FTAG Options History — April 2022

Name: FTAG Options Analytics - April 2022
Creator: Options Analysis Suite

In April 2022, FTAG traded between $31.88 and $34.78. ATM implied volatility averaged 29.2%, placing in the 31.1% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 13.8% (HV 20d: 15.4%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.03.

Notable Days

2022-04-01: Highest Volume — 36 contracts
2022-04-13: Largest IV drop — 58.1% change
2022-04-12: Highest IV Rank — 95.8%
2022-04-11: Largest Expected Move — 8.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$33.60	$31.88	$34.78	$33.60	$31.88
ATM IV	29.2%	19.9%	61.9%	23.8%	30.4%
Expected Move	6.9%	5.2%	8.8%	6.2%	8.7%
HV 20d	15.4%	11.7%	18.7%	16.4%	18.7%
HV 60d	19.8%	18.6%	20.8%	19.6%	20.7%
IV Rank	31.1%	12.9%	95.8%	20.6%	33.5%
IV Percentile	65.4%	15.5%	99.6%	51.6%	82.9%
Term Structure	-1.4%	-8.8%	4.6%	-0.3%	-2.2%
VWIV	35.2%	23.7%	44.1%	29.3%	39.4%
Skew 25d	7.4%	-2.7%	13.8%	2.0%	6.6%
Skew 10d	6.6%	0.1%	15.2%	4.9%	5.6%
Call IV 25d	22.2%	12.9%	28.3%	27.3%	24.8%
Put IV 25d	29.6%	23.6%	37.0%	29.3%	31.4%
Bid-Ask Spread %	120.46	113.50	127.25	117.89	121.45
Gamma HHI	0.42	0.31	0.63	0.36	0.63
Net GEX	3.0K	1.6K	4.6K	3.1K	1.6K
Net DEX	-35.8K	-51.3K	-16.8K	-28.7K	-16.8K
Net VEX	-282	-356	-170	-248	-170
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.03	0.03	0.03	0.03	0.03
Total Volume	32	0	36	36	32
Total OI	47.2	46	49	47	46

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
2022-04-01	$33.60	$0.00	23.8%	6.2%	16.4%	20.6%	29.3%	2.0%	-0.3%	3.1K	-28.7K	-248	0.03	117.89	35	1	46	1
2022-04-04	$33.82	$0.00	27.3%	6.6%	15.8%	27.4%	31.6%	6.3%	-3.8%	3.2K	-38.4K	-290	0.03	127.25	35	1	46	1
2022-04-05	$33.53	$0.00	31.6%	6.0%	16.3%	35.8%	34.4%	10.9%	2.9%	3.1K	-34.9K	-290	0.03	121.74	34	1	46	1
2022-04-06	$33.30	$0.00	32.4%	6.9%	14.1%	37.5%	32.4%	9.2%	-0.3%	2.9K	-25.5K	-228	0.03	125.81	34	1	48	1
2022-04-07	$33.72	$0.00	33.2%	5.2%	14.1%	39.2%	23.7%	11.1%	1.8%	3.3K	-37.3K	-308	0.03	121.78	34	1	48	1
2022-04-08	$34.22	$0.00	35.4%	6.0%	14.7%	43.4%	33.9%	9.0%	0.4%	3.7K	-43.0K	-323	0.03	122.28	34	1	48	1
2022-04-11	$34.21	$0.00	40.3%	8.8%	14.5%	53.0%	36.5%	9.8%	-8.8%	3.7K	-47.6K	-337	0.03	119.18	34	1	48	1
2022-04-12	$34.11	$0.00	61.9%	7.3%	14.7%	95.8%	38.3%	10.3%	-3.2%	3.7K	-45.7K	-337	0.03	124.08	34	1	48	1
2022-04-13	$34.55	$0.00	25.9%	7.4%	15.0%	24.7%	37.0%	2.9%	-7.7%	4.0K	-48.5K	-326	0.03	123.82	34	1	48	1
2022-04-14	$34.70	$0.00	25.0%	7.2%	13.8%	22.8%	41.1%	5.1%	-0.1%	4.6K	-51.3K	-349	0.03	125.19	34	1	48	1
2022-04-18	$34.71	$0.00	19.9%	5.7%	13.7%	12.9%	44.1%	9.8%	4.6%	3.2K	-47.8K	-355	0.03	114.85	31	1	45	1
2022-04-19	$34.72	$0.00	23.5%	6.7%	11.8%	19.9%	38.9%	5.3%	-2.0%	3.3K	-49.3K	-356	0.03	117.75	31	1	45	1
2022-04-20	$34.78	$0.00	20.5%	5.9%	11.7%	13.9%	42.5%	13.8%	0.1%	3.5K	-40.7K	-306	0.03	121.41	31	1	45	1
2022-04-21	$34.03	$0.00	21.6%	6.2%	14.3%	16.2%	32.9%	11.5%	-0.2%	2.8K	-39.7K	-310	0.03	118.20	31	1	45	1
2022-04-22	$33.30	$0.00	23.7%	6.8%	15.9%	20.3%	34.2%	9.0%	-0.2%	2.5K	-33.7K	-276	0.03	118.09	31	1	45	1
2022-04-25	$32.60	$0.00	27.0%	7.7%	17.1%	26.8%	29.6%	6.0%	-3.1%	2.3K	-26.0K	-237	0.03	115.85	31	1	45	1
2022-04-26	$31.91	$0.00	28.0%	8.0%	18.4%	28.7%	35.7%	-2.7%	-3.1%	1.8K	-21.5K	-217	0.03	114.77	31	1	45	1
2022-04-27	$32.06	$0.00	29.8%	8.6%	18.3%	32.4%	0.0%	0.4%	-3.0%	1.8K	-21.2K	-202	0.00	124.29	0	0	45	1
2022-04-28	$32.25	$0.00	22.5%	6.5%	18.4%	18.0%	33.9%	11.7%	-0.7%	2.0K	-17.8K	-174	0.03	113.50	31	1	45	1
2022-04-29	$31.88	$0.00	30.4%	8.7%	18.7%	33.5%	39.4%	6.6%	-2.2%	1.6K	-16.8K	-170	0.03	121.45	31	1	45	1