FSP Options History — October 2024

In October 2024, FSP traded between $1.58 and $1.83. ATM implied volatility averaged 97.4%, placing in the 17.5% IV rank vs the trailing year. The 30-day expected move averaged 27.9%. IV traded above realized volatility by 60.5% (HV 20d: 36.8%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 15 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.00.

Notable Days

2024-10-09: Highest Volume — 270 contracts
2024-10-29: Largest IV spike — 66.1% change
2024-10-29: Highest IV Rank — 31.8%
2024-10-29: Largest Expected Move — 43.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.70	$1.58	$1.83	$1.71	$1.79
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	97.4%	73.6%	150.9%	94.0%	97.9%
Expected Move	27.9%	21.1%	43.3%	26.9%	28.1%
HV 20d	36.8%	30.0%	42.3%	41.7%	30.0%
HV 60d	43.5%	36.0%	47.6%	47.2%	36.2%
IV Rank	17.5%	11.2%	31.8%	16.6%	17.7%
IV Percentile	60.6%	43.3%	89.3%	61.1%	65.9%
Term Structure	-20.5%	-113.5%	69.4%	69.1%	-23.1%
VWIV	131.1%	131.1%	131.1%	131.1%	131.1%
Bid-Ask Spread %	90.34	72.27	107.10	87.48	87.63
Gamma HHI	1.00	0.94	1.00	1.00	1.00
Net GEX	42	-314	358	87	225
Net DEX	36.2K	17.2K	48.5K	30.4K	40.5K
Net VEX	-172	-248	-118	-228	-155
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	20.696	0	270	0	0
Total OI	1,262.13	1,052	1,426	1,156	1,259

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2024-10-01	$1.71	$2.50	94.0%	26.9%	41.7%	16.6%	0.0%	0.0%	69.1%	87	30.4K	-228	87.48	N/A	N/A	0	773	383
2024-10-02	$1.67	$2.50	103.3%	29.6%	41.7%	19.1%	0.0%	0.0%	69.4%	41	32.6K	-198	86.56	N/A	N/A	0	773	383
2024-10-03	$1.62	$0.00	112.2%	34.9%	42.3%	21.5%	0.0%	0.0%	-103.0%	31	30.5K	-193	104.25	N/A	N/A	0	773	383
2024-10-04	$1.63	$0.00	117.3%	35.3%	41.6%	22.8%	0.0%	0.0%	-113.5%	-5	34.1K	-184	105.25	N/A	N/A	0	773	383
2024-10-07	$1.62	$0.00	143.5%	36.6%	41.1%	29.8%	0.0%	0.0%	-47.9%	96	17.2K	-248	106.23	N/A	N/A	0	773	383
2024-10-08	$1.63	$0.00	138.5%	39.0%	39.6%	28.5%	0.0%	0.0%	-110.7%	-32	40.4K	-179	107.10	N/A	N/A	0	773	383
2024-10-09	$1.65	$0.00	112.8%	32.3%	38.3%	21.6%	131.1%	0.0%	-77.7%	-263	40.5K	-136	86.30	N/A	N/A	270	773	383
2024-10-10	$1.58	$2.50	77.5%	22.2%	35.9%	12.3%	0.0%	0.0%	-6.5%	-238	37.7K	-133	89.85	N/A	N/A	0	1,043	383
2024-10-11	$1.58	$2.50	87.4%	25.1%	35.5%	14.9%	0.0%	0.0%	-24.5%	-184	31.4K	-127	86.06	N/A	N/A	0	1,043	383
2024-10-14	$1.60	$2.50	92.5%	26.5%	35.2%	16.2%	0.0%	0.0%	-26.5%	-247	38.1K	-133	87.26	N/A	N/A	0	1,043	383
2024-10-15	$1.65	$2.50	89.4%	25.6%	36.0%	15.4%	0.0%	0.0%	-26.0%	-248	38.6K	-140	87.57	N/A	N/A	0	1,043	383
2024-10-16	$1.67	$2.50	83.1%	23.8%	36.4%	13.7%	0.0%	0.0%	-8.8%	-314	48.5K	-118	87.34	N/A	N/A	0	1,043	383
2024-10-17	$1.73	$2.50	73.6%	21.1%	37.8%	11.2%	0.0%	0.0%	-8.6%	103	42.3K	-184	86.90	N/A	N/A	0	1,043	383
2024-10-18	$1.77	$2.50	77.8%	22.3%	38.5%	12.3%	0.0%	0.0%	-8.5%	184	39.9K	-202	92.20	N/A	N/A	0	1,043	383
2024-10-21	$1.75	$2.50	81.1%	23.3%	34.9%	13.2%	0.0%	0.0%	-11.0%	217	33.4K	-186	86.90	N/A	N/A	60	722	330
2024-10-22	$1.77	$2.50	83.9%	24.1%	35.1%	13.9%	0.0%	0.0%	-11.5%	185	33.9K	-182	92.10	N/A	N/A	141	782	330
2024-10-23	$1.75	$2.50	84.5%	24.2%	35.4%	14.1%	0.0%	0.0%	52.4%	327	22.1K	-239	88.25	N/A	N/A	1	923	330
2024-10-24	$1.79	$2.50	81.1%	23.2%	36.0%	13.2%	0.0%	0.0%	-13.0%	135	36.8K	-176	87.29	N/A	N/A	1	924	330
2024-10-25	$1.77	$2.50	81.5%	23.4%	35.1%	13.3%	0.0%	0.0%	-14.5%	95	44.3K	-124	87.24	N/A	N/A	1	925	330
2024-10-28	$1.81	$2.50	90.8%	26.0%	33.9%	15.8%	0.0%	0.0%	-17.3%	267	40.6K	-159	89.44	N/A	N/A	0	926	330
2024-10-29	$1.83	$2.50	150.9%	43.3%	32.7%	31.8%	0.0%	0.0%	11.1%	358	33.6K	-198	72.27	N/A	N/A	0	927	330
2024-10-30	$1.79	$2.50	85.1%	24.4%	32.5%	14.3%	0.0%	0.0%	-21.1%	153	44.4K	-129	86.43	N/A	N/A	2	927	330
2024-10-31	$1.79	$2.50	97.9%	28.1%	30.0%	17.7%	0.0%	0.0%	-23.1%	225	40.5K	-155	87.63	N/A	N/A	0	929	330