FTAG Options History — October 2019

In October 2019, FTAG traded between $21.85 and $23.30. ATM implied volatility averaged 84.3%, placing in the 37.8% IV rank vs the trailing year. The 30-day expected move averaged 20.3%. IV traded above realized volatility by 68.9% (HV 20d: 15.4%). Max pain ranged from $21.00 to $22.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.05.

Notable Days

2019-10-28: Highest Volume — 80 contracts
2019-10-29: Largest IV spike — 393.6% change
2019-10-07: Highest IV Rank — 82.3%
2019-10-31: Largest Expected Move — 38.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$22.69	$21.85	$23.30	$22.49	$23.16
Max Pain	$21.86	$21.00	$22.00	$22.00	$21.00
ATM IV	84.3%	24.4%	165.7%	26.5%	135.3%
Expected Move	20.3%	7.0%	38.8%	7.6%	38.8%
HV 20d	15.4%	12.7%	17.2%	14.5%	12.9%
HV 60d	19.6%	18.1%	20.5%	19.2%	18.1%
IV Rank	37.8%	5.1%	82.3%	6.2%	65.7%
IV Percentile	67.6%	6.0%	98.8%	21.0%	94.0%
Term Structure	-20.2%	-60.2%	30.0%	-8.1%	-60.2%
VWIV	42.5%	27.8%	57.1%	57.1%	27.8%
Skew 25d	3.2%	-30.9%	85.2%	-4.2%	6.3%
Skew 10d	6.9%	-34.8%	38.5%	0.8%	-4.8%
Call IV 25d	96.8%	19.6%	183.5%	26.7%	183.5%
Put IV 25d	100.0%	22.4%	189.8%	22.4%	189.8%
Bid-Ask Spread %	143.29	115.98	153.36	119.35	153.36
Gamma HHI	0.46	0.26	0.60	0.50	0.33
Net GEX	403	-23	2.2K	13	2.0K
Net DEX	-13.6K	-96.8K	1.6K	496	-84.5K
Net VEX	-75	-356	-20	-23	-356
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.05	0.00	0.14	0.00	0.14
Total Volume	4.609	0	80	0	0
Total OI	20.565	5	110	5	110

Daily Data (23 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
2019-10-01	$22.49	$0.00	26.5%	7.6%	14.5%	6.2%	0.0%	-4.2%	-8.1%	13	496	-23	0.00	119.35	0	0	2	3
2019-10-02	$22.04	$0.00	41.5%	11.9%	15.6%	14.4%	0.0%	4.8%	-10.3%	19	1.5K	-22	0.00	138.25	0	0	2	3
2019-10-03	$22.08	$22.00	142.2%	18.0%	14.6%	69.5%	0.0%	9.1%	16.3%	1	796	-22	0.00	151.33	0	0	2	3
2019-10-04	$22.19	$22.00	146.7%	18.1%	14.7%	72.0%	0.0%	-30.9%	-5.7%	106	1.1K	-21	0.00	151.05	0	0	2	3
2019-10-07	$22.15	$22.00	165.7%	18.1%	14.2%	82.3%	0.0%	-26.4%	-3.6%	115	1.2K	-21	0.00	151.57	0	0	2	3
2019-10-08	$21.85	$22.00	83.9%	11.4%	13.2%	37.6%	0.0%	-4.8%	-1.6%	70	1.6K	-21	0.00	148.13	0	0	2	3
2019-10-09	$22.03	$22.00	64.4%	18.5%	13.1%	26.9%	0.0%	-26.0%	-2.2%	107	1.3K	-20	0.00	151.40	0	0	2	3
2019-10-10	$22.12	$22.00	65.5%	18.8%	13.2%	27.6%	0.0%	-21.7%	0.2%	125	1.2K	-21	0.00	151.59	0	0	2	3
2019-10-11	$22.74	$22.00	89.9%	25.8%	16.6%	40.9%	0.0%	8.1%	-48.5%	7	370	-22	0.00	151.75	0	0	2	3
2019-10-14	$22.57	$22.00	49.3%	14.1%	16.6%	18.7%	0.0%	-9.8%	-26.7%	95	724	-21	0.00	148.73	0	0	2	3
2019-10-15	$22.83	$22.00	95.5%	27.4%	17.1%	43.9%	0.0%	4.2%	-54.0%	2	347	-21	0.00	151.69	0	0	2	3
2019-10-16	$22.84	$22.00	26.1%	7.5%	17.1%	6.0%	0.0%	8.0%	-2.1%	18	85	-21	0.00	119.32	0	0	2	3
2019-10-17	$22.90	$22.00	98.2%	28.1%	17.2%	45.4%	0.0%	9.9%	-52.6%	9	155	-21	0.00	151.42	0	0	2	3
2019-10-18	$22.88	$22.00	100.2%	28.7%	17.1%	46.5%	0.0%	11.5%	-57.2%	-23	273	-21	0.00	151.48	0	0	2	3
2019-10-21	$22.97	$22.00	106.1%	30.4%	17.2%	49.7%	0.0%	10.3%	-33.8%	-13	267	-20	0.00	151.74	0	0	2	3
2019-10-22	$22.91	$22.00	24.4%	7.0%	16.7%	5.1%	0.0%	85.2%	24.7%	72	99	-20	0.00	116.25	15	0	2	3
2019-10-23	$22.98	$22.00	26.0%	7.5%	16.4%	5.9%	57.1%	9.0%	30.0%	570	-8.1K	-94	0.00	115.98	1	0	17	3
2019-10-24	$23.07	$22.00	54.4%	15.6%	16.4%	21.5%	0.0%	7.5%	-14.8%	562	-10.3K	-101	0.00	146.69	0	0	18	3
2019-10-25	$23.20	$22.00	114.3%	32.8%	16.5%	54.3%	0.0%	12.7%	-43.5%	444	-13.7K	-115	0.00	151.66	0	0	18	3
2019-10-28	$23.28	$22.00	25.7%	7.4%	16.2%	5.7%	27.8%	-1.2%	-1.2%	560	-15.6K	-116	0.14	117.18	70	10	18	3
2019-10-29	$23.30	$21.00	126.7%	36.3%	15.0%	61.0%	0.0%	5.3%	-52.6%	2.2K	-96.8K	-304	0.00	152.80	0	0	87	13
2019-10-30	$23.25	$21.00	130.8%	37.5%	12.7%	63.2%	0.0%	7.4%	-56.1%	2.2K	-95.3K	-299	0.00	152.98	0	10	87	13
2019-10-31	$23.16	$21.00	135.3%	38.8%	12.9%	65.7%	0.0%	6.3%	-60.2%	2.0K	-84.5K	-356	0.00	153.36	0	0	87	23