FTAG Options History — April 2019 In April 2019, FTAG traded between $23.45 and $24.52. ATM implied volatility averaged 55.2%, placing in the 26.6% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded above realized volatility by 41.1% (HV 20d: 14.1%). 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 4 of 21 days.
Notable Days 2019-04-08 : Largest IV spike — 515.8% change2019-04-08 : Highest IV Rank — 95.7%2019-04-23 : Largest Expected Move — 29.2%Monthly Statistics Metric Avg Min Max Open Close Price $24.10 $23.45 $24.52 $23.45 $24.25 Max Pain $26.00 $26.00 $26.00 $26.00 $26.00 ATM IV 55.2% 23.5% 159.1% 43.6% 42.1% Expected Move 13.4% 6.7% 29.2% 8.8% 12.1% HV 20d 14.1% 9.4% 16.7% 16.1% 10.5% HV 60d 14.7% 13.1% 17.8% 17.8% 13.1% IV Rank 26.6% 5.5% 95.7% 18.9% 17.9% IV Percentile 49.2% 7.1% 98.4% 56.3% 54.8% Term Structure -15.3% -42.9% 1.0% -14.5% -11.6% Skew 25d 5.3% -0.5% 11.0% 5.2% 3.1% Skew 10d 13.2% 2.5% 39.8% 10.5% 5.2% Call IV 25d 57.6% 18.6% 136.7% 48.3% 47.9% Put IV 25d 62.9% 21.8% 147.8% 53.5% 51.0% Bid-Ask Spread % 135.19 103.09 158.19 142.23 139.00 Gamma HHI 0.17 0.14 0.20 0.15 0.19 Net GEX 2.9K 2.2K 3.6K 2.8K 3.0K Net DEX -111.1K -131.3K -90.7K -90.7K -114.5K Net VEX -431 -605 -252 -459 -252 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 153 153 153 153 153
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 2019-04-01 $23.45 $26.00 43.6% 8.8% 16.1% 18.9% 0.0% 5.2% -14.5% 2.8K -90.7K -459 0.00 142.23 0 0 117 36 2019-04-02 $23.57 $26.00 42.6% 8.7% 16.3% 18.3% 0.0% 4.2% -12.5% 2.8K -94.1K -453 0.00 142.30 0 0 117 36 2019-04-03 $23.85 $26.00 40.7% 8.4% 16.7% 17.0% 0.0% 2.6% -6.6% 3.0K -108.0K -448 0.00 142.98 0 0 117 36 2019-04-04 $23.99 $26.00 134.9% 22.1% 15.9% 79.6% 0.0% 8.3% -33.7% 2.3K -122.3K -605 0.00 154.22 0 0 117 36 2019-04-05 $24.12 $26.00 25.8% 7.2% 15.9% 7.1% 0.0% 6.2% -0.8% 3.3K -103.2K -396 0.00 103.09 0 0 117 36 2019-04-08 $24.12 $26.00 159.1% 23.1% 15.5% 95.7% 0.0% 8.7% -36.3% 2.2K -125.1K -592 0.00 154.47 0 0 117 36 2019-04-09 $23.84 $26.00 29.4% 7.3% 16.1% 9.5% 0.0% 4.1% -0.7% 3.2K -97.9K -372 0.00 103.96 0 0 117 36 2019-04-10 $23.88 $26.00 30.9% 8.8% 15.8% 10.4% 0.0% 4.8% -7.4% 3.0K -101.5K -431 0.00 142.44 0 0 117 36 2019-04-11 $23.84 $26.00 24.9% 7.1% 15.4% 6.5% 0.0% 0.3% 0.4% 3.1K -93.4K -361 0.00 104.05 0 0 117 36 2019-04-12 $24.12 $26.00 85.1% 24.4% 15.8% 46.5% 0.0% 10.2% -40.1% 2.2K -124.4K -574 0.00 154.65 0 0 117 36 2019-04-15 $24.21 $26.00 88.8% 25.5% 15.8% 49.0% 0.0% 9.7% -42.9% 2.3K -126.6K -565 0.00 154.93 0 0 117 36 2019-04-16 $24.37 $26.00 89.8% 25.8% 15.9% 49.7% 0.0% 10.0% -42.3% 2.3K -130.2K -560 0.00 154.93 0 0 117 36 2019-04-17 $24.52 $26.00 32.1% 9.2% 15.6% 11.3% 0.0% 1.2% -4.7% 3.4K -123.5K -334 0.00 140.91 0 0 117 36 2019-04-18 $24.52 $26.00 23.5% 6.7% 15.5% 5.5% 0.0% 3.2% 0.5% 3.6K -111.0K -359 0.00 104.89 0 0 117 36 2019-04-22 $24.45 $26.00 37.4% 10.7% 9.6% 14.8% 0.0% 2.3% -10.2% 3.2K -124.1K -375 0.00 141.94 0 0 117 36 2019-04-23 $24.44 $26.00 101.9% 29.2% 9.4% 57.7% 0.0% 11.0% -35.4% 2.3K -131.3K -531 0.00 158.19 0 0 117 36 2019-04-24 $24.12 $26.00 25.3% 7.2% 10.9% 6.7% 0.0% -0.5% 1.0% 3.5K -100.0K -328 0.00 106.66 0 0 117 36 2019-04-25 $23.97 $26.00 36.2% 10.4% 11.3% 14.0% 0.0% 2.6% -10.1% 3.0K -108.7K -355 0.00 141.09 0 0 117 36 2019-04-26 $24.15 $26.00 25.3% 7.3% 11.5% 6.8% 0.0% 8.6% 0.1% 3.5K -95.2K -307 0.00 115.13 0 0 117 36 2019-04-29 $24.23 $26.00 39.7% 11.4% 11.4% 16.3% 0.0% 4.8% -12.5% 3.1K -107.7K -396 0.00 137.00 0 0 117 36 2019-04-30 $24.25 $26.00 42.1% 12.1% 10.5% 17.9% 0.0% 3.1% -11.6% 3.0K -114.5K -252 0.00 139.00 0 0 117 36
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