FTAG Options History — March 2017

Name: FTAG Options Analytics - March 2017
Creator: Options Analysis Suite

In March 2017, FTAG traded between $24.23 and $24.78. ATM implied volatility averaged 32.1%, placing in the 17.2% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 18.8% (HV 20d: 13.3%). Net GEX was positive for 17 of 17 trading days. Term structure was in contango for 8 of 17 days. Put/call ratio averaged 0.56.

Notable Days

2017-03-01: Highest Volume — 70 contracts
2017-03-22: Largest IV spike — 57.8% change
2017-03-14: Highest IV Rank — 27.1%
2017-03-27: Largest Expected Move — 11.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.45	$24.23	$24.78	$24.47	$24.78
ATM IV	32.1%	21.6%	49.8%	22.3%	35.9%
Expected Move	8.1%	5.8%	11.7%	6.4%	10.3%
HV 20d	13.3%	12.1%	14.5%	13.5%	12.1%
HV 60d	17.2%	16.3%	17.5%	17.4%	16.3%
IV Rank	17.2%	11.3%	27.1%	12.0%	19.2%
IV Percentile	46.7%	26.2%	86.7%	28.4%	53.8%
Term Structure	3.0%	-19.4%	44.2%	7.9%	-7.9%
Skew 25d	3.0%	-4.3%	11.7%	0.3%	4.2%
Skew 10d	9.0%	-0.6%	30.5%	7.1%	10.1%
Call IV 25d	30.3%	20.4%	47.0%	23.5%	41.5%
Put IV 25d	33.3%	23.6%	50.7%	23.8%	45.7%
Bid-Ask Spread %	131.87	116.86	150.51	134.80	137.06
Gamma HHI	0.50	0.50	0.51	0.50	0.51
Net GEX	833	459	1.1K	565	459
Net DEX	-49.4K	-58.2K	-42.6K	-50.1K	-57.0K
Net VEX	-360	-389	-332	-379	-332
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.56	0.56	0.56	0.56	0.56
Total Volume	70	70	70	70	70
Total OI	70	70	70	70	70

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
2017-03-01	$24.47	$0.00	22.3%	6.4%	13.5%	12.0%	0.0%	0.3%	7.9%	565	-50.1K	-379	0.56	134.80	45	25	45	25
2017-03-02	$24.41	$0.00	35.0%	10.0%	12.9%	19.0%	0.0%	3.8%	-3.5%	964	-46.9K	-389	0.56	136.97	45	25	45	25
2017-03-06	$24.40	$0.00	27.0%	6.8%	12.9%	14.6%	0.0%	4.6%	-1.1%	1.1K	-46.1K	-370	0.56	127.45	45	25	45	25
2017-03-07	$24.31	$0.00	28.7%	6.9%	12.9%	15.5%	0.0%	1.2%	-2.5%	1.0K	-48.1K	-378	0.56	129.73	45	25	45	25
2017-03-08	$24.39	$0.00	30.8%	6.6%	12.7%	16.7%	0.0%	2.1%	8.6%	1.1K	-42.6K	-365	0.56	127.32	45	25	45	25
2017-03-09	$24.23	$0.00	25.8%	7.0%	12.9%	13.9%	0.0%	1.6%	1.8%	958	-43.2K	-378	0.56	124.16	45	25	45	25
2017-03-10	$24.30	$0.00	29.0%	6.0%	12.6%	15.7%	0.0%	2.2%	7.4%	800	-50.4K	-368	0.56	131.12	45	25	45	25
2017-03-13	$24.45	$0.00	37.4%	5.8%	12.8%	20.3%	0.0%	-1.7%	6.2%	1.1K	-47.2K	-363	0.56	116.86	45	25	45	25
2017-03-14	$24.23	$0.00	49.8%	8.6%	13.3%	27.1%	0.0%	11.7%	-3.7%	968	-45.6K	-370	0.56	130.53	45	25	45	25
2017-03-15	$24.37	$0.00	31.6%	9.1%	13.3%	16.8%	0.0%	-4.3%	-6.2%	794	-49.1K	-358	0.56	135.61	45	25	45	25
2017-03-16	$24.59	$0.00	21.6%	6.2%	13.7%	11.3%	0.0%	3.7%	44.2%	575	-56.9K	-354	0.56	134.69	45	25	45	25
2017-03-17	$24.40	$0.00	24.9%	7.1%	13.9%	13.1%	0.0%	-0.7%	-0.7%	1.0K	-48.7K	-354	0.56	121.20	45	25	45	25
2017-03-22	$24.32	$0.00	39.2%	11.2%	13.9%	21.0%	0.0%	4.3%	-19.4%	490	-50.7K	-353	0.56	150.51	45	25	45	25
2017-03-24	$24.52	$0.00	27.7%	7.9%	14.2%	14.6%	0.0%	7.0%	11.2%	1.1K	-43.0K	-336	0.56	130.99	45	25	45	25
2017-03-27	$24.73	$0.00	40.9%	11.7%	14.5%	21.9%	0.0%	5.3%	10.2%	498	-58.2K	-335	0.56	135.56	45	25	45	25
2017-03-28	$24.78	$0.00	38.1%	10.9%	14.3%	20.4%	0.0%	5.1%	-1.2%	591	-56.7K	-339	0.56	137.18	45	25	45	25
2017-03-30	$24.78	$0.00	35.9%	10.3%	12.1%	19.2%	0.0%	4.2%	-7.9%	459	-57.0K	-332	0.56	137.06	45	25	45	25