FTAG Options History — March 2021 In March 2021, FTAG traded between $28.93 and $30.65. ATM implied volatility averaged 23.9%, placing in the 3.4% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 4.5% (HV 20d: 19.4%). Max pain ranged from $28.00 to $30.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.00.
Notable Days 2021-03-12 : Highest Volume — 3 contracts2021-03-29 : Largest IV spike — 84.0% change2021-03-09 : Highest IV Rank — 7.7%2021-03-03 : Largest Expected Move — 8.1%Monthly Statistics Metric Avg Min Max Open Close Price $30.10 $28.93 $30.65 $29.78 $30.28 Max Pain $29.63 $28.00 $30.00 $28.00 $30.00 ATM IV 23.9% 14.2% 32.3% 26.9% 25.7% Expected Move 6.6% 4.1% 8.1% 7.7% 7.4% HV 20d 19.4% 16.2% 21.2% 19.3% 16.2% HV 60d 19.4% 18.5% 20.0% 18.5% 20.0% IV Rank 3.4% 0.0% 7.7% 4.6% 6.4% IV Percentile 12.2% 0.0% 36.5% 18.3% 19.8% Term Structure -1.3% -7.7% 7.7% -5.2% -4.8% VWIV 16.8% 15.8% 17.8% 17.8% 15.8% Skew 25d 2.1% -7.9% 12.8% 3.7% 6.3% Skew 10d 3.8% -6.2% 17.0% 3.0% 2.1% Call IV 25d 24.0% 12.9% 30.0% 28.3% 23.4% Put IV 25d 26.1% 16.0% 32.9% 32.0% 29.6% Bid-Ask Spread % 123.99 119.71 127.22 126.88 125.01 Gamma HHI 0.53 0.42 0.68 0.62 0.42 Net GEX 2.3K 1.8K 2.8K 1.9K 2.6K Net DEX -25.5K -35.8K -17.9K -25.7K -22.4K Net VEX -190 -255 -122 -212 -144 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 0.261 0 3 0 1 Total OI 46.435 45 48 45 48
Daily Data (23 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 2021-03-01 $29.78 $28.00 26.9% 7.7% 19.3% 4.6% 0.0% 3.7% -5.2% 1.9K -25.7K -212 0.00 126.88 0 0 45 0 2021-03-02 $29.76 $28.00 27.2% 7.8% 19.0% 4.8% 0.0% 1.2% -5.9% 2.0K -26.1K -214 0.00 125.73 0 0 45 0 2021-03-03 $29.52 $28.00 28.4% 8.1% 18.7% 5.5% 0.0% 3.0% -6.1% 1.9K -25.3K -211 0.00 126.17 0 0 45 0 2021-03-04 $28.93 $0.00 30.4% 6.9% 20.2% 6.7% 0.0% 2.7% 1.6% 1.8K -22.8K -197 0.00 122.26 0 0 45 0 2021-03-05 $29.33 $0.00 27.9% 5.8% 20.6% 5.2% 0.0% -1.4% 0.4% 1.9K -22.7K -196 0.00 120.80 0 0 45 0 2021-03-08 $29.77 $0.00 24.7% 7.2% 20.9% 3.4% 0.0% 12.8% -5.6% 1.9K -19.5K -157 0.00 119.71 0 0 45 0 2021-03-09 $29.90 $0.00 32.3% 6.4% 20.5% 7.7% 0.0% 3.5% 0.2% 2.0K -24.7K -205 0.00 125.61 0 0 45 0 2021-03-10 $30.41 $0.00 18.6% 5.3% 21.2% 0.0% 0.0% 3.4% -0.1% 2.3K -31.1K -244 0.00 121.83 0 0 45 0 2021-03-11 $30.52 $0.00 18.6% 5.3% 21.0% 0.0% 0.0% 5.7% 5.8% 2.2K -33.0K -255 0.00 123.57 0 0 45 0 2021-03-12 $30.65 $0.00 20.6% 5.9% 21.0% 1.2% 17.8% -0.8% -2.3% 2.3K -32.0K -237 0.00 123.05 3 0 45 0 2021-03-15 $30.64 $30.00 19.7% 5.7% 21.0% 0.7% 0.0% 3.2% 0.1% 2.8K -35.8K -237 0.00 122.28 0 0 48 0 2021-03-16 $30.45 $30.00 23.4% 6.7% 21.0% 2.7% 0.0% 2.7% -2.8% 2.6K -27.5K -192 0.00 124.98 0 0 48 0 2021-03-17 $30.63 $30.00 22.2% 6.4% 20.6% 2.1% 0.0% 3.8% 2.9% 2.7K -27.9K -181 0.00 124.43 0 0 48 0 2021-03-18 $30.52 $30.00 22.5% 6.5% 19.8% 2.2% 0.0% 1.4% -1.7% 2.7K -28.6K -196 0.00 123.46 0 0 48 0 2021-03-19 $30.60 $30.00 18.5% 5.3% 17.8% 0.0% 0.0% -4.7% 7.7% 2.8K -32.8K -209 0.00 122.57 0 0 48 0 2021-03-22 $30.34 $30.00 24.5% 7.0% 18.2% 3.5% 0.0% 2.0% -2.2% 2.5K -25.7K -183 0.00 127.22 1 0 47 0 2021-03-23 $29.65 $30.00 23.2% 6.6% 20.1% 2.7% 0.0% 1.3% -3.6% 2.2K -18.2K -139 0.00 122.23 0 0 47 0 2021-03-24 $29.74 $30.00 23.3% 6.7% 19.5% 2.7% 0.0% 1.3% -3.5% 2.3K -21.0K -162 0.00 124.97 0 0 47 0 2021-03-25 $30.01 $30.00 23.9% 6.8% 18.1% 3.1% 0.0% 2.2% 3.0% 2.2K -19.0K -138 0.00 121.75 0 0 47 0 2021-03-26 $30.23 $30.00 14.2% 4.1% 18.0% 0.0% 0.0% -7.9% 2.8% 2.7K -20.7K -154 0.00 126.01 0 0 47 0 2021-03-29 $30.22 $30.00 26.2% 7.5% 16.5% 6.6% 0.0% 0.9% -7.7% 2.3K -17.9K -122 0.00 125.12 1 0 47 0 2021-03-30 $30.34 $30.00 26.8% 7.7% 16.5% 7.0% 0.0% 1.9% -3.3% 2.8K -27.2K -179 0.00 126.15 0 0 48 0 2021-03-31 $30.28 $30.00 25.7% 7.4% 16.2% 6.4% 15.8% 6.3% -4.8% 2.6K -22.4K -144 0.00 125.01 1 0 48 0
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