FTAG Options History — March 2020 In March 2020, FTAG traded between $13.87 and $20.67. ATM implied volatility averaged 112.3%, placing in the 52.2% IV rank vs the trailing year. The 30-day expected move averaged 29.0%. IV traded above realized volatility by 48.5% (HV 20d: 63.8%). Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2020-03-23 : Largest IV spike — 108.1% change2020-03-17 : Highest IV Rank — 89.9%2020-03-17 : Largest Expected Move — 51.6%Monthly Statistics Metric Avg Min Max Open Close Price $16.77 $13.87 $20.67 $20.31 $16.19 ATM IV 112.3% 55.9% 179.9% 80.1% 72.3% Expected Move 29.0% 16.0% 51.6% 23.0% 20.7% HV 20d 63.8% 27.2% 90.6% 27.8% 89.8% HV 60d 40.1% 19.1% 54.2% 19.2% 54.2% IV Rank 52.2% 20.8% 89.9% 34.3% 29.9% IV Percentile 76.5% 47.2% 99.2% 63.1% 54.8% Term Structure -21.9% -47.2% -4.0% -25.0% -4.0% Skew 25d 25.2% 2.3% 114.5% 9.7% 5.9% Skew 10d 14.5% -19.9% 56.7% 18.0% 56.7% Call IV 25d 91.1% 45.7% 170.3% 89.0% 98.6% Put IV 25d 116.3% 67.3% 173.4% 98.7% 104.5% Bid-Ask Spread % 151.22 113.69 183.26 148.94 135.31 Gamma HHI 0.30 0.25 0.55 0.28 0.36 Net GEX 77 -26 148 136 -5 Net DEX 15.5K -6.1K 31.8K 11.3K 28.4K Net VEX -105 -171 -6 -171 -35 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 56 56 56 56 56
Daily Data (22 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 2020-03-02 $20.31 $0.00 80.1% 23.0% 27.8% 34.3% 0.0% 9.7% -25.0% 136 11.3K -171 0.00 148.94 0 0 36 20 2020-03-03 $20.24 $0.00 80.5% 23.1% 27.6% 34.5% 0.0% 7.2% -23.6% 148 10.8K -171 0.00 154.31 0 0 36 20 2020-03-04 $20.67 $0.00 77.8% 22.3% 27.2% 33.0% 0.0% 9.3% -25.3% 136 10.6K -171 0.00 150.77 0 0 36 20 2020-03-05 $20.06 $0.00 90.1% 17.4% 27.2% 39.8% 0.0% 9.4% -9.0% 135 11.2K -166 0.00 152.67 0 0 36 20 2020-03-06 $19.73 $0.00 97.2% 19.1% 27.2% 43.8% 0.0% 13.6% -10.1% 135 11.6K -162 0.00 151.80 0 0 36 20 2020-03-09 $17.65 $0.00 115.9% 21.4% 45.9% 54.2% 0.0% 12.2% -7.7% 89 17.2K -120 0.00 183.26 0 0 36 20 2020-03-10 $18.36 $0.00 168.4% 29.3% 49.3% 83.5% 0.0% 19.0% -20.8% 131 14.3K -134 0.00 154.46 0 0 36 20 2020-03-11 $17.50 $0.00 135.1% 38.7% 50.4% 64.9% 0.0% 19.3% -23.1% 122 8.5K -132 0.00 172.68 0 0 36 20 2020-03-12 $15.65 $0.00 177.8% 0.0% 60.7% 88.7% 0.0% 2.3% 0.0% 112 -6.1K -158 0.00 176.37 0 0 36 20 2020-03-13 $16.28 $0.00 90.0% 25.8% 64.2% 39.8% 0.0% 18.9% -14.5% 66 19.7K -94 0.00 150.38 0 0 36 20 2020-03-16 $14.89 $0.00 166.5% 47.7% 69.0% 82.4% 0.0% 6.8% -32.3% 98 5.5K -127 0.00 165.81 0 0 36 20 2020-03-17 $15.34 $0.00 179.9% 51.6% 71.2% 89.9% 0.0% 20.5% -47.2% 113 4.0K -136 0.00 134.81 0 0 36 20 2020-03-18 $13.87 $0.00 150.3% 43.1% 76.5% 73.4% 0.0% 104.3% -31.4% 74 12.3K -94 0.00 153.64 0 0 36 20 2020-03-19 $14.71 $0.00 103.0% 29.5% 81.6% 47.1% 0.0% 20.8% -20.1% 49 20.6K -68 0.00 145.82 0 0 36 20 2020-03-20 $14.41 $0.00 70.6% 20.2% 81.1% 29.0% 0.0% 3.5% -21.9% 5 25.8K -29 0.00 143.51 0 0 36 20 2020-03-23 $14.06 $0.00 146.8% 42.1% 81.0% 71.5% 0.0% 63.8% -35.5% 67 15.7K -82 0.00 154.40 0 0 36 20 2020-03-24 $15.02 $0.00 136.2% 39.0% 86.7% 65.6% 0.0% 114.5% -33.0% 71 16.5K -87 0.00 158.16 0 0 36 20 2020-03-25 $15.74 $0.00 129.5% 37.1% 89.6% 61.8% 0.0% 46.3% -33.3% 78 16.2K -97 0.00 158.65 0 0 36 20 2020-03-26 $16.15 $0.00 81.4% 23.3% 90.6% 35.0% 0.0% 12.2% -20.7% -5 27.5K -38 0.00 138.65 0 0 36 20 2020-03-27 $15.86 $0.00 65.8% 18.9% 90.3% 26.3% 0.0% 12.4% -13.9% -25 28.7K -27 0.00 128.66 0 0 36 20 2020-03-30 $16.17 $0.00 55.9% 16.0% 89.8% 20.8% 0.0% 21.6% -7.3% -26 31.8K -6 0.00 113.69 0 0 36 20 2020-03-31 $16.19 $0.00 72.3% 20.7% 89.8% 29.9% 0.0% 5.9% -4.0% -5 28.4K -35 0.00 135.31 0 0 36 20
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