168	62.3K	-204	0.00	106.31	N/A	N/A	10	0	677	544
2024-09-10	$1.67	$2.50	131.4%	21.6%	38.0%	26.6%	72.4%	0.0%	-28.4%	-191	73.8K	-154	0.00	87.52	N/A	N/A	348	0	687	544
2024-09-11	$1.62	$2.50	72.2%	20.7%	39.1%	10.8%	0.0%	0.0%	47.4%	103	43.8K	-266	0.05	86.30	N/A	N/A	20	1	971	544
2024-09-12	$1.71	$2.50	128.1%	36.7%	43.2%	25.7%	0.0%	0.0%	-125.9%	6	63.6K	-218	0.00	106.92	N/A	N/A	0	0	991	544
2024-09-13	$1.73	$2.50	123.7%	35.5%	43.1%	24.5%	0.0%	0.0%	-68.1%	81	51.4K	-275	0.00	105.75	N/A	N/A	0	0	991	544
2024-09-16	$1.69	$2.50	128.0%	36.7%	41.5%	25.7%	0.0%	0.0%	-76.7%	79	47.5K	-267	0.00	112.70	N/A	N/A	0	0	991	544
2024-09-17	$1.73	$2.50	131.4%	37.7%	40.2%	26.6%	0.0%	0.0%	-76.6%	70	49.4K	-273	0.00	106.35	N/A	N/A	0	0	991	544
2024-09-18	$1.73	$2.50	73.3%	21.0%	40.2%	11.1%	0.0%	0.0%	26.1%	82	49.9K	-270	0.00	85.77	N/A	N/A	0	0	991	544
2024-09-19	$1.77	$2.50	69.1%	19.8%	40.7%	10.0%	0.0%	0.0%	280.6%	92	65.0K	-232	0.00	98.92	N/A	N/A	0	40	991	544
2024-09-20	$1.79	$2.50	64.2%	18.4%	40.7%	8.7%	0.0%	0.0%	116.0%	52	64.5K	-228	0.00	87.69	N/A	N/A	0	1	991	544
2024-09-23	$1.71	$2.50	87.1%	25.0%	40.2%	14.8%	85.7%	0.0%	52.9%	-39	39.9K	-199	0.00	86.90	N/A	N/A	28	0	723	383
2024-09-24	$1.71	$2.50	79.3%	22.7%	39.9%	12.7%	0.0%	0.0%	71.5%	102	21.7K	-280	0.00	86.90	N/A	N/A	0	0	751	383
2024-09-25	$1.71	$2.50	81.0%	23.2%	39.0%	13.2%	0.0%	0.0%	71.4%	98	19.8K	-280	0.00	97.29	N/A	N/A	0	0	751	383
2024-09-26	$1.73	$2.50	84.4%	24.2%	39.0%	14.1%	0.0%	0.0%	70.6%	86	18.4K	-274	0.00	86.90	N/A	N/A	20	0	751	383
2024-09-27	$1.69	$2.50	91.9%	26.4%	39.9%	16.1%	0.0%	0.0%	71.7%	109	18.1K	-266	0.00	87.19	N/A	N/A	0	0	771	383
2024-09-30	$1.75	$2.50	85.4%	24.5%	41.1%	14.3%	0.0%	0.0%	68.7%	143	26.6K	-230	0.00	86.41	N/A	N/A	2	0	771	383