FTAG Options History — August 2021

In August 2021, FTAG traded between $28.64 and $30.22. ATM implied volatility averaged 22.8%, placing in the 11.7% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 7.1% (HV 20d: 15.7%). Max pain ranged from $27.00 to $27.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2021-08-16: Highest Volume — 10 contracts
2021-08-24: Largest IV spike — 120.8% change
2021-08-09: Highest IV Rank — 22.9%
2021-08-24: Largest Expected Move — 8.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$29.50	$28.64	$30.22	$29.51	$29.56
Max Pain	$27.00	$27.00	$27.00	$27.00	$27.00
ATM IV	22.8%	14.0%	31.1%	25.3%	16.6%
Expected Move	6.3%	4.0%	8.9%	7.3%	4.8%
HV 20d	15.7%	12.4%	18.4%	17.7%	15.8%
HV 60d	14.9%	13.9%	15.5%	15.2%	15.4%
IV Rank	11.7%	0.0%	22.9%	15.0%	3.4%
IV Percentile	27.1%	0.0%	67.1%	42.1%	1.2%
Term Structure	-1.7%	-11.1%	12.0%	-5.6%	12.0%
Skew 25d	1.8%	-8.1%	12.8%	1.4%	6.6%
Skew 10d	4.4%	0.3%	13.3%	5.4%	1.6%
Call IV 25d	23.0%	11.6%	43.4%	28.8%	21.9%
Put IV 25d	24.7%	12.4%	39.8%	30.1%	28.5%
Bid-Ask Spread %	124.47	91.64	145.33	125.68	127.67
Gamma HHI	0.61	0.41	0.72	0.68	0.57
Net GEX	2.1K	1.8K	2.6K	1.9K	2.4K
Net DEX	-32.4K	-37.0K	-26.0K	-31.2K	-31.8K
Net VEX	-113	-158	-94	-98	-131
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	0.5	0	10	0	0
Total OI	59.182	36	78	68	36

Daily Data (22 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
2021-08-02	$29.51	$27.00	25.3%	7.3%	17.7%	15.0%	0.0%	1.4%	-5.6%	1.9K	-31.2K	-98	125.68	0	68
2021-08-03	$29.85	$27.00	26.2%	7.5%	17.6%	16.3%	0.0%	1.6%	0.3%	1.9K	-35.7K	-112	124.00	0	68
2021-08-04	$29.41	$27.00	20.7%	5.9%	18.4%	8.8%	0.0%	3.4%	-6.3%	2.0K	-32.5K	-105	121.48	0	68
2021-08-05	$29.24	$0.00	26.4%	6.1%	17.7%	16.5%	0.0%	-2.6%	-1.8%	1.8K	-31.5K	-102	128.27	0	68
2021-08-06	$29.39	$0.00	26.6%	6.0%	15.5%	16.8%	0.0%	2.1%	-1.6%	2.0K	-31.3K	-94	127.14	0	68
2021-08-09	$29.51	$0.00	31.1%	7.5%	15.5%	22.9%	0.0%	-3.7%	-3.9%	2.0K	-31.5K	-97	115.94	0	68
2021-08-10	$29.85	$0.00	25.2%	5.8%	16.0%	14.9%	0.0%	3.0%	-1.7%	2.3K	-33.6K	-101	126.02	0	68
2021-08-11	$30.09	$0.00	22.1%	6.3%	16.2%	10.7%	0.0%	2.1%	-3.4%	2.3K	-35.8K	-106	125.48	0	68
2021-08-12	$30.19	$0.00	20.9%	6.0%	16.0%	9.1%	0.0%	3.0%	-1.5%	2.5K	-34.9K	-104	126.92	0	68
2021-08-13	$30.22	$0.00	20.4%	5.9%	15.3%	8.4%	0.0%	3.0%	-0.3%	2.4K	-34.4K	-101	124.04	0	68
2021-08-16	$29.91	$0.00	20.8%	6.0%	13.3%	8.9%	0.0%	2.5%	-2.3%	2.3K	-35.3K	-104	127.27	10	68
2021-08-17	$29.45	$0.00	21.9%	6.3%	13.1%	10.4%	0.0%	3.3%	-2.7%	2.0K	-32.1K	-95	91.64	0	68
2021-08-18	$29.40	$0.00	22.7%	6.5%	12.4%	11.5%	0.0%	1.6%	-3.7%	2.6K	-35.6K	-140	127.66	0	78
2021-08-19	$28.70	$0.00	24.9%	7.1%	15.1%	14.4%	0.0%	1.0%	1.4%	1.9K	-30.8K	-121	123.66	0	78
2021-08-20	$28.64	$0.00	19.1%	5.5%	15.0%	6.6%	0.0%	-0.6%	3.9%	1.8K	-29.6K	-115	121.27	1	78
2021-08-23	$28.94	$0.00	14.0%	4.0%	15.5%	0.0%	0.0%	5.1%	3.6%	1.9K	-26.5K	-109	126.23	0	36
2021-08-24	$29.26	$0.00	31.0%	8.9%	15.9%	22.9%	0.0%	-3.6%	-5.8%	2.0K	-37.0K	-158	145.33	0	36
2021-08-25	$29.43	$0.00	18.1%	5.2%	16.0%	5.5%	0.0%	3.0%	1.7%	2.1K	-27.9K	-110	122.82	0	36
2021-08-26	$29.26	$0.00	21.8%	6.3%	15.8%	10.5%	0.0%	-8.1%	-7.5%	2.2K	-26.0K	-103	127.36	0	36
2021-08-27	$29.60	$0.00	21.7%	6.2%	16.3%	10.4%	0.0%	12.8%	-1.8%	2.3K	-31.9K	-137	124.34	0	36
2021-08-30	$29.66	$0.00	23.5%	6.7%	16.3%	12.8%	0.0%	1.5%	-11.1%	2.5K	-35.2K	-143	128.00	0	36
2021-08-31	$29.56	$0.00	16.6%	4.8%	15.8%	3.4%	0.0%	6.6%	12.0%	2.4K	-31.8K	-131	127.67	0	36