FSP Options History — December 2024

In December 2024, FSP traded between $1.79 and $2.09. ATM implied volatility averaged 93.0%, placing in the 16.4% IV rank vs the trailing year. The 30-day expected move averaged 27.0%. IV traded above realized volatility by 45.5% (HV 20d: 47.6%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.44.

Notable Days

2024-12-16: Highest Volume — 31 contracts
2024-12-10: Largest IV spike — 82.5% change
2024-12-10: Highest IV Rank — 35.1%
2024-12-10: Largest Expected Move — 37.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.89	$1.79	$2.09	$1.88	$1.85
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	93.0%	69.7%	163.5%	79.0%	123.3%
Expected Move	27.0%	20.0%	37.5%	22.7%	35.3%
HV 20d	47.6%	39.8%	56.4%	44.6%	50.7%
HV 60d	43.1%	39.8%	45.8%	41.3%	44.5%
IV Rank	16.4%	10.2%	35.1%	12.7%	24.4%
IV Percentile	56.5%	36.1%	91.3%	44.4%	77.4%
Term Structure	-19.4%	-106.3%	141.7%	75.0%	-14.0%
Bid-Ask Spread %	111.79	89.12	136.11	90.62	108.64
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	-398	-605	-278	-372	-364
Net DEX	52.7K	39.7K	59.9K	51.0K	52.8K
Net VEX	-112	-148	-72	-120	-89
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.44	0.00	5.20	0.00	0.00
Total Volume	6.238	0	31	0	8
Total OI	896.095	456	1,120	1,013	460

Daily Data (21 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
2024-12-02	$1.88	$2.50	79.0%	22.7%	44.6%	12.7%	0.0%	0.0%	75.0%	-372	51.0K	-120	0.00	90.62	N/A	N/A	0	0	657	356
2024-12-03	$1.81	$2.50	84.6%	24.3%	45.6%	14.1%	0.0%	0.0%	36.9%	-317	51.4K	-105	0.00	89.36	N/A	N/A	10	0	657	356
2024-12-04	$1.85	$2.50	81.2%	23.3%	43.5%	13.2%	0.0%	0.0%	65.1%	-340	53.9K	-107	0.00	89.12	N/A	N/A	10	0	667	356
2024-12-05	$1.83	$2.50	91.8%	30.9%	39.8%	16.0%	0.0%	0.0%	-95.6%	-305	56.1K	-83	0.00	111.36	N/A	N/A	10	0	677	356
2024-12-06	$1.85	$2.50	86.8%	31.3%	40.0%	14.7%	0.0%	0.0%	-89.0%	-346	52.1K	-105	0.00	109.61	N/A	N/A	10	0	687	356
2024-12-09	$1.88	$2.50	89.6%	31.0%	40.3%	15.5%	0.0%	0.0%	-91.6%	-362	55.0K	-105	0.00	108.36	N/A	N/A	10	0	697	356
2024-12-10	$1.79	$2.50	163.5%	37.5%	42.5%	35.1%	0.0%	0.0%	-106.3%	-278	55.0K	-80	0.00	114.03	N/A	N/A	15	0	707	356
2024-12-11	$1.87	$2.50	105.1%	30.1%	45.4%	19.6%	0.0%	0.0%	-95.5%	-358	53.6K	-103	0.00	109.14	N/A	N/A	11	0	717	356
2024-12-12	$1.90	$2.50	69.7%	20.0%	45.7%	10.2%	0.0%	0.0%	-14.0%	-387	51.2K	-126	0.00	122.75	N/A	N/A	10	0	728	356
2024-12-13	$2.01	$2.50	93.4%	26.8%	47.6%	16.5%	0.0%	0.0%	-83.5%	-496	51.7K	-142	0.00	135.34	N/A	N/A	0	0	738	356
2024-12-16	$2.09	$2.50	87.7%	25.1%	49.1%	15.0%	0.0%	0.0%	-83.7%	-605	52.3K	-143	5.20	135.65	N/A	N/A	5	26	738	356
2024-12-17	$2.04	$2.50	73.3%	21.0%	49.9%	11.1%	0.0%	0.0%	-42.2%	-599	57.7K	-143	0.00	134.50	N/A	N/A	0	1	738	382
2024-12-18	$1.90	$2.50	88.3%	25.3%	56.4%	15.1%	0.0%	0.0%	-49.7%	-430	58.4K	-111	0.00	110.00	N/A	N/A	1	0	738	381
2024-12-19	$1.87	$2.50	88.8%	25.4%	55.3%	15.2%	0.0%	0.0%	0.0%	-401	57.2K	-110	0.00	107.31	N/A	N/A	0	0	739	381
2024-12-20	$1.92	$2.50	85.6%	24.5%	50.2%	14.4%	0.0%	0.0%	141.7%	-445	59.9K	-111	0.00	108.92	N/A	N/A	0	0	739	381
2024-12-23	$1.90	$2.50	89.6%	25.7%	50.2%	15.5%	0.0%	0.0%	27.8%	-400	39.7K	-148	0.00	136.11	N/A	N/A	1	0	115	341
2024-12-24	$1.88	$2.50	97.6%	28.0%	50.2%	17.6%	0.0%	0.0%	1.2%	-388	40.4K	-146	0.50	107.31	N/A	N/A	2	1	116	341
2024-12-26	$1.90	$2.50	81.4%	23.3%	50.4%	13.3%	0.0%	0.0%	41.7%	-426	51.0K	-106	0.00	123.33	N/A	N/A	0	0	118	342
2024-12-27	$1.89	$2.50	82.7%	23.7%	50.3%	13.6%	0.0%	0.0%	-1.7%	-415	51.6K	-104	0.00	90.62	N/A	N/A	0	0	118	342
2024-12-30	$1.84	$2.50	110.6%	31.7%	51.1%	21.0%	0.0%	0.0%	-11.5%	-328	54.7K	-72	0.00	105.59	N/A	N/A	0	0	118	342
2024-12-31	$1.85	$2.50	123.3%	35.3%	50.7%	24.4%	0.0%	0.0%	-14.0%	-364	52.8K	-89	0.00	108.64	N/A	N/A	8	0	118	342