FTAG Options History — April 2016

Name: FTAG Options Analytics - April 2016
Creator: Options Analysis Suite

In April 2016, FTAG traded between $19.90 and $21.75. ATM implied volatility averaged 47.9%. The 30-day expected move averaged 18.1%. IV traded above realized volatility by 18.4% (HV 20d: 29.5%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.40.

Notable Days

2016-04-04: Highest Volume — 12 contracts
2016-04-07: Largest IV spike — 1861.6% change
2016-04-04: Largest Expected Move — 57.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.77	$19.90	$21.75	$20.30	$21.40
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	47.9%	1.2%	182.0%	50.3%	1.2%
Expected Move	18.1%	0.4%	57.4%	57.4%	5.5%
HV 20d	29.5%	24.4%	34.8%	32.9%	34.8%
HV 60d	27.7%	25.6%	29.8%	29.7%	28.8%
Term Structure	-23.2%	-140.6%	114.6%	-72.6%	-7.7%
VWIV	81.8%	4.6%	186.2%	95.9%	50.5%
Skew 25d	4.6%	-26.0%	32.4%	18.9%	15.3%
Skew 10d	20.2%	13.4%	28.5%	28.5%	13.4%
Call IV 25d	74.7%	41.2%	145.6%	64.6%	145.6%
Put IV 25d	79.3%	36.7%	160.9%	83.5%	160.9%
Bid-Ask Spread %	160.18	138.31	172.96	147.63	171.91
Gamma HHI	0.86	0.48	1.00	0.65	1.00
Net GEX	25	-48	96	81	76
Net DEX	-880	-5.4K	976	-5.4K	-1.1K
Net VEX	-15	-38	-6	-38	-14
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.40	0.09	0.70	0.70	0.12
Total Volume	10.05	8	12	12	8
Total OI	15.6	14	17	17	15

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 Vol	Put Vol	Call OI	Put OI
2016-04-04	$20.30	$5.00	50.3%	57.4%	32.9%	0.0%	95.9%	18.9%	-72.6%	81	-5.4K	-38	0.70	147.63	7	5	12	5
2016-04-05	$20.15	$5.00	5.6%	36.5%	32.9%	0.0%	186.2%	2.7%	-140.6%	-36	203	-17	0.70	138.97	7	5	12	5
2016-04-06	$19.95	$5.00	9.3%	1.2%	30.5%	0.0%	0.0%	0.0%	114.6%	61	-382	-13	0.70	171.94	7	5	12	5
2016-04-07	$20.00	$5.00	182.0%	1.3%	29.6%	0.0%	4.6%	0.0%	5.1%	-48	976	-16	0.68	169.19	7	5	12	5
2016-04-08	$19.95	$5.00	101.1%	34.0%	29.5%	0.0%	91.1%	0.0%	-42.4%	-43	766	-16	0.68	164.06	7	5	12	5
2016-04-11	$19.90	$5.00	80.8%	18.0%	29.5%	0.0%	62.8%	-26.0%	91.2%	10	179	-13	0.68	140.47	7	5	12	5
2016-04-12	$20.25	$5.00	45.2%	13.0%	29.9%	0.0%	42.3%	0.0%	-37.8%	-4	217	-15	0.68	156.19	7	5	12	5
2016-04-13	$20.30	$5.00	76.4%	21.9%	27.9%	0.0%	73.8%	-15.7%	-72.7%	-18	-751	-14	0.68	148.25	7	5	12	5
2016-04-14	$20.35	$5.00	134.2%	38.5%	27.0%	0.0%	168.9%	32.4%	-59.2%	-32	-273	-15	0.68	138.31	7	5	12	5
2016-04-15	$20.50	$5.00	9.2%	2.6%	26.9%	0.0%	41.9%	0.0%	-33.6%	96	-962	-13	0.68	163.69	7	5	12	5
2016-04-18	$20.75	$5.00	1.3%	0.4%	24.4%	0.0%	0.0%	15.3%	0.0%	49	-1.8K	-9	0.32	151.70	7	2	12	2
2016-04-19	$21.75	$5.00	17.5%	5.0%	25.9%	0.0%	0.0%	0.0%	0.0%	-33	-659	-12	0.09	172.96	7	1	12	2
2016-04-20	$21.75	$5.00	8.0%	0.0%	25.7%	0.0%	0.0%	0.0%	0.0%	66	-1.8K	-11	0.09	170.86	7	1	12	2
2016-04-21	$21.75	$5.00	1.2%	0.0%	25.3%	0.0%	0.0%	0.0%	0.0%	8	-1.2K	-14	0.09	171.87	7	1	12	2
2016-04-22	$20.75	$5.00	8.7%	0.0%	29.2%	0.0%	0.0%	0.0%	0.0%	93	-1.9K	-6	0.09	171.48	7	1	12	2
2016-04-25	$21.60	$5.00	12.9%	0.0%	32.0%	0.0%	0.0%	0.0%	0.0%	6	-1.2K	-14	0.09	159.31	7	1	12	2
2016-04-26	$21.60	$5.00	19.1%	5.5%	32.0%	0.0%	0.0%	0.0%	0.0%	63	-1.1K	-13	0.09	168.63	7	1	12	2
2016-04-27	$21.65	$5.00	13.4%	0.0%	30.4%	0.0%	0.0%	0.0%	0.0%	10	-1.4K	-13	0.12	171.89	7	1	12	2
2016-04-28	$20.80	$5.00	181.1%	0.0%	33.4%	0.0%	50.5%	0.0%	-7.7%	86	-5	-19	0.12	154.32	7	1	12	3
2016-04-29	$21.40	$5.00	1.2%	0.0%	34.8%	0.0%	0.0%	0.0%	0.0%	76	-1.1K	-14	0.12	171.91	7	1	12	3