FTAG Options History — April 2023 In April 2023, FTAG traded between $28.36 and $29.45. ATM implied volatility averaged 23.5%, placing in the 15.9% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 6.2% (HV 20d: 17.3%). Max pain ranged from $25.00 to $32.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 5 of 19 days.
Notable Days 2023-04-13 : Largest IV spike — 94.0% change2023-04-13 : Highest IV Rank — 58.0%2023-04-13 : Largest Expected Move — 13.0%Monthly Statistics Metric Avg Min Max Open Close Price $28.92 $28.36 $29.45 $29.34 $28.73 Max Pain $26.11 $25.00 $32.00 $32.00 $25.00 ATM IV 23.5% 14.5% 45.2% 24.9% 15.7% Expected Move 6.3% 4.2% 13.0% 7.2% 4.5% HV 20d 17.3% 13.8% 22.7% 22.5% 14.0% HV 60d 16.5% 16.2% 17.0% 17.0% 16.6% IV Rank 15.9% 0.0% 58.0% 17.8% 2.4% IV Percentile 24.6% 0.0% 94.0% 30.6% 0.4% Term Structure -2.1% -10.3% 8.0% -4.2% -4.4% Skew 25d 1.5% -8.7% 7.9% 2.2% -0.2% Skew 10d 1.5% -1.6% 5.5% 2.3% -0.7% Call IV 25d 23.9% 12.1% 54.7% 27.3% 20.4% Put IV 25d 25.4% 15.1% 56.3% 29.4% 20.2% Bid-Ask Spread % 122.92 109.15 148.99 127.06 117.66 Gamma HHI 0.72 0.50 1.00 0.52 1.00 Net GEX 179 2 541 254 8 Net DEX -28.6K -29.6K -27.0K -29.6K -28.7K Net VEX -4 -24 0 -5 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 11.474 10 12 12 10
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 P/C Spread % Call Vol Put Vol Call OI Put OI 2023-04-03 $29.34 $32.00 24.9% 7.2% 22.5% 17.8% 0.0% 2.2% -4.2% 254 -29.6K -5 0.00 127.06 0 0 12 0 2023-04-04 $28.93 $32.00 24.0% 6.9% 22.4% 15.9% 0.0% 0.2% -5.4% 284 -28.7K -6 0.00 125.19 0 0 12 0 2023-04-05 $28.49 $32.00 26.1% 7.5% 22.7% 19.9% 0.0% 0.4% -8.3% 308 -27.9K -8 0.00 123.88 0 0 12 0 2023-04-06 $28.36 $25.00 27.2% 6.5% 22.1% 22.2% 0.0% -1.0% -1.2% 41 -28.4K -1 0.00 118.33 0 0 12 0 2023-04-10 $28.66 $25.00 33.0% 5.4% 21.0% 33.8% 0.0% 0.9% -1.4% 337 -28.2K -8 0.00 126.85 0 0 12 0 2023-04-11 $29.02 $25.00 28.7% 5.6% 21.1% 25.2% 0.0% 3.8% 2.1% 228 -28.9K -4 0.00 124.34 0 0 12 0 2023-04-12 $29.12 $25.00 23.3% 6.7% 21.0% 14.5% 0.0% 0.7% -9.9% 326 -28.5K -8 0.00 121.83 0 0 12 0 2023-04-13 $29.34 $25.00 45.2% 13.0% 16.2% 58.0% 0.0% 1.6% -10.3% 541 -27.0K -24 0.00 148.99 0 0 12 0 2023-04-14 $29.29 $25.00 20.0% 5.7% 16.1% 7.9% 0.0% 0.9% -2.9% 204 -29.3K -3 0.00 124.19 0 0 12 0 2023-04-17 $29.38 $25.00 21.2% 6.1% 15.3% 10.3% 0.0% 2.3% -3.3% 203 -29.4K -2 0.00 125.93 0 0 12 0 2023-04-18 $29.45 $25.00 16.4% 4.7% 14.8% 0.7% 0.0% 1.9% 4.4% 30 -29.4K 0 0.00 115.55 0 0 12 0 2023-04-19 $29.27 $25.00 16.2% 4.6% 14.2% 0.3% 0.0% 3.2% 6.9% 33 -29.3K 0 0.00 109.15 0 0 12 0 2023-04-20 $29.04 $25.00 14.5% 4.2% 14.4% 0.0% 0.0% 7.9% 8.0% 2 -29.0K 0 0.00 114.77 0 0 12 0 2023-04-21 $28.81 $25.00 21.1% 6.0% 14.2% 12.7% 0.0% 1.6% -3.1% 173 -28.5K -3 0.00 124.95 0 0 12 0 2023-04-24 $28.96 $25.00 21.9% 6.3% 13.9% 14.2% 0.0% -8.7% -2.8% 78 -28.8K -1 0.00 123.57 0 0 10 0 2023-04-25 $28.54 $25.00 24.5% 7.0% 14.8% 19.2% 0.0% 4.5% -4.2% 264 -27.7K -5 0.00 127.47 0 0 10 0 2023-04-26 $28.36 $25.00 24.2% 6.9% 14.9% 18.7% 0.0% 2.2% -5.8% 38 -28.3K -1 0.00 116.86 0 0 10 0 2023-04-27 $28.46 $25.00 19.0% 5.4% 13.8% 8.7% 0.0% 4.4% 5.6% 56 -28.4K -1 0.00 118.90 0 0 10 0 2023-04-28 $28.73 $25.00 15.7% 4.5% 14.0% 2.4% 0.0% -0.2% -4.4% 8 -28.7K 0 0.00 117.66 0 0 10 0
« Mar 2023 | All History | May 2023 » Home FTAG History April 2023