FTAG Options History — January 2021

In January 2021, FTAG traded between $26.28 and $28.52. ATM implied volatility averaged 51.9%, placing in the 18.6% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 35.7% (HV 20d: 16.2%). Max pain ranged from $12.00 to $12.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.00.

Notable Days

2021-01-14: Highest Volume — 21 contracts
2021-01-26: Largest IV spike — 114.2% change
2021-01-26: Highest IV Rank — 39.5%
2021-01-26: Largest Expected Move — 25.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$27.79	$26.28	$28.52	$26.28	$27.09
Max Pain	$12.00	$12.00	$12.00	$12.00	$12.00
ATM IV	51.9%	18.8%	88.2%	55.8%	64.9%
Expected Move	11.4%	5.4%	25.3%	10.5%	18.6%
HV 20d	16.2%	10.0%	23.9%	10.0%	23.9%
HV 60d	17.2%	16.1%	18.4%	16.1%	18.4%
IV Rank	18.6%	0.0%	39.5%	20.7%	26.3%
IV Percentile	55.8%	0.0%	87.7%	66.7%	79.4%
Term Structure	-1.1%	-28.7%	22.8%	-6.5%	-12.2%
VWIV	16.6%	13.8%	19.4%	19.4%	13.8%
Skew 25d	3.0%	-16.7%	24.0%	3.5%	7.7%
Skew 10d	11.6%	-13.6%	51.3%	10.4%	28.7%
Call IV 25d	44.0%	15.6%	113.9%	39.7%	74.2%
Put IV 25d	47.0%	20.6%	126.1%	43.2%	81.9%
Bid-Ask Spread %	137.21	125.31	148.19	140.43	146.86
Gamma HHI	0.74	0.59	0.96	0.64	0.68
Net GEX	989	250	1.7K	292	1.2K
Net DEX	-17.8K	-40.3K	-3.5K	-8.3K	-21.8K
Net VEX	-161	-324	-31	-69	-200
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	1.737	0	21	0	0
Total OI	51.316	31	64	31	64

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Vol	Call OI	Put OI
2021-01-04	$26.28	$12.00	55.8%	10.5%	10.0%	20.7%	0.0%	3.5%	-6.5%	292	-8.3K	-69	140.43	0	11	20
2021-01-05	$26.67	$12.00	56.3%	10.0%	10.6%	21.0%	0.0%	3.4%	-8.0%	250	-3.5K	-31	138.47	0	11	20
2021-01-06	$27.51	$12.00	56.6%	10.1%	14.2%	21.1%	0.0%	-16.7%	-4.7%	334	-6.7K	-58	137.81	10	11	20
2021-01-07	$27.97	$12.00	59.8%	7.9%	14.9%	23.0%	0.0%	-8.8%	-13.8%	582	-10.6K	-98	132.33	0	21	20
2021-01-08	$27.97	$12.00	61.5%	8.4%	15.0%	24.0%	0.0%	-1.2%	3.6%	631	-10.8K	-100	129.06	0	21	20
2021-01-11	$27.80	$12.00	79.2%	7.1%	15.3%	34.1%	0.0%	-1.6%	1.1%	632	-10.5K	-98	128.03	0	21	20
2021-01-12	$28.11	$12.00	83.6%	10.5%	15.2%	36.6%	0.0%	18.1%	-11.5%	540	-6.8K	-67	138.17	0	21	20
2021-01-13	$28.23	$12.00	37.5%	10.7%	15.1%	10.2%	0.0%	-10.3%	-7.5%	653	-12.9K	-120	134.84	1	21	20
2021-01-14	$28.49	$12.00	38.1%	10.9%	14.7%	10.6%	19.4%	7.2%	16.5%	705	-15.5K	-130	134.88	21	22	20
2021-01-15	$28.05	$12.00	38.0%	10.9%	16.3%	10.5%	0.0%	1.9%	17.9%	1.4K	-24.7K	-231	137.94	0	43	20
2021-01-19	$28.21	$12.00	22.1%	6.3%	16.3%	1.5%	0.0%	-5.7%	9.9%	1.5K	-21.1K	-215	132.80	0	43	20
2021-01-20	$28.52	$12.00	18.8%	5.4%	16.4%	0.0%	0.0%	5.0%	4.7%	1.5K	-33.4K	-276	134.99	0	43	20
2021-01-21	$28.47	$12.00	39.3%	11.3%	15.6%	11.7%	0.0%	2.7%	-5.1%	1.5K	-26.7K	-252	138.53	0	43	20
2021-01-22	$28.36	$12.00	26.8%	7.7%	15.7%	4.6%	13.8%	7.1%	19.4%	1.5K	-22.6K	-204	125.31	1	43	20
2021-01-25	$27.91	$12.00	41.2%	11.8%	17.2%	12.8%	0.0%	4.8%	-6.3%	1.3K	-18.7K	-182	138.14	0	44	20
2021-01-26	$27.86	$12.00	88.2%	25.3%	17.1%	39.5%	0.0%	12.2%	-28.7%	1.7K	-40.3K	-324	148.19	0	44	20
2021-01-27	$26.97	$12.00	57.7%	16.6%	21.4%	22.2%	0.0%	4.7%	22.8%	1.3K	-19.6K	-187	143.38	0	44	20
2021-01-28	$27.61	$12.00	60.7%	17.4%	22.7%	23.9%	0.0%	24.0%	-11.7%	1.3K	-23.9K	-224	146.84	0	44	20
2021-01-29	$27.09	$12.00	64.9%	18.6%	23.9%	26.3%	0.0%	7.7%	-12.2%	1.2K	-21.8K	-200	146.86	0	44	20