FTAG Options History — September 2022

In September 2022, FTAG traded between $26.39 and $29.82. ATM implied volatility averaged 31.9%, placing in the 34.9% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 8.5% (HV 20d: 23.4%). Max pain ranged from $29.00 to $30.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 2.23.

Notable Days

2022-09-13: Highest Volume — 48 contracts
2022-09-09: Largest IV spike — 59.6% change
2022-09-12: Highest IV Rank — 74.5%
2022-09-27: Largest Expected Move — 12.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$28.29	$26.39	$29.82	$28.91	$26.71
Max Pain	$29.90	$29.00	$30.00	$29.00	$30.00
ATM IV	31.9%	22.6%	52.9%	23.1%	39.0%
Expected Move	8.6%	6.1%	12.0%	6.6%	11.2%
HV 20d	23.4%	20.2%	27.5%	21.6%	27.1%
HV 60d	24.7%	22.3%	26.7%	26.6%	24.1%
IV Rank	34.9%	17.3%	74.5%	18.3%	48.3%
IV Percentile	64.4%	26.6%	98.4%	29.8%	90.1%
Term Structure	-1.3%	-10.2%	8.5%	7.1%	-4.9%
VWIV	33.4%	24.1%	44.6%	27.7%	44.6%
Skew 25d	5.1%	-4.3%	14.3%	3.3%	3.6%
Skew 10d	4.5%	-3.6%	17.4%	1.2%	11.1%
Call IV 25d	30.1%	21.2%	39.2%	35.3%	39.2%
Put IV 25d	35.2%	21.0%	51.2%	38.6%	42.9%
Bid-Ask Spread %	123.11	116.93	128.81	124.46	124.42
Gamma HHI	0.31	0.21	0.44	0.44	0.21
Net GEX	-2.6K	-6.4K	-963	-1.6K	-1.1K
Net DEX	37.5K	11.7K	58.9K	12.3K	35.2K
Net VEX	-156	-212	-100	-100	-210
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.23	0.00	2.69	1.56	2.69
Total Volume	21.19	0	48	0	48
Total OI	56.762	42	65	42	65

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
2022-09-01	$28.91	$29.00	23.1%	6.6%	21.6%	18.3%	0.0%	3.3%	7.1%	-1.6K	12.3K	-100	0.00	124.46	0	0	20	22
2022-09-02	$28.97	$29.00	22.6%	6.5%	21.4%	17.3%	0.0%	0.4%	8.5%	-1.8K	11.7K	-109	0.00	123.59	0	10	20	22
2022-09-06	$28.78	$30.00	28.9%	9.3%	21.2%	29.3%	27.7%	13.1%	-10.2%	-2.7K	29.9K	-151	1.56	121.42	16	25	20	32
2022-09-07	$29.16	$30.00	26.5%	7.7%	21.7%	24.7%	24.1%	8.0%	-4.2%	-3.3K	27.2K	-133	1.92	120.80	13	25	20	32
2022-09-08	$29.18	$30.00	23.6%	7.4%	20.2%	19.3%	0.0%	3.6%	-1.1%	-3.3K	29.8K	-142	0.00	128.65	0	0	20	32
2022-09-09	$29.82	$30.00	37.7%	7.0%	21.7%	45.9%	0.0%	-2.1%	-7.2%	-2.5K	20.4K	-145	0.00	123.02	0	0	20	32
2022-09-12	$29.80	$30.00	52.9%	6.1%	20.6%	74.5%	0.0%	0.6%	4.1%	-2.8K	22.0K	-135	0.00	128.81	0	10	20	32
2022-09-13	$29.07	$30.00	24.9%	7.0%	22.3%	21.7%	25.6%	9.5%	7.6%	-5.3K	51.1K	-172	2.69	119.68	13	35	20	42
2022-09-14	$29.23	$30.00	28.4%	8.1%	22.2%	28.3%	0.0%	3.8%	1.0%	-5.4K	47.9K	-161	0.00	116.93	0	0	20	42
2022-09-15	$28.90	$30.00	31.2%	9.0%	22.3%	33.7%	0.0%	6.5%	-1.0%	-6.4K	53.6K	-166	0.00	121.58	0	0	20	42
2022-09-16	$28.31	$30.00	31.0%	8.9%	23.2%	33.3%	30.4%	5.3%	-1.3%	-3.8K	58.9K	-166	2.69	122.02	13	35	20	42
2022-09-19	$28.88	$30.00	24.6%	7.1%	24.1%	21.1%	0.0%	0.3%	7.2%	-2.6K	46.2K	-123	0.00	126.08	0	0	20	35
2022-09-20	$28.63	$30.00	27.0%	7.7%	24.1%	25.6%	0.0%	-4.3%	1.6%	-2.6K	45.2K	-136	0.00	123.48	0	0	20	35
2022-09-21	$28.22	$30.00	30.4%	8.7%	23.2%	32.1%	0.0%	-1.3%	-2.1%	-2.2K	50.0K	-132	0.00	123.86	0	0	20	35
2022-09-22	$28.15	$30.00	28.0%	8.0%	22.7%	27.6%	0.0%	3.1%	-2.0%	-2.0K	51.0K	-130	0.00	123.68	0	0	20	35
2022-09-23	$26.84	$30.00	30.7%	8.8%	25.8%	32.6%	0.0%	4.4%	-3.0%	-1.4K	54.5K	-126	0.00	124.93	10	0	20	35
2022-09-26	$26.39	$30.00	39.6%	11.3%	25.9%	49.4%	34.8%	10.4%	-6.9%	-976	35.6K	-211	2.69	121.95	13	35	30	35
2022-09-27	$26.45	$30.00	41.9%	12.0%	26.0%	53.8%	39.1%	11.6%	-6.5%	-1.2K	34.0K	-203	2.69	121.88	13	35	30	35
2022-09-28	$27.06	$30.00	36.3%	10.4%	27.3%	43.3%	36.0%	13.5%	-5.8%	-1.1K	35.3K	-203	2.69	121.01	13	35	30	35
2022-09-29	$26.68	$30.00	41.3%	11.8%	27.5%	52.7%	38.2%	14.3%	-8.7%	-963	36.5K	-212	2.69	123.05	13	35	30	35
2022-09-30	$26.71	$30.00	39.0%	11.2%	27.1%	48.3%	44.6%	3.6%	-4.9%	-1.1K	35.2K	-210	2.69	124.42	13	35	30	35