FTAG Options History — September 2017

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

In September 2017, FTAG traded between $25.29 and $26.90. ATM implied volatility averaged 43.9%, placing in the 16.1% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 27.8% (HV 20d: 16.1%). Net GEX was positive for 9 of 12 trading days. Term structure was in contango for 5 of 12 days. Put/call ratio averaged 0.92.

Notable Days

2017-09-01: Highest Volume — 23 contracts
2017-09-26: Largest IV spike — 300.3% change
2017-09-26: Highest IV Rank — 49.9%
2017-09-26: Largest Expected Move — 27.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$26.29	$25.29	$26.90	$25.29	$26.78
ATM IV	43.9%	20.2%	95.2%	49.4%	39.6%
Expected Move	10.2%	5.8%	27.3%	14.2%	11.4%
HV 20d	16.1%	14.7%	18.1%	14.7%	15.2%
HV 60d	15.7%	15.0%	16.5%	15.4%	15.0%
IV Rank	16.1%	0.0%	49.9%	25.7%	12.9%
IV Percentile	52.2%	0.0%	95.6%	87.7%	61.1%
Term Structure	0.0%	-32.4%	29.5%	-15.2%	-6.6%
Skew 25d	1.8%	-12.4%	13.5%	4.2%	3.2%
Skew 10d	10.2%	-0.6%	43.6%	11.9%	9.3%
Call IV 25d	39.6%	22.2%	123.3%	50.1%	39.8%
Put IV 25d	41.5%	22.4%	133.3%	54.3%	43.0%
Bid-Ask Spread %	135.15	121.56	152.41	134.06	130.61
Gamma HHI	0.53	0.50	0.64	0.51	0.50
Net GEX	278	-69	1.1K	156	87
Net DEX	466	-4.2K	4.4K	3.1K	-45
Net VEX	-79	-102	-39	-95	-71
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.92	0.92	0.92	0.92	0.92
Total Volume	23	23	23	23	23
Total OI	23	23	23	23	23

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
2017-09-01	$25.29	$0.00	49.4%	14.2%	14.7%	25.7%	0.0%	4.2%	-15.2%	156	3.1K	-95	0.92	134.06	12	11	12	11
2017-09-05	$25.70	$0.00	50.3%	9.4%	15.7%	19.6%	0.0%	1.4%	25.6%	-23	-1.8K	-102	0.92	136.34	12	11	12	11
2017-09-06	$25.68	$0.00	34.6%	7.2%	15.3%	9.1%	0.0%	-0.3%	-0.4%	634	4.4K	-75	0.92	133.59	12	11	12	11
2017-09-08	$25.80	$0.00	55.7%	7.7%	15.2%	23.2%	0.0%	-12.4%	-1.8%	221	3.6K	-87	0.92	131.72	12	11	12	11
2017-09-11	$26.16	$0.00	73.7%	7.9%	15.8%	35.2%	0.0%	5.7%	29.5%	50	807	-93	0.92	134.36	12	11	12	11
2017-09-15	$26.60	$0.00	29.4%	8.4%	16.8%	5.7%	0.0%	-5.7%	0.1%	367	1.9K	-81	0.92	136.02	12	11	12	11
2017-09-18	$26.90	$0.00	20.2%	5.8%	17.1%	0.0%	0.0%	5.7%	3.9%	-69	-1.5K	-80	0.92	133.63	12	11	12	11
2017-09-21	$26.50	$0.00	32.5%	9.3%	18.1%	8.2%	0.0%	-3.9%	-4.5%	481	3.5K	-67	0.92	140.16	12	11	12	11
2017-09-25	$26.60	$0.00	23.8%	6.8%	17.1%	2.4%	0.0%	13.5%	7.2%	328	-1.3K	-64	0.92	137.34	12	11	12	11
2017-09-26	$26.60	$0.00	95.2%	27.3%	16.2%	49.9%	0.0%	10.0%	-32.4%	-29	-4.2K	-89	0.92	152.41	12	11	12	11
2017-09-28	$26.84	$0.00	23.1%	6.6%	16.4%	1.9%	0.0%	0.6%	-5.4%	1.1K	-2.8K	-39	0.92	121.56	12	11	12	11
2017-09-29	$26.78	$0.00	39.6%	11.4%	15.2%	12.9%	0.0%	3.2%	-6.6%	87	-45	-71	0.92	130.61	12	11	12	11