FTAG Options History — October 2017

In October 2017, FTAG traded between $27.00 and $27.65. ATM implied volatility averaged 33.8%, placing in the 9.3% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 22.0% (HV 20d: 11.8%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 5 of 16 trading days. Term structure was in contango for 8 of 16 days. Put/call ratio averaged 0.92.

Notable Days

2017-10-03: Highest Volume — 23 contracts
2017-10-13: Largest IV spike — 68.6% change
2017-10-27: Highest IV Rank — 14.4%
2017-10-27: Largest Expected Move — 11.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$27.36	$27.00	$27.65	$27.00	$27.65
Max Pain	$25.00	$25.00	$25.00	$25.00	$25.00
ATM IV	33.8%	19.6%	41.4%	34.5%	40.3%
Expected Move	9.2%	5.6%	11.9%	9.9%	11.6%
HV 20d	11.8%	5.9%	15.3%	15.3%	5.9%
HV 60d	14.0%	12.3%	15.0%	15.0%	12.3%
IV Rank	9.3%	0.0%	14.4%	9.5%	13.7%
IV Percentile	40.6%	0.0%	68.7%	40.1%	64.3%
Term Structure	3.3%	-15.7%	29.5%	-12.0%	-14.7%
VWIV	29.0%	20.1%	39.5%	20.1%	39.5%
Skew 25d	3.9%	-13.5%	26.6%	9.2%	26.6%
Skew 10d	8.9%	2.6%	23.2%	6.2%	11.4%
Call IV 25d	32.5%	20.6%	43.1%	22.0%	20.6%
Put IV 25d	36.4%	22.1%	47.2%	31.2%	47.2%
Bid-Ask Spread %	128.16	119.22	136.67	129.83	133.67
Gamma HHI	0.50	0.50	0.52	0.51	0.50
Net GEX	-41	-287	258	212	-50
Net DEX	-2.9K	-5.0K	-1.0K	-1.8K	-3.0K
Net VEX	-48	-64	-32	-55	-39
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 (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
2017-10-03	$27.00	$0.00	34.5%	9.9%	15.3%	9.5%	0.0%	9.2%	-12.0%	212	-1.8K	-55	0.92	129.83	12	11	12	11
2017-10-04	$27.10	$0.00	39.6%	11.4%	14.8%	12.9%	0.0%	2.7%	-11.6%	28	-1.5K	-64	0.92	134.78	12	11	12	11
2017-10-06	$27.16	$25.00	39.6%	6.7%	13.8%	12.9%	20.1%	-0.0%	25.6%	258	-1.0K	-44	0.92	125.19	12	11	12	11
2017-10-09	$27.32	$25.00	33.3%	6.6%	13.7%	8.7%	24.8%	6.4%	19.4%	-99	-3.1K	-60	0.92	123.85	12	11	12	11
2017-10-11	$27.17	$25.00	31.9%	9.2%	14.1%	7.8%	30.2%	4.9%	18.2%	35	-1.6K	-61	0.92	136.67	12	11	12	11
2017-10-12	$27.26	$25.00	19.6%	5.6%	13.9%	0.0%	21.4%	0.7%	21.9%	-1	-2.1K	-46	0.92	119.22	12	11	12	11
2017-10-13	$27.40	$25.00	33.0%	9.5%	11.7%	8.9%	28.3%	3.4%	29.5%	-287	-5.0K	-60	0.92	129.13	12	11	12	11
2017-10-16	$27.40	$25.00	38.4%	11.0%	11.8%	12.4%	28.7%	-1.7%	4.5%	-201	-2.7K	-55	0.92	124.55	12	11	12	11
2017-10-18	$27.36	$25.00	39.2%	11.2%	12.0%	12.9%	30.1%	2.4%	7.8%	-146	-4.0K	-56	0.92	129.33	12	11	12	11
2017-10-19	$27.33	$25.00	25.1%	7.2%	11.2%	3.7%	23.4%	-0.8%	-6.3%	14	-4.5K	-34	0.92	119.54	12	11	12	11
2017-10-24	$27.51	$25.00	23.8%	6.8%	11.2%	2.8%	33.2%	4.1%	8.6%	-153	-3.9K	-41	0.92	131.76	12	11	12	11
2017-10-25	$27.50	$25.00	39.7%	11.4%	11.2%	13.3%	34.9%	-0.9%	-9.7%	-127	-3.6K	-43	0.92	130.85	12	11	12	11
2017-10-26	$27.51	$25.00	26.5%	7.6%	10.5%	4.5%	23.3%	-13.5%	-4.4%	-20	-3.1K	-32	0.92	119.56	12	11	12	11
2017-10-27	$27.53	$25.00	41.4%	11.9%	9.1%	14.4%	33.9%	4.1%	-8.5%	-37	-2.9K	-45	0.92	129.91	12	11	12	11
2017-10-30	$27.53	$25.00	34.1%	9.8%	8.4%	9.6%	34.5%	14.7%	-15.7%	-76	-2.6K	-35	0.92	132.76	12	11	12	11
2017-10-31	$27.65	$25.00	40.3%	11.6%	5.9%	13.7%	39.5%	26.6%	-14.7%	-50	-3.0K	-39	0.92	133.67	12	11	12	11