FTAG Options History — May 2024 In May 2024, FTAG traded between $24.84 and $25.82. ATM implied volatility averaged 29.1%, placing in the 38.8% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 17.6% (HV 20d: 11.5%). Max pain ranged from $26.00 to $26.00. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2024-05-15 : Largest IV drop — 61.7% change2024-05-14 : Highest IV Rank — 82.1%2024-05-03 : Largest Expected Move — 8.9%Monthly Statistics Metric Avg Min Max Open Close Price $25.41 $24.84 $25.82 $24.84 $25.09 Max Pain $26.00 $26.00 $26.00 $26.00 $26.00 ATM IV 29.1% 19.3% 50.4% 27.6% 23.9% Expected Move 6.5% 5.5% 8.9% 7.9% 6.9% HV 20d 11.5% 9.6% 14.0% 12.7% 10.6% HV 60d 12.3% 11.6% 13.4% 13.2% 11.6% IV Rank 38.8% 18.9% 82.1% 35.6% 28.2% IV Percentile 69.9% 27.4% 99.2% 82.1% 58.7% Term Structure -2.8% -11.3% 37.6% -8.2% -5.2% Skew 25d 1.7% 0.6% 2.9% 1.9% 1.9% Skew 10d 3.9% 2.1% 6.6% 3.8% 5.3% Call IV 25d 25.7% 21.6% 34.2% 32.4% 29.0% Put IV 25d 27.5% 23.2% 35.7% 34.3% 30.9% Bid-Ask Spread % 133.73 129.04 136.04 129.95 134.01 Gamma HHI 0.54 0.50 1.00 0.51 1.00 Net GEX 666 0 1.4K 840 0 Net DEX -3.3K -7.3K 0 -3.8K 0 Net VEX -6 -15 0 -12 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 8.864 0 15 15 0
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 2024-05-01 $24.84 $26.00 27.6% 7.9% 12.7% 35.6% 0.0% 1.9% -8.2% 840 -3.8K -12 0.00 129.95 0 0 15 0 2024-05-02 $25.14 $26.00 26.4% 7.6% 13.6% 33.3% 0.0% 1.4% -6.6% 1.0K -4.6K -13 0.00 129.04 0 0 15 0 2024-05-03 $25.28 $26.00 31.0% 8.9% 13.6% 42.6% 0.0% 1.6% -11.3% 1.1K -5.8K -15 0.00 130.60 0 0 15 0 2024-05-06 $25.36 $0.00 34.8% 6.3% 13.7% 50.3% 0.0% 0.6% -4.8% 1.2K -6.0K -14 0.00 135.03 0 0 15 0 2024-05-07 $25.56 $0.00 34.1% 5.7% 13.9% 49.0% 0.0% 2.2% -2.7% 1.3K -6.6K -14 0.00 134.29 0 0 15 0 2024-05-08 $25.41 $0.00 38.3% 6.3% 13.6% 57.5% 0.0% 1.6% -4.3% 1.2K -6.1K -13 0.00 135.25 0 0 15 0 2024-05-09 $25.66 $0.00 36.6% 5.5% 14.0% 54.0% 0.0% 2.4% -1.9% 1.3K -6.8K -12 0.00 133.65 0 0 15 0 2024-05-10 $25.57 $0.00 39.9% 5.8% 10.3% 60.7% 0.0% 1.4% -2.2% 1.3K -6.4K -11 0.00 134.54 0 0 15 0 2024-05-13 $25.59 $0.00 50.4% 5.6% 9.9% 82.0% 0.0% 1.8% -3.1% 1.3K -6.1K -8 0.00 133.82 0 0 15 0 2024-05-14 $25.80 $0.00 50.4% 5.8% 9.6% 82.1% 0.0% 1.3% -3.4% 1.4K -6.7K -7 0.00 135.26 0 0 15 0 2024-05-15 $25.82 $0.00 19.3% 5.5% 9.6% 18.9% 0.0% 0.8% -3.2% 1.4K -7.3K -7 0.00 134.88 0 0 15 0 2024-05-16 $25.57 $0.00 21.6% 6.2% 10.4% 23.4% 0.0% 1.1% 37.6% 1.3K -6.2K -4 0.00 134.88 0 0 15 0 2024-05-17 $25.70 $0.00 20.3% 5.8% 10.5% 20.9% 0.0% 1.6% -3.3% 4 0 0 0.00 135.27 0 0 15 0 2024-05-20 $25.78 $0.00 20.4% 5.8% 10.5% 21.1% 0.0% 1.7% -3.0% 0 0 0 0.00 135.35 0 0 0 0 2024-05-21 $25.68 $0.00 20.7% 5.9% 10.6% 21.8% 0.0% 1.7% -3.2% 0 0 0 0.00 134.26 0 0 0 0 2024-05-22 $25.57 $0.00 21.9% 6.3% 10.7% 24.1% 0.0% 2.1% -3.1% 0 0 0 0.00 132.76 0 0 0 0 2024-05-23 $25.32 $0.00 24.1% 6.9% 11.2% 28.6% 0.0% 1.3% -4.6% 0 0 0 0.00 132.41 0 0 0 0 2024-05-24 $25.32 $0.00 24.5% 7.0% 11.1% 29.5% 0.0% 2.0% -4.2% 0 0 0 0.00 133.89 0 0 0 0 2024-05-28 $25.19 $0.00 25.2% 7.2% 10.9% 30.8% 0.0% 1.6% -8.7% 0 0 0 0.00 132.74 0 0 0 0 2024-05-29 $24.84 $0.00 24.0% 6.9% 11.3% 28.4% 0.0% 2.9% -5.3% 0 0 0 0.00 134.22 0 0 0 0 2024-05-30 $24.93 $0.00 25.5% 7.3% 11.2% 31.5% 0.0% 2.9% -6.4% 0 0 0 0.00 136.04 0 0 0 0 2024-05-31 $25.09 $0.00 23.9% 6.9% 10.6% 28.2% 0.0% 1.9% -5.2% 0 0 0 0.00 134.01 0 0 0 0
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