FTAG Options History — November 2022

In November 2022, FTAG traded between $28.64 and $30.89. ATM implied volatility averaged 31.3%, placing in the 32.6% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 15.7% (HV 20d: 15.6%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 1.09.

Notable Days

2022-11-01: Highest Volume — 48 contracts
2022-11-09: Largest IV spike — 69.8% change
2022-11-07: Highest IV Rank — 57.4%
2022-11-02: Largest Expected Move — 11.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$29.82	$28.64	$30.89	$29.23	$30.89
Max Pain	$30.00	$30.00	$30.00	$30.00	$30.00
ATM IV	31.3%	18.0%	44.2%	38.4%	28.5%
Expected Move	8.8%	7.0%	11.7%	11.0%	8.2%
HV 20d	15.6%	13.9%	17.1%	16.0%	16.0%
HV 60d	22.7%	21.9%	23.4%	23.3%	22.0%
IV Rank	32.6%	7.0%	57.4%	46.3%	27.1%
IV Percentile	58.6%	4.0%	94.4%	88.5%	46.4%
Term Structure	-7.0%	-19.3%	-0.1%	-5.8%	-7.9%
VWIV	26.7%	26.6%	26.9%	26.6%	26.9%
Skew 25d	6.1%	-1.3%	20.3%	12.3%	3.5%
Skew 10d	5.7%	1.7%	9.2%	5.9%	3.3%
Call IV 25d	29.4%	14.9%	36.1%	30.5%	32.7%
Put IV 25d	35.5%	27.3%	42.8%	42.8%	36.3%
Bid-Ask Spread %	123.07	116.91	132.89	124.40	128.65
Gamma HHI	0.42	0.27	0.78	0.32	0.52
Net GEX	1.9K	273	8.2K	1.1K	742
Net DEX	-18.1K	-31.3K	4.6K	-14.8K	-31.3K
Net VEX	-101	-153	-44	-140	-51
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.09	1.09	1.09	1.09	1.09
Total Volume	34.143	0	48	48	0
Total OI	54	28	67	67	28

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
2022-11-01	$29.23	$30.00	38.4%	11.0%	16.0%	46.3%	26.6%	12.3%	-5.8%	1.1K	-14.8K	-140	1.09	124.40	23	25	42	25
2022-11-02	$29.01	$30.00	40.8%	11.7%	16.3%	50.7%	26.9%	6.4%	-19.3%	670	-9.8K	-153	1.09	117.06	23	25	42	25
2022-11-03	$28.64	$0.00	26.7%	8.5%	16.7%	23.7%	0.0%	2.6%	-2.4%	938	4.6K	-138	1.09	122.39	23	25	42	25
2022-11-04	$28.92	$0.00	39.9%	8.3%	16.2%	49.2%	0.0%	4.1%	-4.1%	1.1K	-13.7K	-116	1.09	121.01	23	25	42	25
2022-11-07	$29.13	$0.00	44.2%	9.0%	16.3%	57.4%	0.0%	10.4%	-7.6%	821	-11.1K	-137	1.09	122.86	23	25	42	25
2022-11-08	$29.52	$0.00	18.0%	7.6%	15.6%	7.0%	0.0%	2.2%	-9.4%	1.5K	-15.1K	-128	1.09	116.91	23	25	42	25
2022-11-09	$29.31	$0.00	30.6%	8.8%	16.0%	31.2%	0.0%	-0.4%	-5.8%	1.6K	-14.8K	-109	1.09	120.44	23	25	42	25
2022-11-10	$30.00	$0.00	34.6%	9.9%	17.1%	38.8%	0.0%	-1.3%	-11.3%	2.4K	-21.7K	-99	1.09	124.43	23	25	42	25
2022-11-11	$30.17	$0.00	27.1%	7.8%	16.7%	24.5%	0.0%	4.7%	-0.1%	1.0K	-25.0K	-109	1.09	118.06	23	25	42	25
2022-11-14	$30.12	$0.00	34.2%	9.8%	15.9%	38.2%	0.0%	14.5%	-10.5%	3.2K	-21.2K	-93	1.09	122.39	23	25	42	25
2022-11-15	$30.09	$0.00	29.9%	8.6%	15.7%	29.8%	0.0%	4.2%	-1.5%	4.3K	-17.2K	-125	1.09	124.95	23	25	42	25
2022-11-16	$29.84	$0.00	33.6%	9.6%	15.8%	37.0%	0.0%	5.9%	-2.7%	7.8K	-9.2K	-119	1.09	118.84	23	25	42	25
2022-11-17	$29.64	$0.00	32.3%	9.3%	16.3%	34.4%	0.0%	10.1%	-5.4%	2.1K	-9.6K	-117	1.09	123.20	23	25	42	25
2022-11-18	$29.68	$0.00	33.5%	9.6%	14.2%	36.7%	0.0%	7.5%	-4.2%	8.2K	818	-111	1.09	125.32	23	25	42	25
2022-11-21	$29.79	$0.00	26.3%	7.5%	14.0%	22.9%	0.0%	20.3%	-13.1%	411	-25.7K	-70	0.00	118.93	0	15	13	15
2022-11-22	$30.22	$0.00	28.6%	8.2%	14.0%	27.4%	0.0%	5.2%	-3.5%	375	-25.3K	-82	0.00	123.53	0	15	13	15
2022-11-23	$30.40	$0.00	24.3%	7.0%	13.9%	19.1%	0.0%	6.1%	-4.8%	718	-30.2K	-44	0.00	117.57	0	15	13	15
2022-11-25	$30.79	$0.00	26.5%	7.6%	14.4%	23.3%	0.0%	3.2%	-6.2%	273	-28.7K	-76	0.00	132.65	0	0	13	15
2022-11-28	$30.36	$0.00	29.8%	8.5%	15.6%	29.6%	0.0%	4.1%	-12.1%	610	-29.1K	-56	0.00	128.00	0	0	13	15
2022-11-29	$30.53	$0.00	30.0%	8.6%	15.6%	30.1%	0.0%	2.0%	-9.0%	676	-31.1K	-45	0.00	132.89	0	0	13	15
2022-11-30	$30.89	$0.00	28.5%	8.2%	16.0%	27.1%	0.0%	3.5%	-7.9%	742	-31.3K	-51	0.00	128.65	0	0	13	15