FTAG Options History — February 2018

Name: FTAG Options Analytics - February 2018
Creator: Options Analysis Suite

In February 2018, FTAG traded between $26.58 and $29.35. ATM implied volatility averaged 54.4%, placing in the 23.2% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded above realized volatility by 32.6% (HV 20d: 21.8%). Net GEX was positive for 0 of 18 trading days. Term structure was in contango for 7 of 18 days. Put/call ratio averaged 1.54.

Notable Days

2018-02-26: Highest Volume — 107 contracts
2018-02-05: Largest IV spike — 191.1% change
2018-02-05: Highest IV Rank — 78.7%
2018-02-05: Largest Expected Move — 22.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$27.77	$26.58	$29.35	$29.35	$28.06
ATM IV	54.4%	35.4%	138.4%	51.6%	47.1%
Expected Move	13.5%	10.1%	22.2%	11.4%	13.5%
HV 20d	21.8%	10.0%	25.4%	10.0%	25.4%
HV 60d	15.0%	9.0%	16.6%	9.0%	16.5%
IV Rank	23.2%	10.6%	78.7%	21.4%	18.4%
IV Percentile	78.8%	47.2%	99.2%	89.3%	81.3%
Term Structure	-4.5%	-26.3%	8.4%	7.1%	-5.7%
Skew 25d	9.2%	-3.0%	24.9%	10.2%	-3.0%
Skew 10d	12.9%	2.8%	38.7%	9.5%	11.4%
Call IV 25d	52.5%	37.9%	101.3%	37.9%	52.9%
Put IV 25d	61.8%	45.5%	106.6%	48.1%	49.8%
Bid-Ask Spread %	133.22	124.59	151.15	124.89	128.33
Gamma HHI	0.17	0.13	0.28	0.28	0.16
Net GEX	-1.6K	-2.9K	-873	-1.9K	-1.1K
Net DEX	31.1K	6.4K	70.8K	15.7K	6.4K
Net VEX	-636	-764	-370	-370	-764
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.54	0.90	2.71	2.24	1.10
Total Volume	92.111	68	107	68	107
Total OI	122.667	78	147	78	147

Daily Data (18 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
2018-02-01	$29.35	$0.00	51.6%	11.4%	10.0%	21.4%	0.0%	10.2%	7.1%	-1.9K	15.7K	-370	2.24	124.89	21	47	21	57
2018-02-02	$28.62	$0.00	47.5%	10.2%	13.5%	18.7%	0.0%	4.8%	8.4%	-1.4K	27.8K	-468	2.24	127.72	21	47	21	67
2018-02-05	$27.43	$0.00	138.4%	22.2%	19.3%	78.7%	0.0%	5.4%	-26.3%	-1.2K	30.0K	-452	2.71	150.37	21	57	21	67
2018-02-06	$27.69	$0.00	94.2%	14.2%	19.5%	49.5%	0.0%	24.4%	-1.1%	-2.8K	70.8K	-565	2.71	137.35	21	57	21	87
2018-02-07	$27.71	$0.00	46.0%	13.2%	19.5%	17.6%	0.0%	9.2%	0.7%	-2.9K	65.7K	-568	1.84	141.94	31	57	21	87
2018-02-08	$26.89	$0.00	43.5%	12.5%	21.8%	16.0%	0.0%	-1.0%	7.6%	-1.6K	39.1K	-599	1.84	125.53	31	57	31	87
2018-02-09	$26.58	$0.00	55.5%	15.9%	21.4%	23.9%	0.0%	24.9%	-14.4%	-1.8K	52.0K	-603	1.39	142.19	41	57	31	87
2018-02-12	$27.06	$0.00	67.6%	19.4%	22.7%	32.0%	0.0%	11.6%	-17.6%	-1.4K	34.7K	-648	1.39	151.15	41	57	41	87
2018-02-13	$27.38	$0.00	45.3%	13.0%	23.4%	17.2%	0.0%	8.2%	-2.3%	-1.7K	39.0K	-704	1.39	128.06	41	57	41	97
2018-02-14	$27.60	$0.00	35.4%	10.1%	23.7%	10.6%	0.0%	13.7%	6.7%	-1.9K	30.8K	-694	1.39	130.64	41	57	41	97
2018-02-15	$27.48	$0.00	40.5%	11.6%	23.6%	14.0%	0.0%	7.6%	8.1%	-1.7K	33.9K	-690	1.39	132.17	41	57	41	97
2018-02-16	$28.00	$0.00	47.8%	13.7%	24.8%	18.8%	0.0%	9.3%	1.0%	-1.2K	31.6K	-697	1.39	124.59	41	57	41	97
2018-02-20	$27.83	$0.00	37.9%	10.9%	24.6%	12.3%	0.0%	7.1%	-7.1%	-1.4K	32.7K	-678	0.90	132.02	51	46	41	86
2018-02-21	$27.89	$0.00	39.2%	11.2%	24.5%	13.2%	0.0%	6.6%	-9.1%	-1.1K	8.8K	-730	0.90	133.21	51	46	51	86
2018-02-22	$27.78	$0.00	50.6%	14.5%	24.4%	20.7%	0.0%	12.3%	-8.8%	-873	19.4K	-747	0.90	126.66	51	46	51	86
2018-02-23	$28.23	$0.00	50.0%	14.3%	25.4%	20.3%	0.0%	14.4%	-18.8%	-881	10.6K	-741	0.90	128.39	51	46	51	86
2018-02-26	$28.33	$0.00	41.9%	12.0%	25.4%	15.0%	0.0%	0.4%	-9.2%	-957	11.6K	-732	1.10	132.78	51	56	51	86
2018-02-27	$28.06	$0.00	47.1%	13.5%	25.4%	18.4%	0.0%	-3.0%	-5.7%	-1.1K	6.4K	-764	1.10	128.33	51	56	51	96