FTAG Options History — January 2023 In January 2023, FTAG traded between $28.61 and $30.85. ATM implied volatility averaged 25.5%, placing in the 17.9% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 11.2% (HV 20d: 14.3%). Max pain ranged from $23.00 to $23.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days.
Notable Days 2023-01-31 : Largest IV spike — 40.9% change2023-01-10 : Highest IV Rank — 36.6%2023-01-04 : Largest Expected Move — 9.2%Monthly Statistics Metric Avg Min Max Open Close Price $30.10 $28.61 $30.85 $28.61 $30.85 Max Pain $23.00 $23.00 $23.00 $23.00 $23.00 ATM IV 25.5% 16.6% 34.7% 31.9% 23.4% Expected Move 6.9% 4.8% 9.2% 9.2% 6.7% HV 20d 14.3% 11.9% 17.0% 13.3% 12.5% HV 60d 15.2% 14.5% 16.1% 15.5% 14.7% IV Rank 17.9% 0.0% 36.6% 31.4% 13.7% IV Percentile 26.8% 0.0% 78.2% 64.7% 12.7% Term Structure -3.2% -10.7% 5.3% -10.7% -0.4% Skew 25d 9.1% -1.7% 15.4% -1.7% 13.8% Skew 10d 2.3% -8.4% 13.2% 1.0% 1.6% Call IV 25d 17.2% 11.1% 36.1% 34.7% 13.9% Put IV 25d 26.3% 13.2% 37.9% 33.0% 27.8% Bid-Ask Spread % 125.21 82.54 132.17 127.91 124.32 Gamma HHI 0.55 0.39 1.00 0.42 1.00 Net GEX 689 340 973 534 577 Net DEX -29.3K -33.3K -24.1K -24.1K -33.3K Net VEX -33 -57 -7 -57 -7 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 (20 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 2023-01-03 $28.61 $0.00 31.9% 9.2% 13.3% 31.4% 0.0% -1.7% -10.7% 534 -24.1K -57 0.00 127.91 0 0 13 15 2023-01-04 $28.72 $0.00 32.1% 9.2% 11.9% 31.7% 0.0% 1.8% -9.1% 505 -25.3K -49 0.00 131.91 0 0 13 15 2023-01-05 $28.79 $23.00 28.3% 6.0% 11.9% 24.1% 0.0% 2.1% 0.7% 584 -24.2K -51 0.00 126.55 0 0 13 15 2023-01-06 $29.63 $23.00 25.6% 5.7% 16.1% 18.7% 0.0% 7.2% 1.2% 729 -29.1K -28 0.00 122.62 0 0 13 15 2023-01-09 $29.85 $23.00 33.1% 6.7% 16.4% 33.3% 0.0% 10.0% -3.8% 579 -27.7K -47 0.00 131.42 0 0 13 15 2023-01-10 $29.92 $23.00 34.7% 7.6% 16.4% 36.6% 0.0% 12.3% -2.2% 802 -29.4K -35 0.00 129.75 0 0 13 15 2023-01-11 $30.00 $23.00 21.0% 6.0% 16.4% 9.0% 0.0% 11.6% 5.3% 757 -28.2K -40 0.00 125.72 0 0 13 15 2023-01-12 $30.43 $23.00 25.0% 7.2% 17.0% 17.0% 0.0% 5.3% -1.8% 340 -33.3K -11 0.00 128.74 0 0 13 15 2023-01-13 $30.52 $23.00 20.0% 5.7% 16.6% 7.0% 0.0% 12.1% -1.2% 871 -30.9K -29 0.00 126.65 0 0 13 15 2023-01-17 $30.55 $23.00 23.3% 6.7% 14.5% 13.7% 0.0% 5.3% -3.5% 780 -28.3K -51 0.00 131.57 0 0 13 15 2023-01-18 $30.34 $23.00 25.2% 7.2% 14.6% 17.5% 0.0% 13.8% -5.4% 713 -29.8K -35 0.00 126.52 0 0 13 15 2023-01-19 $30.18 $23.00 25.0% 7.2% 14.6% 17.2% 0.0% 14.7% -3.8% 688 -29.5K -36 0.00 129.37 0 0 13 15 2023-01-20 $30.39 $23.00 27.3% 7.8% 14.6% 21.7% 0.0% 15.4% -7.6% 586 -32.7K -8 0.00 123.71 0 0 13 15 2023-01-23 $30.41 $23.00 26.4% 7.6% 14.6% 19.9% 0.0% 14.1% -5.4% 973 -29.5K -35 0.00 132.17 0 0 13 15 2023-01-24 $30.46 $23.00 23.6% 6.8% 13.2% 14.2% 0.0% 13.2% -4.3% 775 -28.1K -44 0.00 127.45 0 0 13 15 2023-01-25 $30.50 $23.00 21.9% 6.3% 13.2% 9.8% 0.0% 14.0% -2.3% 805 -30.3K -30 0.00 126.31 0 0 13 15 2023-01-26 $30.70 $23.00 22.7% 6.5% 13.3% 11.4% 0.0% 3.3% -5.1% 817 -30.7K -26 0.00 122.65 0 0 13 15 2023-01-27 $30.70 $23.00 22.4% 6.4% 12.4% 10.7% 0.0% 14.5% -4.9% 654 -32.3K -15 0.00 126.31 0 0 13 15 2023-01-30 $30.50 $23.00 16.6% 4.8% 12.7% 0.0% 0.0% -1.6% 1.2% 706 -30.4K -18 0.00 82.54 0 0 13 15 2023-01-31 $30.85 $23.00 23.4% 6.7% 12.5% 13.7% 0.0% 13.8% -0.4% 577 -33.3K -7 0.00 124.32 0 0 13 15
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