FTAG Options History — February 2020 In February 2020, FTAG traded between $19.73 and $22.93. ATM implied volatility averaged 52.6%, placing in the 18.9% IV rank vs the trailing year. The 30-day expected move averaged 14.2%. IV traded above realized volatility by 32.4% (HV 20d: 20.2%). Max pain ranged from $22.00 to $22.00. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 3 of 19 days.
Notable Days 2020-02-10 : Largest IV spike — 231.7% change2020-02-28 : Highest IV Rank — 35.3%2020-02-28 : Largest Expected Move — 23.5%Monthly Statistics Metric Avg Min Max Open Close Price $22.04 $19.73 $22.93 $21.92 $19.73 Max Pain $22.00 $22.00 $22.00 $22.00 $22.00 ATM IV 52.6% 23.4% 82.0% 64.4% 82.0% Expected Move 14.2% 6.8% 23.5% 18.5% 23.5% HV 20d 20.2% 14.4% 25.5% 14.4% 25.5% HV 60d 14.7% 12.1% 18.2% 12.1% 18.2% IV Rank 18.9% 2.7% 35.3% 25.5% 35.3% IV Percentile 46.0% 4.0% 65.5% 59.1% 65.5% Term Structure -11.7% -27.3% 35.0% -19.7% -23.4% Skew 25d 3.7% -25.5% 40.8% 40.8% 11.5% Skew 10d 10.5% 2.9% 45.2% 2.9% 18.6% Call IV 25d 56.1% 17.9% 87.5% 40.4% 87.5% Put IV 25d 59.8% 22.6% 99.0% 81.1% 99.0% Bid-Ask Spread % 146.82 113.13 154.52 152.98 153.03 Gamma HHI 0.29 0.22 0.67 0.27 0.27 Net GEX 641 -238 4.2K 606 132 Net DEX -3.5K -16.4K 16.4K -2.7K 12.4K Net VEX -213 -251 -160 -242 -164 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 65.579 56 69 69 56
Daily Data (19 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 2020-02-03 $21.92 $22.00 64.4% 18.5% 14.4% 25.5% 0.0% 40.8% -19.7% 606 -2.7K -242 0.00 152.98 0 0 46 23 2020-02-04 $22.44 $22.00 66.6% 19.1% 17.3% 26.8% 0.0% 2.3% -19.9% 504 -9.4K -251 0.00 152.98 0 0 46 23 2020-02-05 $22.89 $22.00 24.6% 7.1% 19.0% 3.3% 0.0% 2.4% 18.0% 1.1K -14.7K -245 0.00 121.17 0 0 46 23 2020-02-06 $22.93 $0.00 24.8% 7.2% 18.7% 3.4% 0.0% 3.4% -2.9% 1.0K -16.4K -243 0.00 113.13 0 0 46 23 2020-02-07 $22.58 $0.00 23.4% 7.2% 19.3% 2.7% 0.0% 4.6% -2.1% 1.2K -9.2K -238 0.00 124.06 0 0 46 23 2020-02-10 $22.51 $0.00 77.6% 13.5% 19.2% 32.9% 0.0% 5.4% -26.8% 276 -5.9K -231 0.00 154.19 0 0 46 23 2020-02-11 $22.75 $0.00 77.8% 13.1% 19.6% 33.0% 0.0% 2.8% -25.1% 479 -11.1K -236 0.00 154.29 0 0 46 23 2020-02-12 $22.91 $0.00 46.5% 13.3% 19.8% 15.5% 0.0% 2.0% -26.1% 395 -13.2K -233 0.00 154.52 0 0 46 23 2020-02-13 $22.62 $0.00 46.9% 13.4% 20.2% 15.7% 0.0% 1.8% -27.3% 327 -7.5K -227 0.00 153.86 0 0 46 23 2020-02-14 $22.49 $0.00 44.6% 12.8% 20.1% 14.5% 0.0% 5.1% -20.4% 533 -8.2K -222 0.00 149.59 0 0 46 23 2020-02-18 $22.23 $0.00 51.2% 14.7% 20.4% 18.1% 0.0% 4.6% -14.6% 437 -4.1K -212 0.00 152.35 0 0 46 23 2020-02-19 $22.26 $0.00 52.0% 14.9% 20.4% 18.6% 0.0% -10.1% -16.1% 395 -4.1K -208 0.00 153.71 0 0 46 23 2020-02-20 $22.25 $0.00 52.9% 15.2% 20.1% 19.1% 0.0% 3.3% -16.8% 4.2K -6.5K -205 0.00 153.05 0 0 46 23 2020-02-21 $22.30 $0.00 42.4% 12.2% 20.1% 13.3% 0.0% -0.6% -19.2% 443 -9.8K -186 0.00 152.25 0 0 46 23 2020-02-24 $21.60 $0.00 58.9% 16.9% 22.5% 22.4% 0.0% 4.3% 21.2% -65 10.7K -179 0.00 152.13 0 0 36 20 2020-02-25 $21.03 $0.00 23.7% 6.8% 22.6% 2.8% 0.0% -25.5% 35.0% -238 16.4K -160 0.00 140.07 0 0 36 20 2020-02-26 $20.91 $0.00 64.6% 18.5% 22.2% 25.6% 0.0% 5.3% -18.0% 167 7.6K -188 0.00 151.21 0 0 36 20 2020-02-27 $20.41 $0.00 74.8% 21.4% 23.3% 31.3% 0.0% 7.2% -18.8% 163 10.0K -180 0.00 151.05 0 0 36 20 2020-02-28 $19.73 $0.00 82.0% 23.5% 25.5% 35.3% 0.0% 11.5% -23.4% 132 12.4K -164 0.00 153.03 0 0 36 20
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