FTAG Options History — February 2023

Name: FTAG Options Analytics - February 2023
Creator: Options Analysis Suite

In February 2023, FTAG traded between $29.61 and $31.15. ATM implied volatility averaged 22.1%, placing in the 11.0% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 9.8% (HV 20d: 12.3%). Max pain ranged from $23.00 to $26.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 1 of 19 days.

Notable Days

2023-02-23: Highest Volume — 1 contracts
2023-02-07: Largest IV spike — 31.8% change
2023-02-07: Highest IV Rank — 23.2%
2023-02-28: Largest Expected Move — 6.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$30.19	$29.61	$31.15	$31.15	$29.65
Max Pain	$25.25	$23.00	$26.00	$23.00	$26.00
ATM IV	22.1%	18.6%	28.2%	23.0%	24.2%
Expected Move	6.0%	5.3%	6.9%	6.6%	6.9%
HV 20d	12.3%	10.6%	15.8%	12.6%	13.3%
HV 60d	14.1%	13.5%	15.1%	14.5%	13.6%
IV Rank	11.0%	3.9%	23.2%	12.9%	15.3%
IV Percentile	11.6%	1.2%	42.1%	11.5%	23.4%
Term Structure	-2.3%	-8.0%	27.9%	-4.9%	-5.1%
VWIV	34.0%	34.0%	34.0%	34.0%	34.0%
Skew 25d	2.2%	0.2%	11.4%	11.4%	1.0%
Skew 10d	2.2%	1.3%	4.1%	2.3%	1.5%
Call IV 25d	22.1%	17.6%	27.2%	17.6%	27.2%
Put IV 25d	24.2%	21.1%	29.0%	29.0%	28.2%
Bid-Ask Spread %	124.18	114.20	127.82	123.10	116.64
Gamma HHI	0.73	0.52	1.00	0.78	0.95
Net GEX	449	27	823	769	257
Net DEX	-30.3K	-33.5K	-28.1K	-33.5K	-28.1K
Net VEX	-9	-20	0	-13	-14
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0.053	0	1	0	0
Total OI	22.474	10	28	28	11

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Put Vol	Call OI	Put OI
2023-02-01	$31.15	$23.00	23.0%	6.6%	12.6%	12.9%	0.0%	11.4%	-4.9%	769	-33.5K	-13	123.10	0	13	15
2023-02-02	$30.51	$0.00	23.3%	5.4%	15.4%	13.5%	0.0%	1.7%	-2.2%	823	-31.4K	-14	122.04	0	13	15
2023-02-03	$30.31	$0.00	25.8%	5.4%	15.8%	18.5%	0.0%	1.6%	-2.5%	659	-30.4K	-20	127.09	0	13	15
2023-02-06	$30.23	$0.00	21.4%	5.6%	12.5%	9.5%	0.0%	4.0%	-8.0%	446	-30.6K	-6	122.34	0	13	15
2023-02-07	$30.20	$0.00	28.2%	5.4%	12.3%	23.2%	0.0%	2.5%	-2.6%	553	-30.6K	-12	125.44	0	13	15
2023-02-08	$30.28	$0.00	19.8%	5.7%	12.3%	6.4%	0.0%	2.2%	-3.4%	565	-30.8K	-10	127.82	0	13	15
2023-02-09	$30.18	$0.00	19.8%	5.7%	12.3%	6.4%	0.0%	0.2%	-3.5%	533	-30.5K	-10	124.63	0	13	15
2023-02-10	$30.34	$0.00	20.0%	5.7%	11.4%	6.7%	0.0%	0.9%	-3.0%	570	-31.0K	-10	126.70	0	13	15
2023-02-13	$30.32	$0.00	21.3%	6.1%	11.3%	9.3%	0.0%	1.1%	-4.4%	569	-30.9K	-10	126.33	0	13	15
2023-02-14	$30.27	$0.00	19.9%	5.7%	11.3%	6.5%	0.0%	2.2%	-3.2%	527	-30.6K	-9	127.55	0	13	15
2023-02-15	$30.20	$0.00	18.6%	5.3%	11.1%	3.9%	0.0%	2.1%	-4.5%	438	-30.4K	-6	125.11	0	13	15
2023-02-16	$30.23	$0.00	19.1%	5.5%	10.9%	4.9%	0.0%	0.7%	27.9%	450	-30.5K	-5	125.77	0	13	15
2023-02-17	$30.22	$0.00	20.9%	6.0%	10.6%	8.7%	0.0%	1.4%	-2.4%	472	-30.2K	-7	125.42	0	13	15
2023-02-21	$30.02	$0.00	22.0%	6.3%	10.8%	10.8%	0.0%	0.2%	-3.8%	27	-30.0K	0	125.32	0	10	0
2023-02-22	$29.96	$0.00	23.3%	6.7%	10.8%	13.5%	0.0%	1.7%	-5.4%	161	-29.2K	-7	126.59	0	10	0
2023-02-23	$30.25	$0.00	22.8%	6.5%	11.4%	12.3%	34.0%	2.2%	-4.2%	120	-29.6K	-6	124.51	1	10	0
2023-02-24	$29.61	$26.00	22.7%	6.5%	13.3%	12.2%	0.0%	2.4%	-3.4%	365	-28.9K	-7	122.75	0	10	1
2023-02-27	$29.73	$26.00	23.6%	6.8%	13.5%	14.0%	0.0%	1.5%	-4.6%	229	-28.4K	-12	114.20	0	10	1
2023-02-28	$29.65	$26.00	24.2%	6.9%	13.3%	15.3%	0.0%	1.0%	-5.1%	257	-28.1K	-14	116.64	0	10	1