FTAG Options History — August 2022

In August 2022, FTAG traded between $28.76 and $30.78. ATM implied volatility averaged 28.6%, placing in the 28.7% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 9.8% (HV 20d: 18.8%). Max pain ranged from $28.00 to $29.00. Net GEX was positive for 19 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.12.

Notable Days

2022-08-01: Highest Volume — 50 contracts
2022-08-22: Largest IV spike — 53.5% change
2022-08-04: Highest IV Rank — 51.9%
2022-08-02: Largest Expected Move — 11.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$29.66	$28.76	$30.78	$28.97	$29.44
Max Pain	$28.25	$28.00	$29.00	$28.00	$29.00
ATM IV	28.6%	17.1%	40.9%	31.8%	28.3%
Expected Move	7.8%	4.9%	11.2%	9.1%	8.1%
HV 20d	18.8%	13.4%	25.9%	25.9%	20.6%
HV 60d	27.9%	25.6%	31.5%	31.5%	26.4%
IV Rank	28.7%	6.9%	51.9%	34.8%	28.1%
IV Percentile	55.7%	4.8%	94.4%	78.2%	57.5%
Term Structure	1.9%	-8.9%	33.3%	-2.4%	4.1%
VWIV	32.4%	27.3%	34.8%	33.4%	27.3%
Skew 25d	4.1%	-6.6%	13.9%	3.0%	6.7%
Skew 10d	3.4%	-4.6%	16.4%	4.8%	3.8%
Call IV 25d	26.2%	15.8%	38.2%	26.4%	38.2%
Put IV 25d	30.3%	13.3%	44.9%	29.4%	44.9%
Bid-Ask Spread %	119.56	84.13	129.30	111.26	119.88
Gamma HHI	0.45	0.31	0.72	0.59	0.35
Net GEX	957	-1.2K	2.4K	2.2K	-1.2K
Net DEX	-17.9K	-36.9K	7.9K	-21.1K	7.9K
Net VEX	-67	-123	-7	-41	-117
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.12	0.00	0.94	0.00	0.94
Total Volume	15.478	0	50	50	31
Total OI	53.957	32	76	61	42

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
2022-08-01	$28.97	$28.00	31.8%	9.1%	25.9%	34.8%	33.4%	3.0%	-2.4%	2.2K	-21.1K	-41	0.00	111.26	50	0	60	1
2022-08-02	$28.93	$28.00	39.0%	11.2%	25.9%	48.4%	34.8%	0.1%	-7.1%	2.2K	-22.8K	-52	0.00	114.66	50	0	60	1
2022-08-03	$28.93	$28.00	32.6%	9.4%	22.7%	36.3%	34.3%	1.7%	7.0%	2.4K	-21.9K	-51	0.00	116.49	50	0	60	1
2022-08-04	$29.03	$0.00	40.9%	9.5%	22.3%	51.9%	0.0%	10.6%	-2.7%	2.3K	-24.4K	-65	0.00	99.36	50	0	60	1
2022-08-05	$28.76	$0.00	29.9%	9.1%	21.3%	31.2%	0.0%	13.9%	-8.9%	2.4K	-23.6K	-63	0.00	84.13	50	0	60	1
2022-08-08	$29.07	$0.00	39.6%	8.4%	21.4%	49.5%	0.0%	6.1%	0.7%	2.3K	-25.3K	-62	0.00	125.17	50	0	60	1
2022-08-09	$29.05	$0.00	37.8%	6.9%	19.1%	46.1%	0.0%	1.7%	-3.2%	2.3K	-23.9K	-38	0.00	126.71	0	0	60	1
2022-08-10	$29.69	$0.00	25.3%	7.3%	20.0%	22.5%	0.0%	10.6%	-2.3%	1.6K	-33.5K	-50	0.00	125.56	0	0	60	1
2022-08-11	$29.73	$0.00	19.6%	5.6%	16.5%	11.7%	0.0%	2.4%	7.9%	1.4K	-32.1K	-36	0.00	120.72	0	0	60	1
2022-08-12	$30.27	$0.00	17.1%	4.9%	16.6%	6.9%	0.0%	-6.6%	2.2%	546	-32.9K	-7	0.00	117.39	0	0	60	1
2022-08-15	$30.09	$0.00	24.6%	7.1%	17.1%	21.2%	0.0%	3.6%	-3.3%	853	-34.3K	-29	0.00	129.30	0	0	60	1
2022-08-16	$30.30	$0.00	23.8%	6.8%	13.4%	19.6%	0.0%	2.7%	3.2%	1.2K	-36.9K	-44	0.00	120.94	0	15	60	1
2022-08-17	$30.01	$0.00	26.8%	7.7%	14.3%	25.3%	0.0%	0.9%	-1.6%	540	-30.6K	-67	0.00	128.71	0	0	60	16
2022-08-18	$30.01	$0.00	21.2%	6.1%	14.3%	14.7%	0.0%	4.0%	31.5%	478	-30.3K	-54	0.00	121.34	0	0	60	16
2022-08-19	$29.56	$0.00	20.7%	5.9%	15.7%	13.8%	0.0%	9.9%	33.3%	-243	-23.3K	-69	0.00	123.77	0	0	60	16
2022-08-22	$29.27	$0.00	31.8%	9.1%	16.3%	34.8%	0.0%	10.3%	-0.1%	30	4.5K	-113	0.00	126.94	0	0	17	15
2022-08-23	$29.85	$0.00	21.2%	6.1%	17.1%	14.7%	0.0%	6.4%	-0.7%	-359	1.8K	-54	0.00	125.09	3	0	17	15
2022-08-24	$30.16	$0.00	24.8%	7.1%	16.9%	21.6%	0.0%	3.5%	-1.4%	-120	-601	-62	0.00	122.38	0	0	20	15
2022-08-25	$30.78	$0.00	28.4%	8.2%	17.9%	28.4%	0.0%	1.3%	-1.1%	458	-3.7K	-117	0.00	123.24	0	0	20	15
2022-08-26	$30.29	$0.00	28.9%	8.3%	18.5%	29.3%	0.0%	-0.8%	-0.4%	380	-2.4K	-109	0.00	124.48	0	0	20	15
2022-08-29	$30.31	$0.00	32.5%	9.3%	18.5%	36.1%	0.0%	4.6%	-1.3%	244	-2.5K	-123	0.00	121.98	0	0	20	15
2022-08-30	$29.65	$0.00	31.0%	8.9%	20.4%	33.2%	27.3%	-2.2%	-8.8%	253	-299	-108	0.00	120.38	0	7	20	15
2022-08-31	$29.44	$29.00	28.3%	8.1%	20.6%	28.1%	0.0%	6.7%	4.1%	-1.2K	7.9K	-117	0.94	119.88	16	15	20	22