FTAG Options History — April 2024 In April 2024, FTAG traded between $24.73 and $26.14. ATM implied volatility averaged 25.5%, placing in the 31.5% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 13.1% (HV 20d: 12.5%). Max pain ranged from $23.00 to $26.00. Net GEX was positive for 7 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-04-26 : Highest Volume — 10 contracts2024-04-10 : Largest IV drop — 34.3% change2024-04-09 : Highest IV Rank — 42.8%2024-04-02 : Largest Expected Move — 8.0%Monthly Statistics Metric Avg Min Max Open Close Price $25.31 $24.73 $26.14 $25.52 $24.95 Max Pain $25.59 $23.00 $26.00 $23.00 $26.00 ATM IV 25.5% 20.4% 31.1% 27.7% 27.3% Expected Move 6.9% 5.6% 8.0% 7.9% 7.8% HV 20d 12.5% 9.7% 14.8% 12.4% 13.4% HV 60d 13.7% 13.1% 14.0% 13.6% 13.5% IV Rank 31.5% 21.2% 42.8% 35.8% 35.1% IV Percentile 72.3% 37.7% 93.3% 82.5% 82.1% Term Structure -3.7% -7.4% 34.3% -6.3% -7.4% VWIV 20.2% 18.9% 21.5% 18.9% 21.5% Skew 25d 2.2% 1.2% 3.1% 2.0% 1.2% Skew 10d 5.0% -16.4% 15.0% 5.6% 4.2% Call IV 25d 27.4% 22.8% 32.4% 30.5% 32.4% Put IV 25d 29.6% 24.5% 33.7% 32.5% 33.6% Bid-Ask Spread % 131.20 128.26 133.41 132.98 130.72 Gamma HHI 0.70 0.50 0.86 0.67 0.51 Net GEX -868 -2.5K 1.1K -1.4K 909 Net DEX 2.2K -5.5K 12.8K 4.4K -4.3K Net VEX -27 -50 -9 -50 -14 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.5 0 10 0 0 Total OI 31.136 5 42 42 15
Daily Data (22 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 2024-04-01 $25.52 $23.00 27.7% 7.9% 12.4% 35.8% 0.0% 2.0% -6.3% -1.4K 4.4K -50 0.00 132.98 0 0 4 38 2024-04-02 $25.55 $23.00 27.9% 8.0% 11.5% 36.3% 0.0% 2.6% -6.7% -1.5K 4.8K -49 0.00 132.91 0 0 4 38 2024-04-03 $25.82 $23.00 25.4% 7.3% 11.2% 31.1% 0.0% 2.6% -5.5% -998 510 -40 0.00 133.41 0 0 4 38 2024-04-04 $25.81 $26.00 26.8% 5.6% 10.1% 34.0% 0.0% 1.6% -3.7% -1.1K 1.3K -39 0.00 131.15 0 0 4 38 2024-04-05 $25.95 $26.00 27.1% 5.9% 9.8% 34.6% 0.0% 2.3% -4.2% -992 586 -38 0.00 131.80 0 0 4 38 2024-04-08 $26.00 $26.00 30.5% 6.1% 9.7% 41.7% 0.0% 2.1% -4.6% -1.1K 2.1K -38 0.00 132.37 0 0 4 38 2024-04-09 $26.14 $26.00 31.1% 6.1% 9.7% 42.8% 0.0% 2.1% -4.3% -944 617 -34 0.00 132.28 0 0 4 38 2024-04-10 $25.88 $26.00 20.4% 5.9% 10.6% 21.2% 0.0% 3.1% -4.1% -1.1K 2.2K -36 0.00 130.90 0 0 4 38 2024-04-11 $25.75 $26.00 21.2% 6.1% 11.0% 22.6% 0.0% 2.2% -4.4% -1.3K 3.9K -37 0.00 130.79 0 0 4 38 2024-04-12 $25.09 $26.00 22.6% 6.5% 14.5% 25.5% 0.0% 1.7% -6.3% -2.0K 9.6K -40 0.00 128.64 0 0 4 38 2024-04-15 $24.93 $26.00 23.3% 6.7% 14.5% 27.0% 0.0% 1.9% -7.0% -2.2K 9.9K -32 0.00 128.26 0 0 4 38 2024-04-16 $24.73 $26.00 25.0% 7.2% 14.8% 30.5% 0.0% 2.6% -6.9% -2.5K 12.8K -30 0.00 131.64 0 0 4 38 2024-04-17 $24.78 $26.00 23.7% 6.8% 14.8% 27.7% 0.0% 1.7% -5.3% -2.4K 9.9K -25 0.00 130.81 0 0 4 38 2024-04-18 $24.85 $26.00 24.1% 6.9% 13.8% 28.5% 0.0% 2.5% 34.3% -2.3K 8.1K -20 0.00 129.05 0 0 4 38 2024-04-19 $24.93 $26.00 24.9% 7.1% 13.8% 30.2% 18.9% 2.3% -4.9% -1.9K 3.9K -12 0.00 131.71 1 0 4 38 2024-04-22 $25.05 $26.00 24.8% 7.1% 13.8% 30.1% 0.0% 2.7% -4.2% 538 -3.6K -11 0.00 129.56 0 0 5 0 2024-04-23 $25.07 $26.00 24.8% 7.1% 13.7% 30.1% 0.0% 2.1% -4.1% 540 -3.7K -11 0.00 131.82 0 0 5 0 2024-04-24 $24.98 $26.00 26.0% 7.4% 13.8% 32.4% 0.0% 2.5% -5.8% 522 -3.5K -10 0.00 132.11 0 0 5 0 2024-04-25 $24.88 $26.00 25.6% 7.3% 12.5% 31.5% 0.0% 2.8% -6.4% 517 -3.1K -9 0.00 130.71 0 0 5 0 2024-04-26 $25.01 $26.00 25.1% 7.2% 12.5% 30.6% 21.5% 2.2% -6.1% 542 -3.3K -9 0.00 132.39 10 0 5 0 2024-04-29 $25.23 $26.00 26.8% 7.7% 12.9% 34.1% 0.0% 1.9% -7.0% 1.1K -5.5K -17 0.00 130.33 0 0 15 0 2024-04-30 $24.95 $26.00 27.3% 7.8% 13.4% 35.1% 0.0% 1.2% -7.4% 909 -4.3K -14 0.00 130.72 0 0 15 0
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