FTAG Options History — March 2024 In March 2024, FTAG traded between $24.09 and $25.66. ATM implied volatility averaged 30.3%, placing in the 42.1% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 17.2% (HV 20d: 13.0%). Max pain ranged from $21.00 to $23.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-03-25 : Highest Volume — 38 contracts2024-03-13 : Largest IV drop — 61.9% change2024-03-12 : Highest IV Rank — 100.0%2024-03-01 : Largest Expected Move — 8.8%Monthly Statistics Metric Avg Min Max Open Close Price $24.84 $24.09 $25.66 $24.52 $25.66 Max Pain $22.50 $21.00 $23.00 $21.00 $23.00 ATM IV 30.3% 21.8% 59.3% 30.7% 24.6% Expected Move 6.7% 5.8% 8.8% 8.8% 7.1% HV 20d 13.0% 11.1% 15.9% 14.8% 12.3% HV 60d 14.1% 13.1% 15.6% 14.9% 13.7% IV Rank 42.1% 24.0% 100.0% 44.0% 29.6% IV Percentile 75.7% 47.6% 100.0% 93.7% 72.2% Term Structure -3.2% -8.9% -1.2% -8.9% -4.1% VWIV 35.3% 35.3% 35.3% 35.3% 35.3% Skew 25d 2.4% 1.4% 3.5% 2.4% 2.1% Skew 10d 3.9% -2.5% 5.8% 3.6% 3.8% Call IV 25d 25.3% 22.5% 34.1% 34.1% 27.2% Put IV 25d 27.7% 24.8% 36.5% 36.5% 29.3% Bid-Ask Spread % 134.41 131.96 135.78 132.24 133.71 Gamma HHI 0.66 0.38 1.00 0.51 0.64 Net GEX -206 -1.9K 446 -117 -1.2K Net DEX -1.1K -4.4K 8.7K -1.7K 1.8K Net VEX -24 -66 -14 -22 -49 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 1.95 0 38 0 0 Total OI 30.3 4 42 41 42
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 2024-03-01 $24.52 $21.00 30.7% 8.8% 14.8% 44.0% 0.0% 2.4% -8.9% -117 -1.7K -22 0.00 132.24 0 0 4 37 2024-03-04 $24.27 $0.00 34.3% 6.0% 15.3% 51.6% 0.0% 1.8% -2.3% -317 -629 -23 0.00 135.78 0 0 4 37 2024-03-05 $24.09 $0.00 32.3% 5.8% 14.8% 47.3% 0.0% 2.7% -1.2% -450 55 -23 0.00 135.08 0 0 4 37 2024-03-06 $24.50 $0.00 38.9% 6.4% 15.7% 61.5% 0.0% 1.9% -2.6% -206 -1.2K -21 0.00 135.58 0 0 4 37 2024-03-07 $24.72 $0.00 36.5% 6.0% 15.9% 56.4% 0.0% 2.5% -1.3% -19 -2.5K -20 0.00 135.07 0 0 4 37 2024-03-08 $24.66 $0.00 39.9% 6.6% 15.4% 63.6% 0.0% 2.3% -2.4% -58 -2.0K -20 0.00 135.49 0 1 4 37 2024-03-11 $24.70 $0.00 52.6% 6.5% 15.2% 90.7% 0.0% 3.4% -2.5% -132 -1.4K -19 0.00 134.18 0 0 4 38 2024-03-12 $24.66 $0.00 59.3% 6.6% 14.1% 100.0% 0.0% 2.3% -1.9% -100 -1.5K -18 0.00 134.87 0 0 4 38 2024-03-13 $24.73 $0.00 22.6% 6.5% 11.4% 25.5% 0.0% 2.5% -1.9% -15 -1.9K -17 0.00 135.51 0 0 4 38 2024-03-14 $24.54 $0.00 23.3% 6.7% 11.3% 26.9% 0.0% 2.4% -2.8% -317 -414 -17 0.00 133.77 0 0 4 38 2024-03-15 $24.70 $0.00 23.6% 6.8% 11.3% 27.7% 0.0% 2.6% -2.3% -433 -16 -15 0.00 135.10 0 0 4 38 2024-03-18 $24.79 $0.00 23.8% 6.8% 11.3% 28.1% 0.0% 3.2% -2.6% 381 -3.3K -14 0.00 135.04 0 0 4 0 2024-03-19 $24.84 $0.00 22.5% 6.4% 11.1% 25.3% 0.0% 2.8% -2.7% 387 -3.4K -15 0.00 135.18 0 0 4 0 2024-03-20 $25.20 $0.00 21.8% 6.3% 12.0% 24.0% 0.0% 3.5% -2.8% 422 -4.0K -15 0.00 134.55 0 0 4 0 2024-03-21 $25.31 $0.00 23.7% 6.8% 11.4% 27.7% 0.0% 1.5% -3.9% 446 -4.4K -16 0.00 134.13 0 0 4 0 2024-03-22 $25.16 $0.00 22.9% 6.6% 11.7% 26.2% 0.0% 1.4% -2.7% 436 -4.1K -15 0.00 132.92 0 0 4 0 2024-03-25 $25.09 $0.00 22.9% 6.6% 11.7% 26.1% 35.3% 1.7% -3.9% 442 -3.9K -14 0.00 133.84 0 38 4 0 2024-03-26 $25.13 $23.00 24.8% 7.1% 11.7% 30.0% 0.0% 1.9% -7.4% -1.9K 8.7K -66 0.00 134.24 0 0 4 38 2024-03-27 $25.52 $23.00 24.5% 7.0% 12.2% 29.4% 0.0% 2.6% -3.9% -1.4K 3.2K -53 0.00 131.96 0 0 4 38 2024-03-28 $25.66 $23.00 24.6% 7.1% 12.3% 29.6% 0.0% 2.1% -4.1% -1.2K 1.8K -49 0.00 133.71 0 0 4 38
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