FTAG Options History — April 2021

In April 2021, FTAG traded between $30.34 and $31.42. ATM implied volatility averaged 26.0%, placing in the 6.5% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 14.0% (HV 20d: 11.9%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2021-04-28: Highest Volume — 24 contracts
2021-04-14: Largest IV drop — 60.3% change
2021-04-13: Highest IV Rank — 20.1%
2021-04-29: Largest Expected Move — 7.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$30.76	$30.34	$31.42	$30.35	$30.83
Max Pain	$30.00	$30.00	$30.00	$30.00	$30.00
ATM IV	26.0%	19.0%	50.5%	20.3%	20.2%
Expected Move	5.9%	4.4%	7.1%	5.8%	5.8%
HV 20d	11.9%	10.4%	14.1%	14.1%	12.5%
HV 60d	17.9%	15.4%	19.8%	19.8%	15.7%
IV Rank	6.5%	2.7%	20.1%	3.4%	3.3%
IV Percentile	20.9%	2.0%	79.8%	2.8%	4.4%
Term Structure	-1.8%	-7.4%	5.2%	-0.7%	-3.0%
VWIV	20.2%	12.8%	26.6%	16.6%	23.0%
Skew 25d	2.4%	-5.9%	12.8%	1.6%	2.2%
Skew 10d	2.3%	-7.0%	6.7%	1.3%	1.5%
Call IV 25d	20.9%	12.8%	26.1%	26.1%	22.1%
Put IV 25d	23.3%	13.4%	27.7%	27.7%	24.4%
Bid-Ask Spread %	121.52	118.27	127.05	127.05	120.58
Gamma HHI	0.34	0.27	0.41	0.37	0.27
Net GEX	3.5K	2.2K	5.5K	3.1K	3.0K
Net DEX	-31.4K	-61.3K	-21.0K	-24.5K	-55.2K
Net VEX	-174	-341	-103	-160	-330
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	2.524	0	24	6	0
Total OI	54.19	48	84	49	84

Daily Data (21 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	Put Vol	Call OI	Put OI
2021-04-01	$30.35	$30.00	20.3%	5.8%	14.1%	3.4%	16.6%	1.6%	-0.7%	3.1K	-24.5K	-160	127.05	6	0	49	0
2021-04-05	$30.66	$30.00	28.5%	4.9%	13.8%	7.9%	0.0%	4.4%	-1.7%	3.6K	-30.7K	-169	122.53	0	0	52	0
2021-04-06	$30.54	$30.00	29.1%	4.8%	13.1%	8.3%	0.0%	-0.1%	1.2%	3.9K	-32.4K	-186	118.30	0	0	52	0
2021-04-07	$30.42	$30.00	30.7%	6.3%	13.1%	9.1%	0.0%	-1.1%	-3.7%	3.5K	-28.7K	-158	122.27	0	0	52	0
2021-04-08	$30.41	$30.00	32.6%	4.4%	11.7%	10.2%	0.0%	-2.0%	5.2%	3.8K	-27.2K	-155	121.22	0	0	52	0
2021-04-09	$30.47	$30.00	34.7%	5.3%	11.6%	11.4%	0.0%	10.9%	3.5%	3.1K	-22.6K	-103	123.06	0	0	52	0
2021-04-12	$30.34	$30.00	42.2%	6.1%	11.6%	15.6%	0.0%	-1.5%	-0.5%	3.8K	-27.2K	-158	118.27	0	0	52	0
2021-04-13	$30.50	$30.00	50.5%	6.1%	11.8%	20.1%	22.1%	2.0%	-3.0%	3.9K	-31.8K	-176	121.69	12	0	52	0
2021-04-14	$30.70	$30.00	20.0%	5.7%	11.8%	3.2%	0.0%	2.2%	-1.1%	4.3K	-35.0K	-185	122.58	0	0	52	0
2021-04-15	$30.78	$30.00	21.8%	6.2%	11.7%	4.2%	0.0%	2.3%	-3.6%	4.4K	-34.4K	-156	121.79	0	0	52	0
2021-04-16	$31.09	$30.00	20.2%	5.8%	12.1%	3.3%	0.0%	1.7%	-1.6%	5.5K	-37.7K	-156	124.43	0	0	52	0
2021-04-19	$30.89	$30.00	20.5%	5.9%	12.3%	3.5%	0.0%	1.0%	-2.0%	3.0K	-25.0K	-160	120.00	0	0	48	0
2021-04-20	$30.45	$30.00	19.0%	5.4%	13.0%	2.7%	0.0%	-5.9%	-1.6%	3.0K	-21.0K	-130	118.61	0	0	48	0
2021-04-21	$30.80	$30.00	20.1%	5.8%	10.4%	3.3%	0.0%	2.8%	-2.2%	3.2K	-26.2K	-165	120.06	0	0	48	0
2021-04-22	$30.60	$30.00	21.5%	6.2%	10.8%	4.1%	0.0%	1.4%	-3.8%	2.8K	-21.5K	-140	121.52	0	0	48	0
2021-04-23	$30.91	$30.00	21.2%	6.1%	10.9%	3.9%	0.0%	2.8%	-2.1%	2.8K	-21.9K	-125	120.35	0	0	48	0
2021-04-26	$31.19	$30.00	22.3%	6.4%	11.0%	4.5%	12.8%	5.8%	-3.1%	3.2K	-25.3K	-133	122.29	1	0	48	0
2021-04-27	$31.29	$30.00	22.7%	6.5%	11.0%	4.7%	26.6%	5.7%	-3.3%	3.6K	-29.6K	-162	122.68	0	10	49	0
2021-04-28	$31.42	$30.00	22.6%	6.5%	11.0%	4.7%	23.0%	1.7%	-7.4%	2.2K	-40.8K	-199	123.64	24	0	54	10
2021-04-29	$31.26	$30.00	24.6%	7.1%	11.2%	5.8%	0.0%	12.8%	-3.5%	3.5K	-61.3K	-341	119.01	0	0	74	10
2021-04-30	$30.83	$30.00	20.2%	5.8%	12.5%	3.3%	0.0%	2.2%	-3.0%	3.0K	-55.2K	-330	120.58	0	0	74	10