FTAG Options History — December 2022 In December 2022, FTAG traded between $28.45 and $30.82. ATM implied volatility averaged 31.3%, placing in the 32.6% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 16.4% (HV 20d: 14.9%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days.
Notable Days 2022-12-14 : Largest IV drop — 58.0% change2022-12-13 : Highest IV Rank — 81.0%2022-12-02 : Largest Expected Move — 8.6%Monthly Statistics Metric Avg Min Max Open Close Price $29.41 $28.45 $30.82 $30.77 $28.55 ATM IV 31.3% 19.4% 56.5% 28.2% 28.0% Expected Move 7.1% 5.6% 8.6% 8.1% 8.0% HV 20d 14.9% 13.2% 17.0% 15.7% 13.3% HV 60d 19.4% 15.5% 21.9% 21.8% 15.6% IV Rank 32.6% 9.7% 81.0% 26.6% 25.7% IV Percentile 49.0% 3.6% 98.8% 43.7% 39.3% Term Structure -3.1% -9.8% 2.8% -9.8% -3.4% Skew 25d 2.5% -12.9% 11.4% -3.1% -1.1% Skew 10d 4.2% -13.6% 29.3% -0.9% 2.0% Call IV 25d 25.8% 17.5% 35.0% 30.8% 27.4% Put IV 25d 28.2% 17.0% 37.3% 27.6% 26.2% Bid-Ask Spread % 128.01 115.69 136.40 124.10 115.69 Gamma HHI 0.44 0.36 0.51 0.51 0.39 Net GEX 590 432 851 674 444 Net DEX -26.8K -32.4K -23.2K -30.1K -23.2K Net VEX -53 -70 -42 -52 -64 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 28 28 28 28 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 2022-12-01 $30.77 $0.00 28.2% 8.1% 15.7% 26.6% 0.0% -3.1% -9.8% 674 -30.1K -52 0.00 124.10 0 0 13 15 2022-12-02 $30.82 $0.00 30.0% 8.6% 14.6% 30.0% 0.0% 2.3% -9.2% 567 -32.4K -45 0.00 129.24 0 0 13 15 2022-12-05 $30.18 $0.00 34.1% 6.4% 16.8% 37.9% 0.0% 1.9% -0.8% 728 -28.6K -54 0.00 131.89 0 0 13 15 2022-12-06 $29.97 $0.00 35.3% 6.3% 17.0% 40.3% 0.0% 5.9% -0.7% 851 -28.2K -51 0.00 130.21 0 0 13 15 2022-12-07 $29.90 $0.00 35.9% 6.1% 16.4% 41.4% 0.0% -3.7% 0.1% 625 -28.9K -49 0.00 118.30 0 0 13 15 2022-12-08 $29.92 $0.00 46.3% 7.5% 16.2% 61.3% 0.0% 7.9% -4.6% 676 -27.0K -58 0.00 124.94 0 0 13 15 2022-12-09 $29.87 $0.00 44.5% 7.0% 13.9% 58.0% 0.0% 2.3% -2.4% 658 -29.0K -43 0.00 133.12 0 0 13 15 2022-12-12 $29.80 $0.00 45.9% 7.3% 13.7% 60.6% 0.0% 11.4% -4.1% 830 -29.1K -42 0.00 122.29 0 0 13 15 2022-12-13 $29.98 $0.00 56.5% 5.7% 13.9% 81.0% 0.0% 6.9% -3.6% 686 -29.2K -51 0.00 129.06 0 0 13 15 2022-12-14 $29.69 $0.00 23.7% 6.8% 14.3% 18.0% 0.0% 1.1% -2.0% 626 -28.4K -42 0.00 132.27 0 0 13 15 2022-12-15 $29.10 $0.00 24.4% 7.0% 15.7% 19.2% 0.0% 2.9% -1.7% 440 -26.0K -60 0.00 132.04 0 0 13 15 2022-12-16 $28.95 $0.00 28.0% 8.0% 15.6% 26.2% 0.0% 3.8% -2.3% 506 -23.6K -70 0.00 136.40 0 0 13 15 2022-12-19 $28.79 $0.00 19.4% 5.6% 15.7% 9.7% 0.0% 10.6% 2.8% 730 -23.8K -56 0.00 126.86 0 0 13 15 2022-12-20 $28.98 $0.00 25.6% 7.3% 15.8% 21.6% 0.0% 5.3% -2.1% 432 -25.8K -58 0.00 131.41 0 0 13 15 2022-12-21 $29.09 $0.00 25.2% 7.2% 14.8% 20.8% 0.0% 3.2% -3.3% 471 -26.6K -50 0.00 132.25 0 0 13 15 2022-12-22 $28.67 $0.00 22.7% 6.5% 15.2% 16.0% 0.0% 2.1% -2.2% 519 -24.6K -54 0.00 125.19 0 0 13 15 2022-12-23 $28.69 $0.00 22.7% 6.5% 14.1% 16.0% 0.0% 2.3% -2.3% 504 -25.0K -54 0.00 126.94 0 0 13 15 2022-12-27 $28.73 $0.00 27.9% 8.0% 13.6% 26.0% 0.0% 1.4% -3.7% 456 -25.0K -54 0.00 132.45 0 0 13 15 2022-12-28 $28.45 $0.00 24.8% 7.1% 13.5% 20.0% 0.0% -12.9% -6.0% 488 -24.2K -56 0.00 121.63 0 0 13 15 2022-12-29 $28.74 $0.00 28.7% 8.2% 13.2% 27.5% 0.0% 1.4% -4.8% 484 -25.2K -52 0.00 131.89 0 0 13 15 2022-12-30 $28.55 $0.00 28.0% 8.0% 13.3% 25.7% 0.0% -1.1% -3.4% 444 -23.2K -64 0.00 115.69 0 0 13 15
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