FTAG Options History — August 2023 In August 2023, FTAG traded between $26.44 and $28.48. ATM implied volatility averaged 21.4%, placing in the 20.7% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 9.0% (HV 20d: 12.3%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 6 of 23 days.
Notable Days 2023-08-24 : Largest IV spike — 34.0% change2023-08-31 : Highest IV Rank — 31.5%2023-08-31 : Largest Expected Move — 7.5%Monthly Statistics Metric Avg Min Max Open Close Price $27.42 $26.44 $28.48 $28.48 $27.45 ATM IV 21.4% 15.9% 26.2% 24.8% 26.2% Expected Move 5.8% 2.5% 7.5% 7.1% 7.5% HV 20d 12.3% 10.2% 16.1% 16.1% 12.9% HV 60d 17.0% 15.8% 17.6% 17.6% 15.8% IV Rank 20.7% 8.4% 31.5% 28.2% 31.5% IV Percentile 31.2% 4.4% 61.1% 48.0% 61.1% Term Structure -0.8% -14.0% 34.6% -6.5% -14.0% Skew 25d 0.1% -8.9% 5.8% 0.3% 5.8% Skew 10d 1.0% -9.2% 3.6% 1.2% 1.0% Call IV 25d 23.3% 16.3% 28.9% 28.0% 22.3% Put IV 25d 23.5% 8.7% 29.4% 28.3% 28.1% Bid-Ask Spread % 123.62 95.47 130.16 124.64 127.43 Gamma HHI 1.00 0.98 1.00 1.00 1.00 Net GEX -836 -1.5K -450 -1.0K -683 Net DEX 25.0K 20.3K 28.1K 20.3K 27.7K Net VEX -38 -65 -17 -65 -22 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 13 13 13 13 13
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 2023-08-01 $28.48 $0.00 24.8% 7.1% 16.1% 28.2% 0.0% 0.3% -6.5% -1.0K 20.3K -65 0.00 124.64 0 0 1 12 2023-08-02 $28.17 $0.00 24.4% 7.0% 16.1% 27.4% 0.0% -1.8% -5.8% -1.1K 20.8K -61 0.00 125.26 0 0 1 12 2023-08-03 $27.96 $0.00 20.3% 5.3% 15.7% 18.3% 0.0% -1.9% 0.1% -1.0K 24.0K -51 0.00 126.18 0 0 1 12 2023-08-04 $28.04 $0.00 25.1% 5.0% 12.7% 29.0% 0.0% 1.3% 3.1% -1.1K 21.9K -59 0.00 121.01 0 0 1 12 2023-08-07 $28.20 $0.00 20.3% 2.5% 12.0% 18.4% 0.0% -8.9% 4.5% -1.5K 24.6K -50 0.00 95.47 0 0 1 12 2023-08-08 $27.99 $0.00 16.6% 3.3% 11.9% 10.2% 0.0% 3.0% 6.1% -1.1K 24.3K -48 0.00 118.35 0 0 1 12 2023-08-09 $28.16 $0.00 19.5% 5.6% 12.0% 16.6% 0.0% 5.0% -0.9% -1.2K 25.1K -44 0.00 124.42 0 0 1 12 2023-08-10 $28.03 $0.00 17.0% 4.9% 11.6% 10.9% 0.0% -3.3% -4.6% -1.2K 22.3K -55 0.00 115.61 0 0 1 12 2023-08-11 $27.93 $0.00 19.5% 5.6% 11.3% 16.5% 0.0% 1.4% -0.6% -1.0K 24.2K -48 0.00 126.87 0 0 1 12 2023-08-14 $27.69 $0.00 15.9% 4.5% 11.7% 8.4% 0.0% -1.2% -1.3% -924 25.0K -43 0.00 122.18 0 0 1 12 2023-08-15 $27.16 $0.00 19.6% 5.6% 12.3% 16.6% 0.0% -0.4% -11.1% -531 28.1K -18 0.00 117.87 0 0 1 12 2023-08-16 $27.00 $0.00 22.1% 6.3% 12.0% 22.3% 0.0% -3.6% -7.5% -761 26.0K -33 0.00 121.70 0 0 1 12 2023-08-17 $26.94 $0.00 21.8% 6.3% 11.8% 21.7% 0.0% 0.4% 34.6% -642 26.1K -30 0.00 123.20 0 0 1 12 2023-08-18 $26.79 $0.00 23.0% 6.6% 11.8% 24.3% 0.0% 1.8% -2.3% -653 23.4K -43 0.00 123.63 0 0 1 12 2023-08-21 $26.77 $0.00 22.7% 6.5% 11.7% 23.6% 0.0% -0.1% -4.6% -617 25.9K -30 0.00 129.81 0 0 1 12 2023-08-22 $26.57 $0.00 21.7% 6.2% 10.8% 21.5% 0.0% 1.9% -1.4% -514 26.6K -24 0.00 128.91 0 0 1 12 2023-08-23 $26.65 $0.00 17.5% 5.0% 11.0% 12.1% 0.0% 2.4% 10.7% -472 27.3K -20 0.00 129.25 0 0 1 12 2023-08-24 $26.44 $0.00 23.5% 6.7% 11.0% 25.4% 0.0% -0.4% -5.7% -450 27.2K -17 0.00 126.48 0 0 1 12 2023-08-25 $26.59 $0.00 23.7% 6.8% 10.2% 25.9% 0.0% 2.1% -1.1% -632 25.8K -30 0.00 129.19 0 0 1 12 2023-08-28 $26.81 $0.00 23.0% 6.6% 10.9% 24.4% 0.0% 1.2% -5.8% -746 24.9K -35 0.00 130.16 0 0 1 12 2023-08-29 $27.30 $0.00 19.5% 5.6% 13.3% 16.5% 0.0% -0.0% -0.6% -793 25.8K -33 0.00 128.34 0 0 1 12 2023-08-30 $27.45 $0.00 24.3% 7.0% 13.1% 27.2% 0.0% -1.7% -4.6% -645 28.0K -19 0.00 127.22 0 0 1 12 2023-08-31 $27.45 $0.00 26.2% 7.5% 12.9% 31.5% 0.0% 5.8% -14.0% -683 27.7K -22 0.00 127.43 0 0 1 12
« Jul 2023 | All History | Sep 2023 » Home FTAG History August 2023