FTAG Options History — July 2021

In July 2021, FTAG traded between $28.59 and $29.98. ATM implied volatility averaged 26.7%, placing in the 11.2% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 10.6% (HV 20d: 16.1%). Max pain ranged from $27.00 to $29.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2021-07-16: Highest Volume — 1 contracts
2021-07-19: Largest IV spike — 69.0% change
2021-07-19: Highest IV Rank — 29.9%
2021-07-19: Largest Expected Move — 10.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$29.53	$28.59	$29.98	$29.98	$29.59
Max Pain	$27.19	$27.00	$29.00	$29.00	$27.00
ATM IV	26.7%	17.1%	42.9%	24.7%	23.5%
Expected Move	6.3%	4.9%	10.4%	7.1%	6.7%
HV 20d	16.1%	12.5%	18.0%	12.5%	17.7%
HV 60d	15.1%	13.8%	15.8%	13.8%	15.5%
IV Rank	11.2%	2.0%	29.9%	5.8%	12.5%
IV Percentile	35.8%	1.2%	79.4%	31.7%	28.6%
Term Structure	-1.1%	-6.8%	6.0%	-6.8%	-4.7%
Skew 25d	3.0%	-12.6%	12.5%	1.0%	-7.3%
Skew 10d	1.6%	-13.8%	7.1%	0.7%	-13.8%
Call IV 25d	22.7%	13.2%	41.6%	28.9%	25.7%
Put IV 25d	25.7%	17.3%	44.3%	29.9%	18.4%
Bid-Ask Spread %	125.73	120.17	132.37	127.64	124.16
Gamma HHI	0.50	0.30	0.80	0.30	0.67
Net GEX	-1.3K	-11.4K	2.2K	-3.0K	2.0K
Net DEX	-22.4K	-37.5K	10.5K	-16.8K	-33.7K
Net VEX	-144	-215	-103	-213	-108
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	0.048	0	1	0	0
Total OI	89.476	68	109	109	68

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	Call OI	Put OI
2021-07-01	$29.98	$29.00	24.7%	7.1%	12.5%	5.8%	0.0%	1.0%	-6.8%	-3.0K	-16.8K	-213	127.64	0	69	40
2021-07-02	$29.89	$29.00	20.8%	6.0%	12.5%	3.6%	0.0%	2.2%	1.7%	-3.3K	-19.3K	-215	127.71	0	69	40
2021-07-06	$29.51	$27.00	28.8%	6.3%	12.7%	8.1%	0.0%	1.3%	-4.4%	-4.5K	-4.7K	-191	123.28	0	69	40
2021-07-07	$29.59	$27.00	37.2%	5.7%	12.7%	12.8%	0.0%	8.5%	-1.5%	-3.8K	649	-167	122.33	0	69	40
2021-07-08	$29.15	$27.00	42.9%	5.5%	13.3%	15.9%	0.0%	12.5%	-2.6%	-3.6K	10.5K	-187	127.06	0	69	40
2021-07-09	$29.85	$27.00	32.4%	5.6%	16.4%	11.0%	0.0%	5.7%	-1.9%	-3.7K	-16.5K	-177	120.17	0	69	40
2021-07-12	$29.92	$27.00	41.5%	5.8%	16.4%	18.6%	0.0%	3.3%	-2.2%	-3.4K	-22.7K	-170	124.13	0	69	40
2021-07-13	$29.74	$27.00	37.8%	5.9%	16.4%	16.1%	0.0%	3.2%	0.3%	-4.3K	-24.2K	-163	123.94	0	69	40
2021-07-14	$29.76	$27.00	19.5%	5.6%	16.4%	3.6%	0.0%	9.6%	1.0%	-4.0K	-11.0K	-150	121.51	0	69	40
2021-07-15	$29.59	$27.00	17.1%	4.9%	16.5%	2.0%	0.0%	7.2%	6.0%	-3.3K	1.1K	-131	129.23	0	69	40
2021-07-16	$29.23	$27.00	21.5%	6.2%	16.7%	9.8%	0.0%	1.5%	-1.3%	-11.4K	-36.8K	-134	127.77	1	69	40
2021-07-19	$28.59	$27.00	36.3%	10.4%	17.3%	29.9%	0.0%	2.7%	-5.6%	2.1K	-37.5K	-153	129.20	0	68	0
2021-07-20	$29.14	$27.00	18.6%	5.3%	18.0%	5.9%	0.0%	9.9%	4.7%	1.8K	-31.3K	-112	127.18	0	68	0
2021-07-21	$29.49	$27.00	29.0%	8.3%	17.7%	20.0%	0.0%	-12.6%	-4.2%	2.0K	-32.5K	-113	132.37	0	68	0
2021-07-22	$29.41	$27.00	21.2%	6.1%	17.6%	9.4%	0.0%	2.0%	2.0%	1.9K	-33.4K	-113	124.18	0	68	0
2021-07-23	$29.49	$27.00	23.0%	6.6%	17.6%	11.9%	0.0%	3.7%	-2.1%	1.9K	-31.3K	-106	126.68	0	68	0
2021-07-26	$29.59	$27.00	17.1%	4.9%	17.6%	3.8%	0.0%	6.6%	4.8%	2.0K	-33.7K	-110	125.39	0	68	0
2021-07-27	$29.39	$27.00	23.3%	6.7%	17.6%	12.3%	0.0%	-2.7%	-3.2%	1.9K	-31.5K	-105	123.89	0	68	0
2021-07-28	$29.51	$27.00	22.8%	6.5%	17.6%	11.6%	0.0%	3.4%	-5.4%	2.0K	-31.9K	-103	124.90	0	68	0
2021-07-29	$29.74	$27.00	22.6%	6.5%	17.8%	11.3%	0.0%	1.7%	1.3%	2.2K	-32.5K	-107	127.52	0	68	0
2021-07-30	$29.59	$27.00	23.5%	6.7%	17.7%	12.5%	0.0%	-7.3%	-4.7%	2.0K	-33.7K	-108	124.16	0	68	0