FTAG Options History — May 2019

In May 2019, FTAG traded between $21.66 and $24.14. ATM implied volatility averaged 62.0%, placing in the 29.7% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded above realized volatility by 44.0% (HV 20d: 18.0%). Max pain ranged from $26.00 to $26.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 1.00.

Notable Days

2019-05-14: Highest Volume — 60 contracts
2019-05-07: Largest IV spike — 244.2% change
2019-05-07: Highest IV Rank — 100.0%
2019-05-24: Largest Expected Move — 29.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$22.63	$21.66	$24.14	$24.09	$21.66
Max Pain	$26.00	$26.00	$26.00	$26.00	$26.00
ATM IV	62.0%	25.3%	174.8%	26.6%	31.5%
Expected Move	13.4%	6.5%	29.9%	7.6%	9.0%
HV 20d	18.0%	10.8%	21.6%	10.8%	21.5%
HV 60d	15.5%	13.2%	17.0%	13.2%	17.0%
IV Rank	29.7%	6.7%	100.0%	7.6%	10.3%
IV Percentile	55.6%	11.9%	100.0%	16.3%	31.0%
Term Structure	-10.8%	-34.5%	0.6%	0.1%	-1.9%
Skew 25d	5.4%	-14.1%	28.5%	1.6%	9.0%
Skew 10d	14.1%	-10.9%	61.4%	4.2%	9.7%
Call IV 25d	53.2%	20.9%	141.5%	21.6%	26.8%
Put IV 25d	58.6%	20.8%	153.2%	23.2%	35.8%
Bid-Ask Spread %	130.95	101.04	155.36	112.36	107.34
Gamma HHI	0.19	0.12	0.45	0.21	0.21
Net GEX	2.6K	1.5K	4.6K	3.5K	2.8K
Net DEX	-79.0K	-91.0K	-50.0K	-89.4K	-67.1K
Net VEX	-284	-509	-191	-261	-213
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.00	0.00	5.00	0.00	0.00
Total Volume	6.727	0	60	0	6
Total OI	139	87	193	153	90

Daily Data (22 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
2019-05-01	$24.09	$26.00	26.6%	7.6%	10.8%	7.6%	0.0%	1.6%	0.1%	3.5K	-89.4K	-261	0.00	112.36	0	0	117	36
2019-05-02	$23.84	$26.00	25.3%	7.3%	10.8%	6.7%	0.0%	-1.2%	0.6%	3.3K	-87.4K	-248	0.00	111.01	0	10	117	36
2019-05-03	$24.14	$26.00	26.3%	7.5%	11.5%	7.4%	0.0%	3.6%	-1.0%	3.1K	-82.0K	-316	0.00	116.62	0	10	117	46
2019-05-06	$23.77	$0.00	48.3%	8.6%	12.6%	22.0%	0.0%	5.8%	-4.8%	2.5K	-81.0K	-391	0.00	141.55	0	0	117	46
2019-05-07	$23.11	$0.00	166.2%	22.5%	15.9%	100.0%	0.0%	8.6%	-26.0%	1.8K	-88.1K	-509	0.00	155.08	0	0	117	46
2019-05-08	$23.20	$0.00	174.8%	22.7%	15.6%	100.0%	0.0%	7.6%	-26.3%	1.8K	-87.4K	-502	0.00	155.36	0	0	117	46
2019-05-09	$22.91	$0.00	37.0%	8.7%	16.1%	13.7%	0.0%	6.6%	-1.0%	2.3K	-50.0K	-257	0.00	111.70	0	40	117	46
2019-05-10	$23.09	$0.00	67.2%	6.5%	16.5%	32.6%	0.0%	-14.1%	-12.2%	2.4K	-84.1K	-232	0.00	132.64	10	0	117	76
2019-05-13	$22.35	$0.00	79.2%	9.4%	19.0%	40.2%	0.0%	-1.0%	-5.7%	1.9K	-79.7K	-246	0.00	130.32	0	0	117	66
2019-05-14	$22.57	$0.00	65.4%	8.8%	19.5%	31.5%	0.0%	0.7%	-3.1%	3.8K	-90.4K	-239	5.00	105.52	10	50	127	66
2019-05-15	$22.49	$0.00	30.8%	8.8%	19.1%	9.8%	0.0%	12.8%	-2.6%	4.1K	-84.3K	-237	0.00	101.04	0	0	127	66
2019-05-16	$22.65	$0.00	88.5%	25.4%	19.2%	46.0%	0.0%	28.5%	-34.5%	4.6K	-91.0K	-344	0.00	154.82	0	0	127	66
2019-05-17	$22.26	$0.00	26.0%	7.4%	19.7%	6.8%	0.0%	-9.0%	-3.0%	2.8K	-76.6K	-204	0.00	135.53	0	0	127	66
2019-05-20	$22.11	$0.00	31.7%	9.1%	19.7%	10.3%	0.0%	5.8%	-5.8%	2.2K	-73.7K	-222	0.00	133.48	0	0	77	10
2019-05-21	$22.36	$0.00	98.2%	28.2%	20.5%	52.0%	0.0%	4.7%	-26.1%	1.6K	-88.0K	-336	0.00	154.60	0	0	77	10
2019-05-22	$22.22	$0.00	100.2%	28.7%	20.2%	53.3%	0.0%	11.1%	-27.6%	1.5K	-84.4K	-333	0.00	154.76	0	0	77	10
2019-05-23	$21.73	$0.00	33.5%	9.6%	21.2%	11.5%	0.0%	5.6%	-7.5%	2.2K	-67.1K	-212	0.00	136.17	0	0	77	10
2019-05-24	$21.98	$0.00	104.4%	29.9%	21.6%	55.9%	0.0%	11.7%	-30.7%	1.5K	-80.9K	-323	0.00	154.72	0	0	77	10
2019-05-28	$21.80	$0.00	34.6%	9.9%	21.4%	12.2%	0.0%	4.9%	-7.4%	2.2K	-68.1K	-205	0.00	136.45	0	0	77	10
2019-05-29	$21.77	$0.00	35.9%	10.3%	21.3%	13.0%	0.0%	7.3%	-7.3%	2.3K	-67.7K	-191	0.00	135.10	6	0	77	10
2019-05-30	$21.84	$0.00	32.0%	9.2%	21.5%	10.5%	0.0%	8.2%	-2.6%	2.7K	-70.3K	-220	0.00	104.65	6	0	80	10
2019-05-31	$21.66	$0.00	31.5%	9.0%	21.5%	10.3%	0.0%	9.0%	-1.9%	2.8K	-67.1K	-213	0.00	107.34	6	0	80	10