FTAG Options History — July 2022

In July 2022, FTAG traded between $25.96 and $28.97. ATM implied volatility averaged 35.3%, placing in the 42.0% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 4.8% (HV 20d: 30.5%). Max pain ranged from $28.00 to $30.00. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.14.

Notable Days

2022-07-13: Highest Volume — 74 contracts
2022-07-13: Largest IV drop — 55.8% change
2022-07-12: Highest IV Rank — 100.0%
2022-07-18: Largest Expected Move — 13.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$27.33	$25.96	$28.97	$27.35	$28.97
Max Pain	$28.74	$28.00	$30.00	$30.00	$28.00
ATM IV	35.3%	21.9%	66.4%	39.6%	28.8%
Expected Move	8.6%	6.3%	13.5%	11.3%	8.3%
HV 20d	30.5%	26.2%	33.7%	29.4%	26.2%
HV 60d	31.4%	30.0%	32.6%	30.0%	32.0%
IV Rank	42.0%	16.0%	100.0%	51.7%	29.2%
IV Percentile	70.6%	26.2%	100.0%	94.4%	64.7%
Term Structure	0.2%	-11.4%	11.8%	-10.1%	-5.2%
VWIV	31.9%	27.5%	40.7%	40.7%	32.6%
Skew 25d	8.6%	-1.7%	16.9%	0.4%	-1.7%
Skew 10d	13.3%	2.8%	31.6%	23.1%	11.7%
Call IV 25d	30.1%	20.1%	38.9%	37.2%	24.2%
Put IV 25d	38.7%	22.5%	48.2%	37.6%	22.5%
Bid-Ask Spread %	115.24	88.77	126.14	119.74	124.79
Gamma HHI	0.54	0.32	0.79	0.50	0.45
Net GEX	1.1K	-412	2.3K	-412	2.3K
Net DEX	8.2K	-24.4K	37.5K	33.8K	-24.4K
Net VEX	-48	-71	-20	-44	-71
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.14	0.00	0.38	0.38	0.00
Total Volume	56.684	50	74	54	50
Total OI	64.474	61	75	70	61

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
2022-07-01	$27.35	$30.00	39.6%	11.3%	29.4%	51.7%	40.7%	0.4%	-10.1%	-412	33.8K	-44	0.38	119.74	39	15	55	15
2022-07-05	$26.52	$30.00	44.2%	9.4%	30.4%	60.9%	33.2%	16.9%	-4.3%	117	33.7K	-55	0.30	122.25	50	15	55	15
2022-07-06	$26.35	$30.00	45.2%	7.8%	30.2%	62.8%	33.1%	7.9%	1.7%	2	36.6K	-20	0.28	113.42	50	14	50	15
2022-07-07	$27.07	$30.00	50.5%	8.2%	32.9%	73.3%	30.0%	2.3%	-11.4%	-317	35.1K	-36	0.28	118.44	50	14	50	15
2022-07-08	$27.19	$30.00	49.4%	10.0%	33.2%	71.1%	35.4%	13.5%	-1.3%	-182	33.0K	-52	0.28	120.41	50	14	50	15
2022-07-12	$26.56	$30.00	66.4%	8.6%	33.7%	100.0%	27.8%	15.1%	4.3%	170	36.1K	-27	0.28	88.77	50	14	50	15
2022-07-13	$26.62	$30.00	29.3%	8.4%	32.8%	30.0%	28.2%	-1.2%	0.4%	142	37.5K	-26	0.23	108.22	60	14	50	15
2022-07-14	$25.96	$28.00	35.0%	10.0%	31.9%	40.8%	30.2%	9.0%	9.1%	844	30.9K	-35	0.28	118.94	50	14	60	15
2022-07-15	$26.40	$28.00	33.2%	9.5%	32.7%	37.3%	28.5%	11.0%	-2.3%	1.1K	31.0K	-38	0.28	119.34	50	14	60	15
2022-07-18	$26.72	$28.00	47.0%	13.5%	32.4%	63.4%	39.6%	9.3%	-7.2%	1.4K	-9.2K	-63	0.00	126.14	50	0	60	1
2022-07-19	$27.66	$28.00	21.9%	6.3%	32.2%	16.0%	36.0%	14.9%	-1.0%	1.6K	-12.7K	-56	0.00	114.43	50	0	60	1
2022-07-20	$27.69	$28.00	26.7%	7.6%	32.2%	25.0%	28.7%	-0.1%	1.0%	1.8K	-13.9K	-51	0.00	109.18	50	0	60	1
2022-07-21	$27.69	$28.00	27.5%	7.9%	31.9%	26.6%	33.5%	12.7%	6.1%	1.8K	-12.6K	-60	0.00	115.09	50	0	60	1
2022-07-22	$27.91	$28.00	22.0%	6.3%	31.6%	16.2%	29.0%	9.1%	0.7%	2.3K	-10.9K	-48	0.00	115.76	50	0	60	1
2022-07-25	$28.03	$28.00	25.2%	7.2%	26.8%	22.3%	29.9%	6.5%	-2.8%	2.1K	-14.5K	-54	0.00	113.86	50	0	60	1
2022-07-26	$27.86	$28.00	25.1%	7.2%	26.6%	22.0%	30.9%	9.7%	11.8%	2.1K	-14.8K	-53	0.00	104.62	50	0	60	1
2022-07-27	$28.25	$28.00	28.1%	8.1%	26.2%	27.7%	30.8%	16.3%	3.9%	2.2K	-18.2K	-68	0.00	116.86	50	0	60	1
2022-07-28	$28.49	$28.00	25.1%	7.2%	26.3%	22.0%	27.5%	11.0%	10.1%	2.3K	-20.2K	-63	0.00	119.25	50	0	60	1
2022-07-29	$28.97	$28.00	28.8%	8.3%	26.2%	29.2%	32.6%	-1.7%	-5.2%	2.3K	-24.4K	-71	0.00	124.79	50	0	60	1