FTAG Options History — March 2019 In March 2019, FTAG traded between $22.91 and $24.11. ATM implied volatility averaged 36.7%, placing in the 14.3% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 24.1% (HV 20d: 12.6%). Max pain ranged from $26.00 to $26.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days.
Notable Days 2019-03-01 : Highest Volume — 2 contracts2019-03-14 : Largest IV spike — 227.6% change2019-03-28 : Highest IV Rank — 66.5%2019-03-28 : Largest Expected Move — 21.4%Monthly Statistics Metric Avg Min Max Open Close Price $23.62 $22.91 $24.11 $23.99 $23.12 Max Pain $26.00 $26.00 $26.00 $26.00 $26.00 ATM IV 36.7% 20.2% 115.1% 25.8% 38.9% Expected Move 9.0% 5.1% 21.4% 7.4% 8.6% HV 20d 12.6% 10.6% 15.4% 12.2% 15.2% HV 60d 18.4% 16.9% 21.5% 21.5% 17.8% IV Rank 14.3% 3.3% 66.5% 7.1% 15.8% IV Percentile 28.7% 0.8% 95.6% 11.9% 43.3% Term Structure -4.8% -40.8% 7.5% -0.5% -9.9% Skew 25d 5.0% -4.0% 12.8% 3.4% 4.6% Skew 10d 6.6% -16.4% 48.6% 2.0% 9.8% Call IV 25d 37.8% 16.4% 155.3% 20.8% 45.4% Put IV 25d 42.8% 21.2% 168.1% 24.2% 50.0% Bid-Ask Spread % 129.49 99.74 152.20 110.95 141.48 Gamma HHI 0.16 0.14 0.18 0.16 0.15 Net GEX 2.9K 2.0K 3.3K 3.0K 2.6K Net DEX -94.0K -118.6K -68.3K -100.4K -81.4K Net VEX -469 -678 -362 -538 -454 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.095 0 2 2 0 Total OI 153.048 153 154 154 153
Daily Data (21 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 2019-03-01 $23.99 $0.00 25.8% 7.4% 12.2% 7.1% 0.0% 3.4% -0.5% 3.0K -100.4K -538 0.00 110.95 0 2 117 37 2019-03-04 $24.11 $0.00 26.7% 7.7% 12.3% 7.7% 0.0% 7.4% -0.6% 3.2K -104.3K -523 0.00 137.44 0 0 117 36 2019-03-05 $24.11 $0.00 26.7% 7.6% 12.3% 7.7% 0.0% 9.4% -0.5% 3.3K -109.5K -529 0.00 130.57 0 0 117 36 2019-03-06 $23.94 $0.00 28.6% 8.2% 12.2% 9.0% 0.0% 4.0% -0.4% 3.1K -103.5K -501 0.00 120.42 0 0 117 36 2019-03-07 $23.58 $0.00 55.8% 16.0% 13.2% 27.0% 0.0% 2.5% -4.1% 3.2K -99.4K -474 0.00 141.87 0 0 117 36 2019-03-08 $23.51 $0.00 26.6% 7.6% 11.8% 7.6% 0.0% 10.7% 0.9% 3.0K -89.1K -478 0.00 137.70 0 0 117 36 2019-03-11 $23.77 $26.00 32.2% 7.0% 11.6% 11.3% 0.0% 5.3% 0.8% 3.1K -96.8K -466 0.00 104.00 0 0 117 36 2019-03-12 $23.80 $26.00 26.9% 7.1% 11.6% 7.8% 0.0% 4.6% -0.5% 3.2K -99.7K -362 0.00 137.69 0 0 117 36 2019-03-13 $23.99 $26.00 26.2% 7.2% 10.6% 7.3% 0.0% 4.0% -0.9% 3.0K -96.0K -460 0.00 115.68 0 0 117 36 2019-03-14 $23.76 $26.00 85.7% 18.2% 11.3% 46.9% 0.0% 9.4% -23.0% 2.2K -118.6K -678 0.00 152.20 0 0 117 36 2019-03-15 $23.94 $26.00 25.2% 7.1% 11.3% 6.7% 0.0% -1.1% -0.4% 3.1K -99.2K -468 0.00 101.08 0 0 117 36 2019-03-18 $24.02 $26.00 32.3% 7.8% 11.1% 11.4% 0.0% 4.1% -5.0% 3.0K -106.9K -373 0.00 142.62 0 0 117 36 2019-03-19 $24.04 $26.00 25.0% 7.1% 10.9% 6.5% 0.0% 3.3% -0.7% 3.2K -101.6K -453 0.00 111.42 0 0 117 36 2019-03-20 $23.82 $26.00 32.5% 7.6% 10.7% 11.6% 0.0% 2.3% -6.3% 3.0K -108.1K -484 0.00 142.20 0 0 117 36 2019-03-21 $23.76 $26.00 24.4% 6.8% 10.7% 6.1% 0.0% 7.4% -1.0% 3.0K -91.3K -436 0.00 99.74 0 0 117 36 2019-03-22 $23.02 $26.00 26.7% 6.7% 15.4% 7.7% 0.0% -4.0% -5.2% 2.5K -70.4K -403 0.00 128.19 0 0 117 36 2019-03-25 $22.94 $26.00 20.2% 5.1% 15.1% 3.3% 0.0% 5.3% -0.9% 2.4K -74.9K -409 0.00 140.64 0 0 117 36 2019-03-26 $22.91 $26.00 30.4% 8.6% 15.0% 10.2% 0.0% 4.8% 7.5% 2.5K -77.1K -448 0.00 140.53 0 0 117 36 2019-03-27 $22.91 $26.00 39.0% 8.5% 15.0% 15.9% 0.0% 5.1% -8.7% 2.9K -68.3K -421 0.00 140.69 0 0 117 36 2019-03-28 $22.97 $26.00 115.1% 21.4% 15.1% 66.5% 0.0% 12.8% -40.8% 2.0K -78.3K -500 0.00 142.26 0 0 117 36 2019-03-29 $23.12 $26.00 38.9% 8.6% 15.2% 15.8% 0.0% 4.6% -9.9% 2.6K -81.4K -454 0.00 141.48 0 0 117 36
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