FTAG Options History — October 2021

In October 2021, FTAG traded between $29.48 and $30.63. ATM implied volatility averaged 25.2%, placing in the 15.3% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 12.3% (HV 20d: 12.8%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.19.

Notable Days

2021-10-22: Highest Volume — 42 contracts
2021-10-11: Largest IV spike — 62.7% change
2021-10-12: Highest IV Rank — 44.7%
2021-10-01: Largest Expected Move — 10.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$30.15	$29.48	$30.63	$29.76	$30.20
Max Pain	$20.00	$20.00	$20.00	$20.00	$20.00
ATM IV	25.2%	13.4%	47.1%	36.3%	23.4%
Expected Move	6.1%	3.8%	10.4%	10.4%	6.7%
HV 20d	12.8%	9.8%	15.2%	14.6%	9.8%
HV 60d	14.1%	13.1%	15.6%	15.6%	13.1%
IV Rank	15.3%	0.0%	44.7%	30.1%	13.3%
IV Percentile	36.4%	0.0%	87.7%	75.4%	39.3%
Term Structure	-1.4%	-11.4%	8.2%	-11.4%	-3.6%
VWIV	22.0%	9.1%	26.5%	9.1%	26.5%
Skew 25d	3.5%	-1.1%	10.0%	10.0%	-1.1%
Skew 10d	3.9%	-0.6%	13.9%	9.1%	-0.6%
Call IV 25d	21.1%	9.3%	35.2%	35.2%	23.4%
Put IV 25d	24.6%	11.2%	45.2%	45.2%	22.3%
Bid-Ask Spread %	124.58	116.49	133.46	127.21	125.42
Gamma HHI	0.57	0.51	0.61	0.55	0.56
Net GEX	3.4K	2.5K	4.2K	2.6K	3.5K
Net DEX	-17.8K	-23.7K	-10.3K	-23.0K	-17.6K
Net VEX	-101	-144	-79	-144	-92
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.19	0.14	0.20	0.14	0.20
Total Volume	15.81	0	42	0	42
Total OI	36.476	36	38	36	38

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
2021-10-01	$29.76	$0.00	36.3%	10.4%	14.6%	30.1%	0.0%	10.0%	-11.4%	2.6K	-23.0K	-144	0.00	127.21	0	0	31	5
2021-10-04	$29.64	$20.00	39.8%	6.5%	14.6%	34.7%	0.0%	9.2%	-0.2%	2.6K	-21.2K	-135	0.00	133.46	0	0	31	5
2021-10-05	$29.78	$20.00	31.6%	6.2%	14.4%	23.6%	0.0%	4.9%	-0.3%	2.8K	-17.2K	-107	0.00	126.95	0	0	31	5
2021-10-06	$29.48	$20.00	33.0%	6.4%	14.6%	25.6%	0.0%	1.6%	-2.0%	2.5K	-15.0K	-100	0.00	123.09	0	0	31	5
2021-10-07	$29.85	$20.00	27.5%	6.1%	15.2%	18.1%	0.0%	6.1%	-1.4%	2.7K	-10.3K	-84	0.00	123.96	0	0	31	5
2021-10-08	$30.01	$20.00	19.6%	4.9%	15.2%	7.5%	0.0%	4.4%	1.7%	3.2K	-15.8K	-97	0.00	119.61	0	0	31	5
2021-10-11	$30.02	$20.00	31.9%	6.2%	15.2%	24.1%	0.0%	2.5%	-1.2%	3.1K	-20.1K	-114	0.00	125.92	0	0	31	5
2021-10-12	$29.83	$20.00	47.1%	6.1%	15.2%	44.7%	0.0%	0.7%	-1.4%	2.7K	-10.5K	-81	0.00	126.56	0	0	31	5
2021-10-13	$29.91	$20.00	19.3%	5.5%	14.6%	7.1%	0.0%	3.0%	1.3%	2.7K	-12.8K	-85	0.00	124.40	0	0	31	5
2021-10-14	$30.26	$20.00	20.8%	6.0%	15.1%	9.1%	0.0%	3.4%	-1.5%	3.5K	-21.0K	-112	0.00	127.10	0	0	31	5
2021-10-15	$30.43	$20.00	17.6%	5.1%	13.9%	4.8%	0.0%	8.7%	6.0%	3.7K	-17.5K	-95	0.00	120.07	0	0	31	5
2021-10-18	$30.30	$20.00	18.2%	5.2%	11.6%	5.6%	0.0%	-0.8%	-4.8%	3.1K	-12.1K	-79	0.00	118.82	0	0	31	5
2021-10-19	$30.48	$20.00	20.8%	6.0%	11.6%	9.1%	0.0%	3.3%	-1.8%	3.9K	-23.0K	-112	0.00	127.29	0	0	31	5
2021-10-20	$30.49	$20.00	13.4%	3.8%	11.0%	0.0%	9.1%	1.9%	-1.1%	4.1K	-14.9K	-89	0.14	123.17	35	5	31	5
2021-10-21	$30.44	$20.00	17.8%	5.1%	10.7%	5.9%	22.0%	3.2%	8.2%	4.0K	-18.5K	-98	0.14	116.49	35	5	31	5
2021-10-22	$30.37	$20.00	21.6%	6.2%	10.8%	11.0%	22.8%	2.1%	-2.3%	3.7K	-21.6K	-109	0.20	124.80	35	7	31	5
2021-10-25	$30.63	$20.00	21.2%	6.1%	10.4%	10.5%	22.3%	3.3%	-2.0%	4.2K	-23.7K	-105	0.20	125.93	35	7	31	7
2021-10-26	$30.56	$20.00	22.0%	6.3%	10.3%	11.5%	23.4%	1.7%	-7.0%	4.2K	-21.5K	-100	0.20	123.99	35	7	31	7
2021-10-27	$30.44	$20.00	22.5%	6.4%	10.5%	12.1%	24.5%	2.7%	-1.3%	4.0K	-18.9K	-93	0.20	127.00	35	7	31	7
2021-10-28	$30.37	$20.00	23.1%	6.6%	9.8%	13.0%	25.4%	1.9%	-2.5%	3.9K	-18.6K	-90	0.20	124.87	35	7	31	7
2021-10-29	$30.20	$20.00	23.4%	6.7%	9.8%	13.3%	26.5%	-1.1%	-3.6%	3.5K	-17.6K	-92	0.20	125.42	35	7	31	7