FTAG Options History — October 2022

In October 2022, FTAG traded between $27.05 and $29.25. ATM implied volatility averaged 37.0%, placing in the 44.5% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 10.6% (HV 20d: 26.4%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 1.49.

Notable Days

2022-10-05: Highest Volume — 58 contracts
2022-10-07: Largest IV spike — 41.5% change
2022-10-11: Highest IV Rank — 63.8%
2022-10-03: Largest Expected Move — 12.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$28.06	$27.05	$29.25	$27.29	$29.25
Max Pain	$30.00	$30.00	$30.00	$30.00	$30.00
ATM IV	37.0%	28.8%	47.2%	45.2%	37.5%
Expected Move	10.2%	8.6%	12.9%	12.9%	10.7%
HV 20d	26.4%	19.2%	31.1%	28.5%	19.2%
HV 60d	23.4%	22.6%	24.8%	23.9%	23.4%
IV Rank	44.5%	29.2%	63.8%	60.0%	44.4%
IV Percentile	83.7%	56.3%	97.2%	96.0%	85.7%
Term Structure	-1.3%	-18.0%	29.7%	-13.0%	1.5%
VWIV	31.7%	24.4%	45.8%	45.8%	24.4%
Skew 25d	8.8%	-11.6%	20.1%	2.3%	8.9%
Skew 10d	7.5%	1.9%	14.2%	10.3%	6.1%
Call IV 25d	31.8%	26.8%	39.9%	39.9%	34.8%
Put IV 25d	40.6%	18.1%	51.9%	42.1%	43.8%
Bid-Ask Spread %	116.12	80.54	124.34	123.30	115.94
Gamma HHI	0.25	0.21	0.32	0.21	0.29
Net GEX	-153	-1.8K	1.0K	-1.0K	958
Net DEX	15.7K	-16.0K	34.3K	34.3K	-9.6K
Net VEX	-194	-234	-135	-213	-164
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.49	1.09	2.69	2.69	1.09
Total Volume	54.286	48	58	48	48
Total OI	72.524	65	77	65	67

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
2022-10-03	$27.29	$30.00	45.2%	12.9%	28.5%	60.0%	45.8%	2.3%	-13.0%	-1.0K	34.3K	-213	2.69	123.30	13	35	30	35
2022-10-04	$28.18	$30.00	34.9%	10.0%	31.1%	40.7%	32.1%	2.5%	-4.6%	-1.8K	24.0K	-154	2.33	119.57	15	35	30	35
2022-10-05	$28.13	$30.00	39.4%	11.3%	30.6%	49.0%	30.5%	4.5%	-13.8%	-1.5K	30.3K	-197	1.52	119.55	23	35	32	35
2022-10-06	$27.90	$30.00	28.8%	9.1%	30.7%	29.2%	29.4%	-11.6%	-9.3%	-539	19.1K	-233	1.52	124.34	23	35	42	35
2022-10-07	$27.57	$30.00	40.8%	9.7%	29.5%	51.8%	31.3%	16.4%	-13.9%	-462	23.9K	-230	1.52	118.87	23	35	42	35
2022-10-10	$27.74	$30.00	45.5%	9.8%	29.7%	60.6%	30.3%	14.3%	-3.3%	-406	21.6K	-234	1.52	110.72	23	35	42	35
2022-10-11	$27.38	$30.00	47.2%	10.1%	28.9%	63.8%	31.0%	12.6%	-1.0%	-308	26.6K	-223	1.52	110.98	23	35	42	35
2022-10-12	$27.32	$30.00	37.0%	10.6%	28.7%	44.6%	35.4%	7.5%	-1.8%	-357	27.0K	-220	1.52	122.35	23	35	42	35
2022-10-13	$27.18	$30.00	38.4%	11.0%	28.6%	47.2%	31.0%	20.1%	2.9%	-267	23.8K	-231	1.52	116.30	23	35	42	35
2022-10-14	$27.05	$30.00	33.1%	9.5%	27.8%	37.1%	34.8%	14.4%	0.0%	-236	26.8K	-219	1.52	115.99	23	35	42	35
2022-10-17	$27.61	$30.00	35.4%	10.2%	27.9%	41.6%	27.7%	2.2%	-0.9%	122	29.5K	-202	1.52	80.54	23	35	42	35
2022-10-18	$27.94	$30.00	34.3%	9.8%	28.2%	39.5%	34.2%	6.9%	-18.0%	-125	25.7K	-199	1.52	112.40	23	35	42	35
2022-10-19	$27.75	$30.00	30.0%	8.6%	27.9%	31.4%	33.4%	10.0%	2.1%	-295	28.6K	-204	1.52	119.63	23	35	42	35
2022-10-20	$27.86	$30.00	37.2%	10.7%	27.9%	44.9%	34.0%	8.0%	25.2%	-548	24.6K	-182	1.52	123.52	23	35	42	35
2022-10-21	$28.55	$30.00	31.2%	8.9%	23.1%	33.6%	31.7%	4.2%	29.7%	566	25.1K	-176	1.52	117.47	23	35	42	35
2022-10-24	$28.43	$30.00	36.6%	10.5%	22.0%	43.8%	33.5%	15.4%	21.1%	468	-3.2K	-174	1.09	121.43	23	25	42	25
2022-10-25	$28.83	$30.00	33.5%	9.6%	22.3%	38.0%	31.2%	15.2%	-1.5%	400	-8.1K	-159	1.09	119.76	23	25	42	25
2022-10-26	$29.07	$30.00	34.8%	10.0%	21.3%	40.4%	26.8%	9.8%	-8.2%	1.0K	-13.3K	-135	1.09	113.92	23	25	42	25
2022-10-27	$29.08	$30.00	38.0%	10.9%	20.3%	46.4%	27.7%	13.6%	-9.1%	331	-16.0K	-163	1.09	112.23	23	25	42	25
2022-10-28	$29.15	$30.00	38.1%	10.9%	20.3%	46.7%	29.1%	7.0%	-11.9%	773	-10.9K	-169	1.09	119.75	23	25	42	25
2022-10-31	$29.25	$30.00	37.5%	10.7%	19.2%	44.4%	24.4%	8.9%	1.5%	958	-9.6K	-164	1.09	115.94	23	25	42	25