FTAG Options History — July 2020

In July 2020, FTAG traded between $19.27 and $20.72. ATM implied volatility averaged 72.7%, placing in the 29.6% IV rank vs the trailing year. The 30-day expected move averaged 17.6%. IV traded above realized volatility by 49.8% (HV 20d: 22.8%). Max pain ranged from $27.00 to $27.00. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 1.11.

Notable Days

2020-07-06: Highest Volume — 13 contracts
2020-07-02: Largest IV spike — 203.7% change
2020-07-07: Highest IV Rank — 98.0%
2020-07-07: Largest Expected Move — 55.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.10	$19.27	$20.72	$19.33	$20.09
Max Pain	$27.00	$27.00	$27.00	$27.00	$27.00
ATM IV	72.7%	27.1%	194.4%	30.9%	34.4%
Expected Move	17.6%	7.8%	55.7%	8.9%	9.9%
HV 20d	22.8%	15.1%	35.0%	35.0%	17.5%
HV 60d	31.2%	28.4%	35.4%	35.4%	28.8%
IV Rank	29.6%	3.4%	98.0%	6.9%	7.6%
IV Percentile	43.3%	7.9%	99.6%	15.5%	19.0%
Term Structure	-9.8%	-83.1%	33.8%	-4.6%	-10.3%
Skew 25d	6.6%	-43.1%	30.2%	3.7%	-2.5%
Skew 10d	7.0%	-45.1%	31.2%	6.0%	1.7%
Call IV 25d	57.8%	23.5%	153.6%	28.7%	29.4%
Put IV 25d	64.4%	26.9%	168.0%	32.5%	26.9%
Bid-Ask Spread %	143.44	118.72	176.38	158.27	121.84
Gamma HHI	0.46	0.33	0.88	0.88	0.51
Net GEX	71	-39	233	70	-39
Net DEX	1.0K	-10.3K	6.4K	-1.6K	14
Net VEX	-65	-98	-9	-12	-24
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.11	0.00	3.33	3.33	0.00
Total Volume	1.682	0	13	0	1
Total OI	29.818	13	33	13	33

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
2020-07-01	$19.33	$0.00	30.9%	8.9%	35.0%	6.9%	0.0%	3.7%	-4.6%	70	-1.6K	-12	0.00	158.27	0	0	13	0
2020-07-02	$19.60	$0.00	94.0%	26.9%	32.8%	42.0%	0.0%	3.4%	-27.8%	233	-5.0K	-30	0.00	160.25	0	10	13	0
2020-07-06	$19.98	$27.00	130.6%	38.9%	32.4%	62.4%	0.0%	14.4%	-11.5%	148	-6.3K	-77	3.33	176.38	3	10	13	10
2020-07-07	$19.59	$27.00	194.4%	55.7%	32.2%	98.0%	0.0%	30.2%	-83.1%	93	-10.3K	-77	0.00	174.53	0	0	13	10
2020-07-08	$19.48	$27.00	180.3%	52.5%	32.2%	90.1%	0.0%	27.2%	-70.2%	82	-9.3K	-66	0.00	152.28	0	10	13	10
2020-07-09	$19.27	$27.00	111.9%	19.9%	32.1%	52.0%	0.0%	8.4%	-4.8%	118	3.6K	-96	0.00	150.56	0	0	13	20
2020-07-10	$19.45	$27.00	93.9%	13.8%	21.7%	42.0%	0.0%	21.3%	-11.4%	70	4.2K	-85	0.00	141.41	0	0	13	20
2020-07-13	$19.69	$27.00	143.3%	18.4%	21.2%	69.5%	0.0%	22.3%	15.8%	129	3.5K	-85	0.00	151.20	0	0	13	20
2020-07-14	$20.01	$27.00	161.0%	19.6%	21.9%	79.4%	0.0%	10.7%	-7.4%	106	2.8K	-98	0.00	151.27	0	0	13	20
2020-07-15	$20.23	$27.00	56.8%	16.3%	21.2%	21.3%	0.0%	22.6%	-20.7%	163	2.7K	-88	0.00	135.50	3	0	13	20
2020-07-16	$20.26	$27.00	35.9%	10.3%	21.2%	9.6%	0.0%	9.4%	25.4%	48	3.8K	-70	0.00	121.63	0	0	13	20
2020-07-17	$20.42	$27.00	27.8%	8.0%	21.2%	5.1%	0.0%	3.7%	-3.3%	12	961	-31	0.00	145.32	0	0	13	20
2020-07-20	$20.41	$27.00	63.0%	18.1%	21.2%	24.8%	0.0%	19.3%	-0.2%	148	4.2K	-89	0.00	143.32	0	0	13	20
2020-07-21	$20.45	$27.00	29.0%	8.3%	21.0%	4.5%	0.0%	3.1%	-4.4%	-15	4.0K	-79	0.00	145.12	0	0	13	20
2020-07-22	$20.56	$27.00	27.1%	7.8%	20.4%	3.4%	0.0%	3.0%	-2.8%	8	5.1K	-83	0.00	145.20	0	0	13	20
2020-07-23	$20.55	$27.00	27.1%	7.8%	17.7%	3.4%	0.0%	-23.4%	7.0%	19	6.4K	-79	0.00	125.53	0	0	13	20
2020-07-24	$20.47	$27.00	32.4%	9.3%	16.8%	6.5%	0.0%	5.2%	-0.8%	88	-972	-9	0.00	118.89	0	0	13	20
2020-07-27	$20.65	$27.00	27.4%	7.9%	15.1%	3.6%	0.0%	5.0%	-3.2%	4	5.3K	-82	0.00	140.40	0	0	13	20
2020-07-28	$20.51	$27.00	28.7%	8.2%	15.3%	4.4%	0.0%	7.8%	-1.6%	-6	-890	-15	0.00	118.72	0	0	13	20
2020-07-29	$20.72	$27.00	41.2%	11.8%	15.5%	11.4%	0.0%	-43.1%	-30.6%	96	4.9K	-84	0.00	145.55	0	0	13	20
2020-07-30	$20.39	$27.00	28.1%	8.1%	17.0%	4.0%	0.0%	-7.5%	33.8%	-3	5.4K	-80	0.00	132.40	0	0	13	20
2020-07-31	$20.09	$27.00	34.4%	9.9%	17.5%	7.6%	0.0%	-2.5%	-10.3%	-39	14	-24	0.00	121.84	1	0	13	20