FTAG Options History — September 2023 In September 2023, FTAG traded between $25.93 and $27.64. ATM implied volatility averaged 25.0%, placing in the 28.7% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 11.6% (HV 20d: 13.3%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2023-09-18 : Largest IV spike — 91.9% change2023-09-11 : Highest IV Rank — 68.5%2023-09-18 : Largest Expected Move — 8.3%Monthly Statistics Metric Avg Min Max Open Close Price $26.80 $25.93 $27.64 $27.64 $25.96 ATM IV 25.0% 13.1% 42.9% 25.7% 22.6% Expected Move 5.8% 3.7% 8.3% 7.4% 6.5% HV 20d 13.3% 12.0% 14.6% 13.1% 12.5% HV 60d 15.1% 14.0% 15.9% 15.8% 14.0% IV Rank 28.7% 2.3% 68.5% 30.3% 23.4% IV Percentile 47.5% 1.2% 94.8% 59.1% 38.1% Term Structure -3.6% -12.4% 6.7% -10.9% -1.1% Skew 25d -2.5% -16.9% 17.9% -9.6% -0.9% Skew 10d 9.2% -17.9% 44.7% 0.6% 0.5% Call IV 25d 22.9% 15.6% 29.1% 28.2% 29.1% Put IV 25d 20.5% 5.2% 39.0% 18.6% 28.1% Bid-Ask Spread % 123.64 76.81 132.72 126.33 128.75 Gamma HHI 1.00 0.99 1.00 1.00 0.99 Net GEX -575 -833 -254 -770 -470 Net DEX 27.1K 25.4K 28.5K 27.6K 26.3K Net VEX -19 -29 -6 -25 -17 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 (20 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 2023-09-01 $27.64 $0.00 25.7% 7.4% 13.1% 30.3% 0.0% -9.6% -10.9% -770 27.6K -25 0.00 126.33 0 0 1 12 2023-09-05 $27.43 $0.00 32.2% 5.5% 13.1% 44.9% 0.0% -4.1% -3.0% -665 27.7K -21 0.00 131.15 0 0 1 12 2023-09-06 $27.30 $0.00 33.6% 5.4% 13.0% 47.8% 0.0% 0.1% -4.1% -613 27.8K -20 0.00 129.79 0 0 1 12 2023-09-07 $27.06 $0.00 30.5% 5.8% 13.0% 40.9% 0.0% -3.5% -6.5% -769 26.1K -29 0.00 130.44 0 0 1 12 2023-09-08 $26.89 $0.00 32.7% 5.9% 13.0% 45.8% 0.0% -3.1% -1.0% -648 25.4K -29 0.00 131.60 0 0 1 12 2023-09-11 $27.18 $0.00 42.9% 3.7% 13.8% 68.5% 0.0% -16.9% -8.2% -546 28.5K -14 0.00 76.81 0 0 1 12 2023-09-12 $27.07 $0.00 31.8% 5.3% 13.5% 43.9% 0.0% -15.2% -6.7% -833 26.7K -24 0.00 79.91 0 0 1 12 2023-09-13 $26.86 $0.00 18.7% 5.4% 12.0% 14.9% 0.0% 7.6% -4.0% -689 26.4K -24 0.00 131.85 0 0 1 12 2023-09-14 $27.32 $0.00 19.2% 5.5% 13.3% 15.9% 0.0% -2.8% -0.8% -620 27.7K -19 0.00 130.54 0 0 1 12 2023-09-15 $27.28 $0.00 15.2% 4.4% 13.3% 6.9% 0.0% -9.4% -2.5% -785 26.6K -25 0.00 123.79 0 0 1 12 2023-09-18 $27.07 $0.00 29.1% 8.3% 13.5% 37.9% 0.0% -4.3% -12.4% -621 27.3K -19 0.00 125.32 0 0 1 12 2023-09-19 $27.01 $0.00 19.3% 5.5% 13.5% 16.1% 0.0% -5.2% 2.1% -666 25.6K -26 0.00 132.72 0 0 1 12 2023-09-20 $26.97 $0.00 19.6% 5.6% 13.2% 16.7% 0.0% -5.9% -3.8% -484 27.9K -15 0.00 131.77 0 0 1 12 2023-09-21 $26.51 $0.00 18.8% 5.4% 14.6% 15.0% 0.0% 17.9% -1.6% -280 28.3K -8 0.00 127.80 0 0 1 12 2023-09-22 $26.34 $0.00 23.6% 6.8% 14.5% 25.6% 0.0% 3.2% -4.7% -521 26.8K -16 0.00 127.16 0 0 1 12 2023-09-25 $26.23 $0.00 23.6% 6.8% 14.4% 25.6% 0.0% 0.4% -2.6% -453 27.1K -13 0.00 129.42 0 0 1 12 2023-09-26 $25.94 $0.00 23.0% 6.6% 14.5% 24.4% 0.0% 0.7% -3.0% -402 26.9K -13 0.00 127.96 0 0 1 12 2023-09-27 $25.93 $0.00 24.1% 6.9% 12.5% 26.9% 0.0% 1.2% -3.3% -404 26.9K -13 0.00 124.82 0 0 1 12 2023-09-28 $26.09 $0.00 13.1% 3.8% 12.5% 2.3% 0.0% 0.4% 6.7% -254 28.0K -6 0.00 124.91 0 0 1 12 2023-09-29 $25.96 $0.00 22.6% 6.5% 12.5% 23.4% 0.0% -0.9% -1.1% -470 26.3K -17 0.00 128.75 0 0 1 12
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