FTAG Options History — February 2019

Name: FTAG Options Analytics - February 2019
Creator: Options Analysis Suite

In February 2019, FTAG traded between $23.05 and $24.08. ATM implied volatility averaged 53.9%, placing in the 25.7% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded above realized volatility by 36.6% (HV 20d: 17.2%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.00.

Notable Days

2019-02-04: Highest Volume — 4 contracts
2019-02-04: Largest IV spike — 231.1% change
2019-02-05: Highest IV Rank — 96.3%
2019-02-19: Largest Expected Move — 29.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$23.65	$23.05	$24.08	$23.62	$23.90
ATM IV	53.9%	22.5%	159.9%	46.2%	22.9%
Expected Move	13.0%	6.4%	29.7%	9.0%	6.6%
HV 20d	17.2%	13.1%	23.3%	23.3%	13.1%
HV 60d	23.6%	21.7%	25.4%	25.4%	21.8%
IV Rank	25.7%	4.9%	96.3%	20.7%	5.1%
IV Percentile	40.4%	6.0%	98.8%	62.7%	7.1%
Term Structure	-12.0%	-42.0%	9.0%	-6.4%	1.8%
Skew 25d	4.0%	-0.9%	11.3%	4.7%	2.3%
Skew 10d	11.3%	-1.3%	49.6%	10.2%	2.5%
Call IV 25d	52.4%	20.2%	141.7%	34.6%	21.3%
Put IV 25d	56.5%	20.8%	153.0%	39.3%	23.6%
Bid-Ask Spread %	134.94	107.34	156.69	142.45	115.28
Gamma HHI	0.14	0.12	0.16	0.13	0.16
Net GEX	3.6K	2.1K	5.5K	5.5K	3.0K
Net DEX	-150.2K	-228.6K	-98.0K	-209.4K	-99.4K
Net VEX	-635	-855	-541	-668	-543
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	0.842	0	4	0	2
Total OI	185.947	153	221	221	154

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 Vol	Put Vol	Call OI	Put OI
2019-02-01	$23.62	$0.00	46.2%	9.0%	23.3%	20.7%	0.0%	4.7%	-6.4%	5.5K	-209.4K	-668	142.45	0	0	185	36
2019-02-04	$23.65	$0.00	153.1%	23.3%	17.6%	91.7%	0.0%	8.9%	-32.4%	4.2K	-215.2K	-853	155.65	4	0	185	36
2019-02-05	$23.86	$0.00	159.9%	23.5%	17.7%	96.3%	0.0%	6.3%	-32.5%	4.3K	-228.6K	-855	156.56	4	0	185	36
2019-02-06	$23.73	$0.00	24.5%	7.0%	17.6%	6.2%	0.0%	0.9%	0.4%	3.8K	-214.6K	-590	107.34	0	0	185	36
2019-02-07	$23.34	$0.00	33.5%	9.6%	18.6%	12.2%	0.0%	4.6%	-4.3%	4.7K	-203.0K	-660	141.38	0	0	185	36
2019-02-08	$23.09	$0.00	89.0%	25.5%	18.7%	49.1%	0.0%	9.9%	-35.7%	4.3K	-197.1K	-814	156.15	0	0	185	36
2019-02-11	$23.05	$0.00	28.9%	8.3%	18.6%	9.1%	0.0%	7.1%	-6.6%	4.9K	-138.1K	-559	133.45	0	0	160	36
2019-02-12	$23.42	$0.00	26.4%	7.6%	19.4%	7.5%	0.0%	1.8%	-1.0%	3.3K	-144.6K	-544	119.74	0	0	160	36
2019-02-13	$23.44	$0.00	22.5%	6.4%	19.4%	4.9%	0.0%	1.2%	-4.4%	3.8K	-148.4K	-586	129.55	0	0	160	36
2019-02-14	$23.31	$0.00	35.0%	10.0%	19.5%	13.2%	0.0%	0.4%	-9.4%	3.8K	-138.9K	-564	141.67	0	0	160	36
2019-02-15	$23.47	$0.00	98.5%	28.2%	19.4%	55.4%	0.0%	10.7%	-42.0%	2.1K	-164.2K	-753	155.87	0	0	160	36
2019-02-19	$23.64	$0.00	103.7%	29.7%	18.0%	58.9%	0.0%	11.3%	-38.5%	2.1K	-117.1K	-748	156.69	0	0	117	36
2019-02-20	$23.91	$0.00	25.4%	7.3%	15.2%	6.8%	0.0%	0.6%	-1.9%	3.1K	-99.6K	-554	118.26	0	0	117	36
2019-02-21	$23.85	$0.00	24.8%	7.1%	15.2%	6.4%	0.0%	0.7%	1.3%	3.0K	-99.8K	-544	113.52	0	0	117	36
2019-02-22	$23.86	$0.00	25.0%	7.2%	15.2%	6.5%	0.0%	1.3%	-0.3%	2.9K	-98.0K	-541	111.50	0	0	117	36
2019-02-25	$24.01	$0.00	39.4%	11.3%	13.9%	16.1%	0.0%	2.5%	-11.8%	3.0K	-112.3K	-584	142.02	0	2	117	36
2019-02-26	$24.08	$0.00	40.5%	11.6%	13.5%	16.8%	0.0%	1.9%	-13.0%	3.0K	-116.7K	-569	142.19	0	2	117	37
2019-02-27	$24.06	$0.00	24.3%	7.0%	13.5%	6.1%	0.0%	-0.9%	9.0%	3.0K	-108.1K	-544	124.67	0	2	117	37
2019-02-28	$23.90	$0.00	22.9%	6.6%	13.1%	5.1%	0.0%	2.3%	1.8%	3.0K	-99.4K	-543	115.28	0	2	117	37