FTAG Options History — November 2017

In November 2017, FTAG traded between $27.00 and $27.96. ATM implied volatility averaged 41.1%, placing in the 14.3% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 32.6% (HV 20d: 8.5%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 3 of 13 trading days. Term structure was in contango for 7 of 13 days. Put/call ratio averaged 0.92.

Notable Days

2017-11-01: Highest Volume — 23 contracts
2017-11-02: Largest IV spike — 168.8% change
2017-11-02: Highest IV Rank — 66.6%
2017-11-02: Largest Expected Move — 21.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$27.55	$27.00	$27.96	$27.96	$27.73
Max Pain	$25.00	$25.00	$25.00	$25.00	$25.00
ATM IV	41.1%	19.3%	120.3%	44.8%	43.7%
Expected Move	10.5%	5.5%	21.8%	12.8%	12.5%
HV 20d	8.5%	6.7%	10.1%	6.7%	10.1%
HV 60d	12.6%	12.4%	12.7%	12.4%	12.6%
IV Rank	14.3%	0.0%	66.6%	16.6%	16.1%
IV Percentile	48.1%	0.0%	97.6%	78.6%	75.8%
Term Structure	2.0%	-16.2%	24.3%	-9.1%	-11.3%
VWIV	51.9%	51.9%	51.9%	51.9%	51.9%
Skew 25d	-23.7%	-65.0%	7.0%	1.7%	-49.4%
Skew 10d	-16.5%	-83.4%	40.5%	8.8%	-7.8%
Call IV 25d	64.5%	24.5%	111.0%	46.2%	96.7%
Put IV 25d	40.7%	23.6%	99.3%	47.9%	47.2%
Bid-Ask Spread %	143.28	128.35	151.04	128.35	147.71
Gamma HHI	0.73	0.50	1.00	0.51	0.83
Net GEX	-6	-381	797	-221	-363
Net DEX	-4.2K	-31.8K	11.8K	-5.6K	11.7K
Net VEX	-31	-75	-3	-38	-75
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	19.308	11	23	23	11
Total OI	17	1	23	23	11

Daily Data (13 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
2017-11-01	$27.96	$25.00	44.8%	12.8%	6.7%	16.6%	51.9%	1.7%	-9.1%	-221	-5.6K	-38	0.92	128.35	12	11	12	11
2017-11-02	$27.96	$0.00	120.3%	21.8%	6.7%	66.6%	0.0%	7.0%	-16.2%	-65	-6.9K	-52	0.92	151.04	12	11	12	11
2017-11-06	$27.82	$0.00	52.7%	11.6%	6.8%	21.9%	0.0%	-47.1%	24.3%	-213	-4.9K	-33	0.92	141.29	12	11	12	11
2017-11-07	$27.62	$0.00	30.8%	8.5%	7.4%	7.4%	0.0%	-44.7%	2.4%	-3	-4.1K	-13	0.92	138.47	12	11	12	11
2017-11-09	$27.30	$0.00	21.5%	6.2%	8.3%	1.3%	0.0%	-1.6%	2.7%	384	-3.3K	-10	0.92	137.18	12	11	12	11
2017-11-14	$27.19	$0.00	25.1%	7.2%	8.4%	3.7%	0.0%	-1.7%	-4.2%	-75	-4.8K	-4	0.92	137.76	12	11	12	11
2017-11-15	$27.00	$0.00	40.9%	11.7%	8.7%	14.1%	0.0%	-9.2%	19.9%	532	-326	-13	0.92	144.29	12	11	12	11
2017-11-16	$27.27	$0.00	40.0%	11.5%	9.2%	13.5%	0.0%	-18.6%	16.7%	797	-29.0K	-8	0.92	143.38	12	11	12	1
2017-11-17	$27.27	$0.00	35.0%	10.0%	9.0%	10.2%	0.0%	-54.2%	17.8%	-32	-31.8K	-5	0.92	147.69	12	11	12	1
2017-11-21	$27.62	$0.00	19.3%	5.5%	10.0%	0.0%	0.0%	3.1%	-3.7%	-72	511	-3	0.00	148.41	0	11	0	1
2017-11-27	$27.60	$0.00	37.7%	10.8%	9.8%	12.2%	0.0%	-65.0%	-13.3%	-368	11.8K	-75	0.00	149.87	0	11	0	11
2017-11-28	$27.78	$0.00	22.9%	6.6%	10.1%	2.4%	0.0%	-28.7%	0.4%	-381	11.7K	-72	0.00	147.23	0	11	0	11
2017-11-29	$27.73	$0.00	43.7%	12.5%	10.1%	16.1%	0.0%	-49.4%	-11.3%	-363	11.7K	-75	0.00	147.71	0	11	0	11