FTAG Options History — May 2022

In May 2022, FTAG traded between $30.40 and $33.10. ATM implied volatility averaged 33.2%, placing in the 39.1% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 1.8% (HV 20d: 31.4%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.19.

Notable Days

2022-05-18: Highest Volume — 43 contracts
2022-05-09: Largest IV spike — 60.0% change
2022-05-09: Highest IV Rank — 87.9%
2022-05-09: Largest Expected Move — 10.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$31.72	$30.40	$33.10	$31.49	$32.69
Max Pain	$30.00	$30.00	$30.00	$30.00	$30.00
ATM IV	33.2%	26.7%	57.9%	30.9%	32.3%
Expected Move	9.0%	7.7%	10.5%	8.9%	9.3%
HV 20d	31.4%	19.0%	38.1%	19.0%	37.4%
HV 60d	24.7%	20.8%	27.1%	20.8%	26.1%
IV Rank	39.1%	26.2%	87.9%	34.6%	37.3%
IV Percentile	83.1%	62.7%	99.2%	83.7%	84.1%
Term Structure	-4.4%	-21.4%	3.2%	3.2%	-5.2%
VWIV	33.2%	20.9%	47.8%	43.2%	20.9%
Skew 25d	2.8%	-5.4%	14.2%	-1.6%	3.2%
Skew 10d	5.7%	-18.3%	19.7%	5.7%	-1.6%
Call IV 25d	31.4%	22.1%	39.9%	29.9%	33.5%
Put IV 25d	34.2%	24.2%	45.6%	28.3%	36.8%
Bid-Ask Spread %	118.22	81.50	129.87	116.04	81.50
Gamma HHI	0.46	0.34	0.60	0.57	0.35
Net GEX	1.4K	-116	2.5K	1.6K	1.0K
Net DEX	-18.4K	-34.2K	-3.2K	-19.2K	-20.8K
Net VEX	-205	-276	-144	-193	-228
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.19	0.03	0.41	0.03	0.41
Total Volume	36.143	32	43	32	41
Total OI	50.19	46	57	46	57

Daily Data (21 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
2022-05-02	$31.49	$0.00	30.9%	8.9%	19.0%	34.6%	43.2%	-1.6%	3.2%	1.6K	-19.2K	-193	0.03	116.04	31	1	45	1
2022-05-03	$32.32	$0.00	30.7%	8.8%	21.4%	34.2%	41.2%	6.1%	-2.1%	1.8K	-17.0K	-163	0.03	118.09	31	1	45	1
2022-05-04	$33.10	$0.00	33.6%	9.6%	23.2%	39.8%	47.8%	1.7%	-12.0%	2.5K	-34.2K	-276	0.03	129.87	31	1	45	1
2022-05-05	$31.99	$0.00	29.9%	8.2%	26.0%	32.5%	0.0%	-3.0%	-4.9%	2.1K	-24.7K	-226	0.03	119.71	31	1	45	1
2022-05-06	$31.79	$0.00	36.2%	8.8%	25.4%	45.0%	0.0%	8.2%	-5.1%	1.9K	-21.5K	-209	0.03	116.66	31	1	45	1
2022-05-09	$30.44	$0.00	57.9%	10.5%	28.3%	87.9%	0.0%	1.2%	-21.4%	1.4K	-15.8K	-168	0.03	121.51	31	1	45	1
2022-05-10	$30.77	$0.00	44.0%	9.1%	28.9%	60.3%	0.0%	4.6%	-0.8%	1.4K	-13.2K	-144	0.03	118.79	31	1	45	1
2022-05-11	$30.85	$0.00	33.7%	9.7%	29.0%	40.0%	0.0%	14.2%	0.5%	1.3K	-15.5K	-161	0.03	116.96	31	1	45	1
2022-05-12	$30.40	$0.00	34.3%	9.8%	28.4%	41.2%	0.0%	0.9%	-4.2%	1.3K	-13.2K	-148	0.03	120.59	31	1	45	1
2022-05-13	$31.50	$0.00	32.5%	9.3%	31.9%	37.6%	0.0%	8.6%	-6.0%	1.8K	-19.7K	-186	0.03	112.90	31	1	45	1
2022-05-16	$31.81	$0.00	30.3%	8.7%	32.3%	33.3%	0.0%	8.6%	-3.2%	2.0K	-20.1K	-188	0.03	117.93	31	1	45	1
2022-05-17	$32.62	$0.00	27.4%	7.9%	33.9%	27.6%	0.0%	1.3%	-1.9%	2.2K	-27.2K	-224	0.03	124.33	31	1	45	1
2022-05-18	$31.57	$0.00	32.2%	9.2%	35.4%	37.1%	33.7%	0.7%	-7.0%	2.0K	-25.2K	-225	0.39	121.59	31	12	45	1
2022-05-19	$31.93	$30.00	29.5%	8.5%	35.3%	31.8%	30.2%	1.2%	-7.3%	766	-14.4K	-240	0.39	120.28	31	12	45	12
2022-05-20	$30.92	$30.00	28.1%	8.1%	36.2%	29.0%	29.9%	-5.4%	-2.3%	-116	-3.2K	-179	0.39	113.52	31	12	45	12
2022-05-23	$32.03	$30.00	26.7%	7.7%	38.1%	26.2%	30.0%	1.0%	-1.6%	569	-13.6K	-206	0.41	117.42	29	12	45	12
2022-05-24	$31.72	$30.00	30.7%	8.8%	37.4%	34.2%	30.7%	-2.7%	-1.6%	510	-14.5K	-231	0.41	122.27	29	12	45	12
2022-05-25	$31.88	$30.00	31.7%	9.1%	37.5%	36.2%	28.9%	-1.1%	-2.2%	767	-17.5K	-248	0.41	123.42	29	12	45	12
2022-05-26	$32.21	$30.00	34.0%	9.7%	37.6%	40.6%	30.3%	2.4%	-2.6%	946	-17.6K	-240	0.41	126.67	29	12	45	12
2022-05-27	$32.19	$30.00	31.1%	8.9%	37.3%	35.0%	31.5%	8.3%	-3.9%	907	-17.9K	-232	0.41	122.57	29	12	45	12
2022-05-31	$32.69	$30.00	32.3%	9.3%	37.4%	37.3%	20.9%	3.2%	-5.2%	1.0K	-20.8K	-228	0.41	81.50	29	12	45	12