FSP Options History — November 2024 In November 2024, FSP traded between $1.81 and $1.96. ATM implied volatility averaged 90.7%, placing in the 15.8% IV rank vs the trailing year. The 30-day expected move averaged 19.3%. IV traded above realized volatility by 45.4% (HV 20d: 45.3%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-11-20 : Highest Volume — 206 contracts2024-11-07 : Largest IV spike — 108.6% change2024-11-07 : Highest IV Rank — 45.0%2024-11-14 : Largest Expected Move — 32.0%Monthly Statistics Metric Avg Min Max Open Close Price $1.90 $1.81 $1.96 $1.92 $1.92 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 90.7% 56.5% 200.6% 73.3% 68.0% Expected Move 19.3% 15.4% 32.0% 21.0% 19.5% HV 20d 45.3% 37.7% 51.6% 37.9% 50.5% HV 60d 40.5% 38.8% 42.2% 38.8% 41.4% IV Rank 15.8% 6.6% 45.0% 11.1% 9.7% IV Percentile 53.0% 30.6% 96.8% 42.5% 36.1% Term Structure 30.4% -89.2% 151.7% 25.8% 74.2% VWIV 63.0% 46.5% 79.6% 46.5% 79.6% Bid-Ask Spread % 106.84 88.67 135.81 89.28 88.67 Gamma HHI 1.00 0.99 1.00 1.00 1.00 Net GEX -11 -532 506 506 -407 Net DEX 44.3K 21.7K 56.8K 21.7K 54.1K Net VEX -158 -249 -90 -249 -115 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.05 0.00 0.00 Total Volume 27.75 0 206 25 10 Total OI 1,129.55 878 1,293 1,259 1,003
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 2024-11-01 $1.92 $2.50 73.3% 21.0% 37.9% 11.1% 0.0% 0.0% 25.8% 506 21.7K -249 0.00 89.28 N/A N/A 0 25 929 330 2024-11-04 $1.96 $2.50 87.1% 15.4% 37.7% 14.8% 46.5% 0.0% -8.4% 442 36.2K -227 0.00 117.37 N/A N/A 11 0 929 354 2024-11-05 $1.87 $2.50 104.8% 25.7% 42.8% 19.5% 0.0% 0.0% -89.2% 350 30.2K -218 0.00 109.72 N/A N/A 0 0 939 354 2024-11-06 $1.96 $2.50 96.2% 15.7% 45.1% 17.2% 0.0% 0.0% 6.8% 436 36.6K -224 0.00 127.65 N/A N/A 20 0 939 354 2024-11-07 $1.94 $2.50 200.6% 15.7% 41.4% 45.0% 0.0% 0.0% -4.5% 334 42.5K -192 0.00 123.05 N/A N/A 0 0 939 354 2024-11-08 $1.96 $2.50 108.9% 16.1% 41.2% 20.6% 0.0% 0.0% -15.6% 438 36.4K -221 0.00 91.02 N/A N/A 0 25 939 354 2024-11-11 $1.90 $2.50 151.8% 16.0% 43.8% 32.0% 0.0% 0.0% -18.7% 217 47.8K -147 0.00 90.34 N/A N/A 0 0 939 354 2024-11-12 $1.92 $2.50 157.5% 21.1% 43.0% 33.5% 0.0% 0.0% -39.7% 397 37.1K -191 0.00 111.61 N/A N/A 0 0 939 354 2024-11-13 $1.90 $2.50 57.2% 16.4% 43.4% 6.8% 0.0% 0.0% -14.0% 231 49.5K -135 0.00 130.72 N/A N/A 0 0 939 354 2024-11-14 $1.83 $2.50 111.8% 32.0% 44.7% 21.4% 0.0% 0.0% 0.0% 314 23.6K -218 0.00 135.81 N/A N/A 0 0 939 354 2024-11-15 $1.85 $2.50 68.5% 19.7% 44.2% 9.9% 0.0% 0.0% 151.7% -493 51.7K -113 0.00 122.97 N/A N/A 30 0 939 354 2024-11-18 $1.83 $2.50 70.8% 20.3% 44.2% 10.4% 0.0% 0.0% 60.3% -469 54.5K -91 0.00 90.37 N/A N/A 3 0 578 354 2024-11-19 $1.87 $2.50 59.9% 17.2% 44.6% 7.6% 0.0% 0.0% 57.3% -511 55.6K -93 0.00 89.12 N/A N/A 100 0 579 354 2024-11-20 $1.81 $2.50 56.5% 16.2% 46.1% 6.6% 0.0% 0.0% 76.7% -450 53.3K -90 0.00 108.62 N/A N/A 206 0 524 354 2024-11-21 $1.94 $2.50 88.4% 25.4% 51.6% 15.2% 0.0% 0.0% 72.4% 309 38.5K -168 0.00 103.51 N/A N/A 33 0 524 354 2024-11-22 $1.92 $2.50 65.6% 18.8% 51.5% 9.1% 0.0% 0.0% 48.0% -504 51.9K -123 0.00 122.62 N/A N/A 0 1 557 354 2024-11-25 $1.94 $2.50 56.7% 16.3% 51.2% 6.7% 0.0% 0.0% 73.3% -532 56.8K -101 0.00 92.11 N/A N/A 60 0 557 355 2024-11-26 $1.94 $2.50 65.0% 18.6% 51.1% 8.9% 79.6% 0.0% 47.5% -428 53.4K -126 0.05 101.29 N/A N/A 20 1 617 355 2024-11-27 $1.92 $2.50 65.2% 18.7% 50.5% 9.0% 0.0% 0.0% 74.1% -407 54.0K -125 0.00 90.91 N/A N/A 10 0 637 356 2024-11-29 $1.92 $2.50 68.0% 19.5% 50.5% 9.7% 0.0% 0.0% 74.2% -407 54.1K -115 0.00 88.67 N/A N/A 10 0 647 356
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