FTAG Options History — March 2023 In March 2023, FTAG traded between $27.61 and $30.30. ATM implied volatility averaged 27.4%, placing in the 21.8% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 9.5% (HV 20d: 17.9%). Max pain ranged from $26.00 to $32.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.00.
Notable Days 2023-03-29 : Highest Volume — 2 contracts2023-03-13 : Largest IV spike — 69.3% change2023-03-14 : Highest IV Rank — 81.2%2023-03-24 : Largest Expected Move — 7.9%Monthly Statistics Metric Avg Min Max Open Close Price $28.77 $27.61 $30.30 $29.78 $29.07 Max Pain $28.40 $26.00 $32.00 $26.00 $32.00 ATM IV 27.4% 16.0% 57.0% 25.0% 23.4% Expected Move 6.4% 4.0% 7.9% 7.2% 6.7% HV 20d 17.9% 10.7% 22.4% 12.7% 22.2% HV 60d 15.4% 13.1% 16.9% 13.6% 16.9% IV Rank 21.8% 0.0% 81.2% 16.8% 14.6% IV Percentile 34.1% 0.0% 98.8% 27.8% 21.0% Term Structure -1.9% -10.3% 5.3% -7.1% -3.9% VWIV 26.2% 26.2% 26.2% 26.2% 26.2% Skew 25d 0.9% -7.1% 4.1% 1.3% 1.3% Skew 10d 2.4% -0.0% 6.5% 1.0% 1.7% Call IV 25d 24.3% 12.8% 29.1% 28.4% 26.4% Put IV 25d 25.2% 16.9% 31.2% 29.7% 27.6% Bid-Ask Spread % 124.08 112.11 130.95 127.00 127.54 Gamma HHI 0.91 0.52 1.00 0.87 0.52 Net GEX 416 -3 978 156 316 Net DEX -26.4K -29.7K -21.4K -28.9K -28.9K Net VEX -15 -32 0 -7 -7 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.087 0 2 0 0 Total OI 10.739 10 12 11 12
Daily Data (23 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 2023-03-01 $29.78 $26.00 25.0% 7.2% 12.7% 16.8% 0.0% 1.3% -7.1% 156 -28.9K -7 0.00 127.00 0 0 10 1 2023-03-02 $30.05 $26.00 22.6% 6.5% 12.6% 12.1% 0.0% 3.3% -3.5% 115 -29.5K -5 0.00 124.40 0 0 10 1 2023-03-03 $30.30 $26.00 26.4% 7.6% 10.9% 19.6% 0.0% 2.5% -6.7% 115 -29.7K -6 0.00 130.95 0 0 10 1 2023-03-06 $30.20 $0.00 28.1% 5.5% 10.7% 23.1% 0.0% -2.6% -1.2% 110 -29.6K -4 0.00 128.28 0 0 10 1 2023-03-07 $29.73 $0.00 22.7% 4.0% 12.0% 12.2% 0.0% 4.1% 0.7% -3 -29.7K 0 0.00 122.43 0 0 10 1 2023-03-08 $29.92 $0.00 30.0% 5.6% 12.3% 26.9% 0.0% 2.6% -0.8% 259 -28.5K -12 0.00 124.38 0 0 10 1 2023-03-09 $29.41 $0.00 33.7% 5.7% 13.6% 34.4% 0.0% 0.7% -0.5% 223 -28.2K -10 0.00 123.83 0 0 10 1 2023-03-10 $28.74 $0.00 32.8% 5.8% 15.6% 32.6% 0.0% 0.3% 0.2% 351 -26.5K -18 0.00 124.56 0 0 10 1 2023-03-13 $28.44 $0.00 55.6% 7.3% 15.6% 78.3% 0.0% 1.7% -0.5% 598 -24.2K -26 0.00 125.89 0 0 10 1 2023-03-14 $28.62 $0.00 57.0% 7.0% 15.9% 81.2% 0.0% 2.2% -2.7% 369 -26.0K -18 0.00 130.24 0 0 10 1 2023-03-15 $27.63 $0.00 22.6% 6.5% 19.6% 12.1% 0.0% 2.5% -0.4% 608 -21.4K -32 0.00 123.84 0 0 10 1 2023-03-16 $27.91 $0.00 22.9% 6.6% 20.3% 12.7% 0.0% 3.4% 0.6% 773 -23.0K -26 0.00 123.69 0 0 10 1 2023-03-17 $27.61 $0.00 23.3% 6.7% 20.3% 13.4% 0.0% 2.5% -0.2% 740 -21.6K -31 0.00 127.14 0 0 10 1 2023-03-20 $27.98 $0.00 23.9% 6.9% 21.2% 14.7% 0.0% -4.9% 5.3% 846 -23.3K -25 0.00 117.83 0 0 10 0 2023-03-21 $28.43 $0.00 25.8% 7.4% 22.3% 18.4% 0.0% 1.5% -10.3% 453 -25.8K -19 0.00 125.28 0 0 10 0 2023-03-22 $28.30 $0.00 22.9% 6.6% 22.3% 12.7% 0.0% 1.2% -3.2% 433 -26.2K -14 0.00 126.42 0 0 10 0 2023-03-23 $28.00 $0.00 22.7% 6.5% 22.0% 12.2% 0.0% 0.4% 4.2% 978 -25.0K -17 0.00 121.81 0 0 10 0 2023-03-24 $27.82 $0.00 27.5% 7.9% 21.0% 21.8% 0.0% 3.0% 0.0% 746 -22.5K -28 0.00 120.75 0 0 10 0 2023-03-27 $28.09 $0.00 23.9% 6.8% 21.4% 14.6% 0.0% -7.1% -4.7% 389 -26.6K -12 0.00 122.24 0 0 10 0 2023-03-28 $28.23 $0.00 24.7% 7.1% 21.6% 16.2% 0.0% 2.0% -4.5% 465 -25.6K -17 0.00 125.96 0 0 10 0 2023-03-29 $28.68 $0.00 16.7% 4.8% 22.4% 0.2% 26.2% -3.0% -4.5% 226 -28.6K -1 0.00 112.11 2 0 10 0 2023-03-30 $28.88 $32.00 16.0% 4.6% 22.3% 0.0% 0.0% 1.4% 0.4% 305 -28.4K -5 0.00 117.14 0 0 12 0 2023-03-31 $29.07 $32.00 23.4% 6.7% 22.2% 14.6% 0.0% 1.3% -3.9% 316 -28.9K -7 0.00 127.54 0 0 12 0
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