FTAG Options History — May 2016

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

In May 2016, FTAG traded between $19.81 and $21.15. ATM implied volatility averaged 34.9%. The 30-day expected move averaged 9.9%. IV traded below realized volatility by 6.1% (HV 20d: 41.0%). Max pain ranged from $1.00 to $22.00. Net GEX was positive for 14 of 16 trading days. Term structure was in contango for 11 of 16 days. Put/call ratio averaged 0.21.

Notable Days

2016-05-04: Highest Volume — 39 contracts
2016-05-04: Largest IV spike — 611.1% change
2016-05-04: Largest Expected Move — 15.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.71	$19.81	$21.15	$21.01	$20.85
Max Pain	$19.38	$1.00	$22.00	$1.00	$22.00
ATM IV	34.9%	7.5%	53.1%	7.5%	36.0%
Expected Move	9.9%	2.1%	15.2%	2.1%	10.3%
HV 20d	41.0%	34.4%	44.2%	35.4%	34.4%
HV 60d	31.5%	28.8%	32.2%	28.8%	32.2%
Term Structure	54.4%	-4.9%	182.7%	182.7%	-4.9%
VWIV	34.9%	30.3%	42.5%	37.4%	35.1%
Skew 25d	6.3%	-32.8%	14.0%	-32.8%	5.2%
Skew 10d	12.0%	-32.8%	77.8%	-32.8%	9.1%
Call IV 25d	45.7%	28.8%	203.3%	203.3%	35.1%
Put IV 25d	52.0%	34.7%	170.5%	170.5%	40.3%
Bid-Ask Spread %	170.40	144.24	189.22	177.94	185.94
Gamma HHI	0.86	0.70	1.00	1.00	0.95
Net GEX	232	-11	794	-10	728
Net DEX	-78.2K	-124.4K	59	-123.5K	-7.3K
Net VEX	-20	-45	-2	-9	-39
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.21	0.11	0.36	0.12	0.36
Total Volume	29.938	15	39	38	15
Total OI	54.313	16	74	70	26

Daily Data (16 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
2016-05-03	$21.01	$1.00	7.5%	2.1%	35.4%	0.0%	0.0%	-32.8%	182.7%	-10	-123.5K	-9	0.12	177.94	34	4	59	11
2016-05-04	$20.80	$1.00	53.1%	15.2%	35.5%	0.0%	0.0%	5.5%	-2.7%	-11	-122.2K	-10	0.11	159.57	35	4	59	11
2016-05-05	$19.81	$22.00	42.0%	12.4%	39.6%	0.0%	37.4%	10.8%	105.8%	52	-117.0K	-12	0.11	154.90	35	4	60	11
2016-05-06	$20.85	$22.00	45.6%	12.6%	43.6%	0.0%	42.5%	10.4%	86.8%	47	-123.4K	-10	0.11	148.81	35	4	60	11
2016-05-10	$21.00	$22.00	38.8%	9.0%	43.6%	0.0%	33.4%	11.9%	16.9%	71	-124.4K	-7	0.11	179.71	35	4	60	11
2016-05-16	$20.66	$22.00	34.9%	10.0%	44.1%	0.0%	30.3%	14.0%	99.7%	52	-119.7K	-13	0.11	163.87	35	4	59	15
2016-05-17	$20.66	$22.00	31.8%	9.1%	43.7%	0.0%	31.7%	3.1%	95.8%	61	-119.7K	-12	0.11	180.80	35	4	59	15
2016-05-18	$20.35	$22.00	35.0%	10.0%	44.1%	0.0%	32.1%	11.7%	111.3%	51	-117.7K	-14	0.11	173.84	35	4	59	15
2016-05-19	$20.43	$22.00	36.0%	10.3%	44.1%	0.0%	31.9%	12.5%	99.5%	65	-119.0K	-2	0.11	144.24	35	4	59	15
2016-05-20	$20.64	$22.00	31.3%	9.0%	44.2%	0.0%	34.5%	10.2%	21.7%	70	-119.7K	-12	0.11	169.58	35	4	59	15
2016-05-23	$20.63	$22.00	34.2%	9.8%	43.9%	0.0%	38.5%	2.2%	-3.0%	66	59	-12	0.36	169.54	11	4	1	15
2016-05-24	$20.81	$22.00	31.4%	9.0%	40.4%	0.0%	35.6%	9.3%	1.7%	794	-8.3K	-45	0.36	175.47	11	4	11	15
2016-05-25	$20.81	$22.00	32.2%	9.2%	40.4%	0.0%	31.8%	4.8%	64.2%	293	-10.8K	-43	0.36	189.22	11	4	11	15
2016-05-26	$21.15	$22.00	34.4%	9.8%	41.0%	0.0%	36.3%	8.1%	-3.1%	765	-10.0K	-33	0.36	175.01	11	4	11	15
2016-05-27	$20.95	$22.00	33.9%	9.7%	37.4%	0.0%	38.0%	13.9%	-2.3%	619	-9.1K	-45	0.36	177.97	11	4	11	15
2016-05-31	$20.85	$22.00	36.0%	10.3%	34.4%	0.0%	35.1%	5.2%	-4.9%	728	-7.3K	-39	0.36	185.94	11	4	11	15