FTAG Options History — July 2024 In July 2024, FTAG traded between $23.77 and $25.02. ATM implied volatility averaged 25.7%, placing in the 31.8% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 12.9% (HV 20d: 12.8%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-07-10 : Largest IV drop — 32.6% change2024-07-09 : Highest IV Rank — 45.3%2024-07-03 : Largest Expected Move — 8.6%Monthly Statistics Metric Avg Min Max Open Close Price $24.46 $23.77 $25.02 $24.12 $24.86 ATM IV 25.7% 20.7% 32.3% 25.1% 26.4% Expected Move 7.0% 5.9% 8.6% 7.2% 7.6% HV 20d 12.8% 9.7% 15.3% 10.4% 14.4% HV 60d 11.6% 10.2% 12.3% 11.5% 11.9% IV Rank 31.8% 21.7% 45.3% 30.7% 33.2% IV Percentile 62.3% 27.8% 92.9% 67.1% 69.8% Term Structure -5.1% -9.9% -2.0% -5.3% -7.4% Skew 25d 1.3% 0.5% 2.4% 0.6% 0.9% Skew 10d 2.0% -11.9% 4.0% 3.3% 0.7% Call IV 25d 28.0% 22.1% 33.1% 32.5% 32.6% Put IV 25d 29.3% 24.5% 34.5% 33.1% 33.5% Bid-Ask Spread % 132.11 129.05 133.76 130.68 131.67 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 (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 2024-07-01 $24.12 $0.00 25.1% 7.2% 10.4% 30.7% 0.0% 0.6% -5.3% 0 0 0 0.00 130.68 0 0 0 0 2024-07-02 $24.13 $0.00 27.7% 7.9% 10.3% 35.8% 0.0% 0.9% -7.0% 0 0 0 0.00 133.63 0 0 0 0 2024-07-03 $24.29 $0.00 30.1% 8.6% 10.1% 40.7% 0.0% 1.4% -9.9% 0 0 0 0.00 133.41 0 0 0 0 2024-07-05 $24.18 $0.00 31.1% 5.9% 10.0% 42.8% 0.0% 0.8% -2.0% 0 0 0 0.00 132.59 0 0 0 0 2024-07-08 $24.09 $0.00 30.7% 6.2% 9.7% 42.0% 0.0% 1.2% -3.9% 0 0 0 0.00 133.27 0 0 0 0 2024-07-09 $23.91 $0.00 32.3% 6.2% 9.9% 45.3% 0.0% 1.1% -2.4% 0 0 0 0.00 133.69 0 0 0 0 2024-07-10 $23.77 $0.00 21.8% 6.2% 10.0% 23.9% 0.0% 1.2% -3.3% 0 0 0 0.00 133.76 0 0 0 0 2024-07-11 $24.16 $0.00 21.0% 6.0% 11.7% 22.3% 0.0% 1.4% -2.2% 0 0 0 0.00 132.24 0 0 0 0 2024-07-12 $24.43 $0.00 23.9% 6.9% 12.4% 28.3% 0.0% 0.5% -4.8% 0 0 0 0.00 133.01 0 0 0 0 2024-07-15 $24.38 $0.00 20.7% 5.9% 12.4% 21.7% 0.0% 2.4% -4.3% 0 0 0 0.00 132.96 0 0 0 0 2024-07-16 $24.70 $0.00 22.4% 6.4% 13.2% 25.2% 0.0% 1.2% -3.3% 0 0 0 0.00 129.75 0 0 0 0 2024-07-17 $25.02 $0.00 21.8% 6.3% 14.0% 24.0% 0.0% 1.9% -2.6% 0 0 0 0.00 131.81 0 0 0 0 2024-07-18 $24.81 $0.00 22.7% 6.5% 14.3% 25.8% 0.0% 1.2% -4.9% 0 0 0 0.00 130.39 0 0 0 0 2024-07-19 $24.50 $0.00 26.7% 7.6% 15.0% 33.8% 0.0% 2.1% -5.9% 0 0 0 0.00 132.20 0 0 0 0 2024-07-22 $24.76 $0.00 23.0% 6.6% 15.3% 26.4% 0.0% 0.6% -3.8% 0 0 0 0.00 132.13 0 0 0 0 2024-07-23 $24.53 $0.00 25.9% 7.4% 14.7% 32.3% 0.0% 0.9% -6.7% 0 0 0 0.00 131.21 0 0 0 0 2024-07-24 $24.42 $0.00 27.5% 7.9% 14.3% 35.6% 0.0% 0.8% -7.2% 0 0 0 0.00 132.30 0 0 0 0 2024-07-25 $24.74 $0.00 24.6% 7.0% 15.1% 29.5% 0.0% 2.4% -5.8% 0 0 0 0.00 129.05 0 0 0 0 2024-07-26 $24.90 $0.00 25.1% 7.2% 15.0% 30.6% 0.0% 1.5% -6.1% 0 0 0 0.00 133.25 0 0 0 0 2024-07-29 $24.75 $0.00 26.6% 7.6% 15.1% 33.6% 0.0% 1.4% -6.3% 0 0 0 0.00 130.09 0 0 0 0 2024-07-30 $24.78 $0.00 27.3% 7.8% 14.4% 35.2% 0.0% 2.2% -6.7% 0 0 0 0.00 133.24 0 0 0 0 2024-07-31 $24.86 $0.00 26.4% 7.6% 14.4% 33.2% 0.0% 0.9% -7.4% 0 0 0 0.00 131.67 0 0 0 0
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