FTAG Options History — September 2020 In September 2020, FTAG traded between $21.33 and $22.59. ATM implied volatility averaged 31.8%, placing in the 6.5% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 14.2% (HV 20d: 17.6%). Max pain ranged from $22.00 to $22.00. 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 2020-09-21 : Highest Volume — 2 contracts2020-09-03 : Largest IV spike — 159.9% change2020-09-08 : Highest IV Rank — 28.7%2020-09-08 : Largest Expected Move — 12.4%Monthly Statistics Metric Avg Min Max Open Close Price $21.99 $21.33 $22.59 $22.09 $21.66 Max Pain $22.00 $22.00 $22.00 $22.00 $22.00 ATM IV 31.8% 19.6% 70.8% 25.5% 24.4% Expected Move 8.3% 5.6% 12.4% 7.3% 7.0% HV 20d 17.6% 13.0% 21.4% 13.4% 21.2% HV 60d 18.2% 16.3% 22.5% 22.2% 17.0% IV Rank 6.5% 0.0% 28.7% 2.6% 2.7% IV Percentile 16.2% 0.0% 58.3% 7.1% 4.4% Term Structure 0.7% -24.1% 26.1% -0.1% 1.5% VWIV 27.0% 26.0% 28.0% 28.0% 26.0% Skew 25d 5.7% -15.1% 32.0% 3.2% 3.5% Skew 10d 17.8% -7.2% 45.3% 2.9% 5.1% Call IV 25d 28.8% 16.9% 68.9% 22.1% 22.2% Put IV 25d 34.5% 21.3% 56.4% 25.3% 25.7% Bid-Ask Spread % 126.60 117.58 145.66 129.60 127.34 Gamma HHI 0.58 0.33 0.72 0.71 0.46 Net GEX 264 -3 514 211 481 Net DEX -2.2K -3.1K -965 -2.2K -3.1K Net VEX -15 -47 -10 -15 -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 2 0 0 Total OI 24.524 24 26 24 26
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 2020-09-01 $22.09 $0.00 25.5% 7.3% 13.4% 2.6% 0.0% 3.2% -0.1% 211 -2.2K -15 0.00 129.60 0 0 4 20 2020-09-02 $22.39 $0.00 25.3% 7.2% 13.0% 2.5% 0.0% -5.1% -3.6% 233 -2.5K -16 0.00 129.70 0 0 4 20 2020-09-03 $21.91 $0.00 65.6% 11.5% 15.6% 25.7% 0.0% -15.1% 24.6% -3 -965 -47 0.00 138.73 0 0 4 20 2020-09-04 $22.09 $0.00 42.8% 10.1% 15.7% 12.6% 0.0% -5.2% 2.6% 178 -2.1K -14 0.00 125.60 0 0 4 20 2020-09-08 $21.83 $0.00 70.8% 12.4% 15.6% 28.7% 0.0% 14.3% -14.2% 95 -2.1K -14 0.00 120.65 0 0 4 20 2020-09-09 $22.24 $0.00 22.0% 6.3% 16.2% 0.6% 0.0% 6.9% 6.8% 226 -2.0K -14 0.00 119.69 0 0 4 20 2020-09-10 $22.08 $0.00 35.7% 10.2% 16.3% 8.5% 0.0% 21.9% -8.6% 226 -1.8K -12 0.00 126.38 0 0 4 20 2020-09-11 $22.19 $0.00 22.3% 6.4% 16.3% 0.7% 0.0% 3.0% 2.6% 241 -1.7K -12 0.00 125.84 0 0 4 20 2020-09-14 $22.36 $0.00 21.9% 6.3% 16.4% 0.5% 0.0% 4.7% 4.4% 254 -2.1K -13 0.00 124.98 0 0 4 20 2020-09-15 $22.43 $0.00 38.5% 11.0% 16.3% 10.1% 0.0% 12.9% -5.7% 262 -2.3K -14 0.00 120.80 0 0 4 20 2020-09-16 $22.45 $0.00 33.4% 9.6% 16.2% 7.1% 0.0% 1.8% -24.1% 265 -2.1K -13 0.00 145.66 0 0 4 20 2020-09-17 $22.59 $0.00 27.9% 8.0% 16.0% 4.0% 0.0% 12.8% 4.7% 258 -2.0K -13 0.00 132.35 0 0 4 20 2020-09-18 $22.51 $0.00 35.4% 10.2% 15.9% 8.3% 0.0% -9.1% -17.7% 218 -2.6K -14 0.00 121.53 0 0 4 20 2020-09-21 $21.67 $0.00 27.3% 7.8% 21.4% 3.6% 28.0% 32.0% 8.0% 178 -2.1K -13 0.00 130.31 2 0 4 20 2020-09-22 $21.77 $22.00 19.6% 5.6% 19.9% 0.0% 0.0% 4.4% 5.8% 375 -2.1K -12 0.00 117.58 0 0 5 20 2020-09-23 $21.42 $22.00 29.5% 8.5% 20.6% 5.7% 0.0% 23.7% -5.8% 283 -1.8K -10 0.00 118.19 0 0 5 20 2020-09-24 $21.33 $22.00 23.5% 6.7% 20.5% 2.2% 26.0% -1.6% 9.5% 278 -2.1K -12 0.00 117.72 1 0 5 20 2020-09-25 $21.35 $22.00 24.5% 7.0% 20.5% 2.8% 0.0% 2.6% 26.1% 417 -3.0K -15 0.00 125.69 0 0 6 20 2020-09-28 $21.70 $22.00 26.9% 7.7% 21.4% 4.2% 0.0% 6.8% -1.1% 352 -2.7K -26 0.00 136.68 0 0 6 20 2020-09-29 $21.69 $22.00 24.1% 6.9% 21.3% 2.6% 0.0% 1.4% -0.1% 514 -3.1K -12 0.00 123.52 0 0 6 20 2020-09-30 $21.66 $22.00 24.4% 7.0% 21.2% 2.7% 0.0% 3.5% 1.5% 481 -3.1K -13 0.00 127.34 0 0 6 20
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