FTAG Options History — October 2020 In October 2020, FTAG traded between $20.91 and $22.55. ATM implied volatility averaged 31.4%, placing in the 6.8% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 12.9% (HV 20d: 18.5%). Max pain ranged from $22.00 to $24.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2020-10-14 : Highest Volume — 1 contracts2020-10-28 : Largest IV spike — 50.1% change2020-10-12 : Highest IV Rank — 15.2%2020-10-28 : Largest Expected Move — 11.4%Monthly Statistics Metric Avg Min Max Open Close Price $21.91 $20.91 $22.55 $21.36 $20.91 Max Pain $23.82 $22.00 $24.00 $22.00 $24.00 ATM IV 31.4% 21.1% 46.2% 33.3% 32.3% Expected Move 8.1% 6.0% 11.4% 9.5% 9.3% HV 20d 18.5% 14.6% 21.5% 21.0% 17.1% HV 60d 17.4% 17.0% 17.8% 17.2% 17.5% IV Rank 6.8% 0.8% 15.2% 7.8% 7.3% IV Percentile 21.1% 0.8% 44.0% 23.0% 25.8% Term Structure 1.3% -19.1% 14.3% -19.1% 14.3% Skew 25d 7.0% -0.7% 35.0% -0.7% 35.0% Skew 10d 4.5% -36.4% 10.4% 7.1% 10.4% Call IV 25d 22.8% 19.8% 34.3% 25.5% 25.2% Put IV 25d 29.8% 21.8% 60.2% 24.8% 60.2% Bid-Ask Spread % 125.88 118.69 144.14 129.30 133.04 Gamma HHI 0.54 0.41 0.71 0.46 0.56 Net GEX 375 71 692 438 88 Net DEX -2.8K -6.0K -444 -2.4K -444 Net VEX -9 -14 -4 -11 -4 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 0.045 0 1 0 0 Total OI 25.091 24 26 26 24
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 2020-10-01 $21.36 $22.00 33.3% 9.5% 21.0% 7.8% 0.0% -0.7% -19.1% 438 -2.4K -11 0.00 129.30 0 0 6 20 2020-10-02 $21.47 $22.00 35.7% 10.2% 19.8% 9.2% 0.0% 10.7% -2.1% 313 -2.8K -11 0.00 144.14 0 0 6 20 2020-10-05 $21.99 $24.00 31.1% 7.9% 21.5% 6.6% 0.0% 6.2% -0.3% 483 -3.8K -13 0.00 122.95 0 0 6 20 2020-10-06 $21.92 $24.00 31.6% 7.8% 21.1% 6.8% 0.0% 1.5% 1.4% 537 -3.8K -13 0.00 124.77 0 0 6 20 2020-10-07 $22.17 $24.00 31.5% 7.8% 20.4% 6.8% 0.0% 5.0% 0.3% 547 -4.2K -13 0.00 121.74 0 0 6 20 2020-10-08 $22.44 $24.00 31.7% 7.6% 20.7% 6.9% 0.0% 8.9% 1.5% 583 -4.7K -13 0.00 119.93 0 0 6 20 2020-10-09 $22.52 $24.00 36.9% 6.6% 20.7% 9.9% 0.0% 3.4% 1.6% 539 -5.1K -14 0.00 123.25 0 0 6 20 2020-10-12 $22.55 $24.00 46.2% 6.9% 20.5% 15.2% 0.0% 2.9% 0.4% 594 -5.0K -12 0.00 119.77 0 0 6 20 2020-10-13 $22.35 $24.00 42.6% 7.1% 20.7% 13.2% 0.0% 7.1% 11.9% 627 -4.3K -11 0.00 128.91 0 0 6 20 2020-10-14 $22.39 $24.00 24.1% 6.9% 20.7% 2.6% 0.0% 8.0% 4.2% 615 -4.7K -11 0.00 122.87 1 0 6 20 2020-10-15 $22.18 $24.00 29.0% 8.3% 20.8% 5.4% 0.0% 6.6% 10.1% 692 -4.1K -10 0.00 121.59 0 0 6 20 2020-10-16 $22.26 $24.00 29.2% 8.4% 20.9% 5.5% 0.0% 7.8% -1.7% 514 -6.0K -9 0.00 118.69 0 0 6 20 2020-10-19 $22.09 $24.00 21.1% 6.0% 15.8% 0.8% 0.0% 0.6% -2.0% 238 -1.3K -8 0.00 133.97 0 0 4 20 2020-10-20 $22.11 $24.00 27.6% 7.9% 15.8% 4.6% 0.0% 3.5% -1.8% 247 -1.5K -8 0.00 125.63 0 0 4 20 2020-10-21 $21.95 $24.00 27.3% 7.8% 14.8% 4.4% 0.0% 7.0% 0.9% 213 -1.1K -7 0.00 122.36 0 0 4 20 2020-10-22 $21.99 $24.00 28.5% 8.2% 14.6% 5.1% 0.0% 6.9% 0.9% 212 -1.2K -7 0.00 124.32 0 0 4 20 2020-10-23 $22.10 $24.00 27.0% 7.7% 14.7% 4.2% 0.0% 3.8% 3.3% 245 -1.4K -8 0.00 120.55 0 0 4 20 2020-10-26 $21.68 $24.00 26.2% 7.5% 15.4% 3.8% 0.0% 2.4% 2.4% 183 -873 -5 0.00 125.98 0 0 4 20 2020-10-27 $21.51 $24.00 26.5% 7.6% 15.7% 4.0% 0.0% 8.4% 2.5% 184 -984 -6 0.00 123.29 0 0 4 20 2020-10-28 $21.01 $24.00 39.8% 11.4% 17.7% 11.6% 0.0% 8.9% 2.7% 71 -1.2K -10 0.00 138.47 0 0 4 20 2020-10-29 $21.07 $24.00 32.0% 9.2% 17.1% 7.1% 0.0% 10.8% -2.7% 95 -512 -4 0.00 123.90 0 0 4 20 2020-10-30 $20.91 $24.00 32.3% 9.3% 17.1% 7.3% 0.0% 35.0% 14.3% 88 -444 -4 0.00 133.04 0 0 4 20
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