FTAG Options History — November 2019 In November 2019, FTAG traded between $22.96 and $24.05. ATM implied volatility averaged 92.4%, placing in the 42.3% IV rank vs the trailing year. The 30-day expected move averaged 22.5%. IV traded above realized volatility by 80.7% (HV 20d: 11.8%). Max pain ranged from $21.00 to $21.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2019-11-05 : Highest Volume — 10 contracts2019-11-06 : Largest IV spike — 501.0% change2019-11-08 : Highest IV Rank — 96.1%2019-11-01 : Largest Expected Move — 38.9%Monthly Statistics Metric Avg Min Max Open Close Price $23.54 $22.96 $24.05 $23.53 $22.96 Max Pain $21.00 $21.00 $21.00 $21.00 $21.00 ATM IV 92.4% 28.0% 190.8% 135.8% 114.8% Expected Move 22.5% 6.5% 38.9% 38.9% 32.9% HV 20d 11.8% 9.2% 14.4% 13.7% 12.4% HV 60d 15.1% 13.4% 18.0% 17.7% 13.4% IV Rank 42.3% 7.0% 96.1% 66.0% 54.5% IV Percentile 71.7% 24.2% 99.6% 94.4% 88.9% Term Structure -28.2% -68.1% -0.3% -66.3% -39.8% Skew 25d 3.9% -25.0% 13.0% 13.0% 2.3% Skew 10d 15.8% -4.3% 61.4% -4.3% -4.1% Call IV 25d 102.2% 21.7% 186.7% 186.7% 156.4% Put IV 25d 106.0% 26.9% 199.7% 199.7% 158.6% Bid-Ask Spread % 165.42 107.94 177.55 153.26 177.55 Gamma HHI 0.44 0.26 0.86 0.33 0.31 Net GEX 4.5K 28 17.6K 2.0K 68 Net DEX -47.9K -104.7K -2.7K -90.6K -9.4K Net VEX -294 -381 -246 -352 -258 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 0.55 0 10 0 0 Total OI 86.85 49 121 110 49
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 2019-11-01 $23.53 $21.00 135.8% 38.9% 13.7% 66.0% 0.0% 13.0% -66.3% 2.0K -90.6K -352 0.00 153.26 0 0 87 23 2019-11-04 $23.91 $0.00 28.4% 7.3% 14.4% 7.2% 0.0% 3.0% -2.5% 10.2K -95.6K -275 0.00 107.94 0 0 87 23 2019-11-05 $24.05 $0.00 28.0% 6.5% 12.8% 7.0% 0.0% 3.2% -0.3% 10.8K -104.7K -271 0.00 110.03 0 10 87 23 2019-11-06 $23.90 $0.00 168.5% 21.9% 13.3% 83.8% 0.0% 4.3% -27.8% 2.0K -89.5K -381 0.00 174.25 0 0 87 33 2019-11-07 $24.01 $0.00 80.4% 11.9% 13.3% 35.7% 0.0% 0.4% -8.4% 3.5K -91.3K -374 0.00 174.47 1 0 87 33 2019-11-08 $23.95 $0.00 190.8% 13.9% 10.2% 96.1% 0.0% 1.8% -68.1% 1.9K -92.4K -372 0.00 167.81 0 0 88 33 2019-11-11 $24.02 $0.00 80.8% 23.2% 9.4% 35.9% 0.0% 8.6% -30.9% 15.4K -93.2K -325 0.00 174.77 0 0 88 33 2019-11-12 $23.93 $0.00 82.0% 23.5% 9.2% 36.6% 0.0% 8.9% -32.1% 17.6K -86.0K -316 0.00 174.27 0 0 88 33 2019-11-13 $23.61 $0.00 83.6% 24.0% 10.8% 37.4% 0.0% 9.0% -34.2% 14.5K -54.0K -287 0.00 176.06 0 0 88 33 2019-11-14 $23.59 $0.00 45.8% 13.1% 10.8% 16.7% 0.0% 0.6% -11.6% 11.9K -43.8K -280 0.00 173.88 0 0 88 33 2019-11-15 $23.58 $0.00 86.0% 24.7% 10.8% 38.7% 0.0% -25.0% -36.2% 103 -40.5K -268 0.00 176.26 0 0 88 33 2019-11-18 $23.41 $0.00 92.2% 26.4% 11.2% 42.2% 0.0% 8.6% -23.9% 49 -8.7K -273 0.00 176.06 0 0 26 23 2019-11-19 $23.33 $0.00 93.9% 26.9% 11.2% 43.1% 0.0% 7.6% -25.0% 55 -9.3K -272 0.00 176.66 0 0 26 23 2019-11-20 $23.07 $0.00 96.1% 27.6% 12.0% 44.3% 0.0% 2.5% -26.9% 59 -9.8K -265 0.00 177.55 0 0 26 23 2019-11-21 $23.15 $0.00 97.5% 28.0% 12.0% 45.1% 0.0% 3.5% -27.6% 61 -9.9K -269 0.00 177.55 0 0 26 23 2019-11-22 $23.15 $0.00 99.3% 28.5% 11.8% 46.0% 0.0% 3.4% -28.7% 63 -9.7K -268 0.00 176.58 0 0 26 23 2019-11-25 $23.31 $0.00 28.4% 8.2% 12.0% 7.3% 0.0% 9.2% -4.5% 28 -2.7K -246 0.00 132.46 0 0 26 23 2019-11-26 $23.28 $0.00 106.8% 30.6% 12.0% 50.1% 0.0% 7.8% -33.4% 52 -10.4K -256 0.00 176.92 0 0 26 23 2019-11-27 $23.16 $0.00 109.5% 31.4% 12.1% 51.6% 0.0% 4.6% -35.4% 50 -7.4K -268 0.00 174.04 0 0 26 23 2019-11-29 $22.96 $0.00 114.8% 32.9% 12.4% 54.5% 0.0% 2.3% -39.8% 68 -9.4K -258 0.00 177.55 0 0 26 23
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