FTAG Options History — June 2024 In June 2024, FTAG traded between $24.40 and $25.14. ATM implied volatility averaged 26.4%, placing in the 33.3% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 16.3% (HV 20d: 10.2%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2024-06-12 : Largest IV drop — 32.5% change2024-06-11 : Highest IV Rank — 50.4%2024-06-27 : Largest Expected Move — 8.0%Monthly Statistics Metric Avg Min Max Open Close Price $24.76 $24.40 $25.14 $25.14 $24.40 ATM IV 26.4% 23.5% 34.9% 25.2% 27.8% Expected Move 7.1% 5.8% 8.0% 7.2% 8.0% HV 20d 10.2% 9.2% 11.1% 10.4% 10.2% HV 60d 11.6% 11.3% 11.9% 11.5% 11.3% IV Rank 33.3% 27.4% 50.4% 30.9% 36.0% IV Percentile 72.0% 53.6% 95.2% 69.4% 80.2% Term Structure -4.1% -7.6% -1.2% -6.0% -7.6% Skew 25d 2.0% 0.8% 2.9% 1.6% 0.8% Skew 10d 3.8% 2.2% 4.5% 4.4% 3.8% Call IV 25d 27.4% 23.2% 32.2% 30.9% 29.8% Put IV 25d 29.4% 25.3% 34.1% 32.5% 30.6% Bid-Ask Spread % 134.38 131.71 136.67 131.71 131.98 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (19 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 2024-06-03 $25.14 $0.00 25.2% 7.2% 10.4% 30.9% 0.0% 1.6% -6.0% 0 0 0 0.00 131.71 0 0 0 0 2024-06-04 $24.84 $0.00 26.2% 7.5% 11.1% 32.8% 0.0% 2.0% -6.9% 0 0 0 0.00 133.25 0 0 0 0 2024-06-05 $24.90 $0.00 26.4% 7.6% 10.7% 33.2% 0.0% 1.9% -6.4% 0 0 0 0.00 133.52 0 0 0 0 2024-06-06 $25.04 $0.00 26.5% 5.8% 10.8% 33.5% 0.0% 2.1% -1.2% 0 0 0 0.00 136.67 0 0 0 0 2024-06-07 $24.92 $0.00 28.2% 5.9% 10.2% 36.8% 0.0% 1.7% -2.1% 0 0 0 0.00 135.46 0 0 0 0 2024-06-10 $24.86 $0.00 30.3% 6.3% 10.2% 41.3% 0.0% 1.9% -2.4% 0 0 0 0.00 136.45 0 0 0 0 2024-06-11 $24.68 $0.00 34.9% 6.5% 10.3% 50.4% 0.0% 1.8% -2.5% 0 0 0 0.00 135.25 0 0 0 0 2024-06-12 $24.77 $0.00 23.5% 6.7% 9.9% 27.4% 0.0% 0.8% -2.7% 0 0 0 0.00 132.29 0 0 0 0 2024-06-13 $24.68 $0.00 23.7% 6.8% 9.8% 27.7% 0.0% 2.2% -4.0% 0 0 0 0.00 133.92 0 0 0 0 2024-06-14 $24.59 $0.00 23.6% 6.8% 9.4% 27.6% 0.0% 2.4% -3.3% 0 0 0 0.00 134.64 0 0 0 0 2024-06-17 $24.62 $0.00 24.2% 6.9% 9.2% 28.9% 0.0% 2.7% -2.9% 0 0 0 0.00 134.40 0 0 0 0 2024-06-18 $24.70 $0.00 24.6% 7.1% 9.2% 29.7% 0.0% 1.8% -3.4% 0 0 0 0.00 134.97 0 0 0 0 2024-06-20 $24.77 $0.00 25.0% 7.2% 9.3% 30.4% 0.0% 2.1% -2.4% 0 0 0 0.00 135.39 0 0 0 0 2024-06-21 $24.64 $0.00 26.4% 7.6% 9.3% 33.2% 0.0% 2.0% -3.9% 0 0 0 0.00 135.54 0 0 0 0 2024-06-24 $25.01 $0.00 24.4% 7.0% 10.6% 29.3% 0.0% 2.2% -4.3% 0 0 0 0.00 135.13 0 0 0 0 2024-06-25 $24.75 $0.00 26.5% 7.6% 11.1% 33.4% 0.0% 1.8% -5.5% 0 0 0 0.00 134.65 0 0 0 0 2024-06-26 $24.66 $0.00 27.1% 7.8% 11.1% 34.6% 0.0% 2.9% -4.7% 0 0 0 0.00 133.84 0 0 0 0 2024-06-27 $24.49 $0.00 28.0% 8.0% 10.2% 36.5% 0.0% 2.5% -6.4% 0 0 0 0.00 134.10 0 0 0 0 2024-06-28 $24.40 $0.00 27.8% 8.0% 10.2% 36.0% 0.0% 0.8% -7.6% 0 0 0 0.00 131.98 0 0 0 0
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