FTAG Options History — September 2021 In September 2021, FTAG traded between $28.66 and $29.94. ATM implied volatility averaged 26.4%, placing in the 16.7% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 12.0% (HV 20d: 14.4%). 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 2021-09-20 : Highest Volume — 4 contracts2021-09-15 : Largest IV spike — 263.9% change2021-09-15 : Highest IV Rank — 67.5%2021-09-15 : Largest Expected Move — 18.4%Monthly Statistics Metric Avg Min Max Open Close Price $29.49 $28.66 $29.94 $29.52 $29.51 ATM IV 26.4% 16.0% 64.0% 24.8% 35.6% Expected Move 7.4% 4.6% 18.4% 7.1% 10.2% HV 20d 14.4% 12.2% 15.3% 14.9% 14.7% HV 60d 15.5% 14.7% 15.9% 15.4% 15.8% IV Rank 16.7% 2.7% 67.5% 14.5% 29.1% IV Percentile 38.0% 1.2% 98.4% 42.5% 74.2% Term Structure -6.7% -39.3% 2.5% -4.3% -19.7% Skew 25d 2.0% -10.1% 12.6% 2.8% 4.0% Skew 10d 3.9% -2.7% 21.9% 5.1% 1.7% Call IV 25d 25.2% 10.0% 40.1% 27.5% 40.1% Put IV 25d 27.2% 12.6% 45.5% 30.3% 44.1% Bid-Ask Spread % 124.73 91.64 143.30 123.61 129.74 Gamma HHI 0.54 0.44 0.61 0.58 0.61 Net GEX 2.3K 1.3K 2.8K 2.4K 2.4K Net DEX -20.1K -32.2K -6.3K -30.6K -16.1K Net VEX -113 -149 -70 -121 -98 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 0.476 0 4 2 0 Total OI 35.619 33 38 36 36
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 2021-09-01 $29.52 $0.00 24.8% 7.1% 14.9% 14.5% 0.0% 2.8% -4.3% 2.4K -30.6K -121 0.00 123.61 0 2 36 0 2021-09-02 $29.79 $0.00 23.7% 5.3% 15.0% 13.0% 0.0% 1.4% 2.0% 2.6K -32.2K -131 0.00 121.96 3 0 36 0 2021-09-03 $29.94 $0.00 19.7% 5.5% 15.0% 7.7% 0.0% 1.4% -6.4% 2.8K -29.3K -119 0.00 126.78 0 0 36 2 2021-09-07 $29.69 $0.00 25.8% 5.2% 15.3% 15.9% 0.0% 0.5% -3.2% 2.6K -30.8K -123 0.00 124.00 0 0 36 2 2021-09-08 $29.47 $0.00 21.1% 6.1% 14.9% 9.5% 0.0% 0.9% -1.7% 2.3K -29.7K -115 0.00 124.89 0 0 36 2 2021-09-09 $29.41 $0.00 16.6% 4.8% 14.6% 3.5% 0.0% 2.6% -1.2% 2.3K -27.3K -105 0.00 91.64 0 0 36 2 2021-09-10 $29.33 $0.00 21.8% 6.2% 14.5% 10.5% 0.0% -0.1% -7.7% 2.2K -27.9K -105 0.00 126.53 0 0 36 2 2021-09-13 $29.49 $0.00 23.0% 6.6% 14.7% 12.1% 0.0% 1.0% -3.1% 2.4K -15.8K -115 0.00 127.09 0 0 31 2 2021-09-14 $29.33 $0.00 17.6% 5.0% 14.4% 4.8% 0.0% -4.9% -5.0% 2.4K -13.4K -108 0.00 124.93 0 0 31 2 2021-09-15 $29.70 $0.00 64.0% 18.4% 14.1% 67.5% 0.0% -10.1% -39.3% 2.4K -18.0K -125 0.00 121.18 0 1 31 2 2021-09-16 $29.68 $0.00 16.0% 4.6% 14.1% 2.7% 0.0% 4.4% 2.4% 2.5K -11.7K -94 0.00 123.02 0 0 31 2 2021-09-17 $29.23 $0.00 20.4% 5.9% 12.2% 8.6% 0.0% 11.0% -5.6% 2.1K -14.1K -110 0.00 120.30 0 0 31 3 2021-09-20 $28.66 $0.00 25.4% 7.3% 14.2% 15.4% 0.0% 3.1% -4.6% 1.3K -6.3K -70 0.00 123.67 0 4 31 3 2021-09-21 $28.84 $0.00 38.0% 10.9% 13.9% 32.3% 0.0% 12.6% -20.5% 1.8K -18.7K -133 0.00 143.30 0 0 31 3 2021-09-22 $29.21 $0.00 23.8% 6.8% 14.1% 13.2% 0.0% 0.4% -4.8% 2.1K -13.8K -107 0.00 124.72 0 0 31 5 2021-09-23 $29.49 $0.00 20.6% 5.9% 14.4% 8.9% 0.0% 2.4% -4.3% 2.4K -13.5K -109 0.00 126.13 0 0 31 5 2021-09-24 $29.52 $0.00 17.2% 4.9% 14.2% 4.3% 0.0% -2.6% 2.5% 2.1K -8.0K -80 0.00 124.53 0 0 31 5 2021-09-27 $29.88 $0.00 32.5% 9.3% 14.3% 24.9% 0.0% 4.3% -7.5% 2.7K -23.2K -149 0.00 135.32 0 0 31 5 2021-09-28 $29.77 $0.00 35.9% 10.3% 14.3% 29.5% 0.0% 8.0% -7.5% 2.6K -19.9K -119 0.00 124.82 0 0 31 5 2021-09-29 $29.79 $0.00 31.0% 8.9% 14.3% 22.8% 0.0% -0.9% -1.6% 2.4K -21.6K -141 0.00 131.09 0 0 31 5 2021-09-30 $29.51 $0.00 35.6% 10.2% 14.7% 29.1% 0.0% 4.0% -19.7% 2.4K -16.1K -98 0.00 129.74 0 0 31 5
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