FTAG Options History — July 2023

In July 2023, FTAG traded between $26.45 and $28.62. ATM implied volatility averaged 18.8%, placing in the 13.9% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded below realized volatility by 0.5% (HV 20d: 19.3%). Max pain ranged from $24.00 to $24.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.00.

Notable Days

2023-07-31: Highest Volume — 1 contracts
2023-07-11: Largest IV drop — 53.4% change
2023-07-10: Highest IV Rank — 34.6%
2023-07-26: Largest Expected Move — 6.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$27.75	$26.45	$28.62	$27.06	$28.62
Max Pain	$24.00	$24.00	$24.00	$24.00	$24.00
ATM IV	18.8%	13.2%	30.9%	18.7%	16.4%
Expected Move	5.1%	3.8%	6.2%	5.3%	4.7%
HV 20d	19.3%	15.5%	21.7%	18.2%	16.1%
HV 60d	17.7%	16.6%	18.1%	16.6%	18.0%
IV Rank	13.9%	2.1%	34.6%	12.2%	9.6%
IV Percentile	15.5%	1.2%	71.8%	10.7%	6.0%
Term Structure	-1.5%	-11.2%	6.4%	3.1%	-9.6%
Skew 25d	0.3%	-4.6%	3.0%	2.9%	-0.1%
Skew 10d	0.8%	-7.8%	4.1%	1.6%	0.4%
Call IV 25d	21.3%	14.2%	25.5%	24.2%	25.5%
Put IV 25d	21.6%	15.3%	27.3%	27.1%	25.4%
Bid-Ask Spread %	123.79	115.50	128.66	121.02	120.25
Gamma HHI	0.96	0.74	1.00	0.92	1.00
Net GEX	-976	-1.4K	-612	-753	-1.4K
Net DEX	25.6K	21.8K	29.2K	25.7K	23.0K
Net VEX	-56	-72	-33	-56	-67
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	0.05	0	1	0	1
Total OI	22.5	12	27	27	12

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	Spread %	Call Vol	Call OI	Put OI
2023-07-03	$27.06	$24.00	18.7%	5.3%	18.2%	12.2%	0.0%	2.9%	3.1%	-753	25.7K	-56	121.02	0	2	25
2023-07-05	$26.76	$24.00	13.2%	3.8%	18.5%	2.1%	0.0%	2.7%	3.1%	-612	29.2K	-33	127.52	0	2	25
2023-07-06	$26.45	$0.00	16.4%	4.1%	18.2%	8.0%	0.0%	-1.9%	-0.4%	-612	27.0K	-44	115.50	0	2	25
2023-07-07	$27.18	$0.00	22.9%	5.1%	20.8%	19.9%	0.0%	-4.6%	6.2%	-800	26.6K	-54	122.12	0	2	25
2023-07-10	$26.89	$0.00	30.9%	4.5%	21.1%	34.6%	0.0%	-0.2%	6.4%	-781	27.8K	-44	123.63	0	2	25
2023-07-11	$27.20	$0.00	14.4%	5.7%	21.3%	4.3%	0.0%	3.0%	-3.1%	-783	26.8K	-52	123.36	0	2	25
2023-07-12	$27.34	$0.00	17.5%	5.0%	21.3%	10.0%	0.0%	-3.0%	-8.9%	-858	28.7K	-42	123.75	0	2	25
2023-07-13	$27.65	$0.00	18.6%	5.3%	21.2%	12.0%	0.0%	2.9%	-0.9%	-906	28.1K	-45	126.19	0	2	25
2023-07-14	$27.46	$0.00	20.1%	5.8%	21.3%	17.9%	0.0%	1.6%	-1.4%	-865	26.8K	-52	126.28	0	2	25
2023-07-17	$27.61	$0.00	18.9%	5.4%	21.0%	15.2%	0.0%	2.2%	-1.4%	-906	26.9K	-51	128.29	0	2	25
2023-07-18	$28.02	$0.00	19.2%	5.5%	21.7%	15.9%	0.0%	-2.5%	-1.8%	-1.1K	27.1K	-52	122.56	0	2	25
2023-07-19	$28.20	$0.00	20.5%	5.9%	20.2%	18.7%	0.0%	0.1%	-0.4%	-1.1K	22.9K	-70	128.43	0	2	25
2023-07-20	$28.32	$0.00	20.3%	5.8%	19.8%	18.4%	0.0%	1.7%	-3.0%	-924	22.8K	-69	121.73	0	2	25
2023-07-21	$28.18	$0.00	17.6%	5.0%	19.8%	12.3%	0.0%	-0.1%	-3.4%	-972	23.8K	-65	124.83	0	2	25
2023-07-24	$28.24	$0.00	17.9%	5.1%	18.9%	13.1%	0.0%	0.7%	-4.0%	-1.1K	24.7K	-63	117.86	0	0	12
2023-07-25	$28.51	$0.00	18.4%	5.3%	19.0%	14.2%	0.0%	-0.1%	-0.5%	-1.3K	25.2K	-63	127.00	0	0	12
2023-07-26	$28.52	$0.00	21.5%	6.2%	15.5%	21.0%	0.0%	1.5%	-11.2%	-1.2K	22.1K	-72	128.66	0	0	12
2023-07-27	$28.27	$0.00	18.8%	5.4%	16.0%	15.1%	0.0%	0.3%	1.0%	-1.2K	25.2K	-60	124.30	0	0	12
2023-07-28	$28.57	$0.00	13.8%	3.9%	16.2%	3.8%	0.0%	-0.8%	0.2%	-1.3K	21.8K	-69	122.46	0	0	12
2023-07-31	$28.62	$0.00	16.4%	4.7%	16.1%	9.6%	0.0%	-0.1%	-9.6%	-1.4K	23.0K	-67	120.25	1	0	12