FTAG Options History — June 2020 In June 2020, FTAG traded between $19.05 and $21.02. ATM implied volatility averaged 74.5%, placing in the 31.2% IV rank vs the trailing year. The 30-day expected move averaged 21.9%. IV traded above realized volatility by 38.7% (HV 20d: 35.9%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2020-06-23 : Highest Volume — 3 contracts2020-06-24 : Largest IV spike — 185.8% change2020-06-26 : Highest IV Rank — 59.5%2020-06-26 : Largest Expected Move — 36.0%Monthly Statistics Metric Avg Min Max Open Close Price $19.82 $19.05 $21.02 $19.11 $19.34 ATM IV 74.5% 31.5% 125.4% 37.3% 31.5% Expected Move 21.9% 9.0% 36.0% 10.7% 9.0% HV 20d 35.9% 31.0% 42.4% 31.0% 35.7% HV 60d 44.7% 35.9% 60.4% 60.3% 35.9% IV Rank 31.2% 7.2% 59.5% 10.4% 7.2% IV Percentile 55.7% 16.3% 87.3% 29.8% 16.3% Term Structure -14.4% -43.5% 9.2% -0.3% -3.8% Skew 25d 6.6% -0.1% 10.5% 6.2% 6.1% Skew 10d 21.8% 2.2% 55.4% 4.1% 6.8% Call IV 25d 91.8% 24.6% 161.0% 28.3% 27.8% Put IV 25d 98.4% 28.7% 167.2% 34.5% 33.9% Bid-Ask Spread % 154.56 117.91 175.93 122.04 160.40 Gamma HHI 0.63 0.50 0.87 0.53 0.87 Net GEX 193 68 259 158 68 Net DEX -5.2K -10.3K -1.7K -1.9K -1.7K Net VEX -31 -46 -13 -19 -13 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 0.143 0 3 0 0 Total OI 13 13 13 13 13
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 2020-06-01 $19.11 $0.00 37.3% 10.7% 31.0% 10.4% 0.0% 6.2% -0.3% 158 -1.9K -19 0.00 122.04 0 0 13 0 2020-06-02 $19.48 $0.00 34.3% 9.8% 31.2% 8.7% 0.0% 5.1% 1.1% 175 -2.0K -19 0.00 121.06 0 0 13 0 2020-06-03 $20.20 $0.00 37.1% 10.6% 32.9% 10.3% 0.0% 7.2% 9.2% 245 -5.2K -36 0.00 126.09 0 0 13 0 2020-06-05 $20.67 $0.00 36.6% 20.8% 32.4% 10.0% 0.0% 6.3% -31.1% 212 -3.1K -25 0.00 152.80 0 0 13 0 2020-06-08 $21.02 $0.00 44.9% 14.0% 32.5% 14.6% 0.0% 5.8% -43.5% 187 -2.0K -18 0.00 148.24 0 0 13 0 2020-06-09 $20.81 $0.00 33.4% 9.1% 33.2% 8.2% 0.0% 4.2% 1.2% 200 -2.4K -20 0.00 117.91 0 0 13 0 2020-06-10 $20.54 $0.00 71.5% 20.5% 33.4% 29.5% 0.0% 5.8% -23.0% 259 -5.2K -35 0.00 162.59 0 0 13 0 2020-06-11 $19.21 $0.00 83.4% 23.9% 42.4% 36.1% 0.0% 7.4% -26.8% 198 -4.3K -30 0.00 163.78 0 0 13 0 2020-06-12 $19.56 $0.00 101.8% 29.2% 41.5% 46.4% 0.0% 7.8% -27.6% 214 -7.0K -41 0.00 175.93 0 0 13 0 2020-06-15 $19.55 $0.00 102.0% 29.2% 41.4% 46.5% 0.0% 10.5% -21.7% 211 -7.1K -40 0.00 173.08 0 0 13 0 2020-06-16 $19.93 $0.00 101.6% 29.1% 41.4% 46.3% 0.0% 9.6% -25.0% 216 -7.8K -43 0.00 171.89 0 0 13 0 2020-06-17 $19.88 $0.00 72.8% 20.9% 36.6% 30.2% 0.0% 8.7% -15.5% 218 -5.2K -33 0.00 157.00 0 0 13 0 2020-06-18 $19.82 $0.00 100.7% 28.9% 36.2% 45.7% 0.0% 9.5% -23.1% 216 -7.1K -40 0.00 167.61 0 0 13 0 2020-06-19 $19.74 $0.00 97.9% 28.1% 36.1% 44.2% 0.0% 7.8% -21.4% 213 -6.6K -37 0.00 162.90 0 0 13 0 2020-06-22 $19.89 $0.00 39.0% 11.2% 35.9% 11.4% 0.0% 5.5% -4.3% 159 -2.1K -18 0.00 140.19 0 0 13 0 2020-06-23 $20.20 $0.00 43.4% 12.4% 35.9% 13.8% 0.0% -0.1% -12.4% 173 -2.1K -18 0.00 136.14 3 0 13 0 2020-06-24 $19.67 $0.00 123.9% 35.5% 35.7% 58.7% 0.0% 6.4% -3.1% 176 -10.3K -46 0.00 175.76 0 0 13 0 2020-06-25 $19.39 $0.00 125.4% 36.0% 35.5% 59.5% 0.0% 6.2% 1.4% 170 -9.9K -43 0.00 174.70 0 0 13 0 2020-06-26 $19.05 $0.00 125.4% 36.0% 36.0% 59.5% 0.0% 5.1% 2.8% 166 -9.5K -42 0.00 173.60 0 0 13 0 2020-06-29 $19.25 $0.00 120.8% 34.6% 36.0% 57.0% 0.0% 7.8% -36.3% 217 -5.9K -35 0.00 161.98 0 0 13 0 2020-06-30 $19.34 $0.00 31.5% 9.0% 35.7% 7.2% 0.0% 6.1% -3.8% 68 -1.7K -13 0.00 160.40 0 0 13 0
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