FTAG Options History — December 2020 In December 2020, FTAG traded between $25.08 and $26.21. ATM implied volatility averaged 45.3%, placing in the 14.7% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded above realized volatility by 31.4% (HV 20d: 14.0%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2020-12-30 : Highest Volume — 10 contracts2020-12-03 : Largest IV spike — 100.3% change2020-12-08 : Highest IV Rank — 23.6%2020-12-21 : Largest Expected Move — 16.9%Monthly Statistics Metric Avg Min Max Open Close Price $25.64 $25.08 $26.21 $25.09 $26.18 ATM IV 45.3% 25.9% 60.8% 50.5% 48.6% Expected Move 12.1% 7.4% 16.9% 14.5% 13.9% HV 20d 14.0% 10.0% 17.9% 17.7% 10.1% HV 60d 18.0% 16.2% 19.7% 19.7% 16.2% IV Rank 14.7% 3.6% 23.6% 17.7% 16.6% IV Percentile 50.1% 12.7% 69.4% 58.3% 59.9% Term Structure -14.8% -27.4% -2.6% -11.7% -27.4% Skew 25d 2.7% -15.0% 18.6% 18.6% 1.7% Skew 10d 13.1% 3.3% 44.0% 7.8% 4.0% Call IV 25d 46.6% 21.4% 70.9% 21.4% 60.2% Put IV 25d 49.3% 25.5% 77.0% 40.1% 62.0% Bid-Ask Spread % 144.03 138.29 155.92 139.22 143.50 Gamma HHI 0.98 0.55 1.00 1.00 0.55 Net GEX 94 49 308 91 308 Net DEX -1.7K -5.5K -1.3K -1.3K -5.5K Net VEX -6 -47 -3 -5 -47 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 0.5 0 10 0 0 Total OI 21.455 21 31 21 31
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 2020-12-01 $25.09 $0.00 50.5% 14.5% 17.7% 17.7% 0.0% 18.6% -11.7% 91 -1.3K -5 0.00 139.22 0 0 1 20 2020-12-02 $25.09 $0.00 25.9% 7.4% 17.8% 3.6% 0.0% 3.0% -2.6% 88 -1.3K -5 0.00 138.29 0 0 1 20 2020-12-03 $25.08 $0.00 51.9% 11.1% 17.9% 18.5% 0.0% 4.8% -15.3% 97 -1.3K -5 0.00 145.89 0 0 1 20 2020-12-04 $25.35 $0.00 53.9% 11.1% 17.2% 19.6% 0.0% 5.9% -17.6% 59 -1.4K -5 0.00 145.57 0 0 1 20 2020-12-07 $25.22 $0.00 58.9% 11.4% 17.6% 22.5% 0.0% 2.9% -15.2% 89 -1.4K -5 0.00 145.34 0 0 1 20 2020-12-08 $25.32 $0.00 60.8% 11.9% 15.4% 23.6% 0.0% 5.0% -18.4% 65 -1.4K -4 0.00 144.54 0 0 1 20 2020-12-09 $25.47 $0.00 40.2% 11.5% 15.3% 11.8% 0.0% 4.9% -16.7% 102 -1.5K -4 0.00 143.31 0 0 1 20 2020-12-10 $25.42 $0.00 41.2% 11.8% 15.2% 12.4% 0.0% 4.3% -18.9% 68 -1.4K -4 0.00 144.55 0 0 1 20 2020-12-11 $25.33 $0.00 41.1% 11.8% 14.5% 12.3% 0.0% 3.6% -20.6% 108 -1.4K -4 0.00 145.45 0 0 1 20 2020-12-14 $25.38 $0.00 26.5% 7.6% 13.3% 3.9% 0.0% -0.7% -5.6% 99 -1.5K -4 0.00 142.70 0 0 1 20 2020-12-15 $25.78 $0.00 41.1% 11.8% 13.0% 12.3% 0.0% 4.0% -7.3% 68 -1.5K -4 0.00 144.13 0 0 1 20 2020-12-16 $25.77 $0.00 41.4% 11.9% 13.0% 12.5% 0.0% 3.3% -6.6% 71 -1.5K -4 0.00 145.19 0 0 1 20 2020-12-17 $25.97 $0.00 41.2% 11.8% 13.1% 12.3% 0.0% -0.5% -21.2% 114 -1.7K -4 0.00 140.32 0 0 1 20 2020-12-18 $26.02 $0.00 41.0% 11.7% 13.0% 12.2% 0.0% 2.5% -6.1% 76 -1.6K -4 0.00 144.67 0 0 1 20 2020-12-21 $25.74 $0.00 58.9% 16.9% 13.8% 22.5% 0.0% 6.1% -12.2% 49 -1.5K -4 0.00 155.92 0 0 1 20 2020-12-22 $25.69 $0.00 43.6% 12.5% 13.4% 13.8% 0.0% -7.1% -21.7% 103 -1.7K -4 0.00 142.09 0 0 1 20 2020-12-23 $25.99 $0.00 43.8% 12.6% 11.9% 13.8% 0.0% 1.3% -9.2% 81 -1.6K -4 0.00 144.57 0 0 1 20 2020-12-24 $25.92 $0.00 43.7% 12.5% 11.8% 13.8% 0.0% 5.4% -8.9% 71 -1.6K -4 0.00 145.03 0 0 1 20 2020-12-28 $26.01 $0.00 47.3% 13.6% 11.8% 15.8% 0.0% 3.7% -12.3% 60 -1.6K -4 0.00 143.71 1 0 1 20 2020-12-29 $26.01 $0.00 48.1% 13.8% 10.5% 16.3% 0.0% 2.7% -25.7% 103 -1.8K -3 0.00 142.84 0 0 1 20 2020-12-30 $26.21 $0.00 48.1% 13.8% 10.0% 16.3% 0.0% -15.0% -24.8% 102 -1.8K -3 0.00 141.79 10 0 1 20 2020-12-31 $26.18 $0.00 48.6% 13.9% 10.1% 16.6% 0.0% 1.7% -27.4% 308 -5.5K -47 0.00 143.50 0 0 11 20
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