FTAG Options History — December 2017

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

In December 2017, FTAG traded between $27.49 and $28.22. ATM implied volatility averaged 45.6%, placing in the 17.4% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 35.8% (HV 20d: 9.8%). Net GEX was positive for 0 of 15 trading days. Term structure was in contango for 6 of 15 days. Put/call ratio averaged 1.60.

Notable Days

2017-12-18: Highest Volume — 31 contracts
2017-12-06: Largest IV spike — 227.4% change
2017-12-06: Highest IV Rank — 84.8%
2017-12-06: Largest Expected Move — 19.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$27.86	$27.49	$28.22	$27.71	$28.21
ATM IV	45.6%	19.3%	147.6%	42.6%	25.6%
Expected Move	9.2%	5.5%	19.5%	12.2%	7.3%
HV 20d	9.8%	8.0%	10.7%	10.1%	8.0%
HV 60d	11.8%	10.7%	12.5%	12.5%	10.7%
IV Rank	17.4%	0.0%	84.8%	15.4%	4.2%
IV Percentile	54.0%	0.4%	98.8%	73.0%	17.9%
Term Structure	5.1%	-16.5%	34.0%	-12.2%	-2.4%
Skew 25d	-1.6%	-50.3%	8.8%	-50.3%	3.6%
Skew 10d	7.7%	-5.8%	30.3%	-4.3%	4.9%
Call IV 25d	39.3%	22.6%	99.2%	99.2%	24.1%
Put IV 25d	37.7%	24.6%	99.1%	48.9%	27.8%
Bid-Ask Spread %	131.61	119.53	152.44	151.58	122.72
Gamma HHI	0.49	0.32	0.78	0.78	0.38
Net GEX	-597	-1.6K	-257	-438	-685
Net DEX	6.1K	343	11.0K	11.0K	6.8K
Net VEX	-189	-228	-69	-73	-205
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.60	1.10	2.10	1.10	2.10
Total Volume	25	11	31	11	31
Total OI	32.333	11	41	11	41

Daily Data (15 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
2017-12-01	$27.71	$0.00	42.6%	12.2%	10.1%	15.4%	0.0%	-50.3%	-12.2%	-438	11.0K	-73	0.00	151.58	0	11	0	11
2017-12-04	$27.71	$0.00	45.1%	8.3%	9.8%	17.1%	0.0%	-9.1%	30.0%	-257	9.2K	-69	1.10	132.64	10	11	0	11
2017-12-06	$27.69	$0.00	147.6%	19.5%	9.8%	84.8%	0.0%	5.8%	-16.5%	-447	8.5K	-210	1.10	152.44	10	11	10	21
2017-12-07	$27.49	$0.00	53.6%	8.4%	10.2%	22.7%	0.0%	8.8%	-1.8%	-345	7.9K	-214	1.10	133.98	10	11	10	21
2017-12-08	$27.57	$0.00	56.0%	8.2%	10.2%	24.3%	0.0%	4.1%	34.0%	-367	7.6K	-213	1.10	135.68	10	11	10	21
2017-12-11	$27.65	$0.00	68.3%	8.7%	10.3%	32.4%	0.0%	1.8%	31.8%	-405	7.1K	-209	1.10	133.55	10	11	10	21
2017-12-12	$27.67	$0.00	38.0%	5.5%	10.2%	12.4%	0.0%	0.3%	0.2%	-350	2.4K	-203	1.10	119.53	10	11	10	21
2017-12-13	$27.76	$0.00	31.2%	9.0%	9.4%	7.9%	0.0%	6.7%	31.3%	-296	3.6K	-209	1.10	133.06	10	11	10	21
2017-12-18	$28.13	$0.00	20.2%	5.8%	10.6%	0.6%	0.0%	5.1%	-3.6%	-398	343	-196	2.10	122.14	10	21	10	21
2017-12-19	$27.95	$0.00	19.3%	5.5%	10.7%	0.0%	0.0%	4.5%	2.7%	-1.6K	6.5K	-178	2.10	120.79	10	21	10	31
2017-12-20	$27.95	$0.00	37.5%	10.8%	10.3%	12.1%	0.0%	3.5%	-6.7%	-746	6.2K	-228	2.10	130.10	10	21	10	31
2017-12-22	$28.09	$0.00	35.5%	10.2%	9.3%	10.7%	0.0%	-9.7%	-6.0%	-997	9.5K	-220	2.10	132.52	10	21	10	31
2017-12-27	$28.17	$0.00	41.2%	11.8%	9.1%	14.5%	0.0%	3.8%	-3.7%	-793	3.7K	-212	2.10	130.34	10	21	10	31
2017-12-28	$28.22	$0.00	22.2%	6.4%	8.5%	1.9%	0.0%	-2.1%	-1.1%	-842	752	-194	2.10	123.11	10	21	10	31
2017-12-29	$28.21	$0.00	25.6%	7.3%	8.0%	4.2%	0.0%	3.6%	-2.4%	-685	6.8K	-205	2.10	122.72	10	21	10	31