FTAG Options History — November 2021

In November 2021, FTAG traded between $28.90 and $31.04. ATM implied volatility averaged 22.8%, placing in the 12.5% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 12.9% (HV 20d: 9.9%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.24.

Notable Days

2021-11-02: Highest Volume — 43 contracts
2021-11-23: Largest IV spike — 51.3% change
2021-11-09: Highest IV Rank — 21.3%
2021-11-30: Largest Expected Move — 7.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$30.58	$28.90	$31.04	$30.63	$28.90
Max Pain	$24.25	$20.00	$25.00	$20.00	$25.00
ATM IV	22.8%	15.7%	29.3%	22.7%	26.5%
Expected Move	6.2%	4.5%	7.6%	6.5%	7.6%
HV 20d	9.9%	8.2%	15.5%	10.7%	15.5%
HV 60d	12.4%	11.4%	13.5%	13.4%	13.5%
IV Rank	12.5%	3.0%	21.3%	12.4%	17.5%
IV Percentile	35.9%	1.2%	69.4%	32.1%	63.5%
Term Structure	-1.0%	-12.1%	6.7%	-12.1%	-7.4%
VWIV	21.0%	9.3%	38.5%	13.5%	38.5%
Skew 25d	3.1%	-0.1%	8.3%	5.8%	8.3%
Skew 10d	5.8%	1.5%	24.6%	7.5%	3.6%
Call IV 25d	21.2%	10.6%	28.5%	15.4%	22.5%
Put IV 25d	24.4%	18.7%	30.8%	21.1%	30.8%
Bid-Ask Spread %	124.84	119.96	128.48	123.88	121.47
Gamma HHI	0.59	0.53	0.69	0.61	0.53
Net GEX	4.0K	483	6.3K	4.6K	483
Net DEX	-18.1K	-28.1K	-2.7K	-17.7K	-2.7K
Net VEX	-68	-96	-27	-83	-27
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.24	0.19	0.36	0.20	0.36
Total Volume	35.95	15	43	42	15
Total OI	33.4	17	39	38	17

Daily Data (20 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
2021-11-01	$30.63	$20.00	22.7%	6.5%	10.7%	12.4%	13.5%	5.8%	-12.1%	4.6K	-17.7K	-83	0.20	123.88	35	7	31	7
2021-11-02	$30.37	$20.00	25.8%	7.4%	11.2%	16.5%	30.4%	-0.1%	-7.0%	3.6K	-14.8K	-74	0.19	123.76	36	7	31	7
2021-11-03	$30.50	$20.00	25.4%	7.3%	10.4%	16.0%	28.8%	1.6%	-2.9%	4.3K	-22.0K	-91	0.19	125.02	36	7	32	7
2021-11-04	$30.69	$25.00	20.8%	5.9%	9.8%	9.9%	20.2%	0.3%	0.4%	4.9K	-22.2K	-94	0.19	121.86	36	7	32	7
2021-11-05	$30.70	$25.00	24.7%	5.8%	9.7%	15.1%	20.4%	1.3%	-0.5%	4.6K	-23.9K	-91	0.19	126.45	36	7	32	7
2021-11-08	$30.89	$25.00	28.5%	5.8%	9.9%	20.2%	20.1%	3.3%	4.2%	5.0K	-28.1K	-96	0.19	127.58	36	7	32	7
2021-11-09	$30.87	$25.00	29.3%	4.8%	9.5%	21.3%	16.2%	1.7%	0.5%	5.3K	-22.9K	-77	0.19	123.14	36	7	32	7
2021-11-10	$30.87	$25.00	20.4%	5.9%	9.5%	9.4%	20.4%	2.2%	-0.5%	5.2K	-25.4K	-85	0.19	123.63	36	7	32	7
2021-11-11	$30.85	$25.00	16.5%	4.7%	8.7%	4.2%	11.7%	5.4%	6.7%	5.6K	-21.0K	-75	0.19	119.96	36	7	32	7
2021-11-12	$30.90	$25.00	22.4%	6.4%	8.5%	12.1%	22.8%	1.9%	1.8%	5.5K	-25.3K	-86	0.19	122.93	36	7	32	7
2021-11-15	$31.03	$25.00	19.0%	5.4%	8.4%	7.5%	16.0%	1.5%	3.0%	6.3K	-25.2K	-76	0.19	120.71	36	7	32	7
2021-11-16	$31.04	$25.00	21.1%	6.1%	8.2%	10.3%	21.0%	2.2%	-0.4%	5.8K	-27.3K	-72	0.19	127.85	36	7	32	7
2021-11-17	$30.72	$25.00	20.5%	5.9%	9.2%	9.4%	20.6%	1.8%	-2.4%	5.1K	-20.4K	-61	0.19	126.53	36	7	32	7
2021-11-18	$30.83	$25.00	20.8%	6.0%	9.2%	9.9%	20.3%	2.0%	2.3%	5.4K	-22.5K	-60	0.19	126.81	36	7	32	7
2021-11-19	$30.83	$25.00	21.6%	6.2%	9.1%	10.9%	21.2%	4.5%	1.7%	5.5K	-16.5K	-44	0.19	127.40	36	7	32	7
2021-11-22	$30.56	$25.00	15.7%	4.5%	9.2%	3.0%	9.3%	8.1%	-0.7%	1.1K	-4.3K	-30	0.36	125.08	11	4	11	6
2021-11-23	$30.42	$25.00	23.7%	6.8%	9.3%	13.8%	23.2%	1.1%	-3.8%	1.0K	-7.4K	-47	0.36	126.80	11	4	11	6
2021-11-24	$30.41	$25.00	23.8%	6.8%	9.2%	13.9%	23.9%	3.4%	-2.9%	997	-7.3K	-45	0.36	127.52	11	4	11	6
2021-11-29	$29.69	$25.00	26.4%	7.6%	12.5%	17.3%	21.6%	6.9%	-0.2%	786	-5.3K	-42	0.36	128.48	11	4	11	6
2021-11-30	$28.90	$25.00	26.5%	7.6%	15.5%	17.5%	38.5%	8.3%	-7.4%	483	-2.7K	-27	0.36	121.47	11	4	11	6