FTAG Options History — February 2024 In February 2024, FTAG traded between $23.59 and $24.40. ATM implied volatility averaged 22.3%, placing in the 26.1% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 7.0% (HV 20d: 15.3%). Max pain ranged from $21.00 to $21.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2024-02-07 : Largest IV spike — 26.5% change2024-02-27 : Highest IV Rank — 41.9%2024-02-27 : Largest Expected Move — 8.5%Monthly Statistics Metric Avg Min Max Open Close Price $24.10 $23.59 $24.40 $24.34 $24.30 Max Pain $21.00 $21.00 $21.00 $21.00 $21.00 ATM IV 22.3% 14.2% 29.7% 14.4% 29.3% Expected Move 6.7% 5.2% 8.5% 5.9% 8.4% HV 20d 15.3% 13.3% 16.6% 13.3% 16.0% HV 60d 15.4% 15.0% 15.8% 15.5% 15.0% IV Rank 26.1% 8.9% 41.9% 9.4% 40.9% IV Percentile 53.0% 6.3% 90.9% 7.5% 88.9% Term Structure -0.8% -11.1% 38.5% -2.2% -9.5% Skew 25d 1.4% 0.2% 2.3% 1.5% 0.9% Skew 10d 2.6% -5.8% 6.1% 0.4% 3.0% Call IV 25d 26.8% 20.8% 34.4% 22.6% 34.4% Put IV 25d 28.2% 22.4% 35.3% 24.1% 35.3% Bid-Ask Spread % 131.51 120.82 133.87 131.93 132.07 Gamma HHI 0.59 0.35 0.90 0.56 0.56 Net GEX -3.8K -8.6K -232 -3.7K -334 Net DEX 10.5K -1.2K 33.7K 9.1K -606 Net VEX -48 -81 -24 -59 -25 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 124.4 41 180 180 41
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 2024-02-01 $24.34 $21.00 14.4% 5.9% 13.3% 9.4% 0.0% 1.5% -2.2% -3.7K 9.1K -59 0.00 131.93 0 0 57 123 2024-02-02 $24.27 $21.00 14.2% 6.0% 13.3% 9.0% 0.0% 1.3% -2.5% -4.1K 9.5K -60 0.00 133.42 0 0 57 123 2024-02-05 $23.96 $21.00 14.2% 6.0% 13.9% 8.9% 0.0% 0.8% -3.1% -5.4K 17.0K -69 0.00 132.32 0 0 57 123 2024-02-06 $24.13 $21.00 15.8% 5.2% 14.3% 12.4% 0.0% 1.6% -2.4% -4.2K 10.7K -45 0.00 126.88 0 0 57 123 2024-02-07 $24.05 $21.00 20.0% 5.7% 13.5% 21.3% 0.0% 0.5% -2.9% -5.8K 15.1K -65 0.00 133.67 0 0 57 123 2024-02-08 $23.80 $21.00 20.0% 5.7% 13.7% 21.3% 0.0% 0.9% -3.0% -5.8K 21.5K -67 0.00 132.80 0 0 57 123 2024-02-09 $23.68 $21.00 22.4% 6.4% 13.8% 26.5% 0.0% 1.5% -4.1% -6.2K 25.3K -75 0.00 133.87 0 0 57 123 2024-02-12 $24.09 $21.00 22.2% 6.4% 15.3% 25.9% 0.0% 1.5% -2.1% -7.3K 12.5K -48 0.00 129.01 0 0 57 123 2024-02-13 $23.59 $21.00 23.4% 6.7% 16.2% 28.4% 0.0% 2.3% -5.0% -8.1K 33.7K -81 0.00 130.33 0 0 57 123 2024-02-14 $23.89 $21.00 22.4% 6.4% 16.0% 26.2% 0.0% 2.3% -5.0% -7.6K 22.0K -61 0.00 133.70 0 0 57 123 2024-02-15 $24.04 $21.00 19.5% 5.6% 16.1% 20.1% 0.0% 0.2% 38.3% -8.6K 11.7K -25 0.00 120.82 0 0 57 123 2024-02-16 $24.09 $21.00 22.1% 6.3% 16.0% 25.6% 0.0% 1.6% 38.5% -6.5K 20.0K -53 0.00 131.33 0 0 57 123 2024-02-20 $23.99 $21.00 22.9% 6.6% 16.0% 27.4% 0.0% 2.0% -4.0% -903 3.3K -43 0.00 133.53 0 0 4 37 2024-02-21 $24.02 $21.00 24.4% 7.0% 16.0% 30.7% 0.0% 2.3% -5.3% -816 2.4K -39 0.00 132.74 0 0 4 37 2024-02-22 $24.33 $21.00 26.2% 7.5% 16.6% 34.5% 0.0% 2.1% -4.9% -395 -360 -30 0.00 131.27 0 0 4 37 2024-02-23 $24.40 $21.00 27.2% 7.8% 16.6% 36.6% 0.0% 2.3% -6.5% -375 -396 -30 0.00 132.14 0 0 4 37 2024-02-26 $24.32 $21.00 26.1% 7.5% 16.4% 34.1% 0.0% 0.4% -8.9% -232 -1.2K -24 0.00 132.69 0 0 4 37 2024-02-27 $24.40 $21.00 29.7% 8.5% 16.4% 41.9% 0.0% 0.6% -10.9% -303 -858 -26 0.00 132.83 0 0 4 37 2024-02-28 $24.23 $21.00 29.7% 8.5% 16.5% 41.8% 0.0% 0.7% -11.1% -433 -112 -27 0.00 132.80 0 0 4 37 2024-02-29 $24.30 $21.00 29.3% 8.4% 16.0% 40.9% 0.0% 0.9% -9.5% -334 -606 -25 0.00 132.07 0 0 4 37
« Jan 2024 | All History | Mar 2024 » Home FTAG History February 2024