FTAG Options History — May 2020 In May 2020, FTAG traded between $16.77 and $19.03. ATM implied volatility averaged 43.3%, placing in the 13.8% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 9.8% (HV 20d: 33.5%). Max pain ranged from $23.00 to $23.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2020-05-18 : Highest Volume — 3 contracts2020-05-13 : Largest IV drop — 60.9% change2020-05-12 : Highest IV Rank — 36.7%2020-05-06 : Largest Expected Move — 11.9%Monthly Statistics Metric Avg Min Max Open Close Price $17.65 $16.77 $19.03 $17.23 $18.86 Max Pain $23.00 $23.00 $23.00 $23.00 $23.00 ATM IV 43.3% 28.3% 84.4% 41.0% 36.5% Expected Move 10.4% 8.1% 11.9% 11.8% 10.5% HV 20d 33.5% 26.8% 41.6% 41.6% 33.1% HV 60d 60.1% 59.4% 61.1% 59.4% 60.6% IV Rank 13.8% 5.4% 36.7% 12.5% 10.0% IV Percentile 34.1% 15.1% 64.7% 31.3% 29.4% Term Structure 24.8% -5.3% 163.6% -5.3% 12.2% Skew 25d 5.5% -7.5% 14.3% 5.4% 3.9% Skew 10d 7.9% -3.5% 45.6% 8.8% 3.8% Call IV 25d 35.5% 27.7% 42.6% 41.2% 39.0% Put IV 25d 40.9% 34.2% 47.5% 46.6% 42.9% Bid-Ask Spread % 123.01 114.37 127.82 116.78 127.65 Gamma HHI 0.79 0.52 1.00 0.86 0.62 Net GEX 102 21 189 88 182 Net DEX 16.7K -4.9K 35.0K 32.8K -4.3K Net VEX -19 -35 -2 -17 -32 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 0.15 0 3 0 0 Total OI 36.5 10 56 56 13
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 2020-05-01 $17.23 $23.00 41.0% 11.8% 41.6% 12.5% 0.0% 5.4% -5.3% 88 32.8K -17 0.00 116.78 0 0 36 20 2020-05-04 $17.15 $0.00 54.9% 10.7% 40.4% 20.2% 0.0% 10.4% 26.3% 100 31.7K -21 0.00 125.41 0 0 36 20 2020-05-05 $17.36 $0.00 58.6% 10.6% 34.1% 22.3% 0.0% 7.2% 26.7% 104 32.2K -21 0.00 126.06 0 0 36 20 2020-05-06 $17.14 $0.00 49.9% 11.9% 33.7% 17.4% 0.0% 0.3% -4.9% 26 34.1K -3 0.00 115.33 0 0 36 20 2020-05-07 $17.35 $0.00 58.7% 10.3% 33.8% 22.4% 0.0% 4.9% 27.1% 87 32.6K -19 0.00 126.86 0 0 36 20 2020-05-08 $17.59 $0.00 43.7% 10.9% 32.5% 14.0% 0.0% 14.3% -1.9% 29 35.0K -3 0.00 117.48 0 0 36 20 2020-05-11 $17.41 $0.00 56.2% 11.6% 31.5% 20.9% 0.0% 12.8% -2.6% 21 34.7K -2 0.00 116.97 0 0 36 20 2020-05-12 $17.23 $0.00 84.4% 10.1% 31.4% 36.7% 0.0% 3.5% 27.7% 93 32.3K -18 0.00 126.04 0 0 36 20 2020-05-13 $16.88 $0.00 33.0% 9.5% 29.5% 8.0% 0.0% 8.3% 12.7% 65 32.9K -10 0.00 118.61 0 0 36 20 2020-05-14 $16.81 $0.00 37.8% 10.8% 29.3% 10.7% 0.0% 7.2% 158.2% 88 31.5K -18 0.00 127.00 0 0 36 20 2020-05-15 $16.77 $0.00 36.5% 10.5% 26.8% 10.0% 0.0% 2.6% 163.6% 99 31.2K -20 0.00 126.23 0 0 36 20 2020-05-18 $17.82 $0.00 34.4% 9.9% 34.2% 8.8% 0.0% 10.0% 0.4% 69 -718 -8 0.00 114.37 3 0 10 0 2020-05-19 $17.61 $0.00 34.3% 9.8% 33.3% 8.7% 0.0% 4.0% 18.1% 146 -3.9K -32 0.00 127.82 0 0 13 0 2020-05-20 $17.91 $0.00 34.2% 9.8% 33.3% 8.7% 0.0% 1.3% -2.7% 118 -2.5K -22 0.00 127.61 0 0 13 0 2020-05-21 $17.81 $0.00 28.3% 8.1% 33.4% 5.4% 0.0% 6.8% 10.3% 119 -2.2K -20 0.00 119.00 0 0 13 0 2020-05-22 $17.73 $0.00 37.5% 10.8% 33.4% 10.5% 0.0% 5.6% -1.8% 61 -781 -10 0.00 120.79 0 0 13 0 2020-05-26 $18.41 $0.00 37.4% 10.7% 35.3% 10.4% 0.0% 3.7% 14.1% 167 -3.7K -29 0.00 127.81 0 0 13 0 2020-05-27 $18.83 $0.00 34.1% 9.8% 36.0% 8.6% 0.0% -7.5% 5.7% 188 -4.9K -35 0.00 126.46 0 0 13 0 2020-05-28 $19.03 $0.00 34.9% 10.0% 34.1% 9.1% 0.0% 4.6% 12.8% 189 -4.1K -32 0.00 125.84 0 0 13 0 2020-05-29 $18.86 $0.00 36.5% 10.5% 33.1% 10.0% 0.0% 3.9% 12.2% 182 -4.3K -32 0.00 127.65 0 0 13 0
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