FTAG Options History — July 2019 In July 2019, FTAG traded between $22.90 and $24.01. ATM implied volatility averaged 46.6%, placing in the 19.7% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 33.8% (HV 20d: 12.8%). Max pain ranged from $19.00 to $19.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2019-07-11 : Highest Volume — 14 contracts2019-07-05 : Largest IV spike — 445.5% change2019-07-05 : Highest IV Rank — 75.5%2019-07-26 : Largest Expected Move — 32.6%Monthly Statistics Metric Avg Min Max Open Close Price $23.41 $22.90 $24.01 $24.01 $23.32 Max Pain $19.00 $19.00 $19.00 $19.00 $19.00 ATM IV 46.6% 18.6% 135.6% 27.1% 31.7% Expected Move 12.5% 5.3% 32.6% 7.8% 9.1% HV 20d 12.8% 11.1% 14.1% 12.1% 12.8% HV 60d 17.0% 16.6% 17.4% 16.7% 16.8% IV Rank 19.7% 2.2% 75.5% 7.5% 10.3% IV Percentile 38.6% 0.4% 96.0% 21.0% 34.9% Term Structure -9.3% -42.2% 8.0% -0.3% -12.7% VWIV 26.5% 25.6% 27.4% 27.4% 25.6% Skew 25d 6.2% -4.9% 20.2% 2.0% -2.8% Skew 10d 6.7% -47.0% 52.1% 5.7% 6.5% Call IV 25d 48.4% 18.3% 152.6% 20.3% 39.0% Put IV 25d 54.6% 20.9% 165.1% 22.3% 36.2% Bid-Ask Spread % 127.42 102.04 156.80 108.45 134.19 Gamma HHI 0.29 0.15 0.55 0.21 0.55 Net GEX 2.5K 1.5K 3.5K 1.7K 3.3K Net DEX -101.8K -116.7K -81.2K -102.8K -105.1K Net VEX -126 -228 -56 -121 -56 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 1.273 0 14 0 0 Total OI 92.909 84 98 84 98
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 2019-07-01 $24.01 $0.00 27.1% 7.8% 12.1% 7.5% 0.0% 2.0% -0.3% 1.7K -102.8K -121 0.00 108.45 0 0 74 10 2019-07-02 $23.80 $0.00 33.4% 9.6% 11.2% 11.4% 0.0% 14.0% -8.3% 1.9K -98.3K -136 0.00 136.27 0 0 74 10 2019-07-03 $23.84 $0.00 24.9% 7.1% 11.1% 6.1% 0.0% -1.3% 0.9% 1.7K -97.9K -116 0.00 115.78 0 0 74 10 2019-07-05 $23.69 $19.00 135.6% 22.5% 11.6% 75.5% 0.0% -4.9% -23.9% 1.9K -95.0K -228 0.00 155.52 0 0 74 10 2019-07-08 $23.36 $19.00 34.1% 8.0% 12.8% 11.9% 0.0% 2.6% -0.8% 1.5K -89.6K -92 0.00 111.56 0 0 74 10 2019-07-09 $23.12 $19.00 30.0% 8.2% 13.4% 9.3% 0.0% 7.6% 0.0% 1.8K -83.4K -107 0.00 102.04 0 0 74 10 2019-07-10 $22.99 $19.00 86.7% 24.9% 13.4% 44.9% 0.0% 9.6% -28.5% 1.6K -85.9K -221 0.00 155.24 0 0 74 10 2019-07-11 $22.90 $19.00 22.6% 6.5% 13.3% 4.7% 27.4% 1.4% -7.6% 1.6K -81.2K -71 0.00 133.71 14 0 74 10 2019-07-12 $23.24 $19.00 25.7% 7.4% 14.1% 6.6% 25.6% 6.1% 0.2% 3.0K -104.6K -106 0.00 107.37 14 0 88 10 2019-07-15 $23.38 $19.00 25.9% 7.4% 13.4% 6.7% 0.0% 7.3% 1.1% 3.1K -108.0K -109 0.00 104.49 0 0 88 10 2019-07-16 $23.43 $19.00 28.3% 8.1% 13.3% 8.2% 0.0% 10.3% -2.4% 2.9K -107.7K -111 0.00 109.48 0 0 88 10 2019-07-17 $23.23 $19.00 25.8% 7.4% 12.4% 6.7% 0.0% 6.5% 0.4% 3.0K -105.6K -107 0.00 107.38 0 0 88 10 2019-07-18 $23.22 $19.00 18.6% 5.3% 12.3% 2.2% 0.0% 11.1% 8.0% 3.2K -100.7K -103 0.00 135.85 0 0 88 10 2019-07-19 $23.31 $19.00 30.7% 8.8% 12.1% 9.7% 0.0% 3.7% -0.9% 3.1K -107.4K -104 0.00 131.44 0 0 88 10 2019-07-22 $23.29 $19.00 104.7% 30.0% 12.1% 56.1% 0.0% 20.2% -36.1% 2.4K -107.1K -210 0.00 148.31 0 0 88 10 2019-07-23 $23.69 $19.00 31.2% 8.9% 13.4% 10.0% 0.0% 2.6% -5.3% 3.1K -116.7K -117 0.00 136.16 0 0 88 10 2019-07-24 $23.67 $19.00 31.9% 9.1% 13.4% 10.5% 0.0% 4.3% -6.5% 3.1K -112.7K -118 0.00 137.45 0 0 88 10 2019-07-25 $23.35 $19.00 111.4% 31.9% 14.0% 60.3% 0.0% 12.4% -40.8% 2.1K -109.4K -204 0.00 156.80 0 0 88 10 2019-07-26 $23.44 $19.00 113.8% 32.6% 13.2% 61.8% 0.0% 12.5% -42.2% 2.1K -110.8K -199 0.00 155.92 0 0 88 10 2019-07-29 $23.34 $19.00 26.7% 7.7% 13.2% 7.3% 0.0% 4.8% -0.5% 3.2K -103.7K -67 0.00 112.20 0 0 88 10 2019-07-30 $23.31 $19.00 25.3% 7.2% 13.1% 6.3% 0.0% 6.0% 0.6% 3.5K -106.6K -69 0.00 107.73 0 0 88 10 2019-07-31 $23.32 $19.00 31.7% 9.1% 12.8% 10.3% 0.0% -2.8% -12.7% 3.3K -105.1K -56 0.00 134.19 0 0 88 10
« Jun 2019 | All History | Aug 2019 » Home FTAG History July 2019