FTAG Options History — December 2021

In December 2021, FTAG traded between $29.08 and $30.68. ATM implied volatility averaged 24.0%, placing in the 14.1% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 5.7% (HV 20d: 18.2%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.29.

Notable Days

2021-12-01: Highest Volume — 15 contracts
2021-12-13: Largest IV spike — 87.8% change
2021-12-14: Highest IV Rank — 46.4%
2021-12-02: Largest Expected Move — 9.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$29.88	$29.08	$30.68	$29.08	$30.52
Max Pain	$25.00	$25.00	$25.00	$25.00	$25.00
ATM IV	24.0%	14.4%	48.1%	27.3%	16.2%
Expected Move	6.0%	3.9%	9.5%	7.8%	4.6%
HV 20d	18.2%	14.5%	21.9%	14.6%	17.1%
HV 60d	14.1%	13.3%	14.8%	13.5%	14.6%
IV Rank	14.1%	1.3%	46.4%	18.6%	3.7%
IV Percentile	36.5%	1.2%	92.5%	67.1%	3.2%
Term Structure	1.0%	-10.5%	12.2%	-5.0%	5.2%
VWIV	26.7%	22.9%	33.5%	23.7%	22.9%
Skew 25d	3.5%	-6.7%	17.6%	2.4%	13.8%
Skew 10d	5.7%	-6.5%	20.6%	3.9%	15.0%
Call IV 25d	21.2%	11.1%	32.6%	21.6%	11.1%
Put IV 25d	24.7%	14.7%	36.1%	24.0%	24.9%
Bid-Ask Spread %	122.93	114.50	127.87	121.06	118.67
Gamma HHI	0.75	0.53	1.00	0.53	1.00
Net GEX	755	432	1.1K	521	718
Net DEX	-4.0K	-6.1K	-1.7K	-3.0K	-2.4K
Net VEX	-27	-39	-13	-26	-16
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.29	0.20	0.36	0.36	0.20
Total Volume	13.65	12	15	15	12
Total OI	15.65	14	17	17	14

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
2021-12-01	$29.08	$25.00	27.3%	7.8%	14.6%	18.6%	23.7%	2.4%	-5.0%	521	-3.0K	-26	0.36	121.06	11	4	11	6
2021-12-02	$29.23	$25.00	33.3%	9.5%	14.7%	26.6%	33.5%	2.2%	-10.5%	637	-4.2K	-35	0.36	122.30	11	4	11	6
2021-12-03	$29.08	$25.00	30.8%	8.8%	14.5%	23.3%	22.9%	17.6%	-9.4%	564	-3.4K	-31	0.36	122.92	11	4	11	6
2021-12-06	$29.54	$0.00	28.1%	6.2%	15.6%	19.7%	0.0%	5.2%	5.9%	658	-5.1K	-34	0.36	121.43	11	4	11	6
2021-12-07	$30.13	$0.00	21.4%	6.2%	17.4%	10.6%	0.0%	7.3%	2.3%	972	-4.6K	-30	0.36	124.88	11	4	11	6
2021-12-08	$30.06	$0.00	17.2%	5.6%	17.2%	5.1%	0.0%	11.3%	-1.6%	974	-4.6K	-30	0.36	114.50	11	4	11	6
2021-12-09	$29.97	$0.00	20.4%	4.5%	17.2%	9.4%	0.0%	-0.9%	12.2%	874	-6.1K	-39	0.36	122.94	11	4	11	6
2021-12-10	$30.10	$0.00	21.8%	6.4%	17.4%	11.2%	0.0%	3.6%	1.7%	960	-5.7K	-35	0.36	122.38	11	4	11	6
2021-12-13	$29.92	$0.00	40.9%	6.1%	17.4%	36.7%	0.0%	1.5%	0.4%	844	-4.5K	-27	0.36	122.54	11	4	11	6
2021-12-14	$29.63	$0.00	48.1%	3.9%	17.6%	46.4%	0.0%	-3.4%	2.8%	694	-3.0K	-20	0.36	122.40	11	4	11	6
2021-12-15	$29.65	$0.00	20.3%	5.8%	17.5%	9.3%	0.0%	3.7%	2.1%	660	-2.9K	-21	0.36	123.82	11	4	11	6
2021-12-20	$29.08	$0.00	25.8%	7.4%	18.5%	16.5%	0.0%	4.8%	-0.4%	432	-2.6K	-22	0.20	122.83	10	2	10	4
2021-12-21	$29.77	$0.00	21.5%	6.2%	20.5%	10.8%	0.0%	2.3%	2.9%	633	-3.6K	-24	0.20	124.61	10	2	10	4
2021-12-22	$29.78	$0.00	21.4%	6.1%	20.5%	10.7%	0.0%	-1.1%	0.1%	547	-2.4K	-18	0.20	123.64	10	2	10	4
2021-12-23	$29.85	$0.00	14.4%	4.1%	20.5%	1.3%	0.0%	-6.7%	0.0%	590	-1.7K	-13	0.20	125.98	10	2	10	4
2021-12-27	$30.50	$0.00	14.7%	4.2%	21.9%	1.7%	0.0%	-0.9%	8.4%	917	-5.6K	-30	0.20	127.87	10	2	10	4
2021-12-28	$30.68	$0.00	21.7%	6.2%	21.9%	11.1%	0.0%	3.2%	-1.4%	1.1K	-5.4K	-29	0.20	127.48	10	2	10	4
2021-12-29	$30.63	$0.00	16.4%	4.7%	21.9%	4.0%	0.0%	3.9%	11.8%	961	-5.6K	-31	0.20	125.31	10	2	10	4
2021-12-30	$30.47	$0.00	17.4%	5.0%	20.1%	5.3%	0.0%	0.4%	-6.4%	850	-2.8K	-19	0.20	120.92	10	2	10	4
2021-12-31	$30.52	$0.00	16.2%	4.6%	17.1%	3.7%	0.0%	13.8%	5.2%	718	-2.4K	-16	0.20	118.67	10	2	10	4