FTAG Options History — December 2019

Name: FTAG Options Analytics - December 2019
Creator: Options Analysis Suite

In December 2019, FTAG traded between $22.64 and $23.82. ATM implied volatility averaged 100.6%, placing in the 46.7% IV rank vs the trailing year. The 30-day expected move averaged 25.1%. IV traded above realized volatility by 90.1% (HV 20d: 10.4%). Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2019-12-02: Highest Volume — 10 contracts
2019-12-23: Largest IV spike — 382.7% change
2019-12-10: Highest IV Rank — 83.0%
2019-12-04: Largest Expected Move — 37.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$23.34	$22.64	$23.82	$22.89	$23.77
ATM IV	100.6%	21.0%	166.9%	61.6%	122.9%
Expected Move	25.1%	6.0%	37.9%	17.7%	35.2%
HV 20d	10.4%	9.2%	11.4%	10.8%	10.4%
HV 60d	12.9%	11.7%	13.4%	13.3%	11.9%
IV Rank	46.7%	3.2%	83.0%	25.4%	58.9%
IV Percentile	75.2%	1.6%	98.4%	61.5%	88.5%
Term Structure	-29.6%	-54.0%	0.3%	-18.4%	-54.0%
Skew 25d	6.2%	-2.4%	13.4%	0.1%	6.2%
Skew 10d	26.5%	-11.7%	70.6%	17.9%	41.7%
Call IV 25d	112.5%	18.2%	179.8%	77.9%	167.8%
Put IV 25d	118.7%	20.5%	181.2%	78.0%	174.0%
Bid-Ask Spread %	155.24	116.57	178.15	175.36	154.34
Gamma HHI	0.28	0.25	0.34	0.34	0.27
Net GEX	167	-756	610	-756	228
Net DEX	-13.7K	-23.0K	5.3K	5.3K	-19.8K
Net VEX	-268	-303	-210	-210	-250
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	0.476	0	10	10	0
Total OI	58.524	49	59	49	59

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Vol	Call OI	Put OI
2019-12-02	$22.89	$0.00	61.6%	17.7%	10.8%	25.4%	0.0%	0.1%	-18.4%	-756	5.3K	-210	175.36	10	26	23
2019-12-03	$22.64	$0.00	128.7%	36.9%	9.2%	62.1%	0.0%	-2.4%	-51.5%	317	-10.7K	-303	178.15	0	36	23
2019-12-04	$22.85	$0.00	132.2%	37.9%	9.7%	64.0%	0.0%	1.5%	-53.3%	286	-10.4K	-296	177.91	0	36	23
2019-12-05	$22.81	$0.00	136.6%	23.1%	9.6%	66.4%	0.0%	8.7%	-21.3%	-30	-5.1K	-274	155.51	0	36	23
2019-12-06	$23.01	$0.00	140.8%	23.3%	10.1%	68.7%	0.0%	9.0%	-21.3%	4	-7.9K	-274	156.02	0	36	23
2019-12-09	$22.98	$0.00	159.0%	24.2%	10.1%	78.7%	0.0%	9.6%	-23.3%	-27	-7.2K	-269	156.18	0	36	23
2019-12-10	$22.93	$0.00	166.9%	24.6%	9.9%	83.0%	0.0%	5.1%	-24.1%	34	-6.4K	-269	154.32	0	36	23
2019-12-11	$23.08	$0.00	45.4%	13.0%	10.4%	16.6%	0.0%	2.5%	-7.9%	91	-8.4K	-265	154.32	0	36	23
2019-12-12	$23.44	$0.00	44.3%	12.7%	11.1%	15.9%	0.0%	2.9%	-6.6%	186	-14.5K	-267	153.30	0	36	23
2019-12-13	$23.43	$0.00	34.5%	9.9%	11.1%	10.6%	0.0%	1.3%	-10.4%	592	-19.3K	-285	133.35	0	36	23
2019-12-16	$23.59	$0.00	89.9%	25.8%	11.4%	40.9%	0.0%	1.0%	-29.0%	220	-17.3K	-271	151.24	0	36	23
2019-12-17	$23.47	$0.00	93.6%	26.8%	11.3%	42.9%	0.0%	4.8%	-28.1%	186	-15.1K	-271	152.59	0	36	23
2019-12-18	$23.47	$0.00	95.1%	27.3%	11.2%	43.7%	0.0%	10.4%	-29.1%	152	-15.3K	-269	156.32	0	36	23
2019-12-19	$23.48	$0.00	96.7%	27.7%	10.3%	44.6%	0.0%	4.9%	-30.1%	184	-15.3K	-265	155.76	0	36	23
2019-12-20	$23.59	$0.00	21.0%	6.0%	10.4%	3.2%	0.0%	3.6%	0.3%	610	-21.5K	-273	116.57	0	36	23
2019-12-23	$23.77	$0.00	101.4%	29.1%	10.6%	47.2%	0.0%	11.6%	-36.9%	225	-19.9K	-263	154.43	0	36	23
2019-12-24	$23.73	$0.00	103.3%	29.6%	10.5%	48.2%	0.0%	11.4%	-38.4%	196	-19.2K	-258	155.94	0	36	23
2019-12-26	$23.82	$0.00	107.9%	30.9%	10.5%	50.8%	0.0%	12.0%	-41.7%	209	-20.6K	-255	156.20	0	36	23
2019-12-27	$23.82	$0.00	110.5%	31.7%	10.2%	52.1%	0.0%	12.3%	-43.7%	458	-23.0K	-287	156.18	0	36	23
2019-12-30	$23.60	$0.00	119.8%	34.3%	10.3%	57.2%	0.0%	13.4%	-52.1%	142	-17.1K	-252	156.14	0	36	23
2019-12-31	$23.77	$0.00	122.9%	35.2%	10.4%	58.9%	0.0%	6.2%	-54.0%	228	-19.8K	-250	154.34	0	36	23