FTAG Options History — June 2016

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

In June 2016, FTAG traded between $19.26 and $21.83. ATM implied volatility averaged 48.1%. The 30-day expected move averaged 14.7%. IV traded above realized volatility by 19.5% (HV 20d: 28.6%). Max pain ranged from $22.00 to $22.00. Net GEX was positive for 17 of 17 trading days. Term structure was in contango for 12 of 17 days. Put/call ratio averaged 0.47.

Notable Days

2016-06-27: Highest Volume — 17 contracts
2016-06-15: Largest IV spike — 160.3% change
2016-06-16: Largest Expected Move — 31.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.80	$19.26	$21.83	$20.85	$20.46
Max Pain	$22.00	$22.00	$22.00	$22.00	$22.00
ATM IV	48.1%	34.2%	109.2%	38.4%	40.7%
Expected Move	14.7%	8.5%	31.3%	30.1%	11.7%
HV 20d	28.6%	19.0%	37.4%	34.4%	37.4%
HV 60d	32.8%	31.8%	35.6%	32.1%	34.7%
Term Structure	54.8%	-20.2%	121.9%	46.4%	-1.3%
VWIV	52.1%	24.3%	120.3%	102.7%	39.9%
Skew 25d	10.7%	-11.8%	22.0%	22.0%	2.3%
Skew 10d	17.7%	-8.9%	57.6%	57.6%	2.4%
Call IV 25d	58.5%	33.7%	156.4%	122.7%	38.2%
Put IV 25d	69.3%	40.5%	164.6%	144.8%	40.5%
Bid-Ask Spread %	151.17	141.04	163.51	148.65	141.04
Gamma HHI	0.85	0.39	0.99	0.92	0.65
Net GEX	580	14	916	316	426
Net DEX	-6.5K	-12.5K	2.7K	-11.3K	782
Net VEX	-33	-39	-21	-39	-26
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.47	0.36	0.70	0.36	0.70
Total Volume	15.588	15	17	15	17
Total OI	26.412	25	28	26	28

Daily Data (17 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
2016-06-02	$20.85	$22.00	38.4%	30.1%	34.4%	0.0%	102.7%	22.0%	46.4%	316	-11.3K	-39	0.36	148.65	11	4	11	15
2016-06-03	$21.23	$22.00	38.0%	8.9%	35.1%	0.0%	28.4%	10.8%	106.6%	901	-10.2K	-32	0.36	153.53	11	4	11	15
2016-06-06	$21.58	$22.00	36.1%	8.5%	32.3%	0.0%	24.3%	12.0%	30.5%	886	-12.5K	-31	0.36	156.02	11	4	11	15
2016-06-08	$21.83	$22.00	35.3%	10.1%	31.0%	0.0%	33.0%	9.0%	107.9%	916	-11.1K	-39	0.36	149.59	11	4	11	15
2016-06-09	$21.45	$22.00	45.0%	12.9%	31.0%	0.0%	37.2%	16.4%	103.3%	839	-9.8K	-36	0.36	152.18	11	4	11	15
2016-06-10	$21.27	$22.00	34.2%	9.8%	30.9%	0.0%	37.7%	11.0%	111.1%	843	-7.9K	-38	0.36	163.51	11	4	11	15
2016-06-13	$20.97	$22.00	39.3%	11.3%	25.4%	0.0%	44.6%	11.5%	121.9%	766	-7.0K	-37	0.36	154.15	11	4	11	15
2016-06-14	$20.46	$22.00	41.3%	11.8%	20.0%	0.0%	41.3%	16.3%	117.3%	722	-5.9K	-34	0.36	145.00	11	4	11	15
2016-06-15	$20.46	$22.00	107.4%	30.8%	19.8%	0.0%	118.3%	10.6%	51.3%	269	-9.5K	-34	0.36	151.99	11	4	11	15
2016-06-16	$20.46	$22.00	109.2%	31.3%	19.0%	0.0%	120.3%	8.2%	50.8%	247	-9.7K	-34	0.36	154.80	11	4	11	15
2016-06-17	$20.98	$22.00	36.9%	10.6%	21.0%	0.0%	33.9%	15.4%	117.2%	738	-5.4K	-32	0.36	144.03	11	4	11	15
2016-06-22	$21.10	$22.00	42.3%	12.1%	20.2%	0.0%	40.2%	4.3%	-3.9%	755	-8.2K	-32	0.60	142.57	10	6	10	15
2016-06-24	$20.68	$22.00	41.3%	11.8%	21.6%	0.0%	34.6%	14.9%	-0.9%	584	-3.0K	-31	0.60	151.32	10	6	10	17
2016-06-27	$19.26	$22.00	56.0%	16.1%	33.1%	0.0%	69.0%	-11.8%	-20.2%	275	-1.0K	-30	0.70	161.34	10	7	10	17
2016-06-28	$20.13	$22.00	40.5%	11.6%	37.2%	0.0%	39.9%	10.3%	0.8%	367	-2.0K	-35	0.70	146.36	10	7	10	18
2016-06-29	$20.40	$22.00	35.7%	10.2%	37.4%	0.0%	39.9%	19.3%	-7.1%	14	2.7K	-21	0.70	153.79	10	7	10	18
2016-06-30	$20.46	$22.00	40.7%	11.7%	37.4%	0.0%	39.9%	2.3%	-1.3%	426	782	-26	0.70	141.04	10	7	10	18