FTAG Options History — September 2019 In September 2019, FTAG traded between $22.01 and $23.78. ATM implied volatility averaged 57.7%, placing in the 23.3% IV rank vs the trailing year. The 30-day expected move averaged 15.9%. IV traded above realized volatility by 39.3% (HV 20d: 18.5%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 6 of 20 days.
Notable Days 2019-09-24 : Largest IV spike — 354.2% change2019-09-10 : Highest IV Rank — 82.2%2019-09-26 : Largest Expected Move — 32.4%Monthly Statistics Metric Avg Min Max Open Close Price $23.03 $22.01 $23.78 $22.01 $22.84 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 57.7% 22.2% 165.5% 37.2% 35.7% Expected Move 15.9% 6.4% 32.4% 10.7% 10.2% HV 20d 18.5% 13.7% 24.8% 24.2% 14.5% HV 60d 19.2% 18.9% 19.4% 18.9% 19.2% IV Rank 23.3% 3.9% 82.2% 12.1% 11.2% IV Percentile 50.1% 5.2% 98.4% 50.0% 46.4% Term Structure -13.3% -56.6% 3.7% -9.7% -4.0% Skew 25d 7.5% 1.4% 28.3% 3.2% 2.8% Skew 10d 18.9% -2.5% 70.6% -2.5% 4.6% Call IV 25d 65.7% 17.9% 154.5% 25.8% 42.4% Put IV 25d 73.2% 23.8% 167.3% 29.0% 45.2% Bid-Ask Spread % 138.41 113.22 160.80 121.53 137.97 Gamma HHI 0.45 0.35 0.52 0.41 0.50 Net GEX -23 -134 73 -37 11 Net DEX 1.8K 145 3.9K 3.9K 387 Net VEX -24 -27 -23 -25 -23 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 5.7 5 6 6 5
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 2019-09-03 $22.01 $25.00 37.2% 10.7% 24.2% 12.1% 0.0% 3.2% -9.7% -37 3.9K -25 0.00 121.53 0 0 2 4 2019-09-04 $22.30 $25.00 29.5% 8.5% 24.5% 7.8% 0.0% 4.1% -1.4% -13 3.7K -25 0.00 116.35 0 0 2 4 2019-09-05 $22.62 $0.00 41.2% 23.2% 24.8% 14.2% 0.0% 4.3% -56.6% -58 2.6K -27 0.00 155.38 0 0 2 4 2019-09-06 $22.71 $0.00 25.7% 7.4% 23.4% 5.8% 0.0% 10.2% 0.2% -34 3.1K -26 0.00 115.60 0 0 2 4 2019-09-09 $22.91 $0.00 73.3% 19.1% 23.6% 31.8% 0.0% 28.3% -29.3% -46 2.3K -26 0.00 154.47 0 0 2 4 2019-09-10 $23.28 $0.00 165.5% 24.4% 21.6% 82.2% 0.0% 9.2% -10.0% -2 1.6K -26 0.00 155.03 0 0 2 4 2019-09-11 $23.48 $0.00 24.5% 7.0% 21.7% 5.1% 0.0% 10.7% 3.7% -101 1.9K -25 0.00 119.17 0 0 2 4 2019-09-12 $23.53 $0.00 84.9% 24.3% 17.6% 38.1% 0.0% 4.3% -45.4% -134 1.8K -26 0.00 157.23 0 0 2 4 2019-09-13 $23.78 $0.00 22.2% 6.4% 17.4% 3.9% 0.0% 5.9% 1.8% -119 1.4K -23 0.00 116.51 0 0 2 4 2019-09-16 $23.65 $0.00 61.1% 17.5% 16.9% 25.1% 0.0% 5.5% -18.8% 73 1.8K -24 0.00 149.18 0 0 2 4 2019-09-17 $23.44 $0.00 93.6% 26.8% 16.9% 42.9% 0.0% 6.8% -13.9% 12 2.6K -24 0.00 155.21 0 0 2 4 2019-09-18 $23.40 $0.00 23.9% 6.9% 16.6% 4.8% 0.0% 1.4% 0.8% -51 1.5K -24 0.00 136.13 0 0 2 4 2019-09-19 $23.35 $0.00 97.0% 27.8% 16.4% 44.8% 0.0% 11.3% -16.5% 5 2.7K -24 0.00 160.80 0 0 2 4 2019-09-20 $23.25 $0.00 30.3% 8.7% 16.5% 8.3% 0.0% 2.9% -1.3% -11 2.1K -24 0.00 138.19 0 0 2 4 2019-09-23 $23.17 $0.00 24.6% 7.1% 13.7% 5.2% 0.0% 5.0% 0.1% 18 145 -23 0.00 117.62 0 0 2 3 2019-09-24 $22.90 $0.00 111.7% 32.0% 14.6% 52.8% 0.0% 11.8% -28.3% 16 331 -24 0.00 155.07 0 0 2 3 2019-09-25 $22.72 $0.00 25.0% 7.2% 15.0% 5.4% 0.0% 5.9% 0.3% -3 514 -23 0.00 113.22 0 0 2 3 2019-09-26 $22.64 $0.00 113.2% 32.4% 15.2% 53.6% 0.0% 12.7% -33.9% 7 505 -23 0.00 155.79 0 0 2 3 2019-09-27 $22.62 $0.00 34.2% 9.8% 14.1% 10.4% 0.0% 4.5% -4.4% 6 700 -23 0.00 137.84 0 0 2 3 2019-09-30 $22.84 $0.00 35.7% 10.2% 14.5% 11.2% 0.0% 2.8% -4.0% 11 387 -23 0.00 137.97 0 0 2 3
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