FTAG Options History — March 2022 In March 2022, FTAG traded between $30.35 and $34.20. ATM implied volatility averaged 29.3%, placing in the 31.4% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 5.7% (HV 20d: 23.6%). Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.04.
Notable Days 2022-03-28 : Highest Volume — 44 contracts2022-03-04 : Largest IV spike — 33.6% change2022-03-07 : Highest IV Rank — 56.8%2022-03-11 : Largest Expected Move — 13.7%Monthly Statistics Metric Avg Min Max Open Close Price $32.33 $30.35 $34.20 $30.35 $33.57 ATM IV 29.3% 22.9% 42.2% 31.7% 22.9% Expected Move 8.6% 5.8% 13.7% 9.1% 6.0% HV 20d 23.6% 18.2% 27.1% 22.3% 18.4% HV 60d 19.8% 19.2% 20.2% 19.8% 19.6% IV Rank 31.4% 18.7% 56.8% 36.1% 18.8% IV Percentile 74.8% 43.7% 96.8% 88.1% 43.7% Term Structure -2.9% -12.5% 1.8% -6.5% 1.5% VWIV 29.9% 27.7% 31.8% 31.8% 30.9% Skew 25d 6.5% 0.1% 13.6% 5.4% 3.7% Skew 10d 5.5% -0.5% 18.8% 6.8% 5.0% Call IV 25d 27.5% 20.6% 36.6% 32.1% 26.1% Put IV 25d 34.0% 27.2% 43.4% 37.5% 29.7% Bid-Ask Spread % 122.51 114.73 131.35 122.95 119.66 Gamma HHI 0.62 0.30 1.00 1.00 0.32 Net GEX 1.0K 70 2.6K 386 2.5K Net DEX -14.5K -32.0K -2.0K -7.9K -28.0K Net VEX -111 -252 -16 -40 -232 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.04 0.00 0.20 0.00 0.03 Total Volume 25.826 1 44 1 36 Total OI 22.217 2 44 5 44
Daily Data (23 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 2022-03-01 $30.35 $0.00 31.7% 9.1% 22.3% 36.1% 0.0% 5.4% -6.5% 386 -7.9K -40 0.00 122.95 1 0 5 0 2022-03-02 $31.26 $0.00 30.0% 8.6% 24.4% 32.8% 0.0% 11.0% 1.4% 430 -9.2K -39 0.00 123.12 1 0 5 0 2022-03-03 $31.30 $0.00 29.7% 8.5% 24.4% 32.2% 0.0% 3.2% 0.2% 413 -9.2K -39 0.00 123.81 1 0 5 0 2022-03-04 $30.70 $0.00 39.7% 11.4% 25.0% 51.9% 0.0% 8.8% -2.2% 339 -8.4K -40 0.00 123.84 5 0 5 0 2022-03-07 $30.48 $0.00 42.2% 12.1% 25.0% 56.8% 0.0% 4.9% -0.9% 118 -3.4K -16 0.20 131.35 5 1 2 0 2022-03-08 $30.40 $0.00 34.2% 12.7% 24.9% 41.1% 0.0% 2.7% -0.0% 70 -2.0K -24 0.17 127.00 6 1 2 1 2022-03-09 $31.30 $0.00 29.4% 12.1% 27.1% 31.6% 0.0% 8.5% -0.8% 148 -3.6K -31 0.04 128.88 27 1 3 1 2022-03-10 $31.69 $0.00 26.2% 10.1% 26.0% 25.3% 0.0% 13.1% -0.9% 366 -7.0K -43 0.04 123.44 27 1 24 1 2022-03-11 $31.79 $0.00 31.5% 13.7% 26.0% 35.8% 0.0% 13.6% -12.5% 631 -9.3K -71 0.04 126.77 27 1 24 1 2022-03-14 $31.65 $0.00 34.6% 8.1% 25.8% 41.9% 0.0% 3.1% -11.4% 811 -12.8K -104 0.04 123.03 27 1 24 1 2022-03-15 $31.78 $0.00 30.3% 8.6% 24.9% 33.3% 0.0% 11.1% -1.4% 852 -13.0K -102 0.04 120.86 27 1 24 1 2022-03-16 $31.87 $0.00 28.5% 8.0% 23.8% 29.7% 0.0% 8.2% 0.2% 886 -14.5K -116 0.04 119.19 27 1 24 1 2022-03-17 $32.52 $0.00 23.9% 7.3% 24.9% 20.7% 0.0% 13.5% -0.2% 713 -10.9K -74 0.04 115.84 27 1 24 1 2022-03-18 $32.73 $0.00 22.9% 6.5% 24.7% 18.7% 0.0% 8.9% -3.5% 752 -8.5K -81 0.04 118.81 27 1 23 1 2022-03-21 $33.45 $0.00 27.3% 7.2% 25.3% 27.4% 0.0% 7.4% -3.1% 1.1K -14.6K -115 0.04 118.52 27 1 23 1 2022-03-22 $33.65 $0.00 24.4% 6.7% 25.0% 21.6% 0.0% 6.6% -2.9% 668 -7.8K -57 0.03 114.73 38 1 23 1 2022-03-23 $33.58 $0.00 32.4% 7.5% 22.5% 37.5% 0.0% 0.1% -6.5% 1.7K -25.8K -210 0.03 127.59 38 1 34 1 2022-03-24 $33.92 $0.00 28.4% 6.1% 21.5% 29.7% 0.0% 3.4% -8.5% 2.0K -26.2K -223 0.03 125.68 38 1 34 1 2022-03-25 $34.20 $0.00 28.0% 6.9% 20.8% 28.8% 31.8% 4.8% -2.6% 2.0K -32.0K -252 0.03 120.21 40 1 34 1 2022-03-28 $34.03 $0.00 28.5% 7.6% 21.1% 29.7% 27.7% 4.0% 1.8% 2.0K -29.6K -246 0.02 120.62 43 1 34 1 2022-03-29 $33.64 $0.00 24.1% 5.8% 20.4% 21.1% 28.6% 1.8% -3.8% 2.5K -26.1K -213 0.02 121.75 43 1 37 1 2022-03-30 $33.72 $0.00 23.7% 6.4% 18.2% 20.4% 30.2% 2.6% -3.7% 2.6K -23.8K -189 0.03 120.09 38 1 37 1 2022-03-31 $33.57 $0.00 22.9% 6.0% 18.4% 18.8% 30.9% 3.7% 1.5% 2.5K -28.0K -232 0.03 119.66 35 1 43 1
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