FTAG Options History — June 2022

In June 2022, FTAG traded between $27.30 and $32.78. ATM implied volatility averaged 29.6%, placing in the 32.0% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded below realized volatility by 1.4% (HV 20d: 31.0%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.57.

Notable Days

2022-06-01: Highest Volume — 72 contracts
2022-06-02: Largest IV spike — 55.7% change
2022-06-30: Highest IV Rank — 49.2%
2022-06-30: Largest Expected Move — 11.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$29.91	$27.30	$32.78	$32.43	$27.45
Max Pain	$30.00	$30.00	$30.00	$30.00	$30.00
ATM IV	29.6%	20.5%	38.4%	21.5%	38.4%
Expected Move	8.7%	6.2%	11.0%	6.2%	11.0%
HV 20d	31.0%	26.3%	36.4%	36.4%	30.2%
HV 60d	27.6%	25.5%	30.1%	26.1%	30.0%
IV Rank	32.0%	14.1%	49.2%	15.9%	49.2%
IV Percentile	68.2%	18.7%	94.4%	26.2%	94.4%
Term Structure	-1.7%	-12.2%	9.8%	6.6%	-12.2%
VWIV	32.6%	24.2%	49.1%	24.7%	38.5%
Skew 25d	6.0%	-2.6%	17.6%	2.2%	4.0%
Skew 10d	4.1%	-8.6%	15.3%	-8.6%	-1.6%
Call IV 25d	29.7%	25.2%	38.8%	28.1%	38.8%
Put IV 25d	35.7%	24.8%	48.5%	30.3%	42.8%
Bid-Ask Spread %	121.25	110.33	129.23	116.30	110.33
Gamma HHI	0.41	0.22	0.63	0.29	0.47
Net GEX	-1.6K	-4.9K	2.3K	2.3K	-343
Net DEX	17.4K	-29.5K	60.9K	-28.3K	33.5K
Net VEX	-190	-347	-46	-229	-46
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.57	0.38	0.85	0.85	0.38
Total Volume	61.143	54	72	72	54
Total OI	80.143	67	88	67	70

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
2022-06-01	$32.43	$30.00	21.5%	6.2%	36.4%	15.9%	24.7%	2.2%	6.6%	2.3K	-28.3K	-229	0.85	116.30	39	33	55	12
2022-06-02	$32.78	$30.00	33.4%	7.1%	35.6%	39.5%	37.1%	9.8%	-0.4%	-329	-16.6K	-326	0.67	118.30	39	26	55	33
2022-06-03	$32.46	$30.00	22.7%	8.0%	33.5%	18.4%	35.3%	9.5%	-3.1%	-826	-25.0K	-344	0.67	124.31	39	26	55	33
2022-06-06	$32.47	$30.00	22.7%	7.7%	33.4%	18.3%	36.9%	10.0%	-2.8%	-702	-29.5K	-347	0.67	127.44	39	26	55	33
2022-06-07	$32.34	$30.00	20.5%	9.0%	29.1%	14.1%	31.1%	5.8%	-6.2%	-2.0K	-17.7K	-311	0.67	123.12	39	26	55	33
2022-06-08	$31.93	$30.00	24.2%	6.9%	29.5%	21.4%	25.4%	0.8%	6.5%	-2.5K	-2.3K	-243	0.67	115.55	39	26	55	33
2022-06-09	$31.64	$30.00	27.7%	7.9%	29.7%	28.3%	33.5%	8.0%	-0.3%	-3.8K	823	-266	0.67	120.43	39	26	55	33
2022-06-10	$30.68	$30.00	32.9%	9.4%	31.4%	38.4%	36.3%	7.3%	-1.2%	-2.9K	23.3K	-265	0.67	126.14	39	26	55	33
2022-06-13	$29.62	$30.00	30.7%	8.8%	30.9%	34.1%	30.9%	-1.9%	-5.0%	-4.3K	50.6K	-177	0.67	120.47	39	26	55	33
2022-06-14	$29.77	$30.00	31.2%	8.9%	30.7%	35.0%	25.7%	17.6%	-11.3%	-4.1K	43.3K	-208	0.67	114.66	39	26	55	33
2022-06-15	$30.24	$30.00	31.4%	9.0%	29.7%	35.6%	31.8%	6.6%	-3.4%	-4.9K	34.4K	-224	0.67	125.99	39	26	55	33
2022-06-16	$28.92	$30.00	37.8%	10.8%	31.5%	48.2%	33.6%	12.0%	-1.1%	-2.1K	51.4K	-194	0.67	129.23	39	26	55	33
2022-06-17	$28.85	$30.00	33.4%	9.6%	30.9%	39.4%	29.3%	8.9%	-6.9%	-2.2K	60.9K	-164	0.67	126.35	39	26	55	33
2022-06-21	$29.11	$30.00	24.0%	6.9%	29.6%	20.9%	30.4%	5.1%	9.8%	-1.2K	23.1K	-112	0.38	116.75	39	15	55	15
2022-06-22	$28.58	$30.00	26.4%	7.6%	26.3%	25.6%	24.2%	0.1%	0.4%	-576	26.0K	-104	0.38	122.30	39	15	55	15
2022-06-23	$27.30	$30.00	34.5%	9.9%	29.9%	41.6%	49.1%	-2.6%	-3.5%	-362	25.5K	-96	0.38	119.82	39	15	55	15
2022-06-24	$27.64	$30.00	30.4%	8.7%	30.4%	33.6%	30.5%	10.0%	0.3%	-167	29.6K	-76	0.38	123.68	39	15	55	15
2022-06-27	$28.17	$30.00	32.4%	9.3%	31.3%	37.5%	32.9%	3.5%	0.9%	-775	27.6K	-77	0.38	122.98	39	15	55	15
2022-06-28	$28.08	$30.00	33.5%	9.6%	31.2%	39.6%	30.0%	5.9%	-2.6%	-612	24.6K	-99	0.38	119.84	39	15	55	15
2022-06-29	$27.65	$30.00	32.9%	9.4%	30.2%	38.4%	36.5%	4.4%	0.1%	-628	29.2K	-76	0.38	122.30	39	15	55	15
2022-06-30	$27.45	$30.00	38.4%	11.0%	30.2%	49.2%	38.5%	4.0%	-12.2%	-343	33.5K	-46	0.38	110.33	39	15	55	15