FTAG Options History — June 2019 In June 2019, FTAG traded between $22.03 and $23.90. ATM implied volatility averaged 49.7%, placing in the 21.6% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded above realized volatility by 32.3% (HV 20d: 17.4%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days.
Notable Days 2019-06-10 : Largest IV spike — 484.9% change2019-06-10 : Highest IV Rank — 90.6%2019-06-27 : Largest Expected Move — 30.9%Monthly Statistics Metric Avg Min Max Open Close Price $22.99 $22.03 $23.90 $22.03 $23.90 ATM IV 49.7% 20.7% 159.7% 36.2% 27.3% Expected Move 13.0% 5.9% 30.9% 10.4% 7.8% HV 20d 17.4% 12.9% 23.4% 22.0% 12.9% HV 60d 17.2% 16.7% 17.8% 17.2% 16.7% IV Rank 21.6% 3.5% 90.6% 13.2% 7.6% IV Percentile 42.7% 1.2% 97.6% 42.9% 21.8% Term Structure -8.3% -36.9% 6.7% -10.9% -1.7% Skew 25d 5.4% -11.1% 16.2% -11.1% 16.2% Skew 10d 15.5% -9.3% 55.8% 3.7% 18.0% Call IV 25d 52.8% 20.0% 146.3% 43.3% 22.1% Put IV 25d 58.2% 23.6% 158.2% 32.2% 38.2% Bid-Ask Spread % 127.29 102.36 156.44 128.25 133.64 Gamma HHI 0.18 0.16 0.20 0.18 0.17 Net GEX 2.1K 1.6K 2.6K 2.5K 2.2K Net DEX -88.6K -98.1K -78.3K -78.3K -96.2K Net VEX -200 -308 -134 -222 -177 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 87 84 90 90 84
Daily Data (20 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 2019-06-03 $22.03 $0.00 36.2% 10.4% 22.0% 13.2% 0.0% -11.1% -10.9% 2.5K -78.3K -222 0.00 128.25 0 0 80 10 2019-06-04 $22.50 $0.00 31.6% 9.1% 23.4% 10.3% 0.0% 0.6% -2.2% 2.6K -82.9K -203 0.00 118.39 0 0 80 10 2019-06-05 $22.49 $0.00 34.1% 9.8% 21.4% 11.9% 0.0% 2.5% -6.7% 2.5K -82.1K -201 0.00 104.72 0 0 80 10 2019-06-06 $22.55 $0.00 35.0% 7.6% 21.3% 12.4% 0.0% -3.9% 1.9% 2.3K -90.0K -193 0.00 126.90 0 0 80 10 2019-06-07 $22.73 $0.00 27.3% 7.8% 21.1% 7.6% 0.0% 2.4% 0.9% 2.3K -84.4K -195 0.00 102.36 0 0 80 10 2019-06-10 $22.74 $0.00 159.7% 24.3% 20.9% 90.6% 0.0% 9.4% -20.8% 1.7K -94.3K -308 0.00 155.18 0 0 80 10 2019-06-11 $22.91 $0.00 31.9% 7.9% 17.4% 10.5% 0.0% 5.7% 0.1% 2.3K -91.0K -183 0.00 118.75 0 0 80 10 2019-06-12 $22.78 $0.00 20.7% 5.9% 17.2% 3.5% 0.0% 3.7% 1.4% 2.3K -92.4K -182 0.00 135.47 0 0 80 10 2019-06-13 $22.92 $0.00 27.2% 7.8% 17.3% 7.6% 0.0% 6.3% 0.3% 2.5K -92.4K -146 0.00 103.93 0 0 80 10 2019-06-14 $22.64 $0.00 27.5% 7.9% 17.7% 7.7% 0.0% 9.4% -2.8% 2.2K -85.0K -174 0.00 120.86 0 0 80 10 2019-06-17 $22.63 $0.00 93.9% 26.9% 16.5% 49.3% 0.0% 10.5% -26.4% 1.6K -81.8K -275 0.00 155.66 0 0 74 10 2019-06-18 $23.04 $0.00 94.6% 27.1% 17.3% 49.8% 0.0% 10.4% -26.0% 1.7K -87.0K -278 0.00 155.73 0 0 74 10 2019-06-19 $23.14 $0.00 95.9% 27.5% 17.0% 50.6% 0.0% 10.6% -26.7% 1.6K -88.3K -278 0.00 156.44 0 0 74 10 2019-06-20 $23.30 $0.00 26.9% 7.7% 16.8% 7.3% 0.0% 7.1% -0.0% 1.9K -87.8K -149 0.00 104.72 0 0 74 10 2019-06-21 $23.31 $0.00 23.5% 6.7% 14.1% 5.2% 0.0% 5.2% 6.7% 1.9K -86.7K -146 0.00 107.55 0 0 74 10 2019-06-24 $23.44 $0.00 28.0% 8.0% 13.8% 8.0% 0.0% 2.9% -0.9% 1.9K -89.8K -148 0.00 110.44 0 0 74 10 2019-06-25 $23.39 $0.00 34.6% 9.9% 13.3% 12.2% 0.0% 3.0% -9.8% 2.1K -90.6K -150 0.00 131.55 0 0 74 10 2019-06-26 $23.57 $0.00 29.8% 8.5% 13.3% 9.2% 0.0% 4.4% -5.0% 1.9K -92.8K -134 0.00 119.82 0 0 74 10 2019-06-27 $23.88 $0.00 107.8% 30.9% 13.6% 58.1% 0.0% 11.9% -36.9% 1.7K -98.1K -260 0.00 155.54 0 0 74 10 2019-06-28 $23.90 $0.00 27.3% 7.8% 12.9% 7.6% 0.0% 16.2% -1.7% 2.2K -96.2K -177 0.00 133.64 0 0 74 10
« May 2019 | All History | Jul 2019 » Home FTAG History June 2019