FTAG Options History — December 2018

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

In December 2018, FTAG traded between $21.64 and $24.43. ATM implied volatility averaged 56.9%, placing in the 25.8% IV rank vs the trailing year. The 30-day expected move averaged 15.5%. IV traded above realized volatility by 28.2% (HV 20d: 28.7%). Max pain ranged from $17.00 to $17.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 6 of 19 days.

Notable Days

2018-12-04: Largest IV spike — 323.7% change
2018-12-05: Highest IV Rank — 72.4%
2018-12-05: Largest Expected Move — 35.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$22.76	$21.64	$24.43	$24.43	$22.32
Max Pain	$17.00	$17.00	$17.00	$17.00	$17.00
ATM IV	56.9%	28.3%	124.9%	28.5%	28.4%
Expected Move	15.5%	8.1%	35.8%	8.2%	8.2%
HV 20d	28.7%	24.1%	31.8%	27.9%	26.5%
HV 60d	23.3%	21.7%	24.3%	22.1%	23.4%
IV Rank	25.8%	6.2%	72.4%	6.4%	6.3%
IV Percentile	64.3%	16.7%	98.4%	19.0%	17.5%
Term Structure	-9.5%	-47.5%	16.2%	12.2%	9.5%
Skew 25d	5.2%	-15.4%	17.4%	-6.4%	-2.1%
Skew 10d	15.6%	-15.4%	58.7%	34.0%	5.9%
Call IV 25d	62.2%	29.4%	168.4%	43.5%	29.4%
Put IV 25d	67.4%	24.9%	181.5%	37.1%	27.3%
Bid-Ask Spread %	138.36	121.65	162.26	132.34	132.79
Gamma HHI	0.27	0.21	0.35	0.32	0.27
Net GEX	1.1K	319	2.4K	2.2K	461
Net DEX	-3.1K	-26.9K	14.7K	-13.6K	12.6K
Net VEX	-201	-288	-102	-202	-128
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0	0	0	0	0
Total OI	74.789	59	79	79	59

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call OI	Put OI
2018-12-03	$24.43	$17.00	28.5%	8.2%	27.9%	6.4%	0.0%	-6.4%	12.2%	2.2K	-13.6K	-202	132.34	49	30
2018-12-04	$24.43	$17.00	121.0%	34.7%	27.6%	69.7%	0.0%	12.7%	-44.7%	955	-26.9K	-288	162.26	49	30
2018-12-05	$24.43	$17.00	124.9%	35.8%	24.1%	72.4%	0.0%	13.1%	-47.5%	956	-26.9K	-286	162.24	49	30
2018-12-06	$23.23	$0.00	53.8%	10.8%	30.2%	23.7%	0.0%	15.0%	-2.5%	1.5K	-12.9K	-255	133.81	49	30
2018-12-07	$23.32	$0.00	41.6%	11.7%	30.2%	15.3%	0.0%	-0.5%	-13.3%	2.4K	-12.5K	-245	136.82	49	30
2018-12-10	$22.69	$0.00	51.8%	9.8%	31.8%	22.3%	0.0%	4.3%	1.8%	1.5K	5.4K	-171	125.36	49	30
2018-12-11	$22.72	$0.00	58.7%	11.0%	31.3%	27.0%	0.0%	5.1%	-3.9%	1.5K	-2.6K	-207	137.15	49	30
2018-12-12	$23.02	$0.00	86.7%	24.9%	31.8%	46.2%	0.0%	9.5%	-21.3%	876	-14.8K	-263	154.69	49	30
2018-12-13	$22.91	$0.00	88.1%	25.3%	28.4%	47.2%	0.0%	8.5%	-22.3%	906	-15.2K	-268	154.97	49	30
2018-12-14	$22.61	$0.00	40.5%	11.6%	28.4%	14.5%	0.0%	0.9%	3.1%	1.5K	-2.0K	-215	126.39	49	30
2018-12-17	$22.28	$0.00	37.0%	10.6%	28.6%	12.1%	0.0%	-11.0%	-8.1%	1.4K	3.0K	-177	125.13	49	30
2018-12-18	$22.43	$0.00	42.5%	12.2%	28.8%	15.9%	0.0%	7.7%	-4.9%	1.2K	6.2K	-160	138.53	49	30
2018-12-19	$22.07	$0.00	71.9%	20.6%	29.1%	36.1%	0.0%	17.4%	-12.6%	319	14.7K	-109	137.80	49	30
2018-12-20	$21.88	$0.00	51.1%	14.7%	29.1%	21.8%	0.0%	0.0%	-15.1%	852	503	-211	121.65	49	30
2018-12-21	$21.64	$0.00	35.8%	10.2%	29.1%	11.3%	0.0%	14.3%	16.2%	387	5.0K	-164	140.10	49	30
2018-12-26	$21.88	$0.00	36.6%	10.5%	29.2%	11.9%	0.0%	14.9%	-17.4%	523	4.2K	-186	130.59	39	20
2018-12-27	$21.99	$0.00	53.5%	15.3%	26.4%	23.5%	0.0%	10.3%	-10.0%	588	4.4K	-182	139.26	39	20
2018-12-28	$22.13	$0.00	28.3%	8.1%	26.3%	6.2%	0.0%	-15.4%	0.1%	375	13.3K	-102	137.02	39	20
2018-12-31	$22.32	$0.00	28.4%	8.2%	26.5%	6.3%	0.0%	-2.1%	9.5%	461	12.6K	-128	132.79	39	20