FTAG Options History — June 2021

In June 2021, FTAG traded between $29.42 and $31.53. ATM implied volatility averaged 22.0%, placing in the 4.3% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 9.3% (HV 20d: 12.7%). Max pain ranged from $29.00 to $32.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.34.

Notable Days

2021-06-29: Highest Volume — 69 contracts
2021-06-24: Largest IV spike — 38.2% change
2021-06-04: Highest IV Rank — 7.0%
2021-06-02: Largest Expected Move — 7.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$30.56	$29.42	$31.53	$31.45	$29.74
Max Pain	$29.60	$29.00	$32.00	$32.00	$29.00
ATM IV	22.0%	16.6%	26.9%	24.9%	24.9%
Expected Move	6.1%	4.8%	7.2%	7.1%	7.2%
HV 20d	12.7%	9.4%	16.4%	16.4%	11.9%
HV 60d	13.6%	13.2%	14.1%	14.1%	13.7%
IV Rank	4.3%	1.3%	7.0%	5.9%	6.0%
IV Percentile	15.2%	0.8%	39.3%	27.4%	34.1%
Term Structure	-1.9%	-11.9%	6.0%	-5.3%	-5.3%
VWIV	24.3%	23.3%	25.3%	23.3%	25.3%
Skew 25d	1.9%	-2.0%	9.3%	2.2%	3.1%
Skew 10d	3.5%	-1.9%	25.9%	3.4%	1.8%
Call IV 25d	23.4%	13.5%	33.6%	26.3%	27.4%
Put IV 25d	25.3%	19.8%	33.7%	28.5%	30.6%
Bid-Ask Spread %	125.10	117.73	133.51	127.96	126.77
Gamma HHI	0.41	0.26	0.60	0.46	0.32
Net GEX	1.1K	-4.5K	4.3K	4.2K	-3.7K
Net DEX	-36.8K	-60.1K	-2.0K	-60.1K	-8.7K
Net VEX	-234	-294	-173	-266	-220
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.34	0.00	1.38	0.00	0.00
Total Volume	5.429	0	69	0	1
Total OI	83.619	68	110	68	108

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	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2021-06-01	$31.45	$32.00	24.9%	7.1%	16.4%	5.9%	0.0%	2.2%	-5.3%	4.2K	-60.1K	-266	0.00	127.96	0	0	68	0
2021-06-02	$31.39	$32.00	25.2%	7.2%	16.2%	6.1%	0.0%	3.8%	-5.2%	4.0K	-58.0K	-250	0.00	126.06	0	0	68	0
2021-06-03	$31.26	$0.00	25.7%	5.7%	15.5%	6.4%	0.0%	2.6%	-0.9%	3.8K	-54.9K	-234	0.00	126.22	0	0	68	0
2021-06-04	$31.43	$0.00	26.9%	7.2%	15.0%	7.0%	0.0%	1.9%	-11.9%	4.0K	-58.3K	-254	0.00	121.93	0	0	68	0
2021-06-07	$31.51	$0.00	21.6%	5.7%	13.6%	4.1%	0.0%	1.9%	-1.8%	4.3K	-59.9K	-253	0.00	126.79	0	0	68	0
2021-06-08	$31.53	$0.00	22.1%	5.7%	13.5%	4.4%	0.0%	2.6%	-0.6%	4.2K	-59.5K	-249	0.00	126.54	0	0	68	0
2021-06-09	$31.24	$0.00	20.2%	5.8%	13.0%	3.3%	0.0%	1.7%	-0.8%	4.0K	-56.6K	-246	0.00	127.43	0	0	68	0
2021-06-10	$31.05	$0.00	17.2%	4.9%	12.1%	1.7%	0.0%	1.4%	-2.0%	3.5K	-51.2K	-204	0.00	122.36	0	0	68	0
2021-06-11	$30.95	$0.00	19.7%	5.6%	11.6%	3.0%	0.0%	3.0%	-3.1%	3.7K	-50.3K	-215	0.00	122.81	0	0	68	0
2021-06-14	$30.79	$0.00	19.8%	5.7%	11.3%	3.1%	0.0%	0.1%	-0.4%	3.8K	-51.1K	-223	0.00	124.37	0	0	68	0
2021-06-15	$30.73	$0.00	20.4%	5.9%	11.3%	3.5%	0.0%	-2.0%	-0.7%	3.2K	-46.6K	-188	0.00	125.71	2	0	68	0
2021-06-16	$30.45	$0.00	21.2%	6.1%	11.5%	3.9%	0.0%	0.1%	6.0%	3.5K	-50.3K	-224	0.00	123.42	0	0	70	0
2021-06-17	$29.92	$0.00	21.1%	6.0%	9.4%	3.8%	23.3%	0.2%	-0.3%	2.7K	-41.0K	-173	0.00	121.25	0	40	70	0
2021-06-18	$29.42	$29.00	22.7%	6.5%	10.8%	4.7%	0.0%	1.6%	-3.2%	-3.7K	-2.0K	-294	0.00	124.07	0	0	70	40
2021-06-21	$29.85	$29.00	22.7%	6.5%	12.2%	4.7%	0.0%	4.0%	-1.3%	-3.3K	-4.0K	-242	0.00	126.45	0	0	69	40
2021-06-22	$30.01	$29.00	16.6%	4.8%	12.2%	1.3%	0.0%	9.3%	1.4%	-4.5K	-27.5K	-178	0.00	117.73	2	0	69	40
2021-06-24	$29.85	$29.00	23.0%	6.6%	12.2%	4.9%	0.0%	2.0%	-4.3%	-2.7K	-7.1K	-251	0.00	125.14	0	0	68	40
2021-06-25	$29.91	$29.00	19.6%	5.6%	12.3%	3.0%	0.0%	1.6%	1.8%	-3.2K	-14.0K	-232	0.00	126.34	0	0	68	40
2021-06-28	$29.69	$29.00	24.0%	6.9%	12.4%	5.4%	0.0%	0.1%	-7.5%	-1.7K	-5.6K	-274	0.00	133.51	0	0	68	40
2021-06-29	$29.66	$29.00	21.2%	6.1%	12.1%	3.9%	24.2%	-0.5%	4.6%	-2.7K	-6.6K	-254	1.38	124.16	29	40	68	40
2021-06-30	$29.74	$29.00	24.9%	7.2%	11.9%	6.0%	25.3%	3.1%	-5.3%	-3.7K	-8.7K	-220	0.00	126.77	1	0	68	40