FTAG Options History — November 2023

Name: FTAG Options Analytics - November 2023
Creator: Options Analysis Suite

In November 2023, FTAG traded between $24.12 and $25.30. ATM implied volatility averaged 23.1%, placing in the 24.5% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 4.6% (HV 20d: 18.4%). Max pain ranged from $23.00 to $30.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 10 of 21 days.

Notable Days

2023-11-17: Highest Volume — 13 contracts
2023-11-15: Largest IV spike — 76.2% change
2023-11-07: Highest IV Rank — 45.5%
2023-11-29: Largest Expected Move — 8.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.67	$24.12	$25.30	$24.12	$24.27
Max Pain	$23.33	$23.00	$30.00	$30.00	$23.00
ATM IV	23.1%	12.7%	32.5%	25.4%	14.3%
Expected Move	5.9%	3.6%	8.7%	7.3%	4.1%
HV 20d	18.4%	16.0%	19.8%	16.0%	18.4%
HV 60d	15.6%	14.0%	16.4%	14.0%	16.0%
IV Rank	24.5%	1.5%	45.5%	29.6%	5.0%
IV Percentile	47.6%	0.4%	90.1%	65.9%	2.8%
Term Structure	1.4%	-12.2%	34.7%	-5.5%	6.2%
VWIV	14.0%	14.0%	14.0%	14.0%	14.0%
Skew 25d	-4.2%	-15.9%	0.9%	-0.2%	-15.9%
Skew 10d	-6.4%	-18.7%	1.2%	-0.5%	-18.7%
Call IV 25d	24.8%	16.8%	33.2%	31.0%	30.5%
Put IV 25d	20.6%	14.6%	30.8%	30.8%	14.6%
Bid-Ask Spread %	128.96	123.54	134.32	126.30	129.94
Gamma HHI	0.80	0.59	0.98	0.91	0.76
Net GEX	-591	-1.7K	-82	-226	-1.4K
Net DEX	22.0K	10.9K	28.2K	27.7K	13.1K
Net VEX	-25	-61	-1	-5	-58
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0.952	0	13	0	7
Total OI	15	15	15	15	15

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	Spread %	Put Vol	Call OI	Put OI
2023-11-01	$24.12	$30.00	25.4%	7.3%	16.0%	29.6%	0.0%	-0.2%	-5.5%	-226	27.7K	-5	126.30	0	1	14
2023-11-02	$24.66	$23.00	30.9%	4.5%	18.2%	42.0%	0.0%	0.1%	7.9%	-185	27.8K	-4	125.68	0	1	14
2023-11-03	$25.10	$23.00	19.0%	4.7%	19.1%	15.5%	0.0%	-0.2%	0.5%	-122	28.0K	-3	127.24	0	1	14
2023-11-06	$24.91	$23.00	28.9%	3.6%	19.3%	37.4%	0.0%	-0.1%	8.8%	-82	27.5K	-1	127.08	0	1	14
2023-11-07	$24.63	$23.00	32.5%	4.9%	18.3%	45.5%	0.0%	0.0%	4.5%	-186	27.9K	-4	128.29	0	1	14
2023-11-08	$24.62	$23.00	17.3%	5.0%	18.3%	11.7%	0.0%	-3.5%	6.7%	-186	27.7K	-4	134.32	0	1	14
2023-11-09	$24.46	$23.00	21.3%	6.1%	18.1%	20.6%	0.0%	-0.5%	-4.6%	-162	27.6K	-4	127.35	0	1	14
2023-11-10	$24.42	$23.00	23.1%	6.6%	18.1%	24.6%	0.0%	-7.2%	-6.1%	-184	27.8K	-4	133.13	0	1	14
2023-11-13	$24.48	$23.00	21.0%	6.0%	17.3%	19.8%	0.0%	-9.3%	-8.1%	-182	27.7K	-4	131.05	0	1	14
2023-11-14	$25.11	$23.00	12.7%	3.6%	19.8%	1.5%	0.0%	-0.1%	3.9%	-91	27.9K	-2	126.75	0	1	14
2023-11-15	$25.30	$23.00	22.4%	6.4%	18.6%	23.0%	0.0%	0.9%	-7.5%	-136	28.2K	-2	132.53	0	1	14
2023-11-16	$25.07	$23.00	20.8%	6.0%	18.7%	19.4%	0.0%	0.5%	34.2%	-126	28.1K	-3	126.29	0	1	14
2023-11-17	$25.29	$23.00	20.9%	6.0%	18.2%	19.8%	0.0%	-0.7%	34.7%	-101	28.1K	-2	123.54	13	1	14
2023-11-20	$24.87	$23.00	23.0%	6.6%	18.4%	24.3%	0.0%	-2.2%	-6.0%	-1.2K	10.9K	-59	132.23	0	0	15
2023-11-21	$24.74	$23.00	22.5%	6.5%	18.6%	23.3%	0.0%	-3.4%	-5.5%	-1.2K	11.5K	-60	130.13	0	0	15
2023-11-22	$24.54	$23.00	25.5%	7.3%	18.5%	29.8%	0.0%	-6.9%	-6.4%	-1.2K	12.3K	-61	130.60	0	0	15
2023-11-24	$24.70	$23.00	24.5%	7.0%	18.6%	27.8%	0.0%	-5.6%	-8.5%	-1.2K	11.5K	-59	130.15	0	0	15
2023-11-27	$24.34	$23.00	28.3%	8.1%	19.1%	36.2%	0.0%	-12.1%	-10.4%	-1.3K	13.3K	-60	130.07	0	0	15
2023-11-28	$24.23	$23.00	19.6%	5.6%	18.5%	16.8%	0.0%	-8.7%	3.0%	-1.7K	13.0K	-59	126.98	0	0	15
2023-11-29	$24.29	$23.00	30.2%	8.7%	18.4%	40.3%	0.0%	-13.4%	-12.2%	-1.3K	13.5K	-59	128.55	0	0	15
2023-11-30	$24.27	$23.00	14.3%	4.1%	18.4%	5.0%	14.0%	-15.9%	6.2%	-1.4K	13.1K	-58	129.94	7	0	15