FTAG Options History — April 2020 In April 2020, FTAG traded between $15.45 and $18.14. ATM implied volatility averaged 47.5%, placing in the 16.1% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded below realized volatility by 14.3% (HV 20d: 61.8%). Max pain ranged from $23.00 to $23.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 5 of 21 days.
Notable Days 2020-04-08 : Largest IV drop — 25.9% change2020-04-01 : Highest IV Rank — 23.8%2020-04-01 : Largest Expected Move — 17.6%Monthly Statistics Metric Avg Min Max Open Close Price $16.87 $15.45 $18.14 $15.52 $17.74 Max Pain $23.00 $23.00 $23.00 $23.00 $23.00 ATM IV 47.5% 37.5% 61.4% 61.4% 47.3% Expected Move 13.2% 10.7% 17.6% 17.6% 13.6% HV 20d 61.8% 39.9% 90.3% 89.6% 39.9% HV 60d 57.9% 54.7% 59.5% 54.7% 59.4% IV Rank 16.1% 10.5% 23.8% 23.8% 16.0% IV Percentile 40.1% 32.9% 49.2% 49.2% 40.9% Term Structure 2.4% -16.9% 155.8% -11.5% -12.3% Skew 25d 7.4% 2.5% 16.6% 9.7% 8.1% Skew 10d 13.1% 8.3% 43.6% 16.4% 12.9% Call IV 25d 44.0% 34.3% 60.4% 60.4% 49.3% Put IV 25d 51.4% 41.9% 70.1% 70.1% 57.5% Bid-Ask Spread % 118.11 110.24 122.85 119.25 122.05 Gamma HHI 0.49 0.37 0.72 0.37 0.49 Net GEX 6 -49 52 5 23 Net DEX 32.5K 28.6K 34.9K 28.6K 34.4K Net VEX -13 -31 -4 -23 -12 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 (21 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 2020-04-01 $15.52 $0.00 61.4% 17.6% 89.6% 23.8% 0.0% 9.7% -11.5% 5 28.6K -23 0.00 119.25 0 0 36 20 2020-04-02 $15.82 $23.00 57.1% 14.5% 90.2% 21.4% 0.0% 7.2% -9.4% -19 29.9K -15 0.00 110.24 0 0 36 20 2020-04-03 $15.45 $23.00 57.0% 15.3% 90.3% 21.4% 0.0% 7.5% -4.6% -3 30.6K -4 0.00 111.97 0 0 36 20 2020-04-06 $16.47 $23.00 52.7% 13.4% 86.1% 19.0% 0.0% 7.6% -16.9% -38 31.5K -12 0.00 113.55 0 0 36 20 2020-04-07 $16.84 $23.00 57.0% 11.8% 85.2% 21.4% 0.0% 6.1% 5.3% -6 31.5K -21 0.00 118.10 0 0 36 20 2020-04-08 $17.02 $23.00 42.2% 12.1% 83.7% 13.1% 0.0% 16.6% 2.1% 30 32.5K -17 0.00 121.00 0 0 36 20 2020-04-09 $17.52 $23.00 47.6% 13.7% 73.4% 16.2% 0.0% 9.5% -12.3% -38 31.3K -31 0.00 114.58 0 0 36 20 2020-04-13 $17.10 $23.00 44.4% 12.7% 72.9% 14.4% 0.0% 6.8% 2.5% 7 32.6K -17 0.00 119.38 0 0 36 20 2020-04-14 $17.31 $23.00 50.1% 14.4% 64.4% 17.6% 0.0% 7.4% -6.7% -49 32.4K -18 0.00 115.17 0 0 36 20 2020-04-15 $16.70 $23.00 43.3% 12.4% 65.6% 13.7% 0.0% 6.5% 1.2% 24 32.1K -14 0.00 121.50 0 0 36 20 2020-04-16 $16.55 $23.00 37.5% 10.7% 53.0% 10.5% 0.0% 9.4% -0.3% 12 32.7K -5 0.00 114.46 0 0 36 20 2020-04-17 $17.10 $23.00 41.0% 11.7% 50.5% 12.5% 0.0% 6.5% -4.4% 28 33.7K -7 0.00 114.42 0 0 36 20 2020-04-20 $16.88 $23.00 43.5% 12.5% 50.0% 13.8% 0.0% 5.1% 155.8% -3 33.2K -6 0.00 114.69 0 0 36 20 2020-04-21 $16.50 $23.00 49.4% 14.1% 49.9% 17.1% 0.0% 3.9% -5.4% -24 32.4K -6 0.00 119.64 0 0 36 20 2020-04-22 $16.80 $23.00 47.3% 13.5% 45.1% 16.0% 0.0% 9.8% -5.0% 28 32.6K -11 0.00 121.45 0 0 36 20 2020-04-23 $16.92 $23.00 45.8% 13.1% 42.4% 15.1% 0.0% 8.0% -6.9% 9 33.5K -4 0.00 120.85 0 0 36 20 2020-04-24 $17.07 $23.00 41.4% 11.9% 41.7% 12.7% 0.0% 2.5% -2.6% 44 33.3K -10 0.00 120.17 0 0 36 20 2020-04-27 $17.38 $23.00 44.9% 12.9% 41.3% 14.6% 0.0% 6.9% -3.5% 52 33.8K -11 0.00 122.24 0 0 36 20 2020-04-28 $17.51 $23.00 43.7% 12.5% 40.9% 14.0% 0.0% 5.3% -11.0% 30 34.1K -10 0.00 122.85 0 0 36 20 2020-04-29 $18.14 $23.00 43.0% 12.3% 42.4% 13.6% 0.0% 5.1% -4.4% 11 34.9K -14 0.00 122.63 0 0 36 20 2020-04-30 $17.74 $23.00 47.3% 13.6% 39.9% 16.0% 0.0% 8.1% -12.3% 23 34.4K -12 0.00 122.05 0 0 36 20
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