FTAG Options History — February 2021 In February 2021, FTAG traded between $27.51 and $29.99. ATM implied volatility averaged 29.3%, placing in the 6.0% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 6.7% (HV 20d: 22.6%). Max pain ranged from $12.00 to $28.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2021-02-05 : Highest Volume — 4 contracts2021-02-25 : Largest IV spike — 51.6% change2021-02-01 : Highest IV Rank — 17.6%2021-02-01 : Largest Expected Move — 14.3%Monthly Statistics Metric Avg Min Max Open Close Price $29.02 $27.51 $29.99 $27.51 $29.16 Max Pain $25.18 $12.00 $28.00 $12.00 $28.00 ATM IV 29.3% 23.3% 49.7% 49.7% 23.3% Expected Move 8.1% 6.3% 14.3% 14.3% 6.7% HV 20d 22.6% 20.0% 25.0% 24.4% 20.0% HV 60d 17.8% 16.9% 18.7% 18.4% 18.2% IV Rank 6.0% 2.6% 17.6% 17.6% 2.6% IV Percentile 20.6% 3.6% 62.3% 62.3% 3.6% Term Structure -2.8% -11.5% 2.5% -11.5% -0.5% VWIV 22.3% 21.7% 22.9% 21.7% 22.9% Skew 25d 3.7% -2.1% 10.1% 3.8% 7.8% Skew 10d 5.7% -7.5% 24.6% 8.9% -2.9% Call IV 25d 28.8% 20.6% 55.3% 55.3% 20.6% Put IV 25d 32.5% 20.6% 59.1% 59.1% 28.4% Bid-Ask Spread % 126.23 119.80 139.35 139.35 120.39 Gamma HHI 0.56 0.43 0.78 0.61 0.58 Net GEX 1.8K 1.3K 2.3K 1.3K 1.9K Net DEX -24.5K -31.3K -14.6K -17.5K -27.7K Net VEX -189 -244 -117 -157 -244 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 0.684 0 4 0 0 Total OI 59.789 45 68 64 45
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 P/C Spread % Call Vol Put Vol Call OI Put OI 2021-02-01 $27.51 $12.00 49.7% 14.3% 24.4% 17.6% 0.0% 3.8% -11.5% 1.3K -17.5K -157 0.00 139.35 0 0 44 20 2021-02-02 $28.01 $12.00 46.7% 13.4% 25.0% 15.9% 0.0% 5.8% -10.3% 1.4K -19.8K -178 0.00 137.66 0 0 44 20 2021-02-03 $28.26 $12.00 25.4% 7.3% 24.7% 3.8% 0.0% 10.1% -4.2% 1.4K -14.6K -118 0.00 123.54 0 0 44 20 2021-02-04 $28.44 $0.00 29.3% 8.4% 22.4% 6.0% 0.0% 2.8% -1.0% 1.7K -28.7K -243 0.00 128.24 0 0 44 20 2021-02-05 $28.72 $0.00 28.7% 6.7% 22.0% 5.7% 21.7% 2.9% 0.3% 1.7K -27.7K -224 0.00 126.24 4 0 44 20 2021-02-08 $29.12 $28.00 31.0% 6.7% 22.4% 7.0% 0.0% 3.5% 0.6% 2.1K -30.3K -192 0.00 127.57 0 0 48 20 2021-02-09 $29.19 $28.00 30.5% 6.3% 22.2% 6.7% 22.9% 3.5% 2.5% 2.3K -30.8K -181 0.00 124.73 4 0 48 20 2021-02-10 $29.00 $28.00 24.8% 7.1% 22.2% 3.4% 0.0% 2.3% 1.4% 1.9K -23.0K -177 0.00 121.50 0 0 45 20 2021-02-11 $29.10 $28.00 24.3% 7.0% 22.2% 3.2% 0.0% 3.9% 1.0% 1.8K -22.9K -163 0.00 125.10 0 0 45 20 2021-02-12 $29.20 $28.00 24.3% 7.0% 22.0% 3.2% 0.0% 2.3% 0.8% 2.0K -30.7K -218 0.00 125.20 1 0 45 20 2021-02-16 $29.49 $28.00 25.6% 7.3% 21.3% 3.9% 0.0% 3.0% -1.0% 2.1K -26.2K -189 0.00 126.28 0 0 45 20 2021-02-17 $29.20 $28.00 25.1% 7.2% 21.7% 3.6% 0.0% 3.7% 0.2% 2.0K -31.2K -218 0.00 126.03 0 0 45 20 2021-02-18 $28.78 $28.00 25.4% 7.3% 22.1% 3.8% 0.0% 3.2% -3.5% 1.6K -17.1K -117 0.00 126.06 0 0 45 20 2021-02-19 $29.53 $28.00 23.8% 6.8% 23.8% 2.9% 0.0% 4.1% -2.8% 1.6K -31.3K -213 0.00 125.57 4 0 45 20 2021-02-22 $29.67 $28.00 28.2% 8.1% 23.7% 5.4% 0.0% -2.1% -10.1% 1.7K -19.5K -177 0.00 119.80 0 0 45 0 2021-02-23 $29.59 $28.00 27.0% 7.7% 22.8% 4.7% 0.0% 1.9% -2.6% 1.8K -20.1K -184 0.00 121.79 0 0 45 0 2021-02-24 $29.99 $28.00 25.4% 7.3% 23.1% 3.8% 0.0% 5.2% -4.3% 1.9K -22.8K -199 0.00 123.82 0 0 45 0 2021-02-25 $29.36 $28.00 38.5% 11.0% 21.0% 11.2% 0.0% 3.8% -8.1% 1.8K -23.5K -204 0.00 129.53 0 0 45 0 2021-02-26 $29.16 $28.00 23.3% 6.7% 20.0% 2.6% 0.0% 7.8% -0.5% 1.9K -27.7K -244 0.00 120.39 0 0 45 0
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