FTAG Options History — August 2019 In August 2019, FTAG traded between $21.57 and $23.18. ATM implied volatility averaged 68.6%, placing in the 30.1% IV rank vs the trailing year. The 30-day expected move averaged 15.0%. IV traded above realized volatility by 45.6% (HV 20d: 23.0%). Max pain ranged from $19.00 to $25.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 8 of 22 days.
Notable Days 2019-08-06 : Highest Volume — 1 contracts2019-08-21 : Largest IV spike — 204.1% change2019-08-09 : Highest IV Rank — 100.0%2019-08-30 : Largest Expected Move — 34.2%Monthly Statistics Metric Avg Min Max Open Close Price $22.24 $21.57 $23.18 $23.18 $22.35 Max Pain $24.40 $19.00 $25.00 $19.00 $25.00 ATM IV 68.6% 22.0% 198.0% 27.7% 119.3% Expected Move 15.0% 6.3% 34.2% 7.9% 34.2% HV 20d 23.0% 12.9% 27.5% 12.9% 27.1% HV 60d 18.1% 15.8% 19.3% 15.8% 18.7% IV Rank 30.1% 3.7% 100.0% 7.8% 57.0% IV Percentile 65.1% 2.8% 100.0% 25.8% 92.9% Term Structure -2.9% -51.2% 41.1% 0.5% -39.8% VWIV 24.2% 24.2% 24.2% 24.2% 24.2% Skew 25d 5.9% -9.9% 13.4% 7.5% 13.4% Skew 10d 10.6% -22.1% 46.1% 4.7% 7.0% Call IV 25d 63.6% 21.4% 160.2% 34.2% 160.2% Put IV 25d 69.5% 25.2% 173.6% 41.8% 173.6% Bid-Ask Spread % 144.17 118.58 155.96 135.87 155.82 Gamma HHI 0.37 0.16 0.99 0.40 0.45 Net GEX 2.5K -82 18.2K 3.3K 44 Net DEX -41.6K -103.4K 4.1K -103.4K 2.6K Net VEX -53 -132 -25 -71 -27 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.045 0 1 0 0 Total OI 57.773 6 102 98 6
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 2019-08-01 $23.18 $19.00 27.7% 7.9% 12.9% 7.8% 0.0% 7.5% 0.5% 3.3K -103.4K -71 0.00 135.87 0 0 88 10 2019-08-02 $22.81 $19.00 40.5% 11.6% 13.8% 15.8% 0.0% 2.7% -12.9% 3.4K -94.8K -91 0.00 135.71 0 0 88 10 2019-08-05 $21.98 $0.00 64.1% 11.8% 18.2% 30.7% 0.0% 3.4% -13.4% 3.3K -76.9K -100 0.00 143.37 0 0 88 10 2019-08-06 $22.15 $0.00 33.5% 7.9% 18.4% 11.5% 24.2% 6.8% -3.7% 3.8K -74.6K -63 0.00 118.58 0 1 88 13 2019-08-07 $22.35 $25.00 87.3% 14.0% 18.7% 45.2% 0.0% 4.1% -15.5% 2.9K -82.0K -132 0.00 153.04 0 0 88 14 2019-08-08 $22.87 $25.00 68.3% 10.5% 20.6% 33.3% 0.0% 3.3% -2.2% 3.1K -91.6K -108 0.00 143.43 0 0 88 14 2019-08-09 $22.92 $25.00 198.0% 23.4% 19.9% 100.0% 0.0% 9.0% -15.7% 4.4K -91.4K -54 0.00 155.35 0 0 88 14 2019-08-12 $22.27 $25.00 105.3% 11.9% 22.0% 49.3% 0.0% 5.6% -11.3% 3.3K -73.5K -80 0.00 145.02 0 0 88 14 2019-08-13 $22.39 $25.00 119.5% 11.8% 22.1% 57.1% 0.0% 5.4% -10.1% 3.2K -76.5K -73 0.00 147.64 0 0 88 14 2019-08-14 $21.69 $25.00 22.0% 6.3% 24.4% 3.7% 0.0% 2.5% 3.1% 3.5K -56.7K -59 0.00 142.42 0 0 88 14 2019-08-15 $21.57 $25.00 33.8% 9.7% 24.4% 10.2% 0.0% -9.9% -13.0% 2.3K -57.2K -28 0.00 141.86 0 0 88 14 2019-08-16 $21.99 $25.00 93.3% 26.8% 25.6% 42.8% 0.0% 10.5% -51.2% 18.2K -66.8K -29 0.00 155.96 0 0 88 14 2019-08-19 $22.32 $25.00 42.5% 12.2% 26.4% 14.9% 0.0% 5.6% 26.4% -82 3.1K -29 0.00 145.74 0 0 2 4 2019-08-20 $22.16 $25.00 33.8% 9.7% 25.4% 10.2% 0.0% 5.5% 41.1% -47 3.9K -27 0.00 134.09 0 0 2 4 2019-08-21 $22.38 $25.00 102.8% 29.5% 25.9% 48.0% 0.0% 11.6% -28.7% -43 2.3K -30 0.00 155.18 0 0 2 4 2019-08-22 $22.33 $25.00 44.1% 12.6% 25.6% 15.8% 0.0% 5.6% 25.1% -22 2.8K -29 0.00 146.59 0 0 2 4 2019-08-23 $21.81 $25.00 104.7% 30.0% 26.5% 49.0% 0.0% 12.1% -31.3% 5 2.8K -28 0.00 155.70 0 0 2 4 2019-08-26 $21.78 $25.00 47.6% 13.7% 26.5% 17.8% 0.0% 6.6% 29.4% -44 3.5K -27 0.00 154.24 0 0 2 4 2019-08-27 $21.84 $25.00 41.8% 12.0% 26.6% 14.6% 0.0% 1.9% 36.2% -55 3.2K -28 0.00 138.42 0 0 2 4 2019-08-28 $21.92 $25.00 30.7% 8.8% 26.7% 8.5% 0.0% 13.0% -2.6% -31 4.1K -25 0.00 120.51 0 0 2 4 2019-08-29 $22.28 $25.00 49.0% 14.0% 27.5% 18.5% 0.0% 3.9% 25.3% -45 2.8K -28 0.00 147.28 0 0 2 4 2019-08-30 $22.35 $25.00 119.3% 34.2% 27.1% 57.0% 0.0% 13.4% -39.8% 44 2.6K -27 0.00 155.82 0 0 2 4
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