FTAG Options History — August 2020 In August 2020, FTAG traded between $20.41 and $22.16. ATM implied volatility averaged 32.1%, placing in the 6.3% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 16.7% (HV 20d: 15.5%). Max pain ranged from $27.00 to $27.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2020-08-11 : Highest Volume — 1 contracts2020-08-06 : Largest IV spike — 88.6% change2020-08-07 : Highest IV Rank — 21.9%2020-08-11 : Largest Expected Move — 13.5%Monthly Statistics Metric Avg Min Max Open Close Price $21.52 $20.41 $22.16 $20.41 $21.97 Max Pain $27.00 $27.00 $27.00 $27.00 $27.00 ATM IV 32.1% 23.9% 59.7% 33.0% 39.6% Expected Move 8.6% 6.9% 13.5% 9.5% 11.4% HV 20d 15.5% 13.4% 17.1% 17.1% 13.4% HV 60d 26.0% 22.4% 28.8% 28.8% 22.4% IV Rank 6.3% 1.7% 21.9% 6.8% 10.7% IV Percentile 15.3% 2.4% 50.0% 15.1% 29.8% Term Structure -0.5% -14.8% 12.0% -7.4% -14.8% Skew 25d 1.3% -39.9% 8.4% 4.9% -39.9% Skew 10d -0.4% -38.5% 16.7% 4.0% -25.8% Call IV 25d 29.2% 19.1% 64.1% 27.6% 64.1% Put IV 25d 30.5% 23.3% 56.4% 32.5% 24.2% Bid-Ask Spread % 127.78 120.81 148.40 124.09 134.21 Gamma HHI 0.53 0.32 0.92 0.44 0.71 Net GEX 116 -11 220 -11 204 Net DEX -800 -4.2K 4.9K -2.5K -2.3K Net VEX -44 -89 -10 -17 -15 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 0.095 0 1 0 0 Total OI 31.524 24 35 34 24
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 2020-08-03 $20.41 $27.00 33.0% 9.5% 17.1% 6.8% 0.0% 4.9% -7.4% -11 -2.5K -17 0.00 124.09 0 0 14 20 2020-08-04 $20.56 $27.00 28.5% 8.2% 15.3% 4.3% 0.0% -16.4% 0.4% 7 4.9K -81 0.00 122.38 0 0 14 20 2020-08-05 $20.91 $27.00 31.4% 9.0% 15.8% 5.8% 0.0% 4.3% -2.9% 18 -2.9K -17 0.00 124.18 0 0 14 20 2020-08-06 $20.84 $0.00 59.1% 12.4% 15.1% 21.5% 0.0% 6.6% -3.8% 95 2.5K -86 0.00 148.40 0 0 14 20 2020-08-07 $20.82 $0.00 59.7% 12.4% 15.1% 21.9% 0.0% 4.4% -5.5% 109 2.1K -87 0.00 147.68 0 0 14 20 2020-08-10 $21.18 $0.00 31.5% 8.0% 15.6% 6.0% 0.0% 8.2% 0.7% 128 -3.4K -10 0.00 120.81 0 0 14 20 2020-08-11 $21.45 $0.00 53.1% 13.5% 15.2% 18.1% 0.0% 3.4% -0.1% 64 -1.1K -54 0.00 130.32 1 0 14 20 2020-08-12 $21.66 $0.00 23.9% 6.9% 15.2% 1.7% 0.0% 6.2% 8.1% 58 1.7K -89 0.00 121.88 0 0 15 20 2020-08-13 $21.61 $0.00 31.4% 9.0% 15.3% 6.0% 0.0% 1.8% -2.2% 70 1.9K -89 0.00 124.57 0 0 15 20 2020-08-14 $21.59 $0.00 25.5% 7.3% 15.2% 2.6% 0.0% 3.6% 1.1% 57 3.8K -85 0.00 124.27 0 0 15 20 2020-08-17 $21.76 $0.00 26.4% 7.6% 15.3% 3.1% 0.0% 6.2% 0.6% 63 -381 -68 0.00 125.00 0 0 15 20 2020-08-18 $21.83 $0.00 25.8% 7.4% 15.3% 2.8% 0.0% 8.4% 1.0% 202 -4.2K -17 0.00 120.85 1 0 15 20 2020-08-19 $21.68 $0.00 24.6% 7.1% 15.7% 2.1% 0.0% 3.2% 1.3% 58 1.8K -87 0.00 127.08 0 0 15 20 2020-08-20 $21.56 $0.00 24.8% 7.1% 15.9% 2.2% 0.0% 4.0% 12.0% 73 -3.7K -24 0.00 122.93 0 0 15 20 2020-08-21 $21.58 $0.00 25.0% 7.2% 15.8% 2.3% 0.0% 5.1% -1.0% 193 -3.9K -15 0.00 125.30 0 0 15 20 2020-08-24 $22.06 $0.00 27.6% 7.9% 17.1% 3.8% 0.0% 3.3% -0.9% 207 -2.3K -16 0.00 127.85 0 0 4 20 2020-08-25 $22.03 $0.00 27.5% 7.9% 16.8% 3.7% 0.0% 2.1% -1.4% 208 -2.3K -16 0.00 128.32 0 0 4 20 2020-08-26 $22.16 $0.00 24.7% 7.1% 16.6% 2.1% 0.0% 2.2% 1.5% 203 -2.2K -15 0.00 128.46 0 0 4 20 2020-08-27 $22.10 $0.00 25.7% 7.4% 15.1% 2.7% 0.0% 3.1% 1.2% 220 -2.3K -15 0.00 126.10 0 0 4 20 2020-08-28 $22.11 $0.00 26.3% 7.5% 13.5% 3.0% 0.0% 2.5% 0.6% 209 -2.3K -15 0.00 128.74 0 0 4 20 2020-08-31 $21.97 $0.00 39.6% 11.4% 13.4% 10.7% 0.0% -39.9% -14.8% 204 -2.3K -15 0.00 134.21 0 0 4 20
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