FTAG Options History — January 2024 In January 2024, FTAG traded between $23.77 and $25.54. ATM implied volatility averaged 18.2%, placing in the 15.2% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 4.6% (HV 20d: 13.6%). 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 14 of 21 days.
Notable Days 2024-01-26 : Highest Volume — 37 contracts2024-01-12 : Largest IV drop — 35.5% change2024-01-09 : Highest IV Rank — 40.6%2024-01-03 : Largest Expected Move — 8.3%Monthly Statistics Metric Avg Min Max Open Close Price $24.44 $23.77 $25.54 $25.54 $23.88 Max Pain $24.00 $24.00 $24.00 $24.00 $24.00 ATM IV 18.2% 10.0% 30.3% 25.6% 12.5% Expected Move 4.7% 2.9% 8.3% 7.3% 3.6% HV 20d 13.6% 10.1% 17.6% 16.8% 11.1% HV 60d 16.5% 15.4% 17.3% 17.2% 15.4% IV Rank 15.2% 0.0% 40.6% 30.2% 5.4% IV Percentile 30.2% 0.0% 92.1% 76.6% 2.0% Term Structure 3.6% -7.9% 18.5% -5.0% 10.6% VWIV 32.8% 31.9% 33.7% 33.7% 31.9% Skew 25d -0.5% -6.9% 17.6% 0.6% 3.3% Skew 10d 1.3% -13.5% 55.1% -13.5% 0.1% Call IV 25d 23.5% 19.3% 32.9% 30.7% 23.0% Put IV 25d 23.0% 17.0% 42.0% 31.3% 26.3% Bid-Ask Spread % 127.19 124.13 131.26 126.54 125.31 Gamma HHI 0.55 0.39 0.78 0.39 0.52 Net GEX -3.4K -5.7K -1.5K -1.5K -4.9K Net DEX 9.9K 912 20.2K 2.7K 17.4K Net VEX -68 -95 -48 -69 -72 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 2.333 0 37 0 0 Total OI 143.571 131 180 131 180
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 2024-01-02 $25.54 $0.00 25.6% 7.3% 16.8% 30.2% 0.0% 0.6% -5.0% -1.5K 2.7K -69 0.00 126.54 0 0 57 74 2024-01-03 $25.29 $0.00 29.0% 8.3% 16.6% 37.6% 0.0% -0.0% -7.9% -2.0K 5.5K -82 0.00 131.26 0 0 57 74 2024-01-04 $25.25 $24.00 29.4% 6.0% 16.3% 38.5% 0.0% -3.6% -6.6% -1.9K 4.4K -75 0.00 129.67 0 0 57 74 2024-01-05 $25.18 $24.00 27.3% 5.6% 16.4% 33.9% 0.0% -3.0% -2.8% -1.7K 2.6K -69 0.00 129.38 0 0 57 74 2024-01-08 $25.21 $24.00 28.6% 4.4% 16.4% 36.8% 0.0% -4.3% 4.1% -1.6K 912 -50 0.00 125.63 0 0 57 74 2024-01-09 $24.84 $24.00 30.3% 5.7% 17.4% 40.6% 0.0% -4.9% -3.7% -2.4K 6.4K -72 0.00 126.85 0 0 57 74 2024-01-10 $24.69 $24.00 20.1% 5.8% 17.6% 18.0% 0.0% -5.3% -4.4% -2.5K 6.1K -69 0.00 129.69 0 0 57 74 2024-01-11 $24.59 $24.00 21.6% 6.2% 17.3% 21.3% 33.7% -3.5% -4.1% -2.7K 7.2K -74 0.00 127.11 0 11 57 74 2024-01-12 $24.50 $24.00 14.0% 4.0% 14.3% 4.2% 0.0% -5.3% 6.6% -2.8K 6.9K -68 0.00 128.58 0 0 57 85 2024-01-16 $24.14 $24.00 16.0% 4.6% 12.7% 8.7% 0.0% -0.7% 1.3% -4.1K 14.3K -80 0.00 125.05 0 0 57 85 2024-01-17 $23.77 $24.00 13.3% 3.8% 13.4% 2.8% 31.9% 3.5% 7.6% -5.2K 20.2K -95 0.00 128.31 0 1 57 85 2024-01-18 $23.79 $24.00 16.0% 4.6% 13.3% 8.8% 0.0% 2.1% 3.1% -5.0K 18.7K -87 0.00 128.07 0 0 57 86 2024-01-19 $23.95 $24.00 14.7% 4.2% 12.1% 5.9% 0.0% 0.9% 5.0% -4.3K 15.3K -77 0.00 127.71 0 0 57 86 2024-01-22 $23.91 $24.00 11.8% 3.4% 11.3% 0.0% 0.0% 0.8% 10.3% -4.1K 14.1K -61 0.00 124.80 0 0 57 86 2024-01-23 $23.91 $24.00 10.0% 2.9% 10.1% 0.0% 0.0% 2.7% 18.5% -4.0K 13.2K -53 0.00 126.69 0 0 57 86 2024-01-24 $24.02 $24.00 10.7% 3.1% 10.5% 1.5% 0.0% 0.5% 9.9% -3.8K 11.3K -53 0.00 126.31 0 0 57 86 2024-01-25 $24.12 $24.00 14.4% 4.1% 10.2% 9.4% 0.0% -2.4% 4.7% -3.7K 11.3K -53 0.00 125.16 0 0 57 86 2024-01-26 $24.31 $24.00 11.6% 3.3% 10.8% 3.4% 0.0% -6.9% 13.4% -3.2K 6.7K -48 0.00 127.07 0 37 57 86 2024-01-29 $24.27 $24.00 12.8% 3.7% 10.7% 5.9% 0.0% 17.6% 5.5% -5.7K 10.4K -62 0.00 124.13 0 0 57 123 2024-01-30 $24.14 $24.00 12.8% 3.7% 10.7% 6.0% 0.0% -2.3% 9.3% -4.5K 12.6K -68 0.00 127.76 0 0 57 123 2024-01-31 $23.88 $24.00 12.5% 3.6% 11.1% 5.4% 0.0% 3.3% 10.6% -4.9K 17.4K -72 0.00 125.31 0 0 57 123
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