FTAG Options History — May 2021 In May 2021, FTAG traded between $30.95 and $32.32. ATM implied volatility averaged 24.2%, placing in the 5.6% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 8.3% (HV 20d: 15.9%). Max pain ranged from $30.00 to $32.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2021-05-10 : Highest Volume — 2 contracts2021-05-11 : Largest IV spike — 178.3% change2021-05-11 : Highest IV Rank — 19.8%2021-05-11 : Largest Expected Move — 9.3%Monthly Statistics Metric Avg Min Max Open Close Price $31.43 $30.95 $32.32 $31.11 $31.28 Max Pain $31.68 $30.00 $32.00 $30.00 $32.00 ATM IV 24.2% 16.0% 49.8% 24.8% 17.9% Expected Move 6.6% 4.6% 9.3% 7.1% 5.1% HV 20d 15.9% 12.4% 18.1% 12.4% 16.5% HV 60d 15.8% 14.3% 16.7% 15.7% 14.3% IV Rank 5.6% 1.0% 19.8% 5.9% 2.1% IV Percentile 18.1% 0.4% 79.8% 20.6% 1.2% Term Structure -1.9% -6.7% 2.4% -4.8% -3.1% VWIV 21.1% 21.1% 21.1% 21.1% 21.1% Skew 25d 2.3% -9.8% 11.3% 2.0% 5.0% Skew 10d 3.3% -2.2% 14.8% 1.4% 4.2% Call IV 25d 23.9% 10.7% 37.6% 26.4% 18.4% Put IV 25d 26.2% 13.5% 40.8% 28.4% 23.4% Bid-Ask Spread % 123.73 118.14 128.09 120.80 127.08 Gamma HHI 0.34 0.25 0.51 0.28 0.47 Net GEX 4.5K 3.1K 11.6K 3.3K 4.3K Net DEX -67.7K -89.7K -54.1K -63.9K -55.9K Net VEX -320 -440 -253 -376 -253 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 0.15 0 2 0 0 Total OI 80.7 68 86 83 68
Daily Data (20 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 2021-05-03 $31.11 $30.00 24.8% 7.1% 12.4% 5.9% 0.0% 2.0% -4.8% 3.3K -63.9K -376 0.00 120.80 0 0 73 10 2021-05-04 $30.95 $30.00 24.8% 7.1% 12.4% 5.9% 0.0% 2.9% -1.9% 3.5K -54.1K -340 0.00 121.63 0 0 73 10 2021-05-05 $31.39 $30.00 24.8% 7.1% 13.2% 5.8% 0.0% -9.8% 0.7% 3.3K -66.1K -337 0.00 120.30 0 0 73 10 2021-05-06 $31.78 $0.00 25.1% 5.6% 13.7% 6.1% 21.1% -0.1% -6.7% 4.3K -69.6K -337 0.00 119.41 1 0 73 10 2021-05-07 $32.32 $32.00 24.2% 5.6% 14.6% 5.6% 0.0% 11.3% -3.2% 5.1K -80.5K -332 0.00 120.92 0 0 74 10 2021-05-10 $32.16 $32.00 17.9% 6.0% 14.7% 2.0% 0.0% 1.2% -0.3% 5.6K -89.7K -376 0.00 122.23 2 0 74 10 2021-05-11 $31.71 $32.00 49.8% 9.3% 15.8% 19.8% 0.0% 3.1% -3.0% 3.9K -87.6K -440 0.00 127.17 0 0 76 10 2021-05-12 $31.26 $32.00 24.1% 6.9% 16.7% 5.5% 0.0% 1.3% 2.4% 3.9K -70.6K -360 0.00 118.14 0 0 76 10 2021-05-13 $31.55 $32.00 23.6% 6.8% 17.0% 5.2% 0.0% 4.3% -3.4% 4.5K -71.9K -335 0.00 122.86 0 0 76 10 2021-05-14 $31.78 $32.00 21.9% 6.3% 16.8% 4.2% 0.0% 2.5% -0.1% 4.8K -77.6K -346 0.00 125.86 0 0 76 10 2021-05-17 $31.78 $32.00 22.9% 6.6% 16.6% 4.8% 0.0% 3.3% -1.2% 5.4K -76.0K -320 0.00 124.44 0 0 76 10 2021-05-18 $31.80 $32.00 22.9% 6.6% 15.5% 4.8% 0.0% 2.7% -1.4% 4.8K -75.0K -310 0.00 123.15 0 0 76 10 2021-05-19 $30.98 $32.00 27.1% 7.8% 18.1% 7.1% 0.0% 2.7% -4.2% 3.1K -58.2K -293 0.00 121.55 0 0 76 10 2021-05-20 $30.99 $32.00 23.3% 6.7% 17.9% 5.1% 0.0% 3.3% -0.1% 3.8K -61.6K -295 0.00 125.39 0 0 76 10 2021-05-21 $31.08 $32.00 23.3% 6.7% 17.6% 5.0% 0.0% 1.8% -0.9% 11.6K -67.5K -293 0.00 125.44 0 0 76 10 2021-05-24 $31.26 $32.00 23.4% 6.7% 17.4% 5.1% 0.0% 3.1% -1.2% 3.7K -56.1K -254 0.00 127.39 0 0 68 0 2021-05-25 $31.13 $32.00 24.4% 7.0% 17.4% 5.7% 0.0% 1.1% -2.7% 3.8K -59.7K -285 0.00 125.72 0 0 68 0 2021-05-26 $31.08 $32.00 22.9% 6.6% 17.3% 4.8% 0.0% 2.7% -2.8% 3.7K -57.3K -268 0.00 127.00 0 0 68 0 2021-05-27 $31.16 $32.00 16.0% 4.6% 17.3% 1.0% 0.0% 2.7% -0.5% 3.8K -55.7K -255 0.00 128.09 0 0 68 0 2021-05-28 $31.28 $32.00 17.9% 5.1% 16.5% 2.1% 0.0% 5.0% -3.1% 4.3K -55.9K -253 0.00 127.08 0 0 68 0
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