FTAG Options History — August 2024 In August 2024, FTAG traded between $23.29 and $25.11. ATM implied volatility averaged 34.0%, placing in the 44.1% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 15.7% (HV 20d: 18.3%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2024-08-05 : Largest IV spike — 68.3% change2024-08-06 : Highest IV Rank — 100.0%2024-08-06 : Largest Expected Move — 10.8%Monthly Statistics Metric Avg Min Max Open Close Price $24.20 $23.29 $25.11 $24.16 $25.11 ATM IV 34.0% 21.7% 65.3% 28.8% 23.9% Expected Move 7.3% 6.2% 10.8% 8.2% 6.9% HV 20d 18.3% 13.3% 19.8% 17.7% 13.3% HV 60d 14.3% 13.2% 14.9% 13.2% 14.7% IV Rank 44.1% 21.2% 100.0% 38.1% 25.1% IV Percentile 64.2% 25.8% 100.0% 82.5% 45.2% Term Structure -1.8% -10.3% 39.0% -9.0% -2.7% Skew 25d 2.8% 0.4% 8.3% 0.4% 1.2% Skew 10d 6.7% 2.4% 24.6% 6.8% 3.0% Call IV 25d 28.9% 24.4% 45.6% 35.2% 28.8% Put IV 25d 31.7% 26.7% 52.3% 35.6% 30.0% Bid-Ask Spread % 134.76 128.44 149.46 128.44 132.97 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 2024-08-01 $24.16 $0.00 28.8% 8.2% 17.7% 38.1% 0.0% 0.4% -9.0% 0 0 0 0.00 128.44 0 0 0 0 2024-08-02 $23.70 $0.00 31.4% 9.0% 18.9% 43.4% 0.0% 5.5% -10.3% 0 0 0 0.00 130.95 0 0 0 0 2024-08-05 $23.30 $0.00 52.9% 9.7% 19.8% 87.0% 0.0% 8.3% -7.0% 0 0 0 0.00 139.55 0 0 0 0 2024-08-06 $23.29 $0.00 65.3% 10.8% 19.6% 100.0% 0.0% 6.7% -4.6% 0 0 0 0.00 149.46 0 0 0 0 2024-08-07 $23.34 $0.00 42.7% 7.6% 19.6% 59.2% 0.0% 3.4% -5.6% 0 0 0 0.00 131.59 0 0 0 0 2024-08-08 $23.60 $0.00 55.8% 8.6% 19.1% 82.8% 0.0% 3.5% -3.3% 0 0 0 0.00 142.73 0 0 0 0 2024-08-09 $23.61 $0.00 45.2% 6.7% 18.5% 63.7% 0.0% 2.5% -3.2% 0 0 0 0.00 134.22 0 0 0 0 2024-08-12 $23.52 $0.00 57.1% 6.3% 18.6% 85.1% 0.0% 2.7% -2.1% 0 0 0 0.00 134.40 0 0 0 0 2024-08-13 $23.70 $0.00 63.3% 6.4% 18.1% 96.3% 0.0% 3.0% -2.2% 0 0 0 0.00 133.73 0 0 0 0 2024-08-14 $23.68 $0.00 21.8% 6.3% 17.2% 21.4% 0.0% 2.3% -1.6% 0 0 0 0.00 134.50 0 0 0 0 2024-08-15 $24.10 $0.00 21.9% 6.3% 18.5% 21.5% 0.0% 2.3% 39.0% 0 0 0 0.00 134.00 0 0 0 0 2024-08-16 $24.48 $0.00 23.9% 6.8% 19.0% 25.1% 0.0% 2.3% -1.1% 0 0 0 0.00 133.42 0 0 0 0 2024-08-19 $24.52 $0.00 22.9% 6.6% 18.6% 23.3% 0.0% 2.3% -1.7% 0 0 0 0.00 134.83 0 0 0 0 2024-08-20 $24.36 $0.00 24.7% 7.1% 18.4% 26.5% 0.0% 1.6% -3.6% 0 0 0 0.00 133.87 0 0 0 0 2024-08-21 $24.62 $0.00 23.2% 6.7% 18.7% 23.9% 0.0% 2.6% -1.6% 0 0 0 0.00 133.57 0 0 0 0 2024-08-22 $24.52 $0.00 23.6% 6.8% 18.2% 24.6% 0.0% 1.4% -2.3% 0 0 0 0.00 134.22 0 0 0 0 2024-08-23 $24.91 $0.00 21.7% 6.2% 18.9% 21.2% 0.0% 2.3% -2.4% 0 0 0 0.00 132.23 0 0 0 0 2024-08-26 $24.95 $0.00 23.5% 6.7% 18.8% 24.3% 0.0% 1.7% -3.0% 0 0 0 0.00 134.65 0 0 0 0 2024-08-27 $24.93 $0.00 23.9% 6.9% 18.8% 25.2% 0.0% 1.8% -3.3% 0 0 0 0.00 134.48 0 0 0 0 2024-08-28 $24.91 $0.00 24.5% 7.0% 18.8% 26.1% 0.0% 2.0% -3.4% 0 0 0 0.00 133.94 0 0 0 0 2024-08-29 $25.02 $0.00 25.0% 7.2% 15.5% 27.1% 0.0% 2.1% -3.7% 0 0 0 0.00 132.90 0 0 0 0 2024-08-30 $25.11 $0.00 23.9% 6.9% 13.3% 25.1% 0.0% 1.2% -2.7% 0 0 0 0.00 132.97 0 0 0 0
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