FTAG Options History — June 2017

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

In June 2017, FTAG traded between $24.89 and $25.88. ATM implied volatility averaged 46.8%, placing in the 25.2% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 29.4% (HV 20d: 17.4%). Net GEX was positive for 12 of 12 trading days. Term structure was in contango for 4 of 12 days. Put/call ratio averaged 1.08.

Notable Days

2017-06-09: Highest Volume — 45 contracts
2017-06-08: Largest IV spike — 531.7% change
2017-06-08: Highest IV Rank — 93.7%
2017-06-08: Largest Expected Move — 21.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.50	$24.89	$25.88	$25.58	$24.95
ATM IV	46.8%	20.9%	170.6%	26.7%	25.9%
Expected Move	9.2%	5.5%	21.5%	7.7%	7.4%
HV 20d	17.4%	14.7%	20.7%	16.9%	20.7%
HV 60d	14.5%	13.9%	16.1%	13.9%	15.5%
IV Rank	25.2%	10.9%	93.7%	14.1%	13.7%
IV Percentile	49.0%	11.1%	98.8%	24.2%	20.6%
Term Structure	-6.0%	-27.5%	2.1%	-6.6%	1.4%
Skew 25d	4.6%	-3.1%	18.5%	-0.6%	18.5%
Skew 10d	8.9%	2.6%	29.9%	4.1%	9.9%
Call IV 25d	33.1%	19.2%	102.5%	26.0%	23.8%
Put IV 25d	37.8%	22.6%	107.6%	25.4%	42.3%
Bid-Ask Spread %	129.93	116.80	154.41	127.56	131.76
Gamma HHI	0.45	0.37	0.55	0.51	0.41
Net GEX	1.2K	608	1.6K	1.6K	1.4K
Net DEX	-45.5K	-63.6K	-30.7K	-60.5K	-34.4K
Net VEX	-185	-256	-131	-149	-197
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.08	0.75	1.25	0.75	1.25
Total Volume	41.667	35	45	35	45
Total OI	55.833	50	60	50	60

Daily Data (12 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
2017-06-01	$25.58	$0.00	26.7%	7.7%	16.9%	14.1%	0.0%	-0.6%	-6.6%	1.6K	-60.5K	-149	0.75	127.56	20	15	35	15
2017-06-02	$25.75	$0.00	26.2%	7.5%	16.5%	13.8%	0.0%	2.0%	-2.9%	1.4K	-60.4K	-161	0.75	128.64	20	15	35	15
2017-06-05	$25.71	$0.00	27.0%	6.0%	16.2%	14.3%	0.0%	-0.2%	-0.8%	1.5K	-53.1K	-177	0.75	127.00	20	15	35	15
2017-06-08	$25.71	$0.00	170.6%	21.5%	16.1%	93.7%	0.0%	5.1%	-23.6%	608	-45.5K	-208	0.75	154.41	20	15	35	15
2017-06-09	$25.78	$0.00	52.3%	9.3%	15.8%	28.3%	0.0%	4.8%	2.0%	1.4K	-63.6K	-131	1.25	127.35	20	25	35	15
2017-06-12	$25.75	$0.00	66.8%	8.5%	15.9%	36.3%	0.0%	12.5%	-6.1%	720	-30.7K	-256	1.25	127.26	20	25	35	25
2017-06-13	$25.88	$0.00	36.4%	5.5%	14.7%	19.5%	0.0%	7.2%	0.4%	1.3K	-47.7K	-161	1.25	120.94	20	25	35	25
2017-06-20	$25.79	$0.00	20.9%	6.0%	14.7%	10.9%	0.0%	-1.8%	2.1%	1.2K	-47.3K	-159	1.25	116.80	20	25	35	25
2017-06-22	$24.89	$0.00	41.1%	11.8%	19.8%	22.1%	0.0%	5.4%	-7.7%	888	-31.7K	-227	1.25	133.01	20	25	35	25
2017-06-27	$25.22	$0.00	24.3%	7.0%	20.4%	12.8%	0.0%	-3.1%	-3.1%	1.0K	-31.8K	-195	1.25	133.76	20	25	35	25
2017-06-29	$24.97	$0.00	43.2%	12.4%	20.7%	23.2%	0.0%	6.0%	-27.5%	1.3K	-39.7K	-197	1.25	130.70	20	25	35	25
2017-06-30	$24.95	$0.00	25.9%	7.4%	20.7%	13.7%	0.0%	18.5%	1.4%	1.4K	-34.4K	-197	1.25	131.76	20	25	35	25