FTAG Options History — March 2018

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

In March 2018, FTAG traded between $25.94 and $27.94. ATM implied volatility averaged 53.8%, placing in the 22.8% IV rank vs the trailing year. The 30-day expected move averaged 13.1%. IV traded above realized volatility by 31.1% (HV 20d: 22.7%). Net GEX was positive for 0 of 18 trading days. Term structure was in contango for 0 of 18 days. Put/call ratio averaged 1.10.

Notable Days

2018-03-01: Highest Volume — 107 contracts
2018-03-14: Largest IV drop — 48.9% change
2018-03-13: Highest IV Rank — 40.0%
2018-03-29: Largest Expected Move — 19.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$27.06	$25.94	$27.94	$27.14	$26.59
ATM IV	53.8%	34.4%	79.9%	48.2%	66.4%
Expected Move	13.1%	9.0%	19.0%	13.8%	19.0%
HV 20d	22.7%	19.4%	28.4%	27.5%	22.5%
HV 60d	18.7%	17.8%	20.3%	17.9%	20.3%
IV Rank	22.8%	10.0%	40.0%	19.1%	31.2%
IV Percentile	81.2%	41.3%	96.0%	83.3%	92.9%
Term Structure	-7.8%	-19.8%	-0.6%	-10.4%	-8.4%
Skew 25d	8.1%	3.1%	19.0%	6.4%	19.0%
Skew 10d	10.5%	0.2%	17.9%	12.2%	17.9%
Call IV 25d	50.9%	41.9%	65.5%	49.4%	61.0%
Put IV 25d	59.0%	48.3%	80.0%	55.7%	80.0%
Bid-Ask Spread %	130.09	120.59	142.16	134.45	137.67
Gamma HHI	0.19	0.18	0.20	0.19	0.18
Net GEX	-2.7K	-3.7K	-2.2K	-2.9K	-2.2K
Net DEX	58.3K	38.8K	82.1K	59.1K	65.9K
Net VEX	-666	-735	-600	-735	-603
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.10	1.10	1.10	1.10	1.10
Total Volume	107	107	107	107	107
Total OI	147	147	147	147	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
2018-03-01	$27.14	$0.00	48.2%	13.8%	27.5%	19.1%	0.0%	6.4%	-10.4%	-2.9K	59.1K	-735	1.10	134.45	51	56	51	96
2018-03-02	$27.03	$0.00	47.2%	13.5%	27.4%	18.5%	0.0%	7.8%	-13.0%	-3.0K	61.4K	-728	1.10	135.12	51	56	51	96
2018-03-05	$27.50	$0.00	63.8%	11.2%	28.4%	29.5%	0.0%	16.2%	-12.9%	-2.3K	44.7K	-719	1.10	120.59	51	56	51	96
2018-03-06	$27.64	$0.00	49.6%	11.6%	27.3%	20.0%	0.0%	4.1%	-3.8%	-2.2K	41.6K	-723	1.10	125.66	51	56	51	96
2018-03-07	$27.43	$0.00	61.9%	12.5%	22.9%	28.2%	0.0%	4.5%	-10.5%	-3.0K	47.6K	-714	1.10	122.59	51	56	51	96
2018-03-08	$27.44	$0.00	62.4%	12.2%	22.6%	28.5%	0.0%	6.8%	-8.8%	-3.0K	49.9K	-708	1.10	125.72	51	56	51	96
2018-03-12	$27.94	$0.00	67.2%	9.0%	23.5%	31.7%	0.0%	6.4%	-0.6%	-3.6K	38.8K	-668	1.10	131.25	51	56	51	96
2018-03-13	$27.79	$0.00	79.9%	11.6%	20.8%	40.0%	0.0%	3.1%	-2.7%	-2.3K	43.2K	-687	1.10	127.98	51	56	51	96
2018-03-14	$27.42	$0.00	40.8%	11.7%	20.9%	14.2%	0.0%	7.7%	-3.8%	-2.4K	46.3K	-673	1.10	124.37	51	56	51	96
2018-03-15	$27.23	$0.00	42.6%	12.2%	20.2%	15.4%	0.0%	4.0%	-4.8%	-2.7K	58.6K	-663	1.10	128.51	51	56	51	96
2018-03-16	$27.18	$0.00	34.4%	9.9%	19.8%	10.0%	0.0%	7.4%	-0.6%	-3.7K	61.1K	-647	1.10	131.51	51	56	51	96
2018-03-19	$26.82	$0.00	35.6%	10.2%	20.0%	10.8%	0.0%	6.1%	-3.4%	-3.2K	66.7K	-644	1.10	132.59	51	56	51	96
2018-03-20	$26.90	$0.00	48.7%	14.0%	20.0%	19.5%	0.0%	7.9%	-6.4%	-2.8K	64.4K	-628	1.10	124.53	51	56	51	96
2018-03-22	$26.44	$0.00	43.4%	12.4%	19.4%	16.0%	0.0%	5.5%	-4.6%	-2.7K	76.4K	-617	1.10	128.24	51	56	51	96
2018-03-23	$25.94	$0.00	49.9%	14.3%	20.2%	20.2%	0.0%	3.1%	-18.6%	-2.5K	82.1K	-611	1.10	129.03	51	56	51	96
2018-03-27	$26.54	$0.00	62.9%	18.0%	22.2%	28.9%	0.0%	17.2%	-6.7%	-2.2K	68.1K	-612	1.10	139.62	51	56	51	96
2018-03-28	$26.18	$0.00	63.1%	18.1%	22.6%	29.0%	0.0%	12.6%	-19.8%	-2.3K	73.1K	-600	1.10	142.16	51	56	51	96
2018-03-29	$26.59	$0.00	66.4%	19.0%	22.5%	31.2%	0.0%	19.0%	-8.4%	-2.2K	65.9K	-603	1.10	137.67	51	56	51	96