FTAG Options History — June 2023

In June 2023, FTAG traded between $26.38 and $28.00. ATM implied volatility averaged 22.5%, placing in the 18.7% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 3.9% (HV 20d: 18.6%). Max pain ranged from $24.00 to $24.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 6.50.

Notable Days

2023-06-12: Highest Volume — 15 contracts
2023-06-13: Largest IV spike — 65.5% change
2023-06-13: Highest IV Rank — 68.1%
2023-06-02: Largest Expected Move — 7.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$27.26	$26.38	$28.00	$26.38	$26.79
Max Pain	$24.00	$24.00	$24.00	$24.00	$24.00
ATM IV	22.5%	12.1%	49.3%	20.9%	18.0%
Expected Move	5.1%	3.5%	7.3%	6.0%	5.2%
HV 20d	18.6%	15.9%	21.9%	15.9%	20.4%
HV 60d	16.7%	15.7%	18.3%	17.4%	16.7%
IV Rank	18.7%	0.0%	68.1%	15.2%	11.0%
IV Percentile	27.6%	0.0%	97.2%	13.1%	9.1%
Term Structure	-1.5%	-8.8%	5.4%	-5.8%	-8.0%
VWIV	32.0%	32.0%	32.0%	32.0%	32.0%
Skew 25d	0.8%	-8.5%	13.4%	-2.4%	-0.3%
Skew 10d	5.2%	-3.4%	36.7%	0.3%	25.7%
Call IV 25d	20.3%	10.6%	28.3%	27.9%	22.5%
Put IV 25d	21.0%	11.8%	32.8%	25.5%	22.2%
Bid-Ask Spread %	120.84	100.23	129.07	116.06	118.76
Gamma HHI	0.95	0.64	1.00	1.00	1.00
Net GEX	-901	-1.3K	-533	-683	-650
Net DEX	26.1K	23.4K	29.4K	25.4K	28.3K
Net VEX	-59	-78	-30	-63	-39
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	6.50	6.50	6.50	6.50	6.50
Total Volume	0.714	0	15	0	0
Total OI	21.286	12	27	12	27

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
2023-06-01	$26.38	$0.00	20.9%	6.0%	15.9%	15.2%	0.0%	-2.4%	-5.8%	-683	25.4K	-63	0.00	116.06	0	0	0	12
2023-06-02	$27.12	$0.00	25.3%	7.3%	18.6%	23.4%	0.0%	4.5%	-8.8%	-876	25.4K	-63	0.00	121.05	0	0	0	12
2023-06-05	$27.01	$0.00	29.7%	5.2%	17.0%	31.5%	0.0%	1.4%	2.5%	-830	24.9K	-68	0.00	125.78	0	0	0	12
2023-06-06	$27.36	$0.00	21.0%	5.3%	17.8%	15.4%	0.0%	-2.2%	-4.7%	-996	26.1K	-65	0.00	123.90	0	0	0	12
2023-06-07	$27.51	$0.00	30.4%	3.9%	18.0%	33.0%	0.0%	-3.0%	-2.3%	-924	23.7K	-73	0.00	107.00	0	0	0	12
2023-06-08	$27.44	$0.00	25.7%	4.3%	17.9%	24.1%	0.0%	2.0%	-0.4%	-1.0K	26.2K	-65	0.00	100.23	0	0	0	12
2023-06-09	$27.19	$0.00	29.0%	4.0%	16.9%	30.4%	0.0%	1.5%	0.1%	-905	28.5K	-43	0.00	119.03	0	0	0	12
2023-06-12	$27.39	$0.00	29.8%	5.0%	17.1%	31.7%	32.0%	1.6%	0.2%	-884	23.9K	-71	6.50	123.71	2	13	0	12
2023-06-13	$27.73	$24.00	49.3%	5.5%	17.6%	68.1%	0.0%	5.0%	5.4%	-973	23.4K	-78	0.00	127.08	0	0	2	25
2023-06-14	$27.66	$24.00	17.1%	4.9%	17.0%	8.1%	0.0%	0.1%	-1.1%	-999	24.3K	-72	0.00	127.20	0	0	2	25
2023-06-15	$27.98	$24.00	16.8%	4.8%	17.5%	7.6%	0.0%	-5.7%	-0.7%	-1.3K	26.6K	-60	0.00	123.06	0	0	2	25
2023-06-16	$28.00	$24.00	12.1%	3.5%	17.5%	0.0%	0.0%	-4.0%	0.1%	-1.3K	24.2K	-76	0.00	119.28	0	0	2	25
2023-06-20	$27.40	$24.00	12.9%	3.7%	19.2%	1.5%	0.0%	1.8%	3.6%	-987	26.3K	-61	0.00	123.99	0	0	2	25
2023-06-21	$27.72	$24.00	20.0%	5.7%	19.7%	14.6%	0.0%	3.0%	-2.2%	-1.0K	24.5K	-71	0.00	125.78	0	0	2	25
2023-06-22	$27.53	$24.00	21.0%	6.0%	19.7%	16.5%	0.0%	1.1%	-2.4%	-895	23.9K	-70	0.00	129.07	0	0	2	25
2023-06-23	$27.15	$24.00	14.6%	4.2%	19.7%	4.8%	0.0%	-0.4%	-0.5%	-860	28.7K	-40	0.00	119.17	0	0	2	25
2023-06-26	$27.37	$24.00	22.4%	6.4%	19.7%	19.1%	0.0%	-8.5%	-2.9%	-955	27.1K	-55	0.00	125.97	0	0	2	25
2023-06-27	$26.63	$24.00	16.2%	4.6%	21.9%	7.6%	0.0%	3.9%	-1.5%	-533	29.4K	-30	0.00	117.75	0	0	2	25
2023-06-28	$26.57	$24.00	22.2%	6.4%	21.5%	18.6%	0.0%	2.9%	-3.3%	-767	28.1K	-43	0.00	123.17	0	0	2	25
2023-06-29	$26.56	$24.00	18.2%	5.2%	20.3%	11.4%	0.0%	13.4%	1.7%	-572	28.4K	-37	0.00	120.56	0	0	2	25
2023-06-30	$26.79	$24.00	18.0%	5.2%	20.4%	11.0%	0.0%	-0.3%	-8.0%	-650	28.3K	-39	0.00	118.76	0	0	2	25