FTAG Options History — February 2022

In February 2022, FTAG traded between $30.13 and $32.34. ATM implied volatility averaged 27.3%, placing in the 26.2% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 9.3% (HV 20d: 18.0%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.13.

Notable Days

2022-02-14: Highest Volume — 15 contracts
2022-02-09: Largest IV drop — 35.2% change
2022-02-08: Highest IV Rank — 40.1%
2022-02-01: Largest Expected Move — 8.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$31.46	$30.13	$32.34	$31.37	$30.89
Max Pain	$25.00	$25.00	$25.00	$25.00	$25.00
ATM IV	27.3%	21.9%	33.8%	29.7%	27.4%
Expected Move	7.4%	6.3%	8.5%	8.5%	7.8%
HV 20d	18.0%	15.5%	21.9%	15.5%	21.9%
HV 60d	17.4%	16.0%	19.4%	16.2%	19.4%
IV Rank	26.2%	16.7%	40.1%	21.7%	27.5%
IV Percentile	71.5%	36.1%	90.5%	81.7%	76.6%
Term Structure	-2.3%	-3.9%	0.9%	-2.0%	-2.4%
VWIV	32.0%	31.9%	32.2%	31.9%	32.2%
Skew 25d	3.3%	-14.5%	9.9%	-14.5%	4.4%
Skew 10d	4.7%	-0.6%	19.8%	3.0%	6.8%
Call IV 25d	24.5%	16.8%	33.2%	31.9%	29.4%
Put IV 25d	27.8%	17.4%	35.8%	17.4%	33.7%
Bid-Ask Spread %	123.50	118.56	130.59	130.59	123.64
Gamma HHI	0.88	0.73	1.00	0.80	1.00
Net GEX	1.5K	165	2.9K	1.6K	352
Net DEX	-8.4K	-13.9K	-3.7K	-9.1K	-7.0K
Net VEX	-21	-32	-11	-24	-32
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.13	0.00	0.18	0.18	0.00
Total Volume	9.947	1	15	13	1
Total OI	12.105	2	16	15	4

Daily Data (19 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
2022-02-01	$31.37	$25.00	29.7%	8.5%	15.5%	21.7%	31.9%	-14.5%	-2.0%	1.6K	-9.1K	-24	0.18	130.59	11	2	11	4
2022-02-02	$31.51	$25.00	29.4%	8.4%	15.5%	21.4%	32.2%	2.6%	-3.9%	1.6K	-10.3K	-24	0.18	129.03	11	2	11	4
2022-02-03	$31.18	$0.00	29.7%	6.3%	16.0%	31.6%	0.0%	2.2%	-0.9%	1.5K	-7.9K	-21	0.18	124.17	11	2	11	4
2022-02-04	$31.41	$0.00	28.7%	6.5%	15.6%	29.7%	0.0%	5.2%	-3.3%	1.6K	-6.5K	-17	0.18	122.22	11	2	11	4
2022-02-07	$31.25	$0.00	33.8%	7.3%	15.7%	39.5%	0.0%	6.3%	-1.7%	1.6K	-7.4K	-16	0.18	121.99	11	2	11	4
2022-02-08	$31.46	$0.00	33.7%	7.4%	15.8%	40.1%	0.0%	6.6%	-3.7%	1.7K	-7.2K	-16	0.18	122.01	11	2	11	4
2022-02-09	$32.23	$0.00	21.9%	6.3%	17.9%	16.7%	0.0%	4.2%	-3.4%	2.5K	-13.2K	-20	0.18	125.80	11	2	11	4
2022-02-10	$32.34	$0.00	23.0%	6.6%	17.5%	19.0%	0.0%	3.6%	-1.6%	2.6K	-13.9K	-19	0.18	119.95	11	2	11	4
2022-02-11	$32.03	$0.00	24.6%	7.1%	18.0%	22.1%	0.0%	3.2%	-3.6%	2.3K	-11.9K	-17	0.18	127.97	11	2	11	4
2022-02-14	$31.44	$0.00	26.0%	7.5%	17.3%	24.9%	0.0%	3.2%	-2.3%	1.8K	-8.0K	-11	0.15	123.79	13	2	11	4
2022-02-15	$32.10	$0.00	23.9%	6.8%	18.8%	20.6%	0.0%	0.5%	0.9%	2.8K	-11.8K	-25	0.18	123.06	11	2	12	4
2022-02-16	$32.21	$0.00	25.9%	7.4%	18.9%	24.6%	0.0%	-1.4%	-3.4%	2.9K	-13.4K	-24	0.18	121.57	11	2	12	4
2022-02-17	$31.95	$0.00	24.3%	7.0%	19.0%	21.5%	0.0%	6.3%	-1.7%	2.6K	-8.7K	-20	0.18	124.02	11	2	12	4
2022-02-18	$31.58	$0.00	26.5%	7.6%	18.2%	25.9%	0.0%	9.9%	-3.6%	165	-3.9K	-16	0.18	120.38	11	2	12	4
2022-02-22	$31.35	$0.00	26.2%	7.5%	17.4%	25.3%	0.0%	4.4%	-3.9%	191	-3.7K	-16	0.00	118.56	1	0	2	0
2022-02-23	$30.54	$0.00	27.8%	8.0%	20.0%	28.5%	0.0%	4.5%	0.3%	232	-5.0K	-25	0.00	120.91	1	0	3	0
2022-02-24	$30.13	$0.00	28.7%	8.2%	20.6%	30.1%	0.0%	2.1%	-3.5%	217	-4.5K	-24	0.00	122.20	1	0	3	0
2022-02-25	$30.77	$0.00	27.4%	7.9%	21.9%	27.7%	0.0%	9.8%	-0.3%	357	-6.8K	-32	0.00	124.71	1	0	4	0
2022-02-28	$30.89	$0.00	27.4%	7.8%	21.9%	27.5%	0.0%	4.4%	-2.4%	352	-7.0K	-32	0.00	123.64	1	0	4	0