FTAG Options History — September 2024

In September 2024, FTAG traded between $24.23 and $26.22. ATM implied volatility averaged 23.9%, placing in the 25.2% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 10.4% (HV 20d: 13.5%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 1.57.

Notable Days

2024-09-17: Highest Volume — 34,997 contracts
2024-09-20: Largest IV drop — 47.6% change
2024-09-10: Highest IV Rank — 51.1%
2024-09-16: Largest Expected Move — 8.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.07	$24.23	$26.22	$24.68	$26.06
Max Pain	$25.00	$25.00	$25.00	$25.00	$25.00
ATM IV	23.9%	12.0%	38.3%	26.8%	18.9%
Expected Move	6.2%	3.5%	8.2%	7.7%	5.4%
HV 20d	13.5%	12.4%	14.5%	13.4%	14.5%
HV 60d	15.4%	15.0%	15.7%	15.0%	15.7%
IV Rank	25.2%	3.7%	51.1%	30.3%	16.0%
IV Percentile	46.0%	1.6%	93.7%	68.7%	13.5%
Term Structure	-0.9%	-6.5%	11.8%	-6.3%	2.4%
VWIV	18.3%	9.7%	32.7%	32.7%	23.6%
Skew 25d	0.3%	-12.3%	11.3%	2.0%	1.4%
Skew 10d	6.6%	-6.4%	46.9%	5.5%	3.1%
Call IV 25d	24.5%	17.3%	32.5%	31.7%	20.5%
Put IV 25d	24.8%	10.3%	35.8%	33.7%	21.9%
Bid-Ask Spread %	127.17	111.76	136.37	131.63	116.27
Gamma HHI	1.00	0.98	1.00	1.00	1.00
Net GEX	-147.7K	-1.8M	24.7K	0	14.3K
Net DEX	-40.1K	-1.5M	1.1M	0	-227.0K
Net VEX	-252	-2.0K	0	0	-142
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.57	0.00	6.00	3.38	0.00
Total Volume	2,037.95	0	34,997	0	1
Total OI	637.05	0	3,770	0	104

Daily Data (20 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
2024-09-03	$24.68	$0.00	26.8%	7.7%	13.4%	30.3%	0.0%	2.0%	-6.3%	0	0	0	0.00	131.63	0	0	0	0
2024-09-04	$24.77	$0.00	27.6%	7.9%	13.3%	31.8%	0.0%	3.3%	-6.5%	0	0	0	0.00	133.59	0	0	0	0
2024-09-05	$24.68	$0.00	28.5%	6.2%	13.5%	33.4%	0.0%	1.4%	-2.0%	0	0	0	0.00	134.01	0	0	0	0
2024-09-06	$24.43	$0.00	34.6%	7.1%	13.9%	44.5%	0.0%	1.1%	-3.1%	0	0	0	0.00	133.56	0	0	0	0
2024-09-09	$24.50	$0.00	38.1%	7.3%	13.9%	50.8%	0.0%	2.1%	-3.4%	0	0	0	0.00	134.20	0	0	0	0
2024-09-10	$24.25	$0.00	38.3%	6.8%	14.4%	51.1%	0.0%	1.4%	-2.8%	0	0	0	0.00	135.02	0	0	0	0
2024-09-11	$24.23	$0.00	24.1%	6.9%	14.3%	25.6%	0.0%	1.2%	-2.8%	0	0	0	0.00	133.29	0	0	0	0
2024-09-12	$24.41	$0.00	25.2%	7.2%	14.4%	27.4%	0.0%	0.8%	-3.4%	0	0	0	0.00	134.31	0	0	0	0
2024-09-13	$24.70	$0.00	23.5%	6.7%	13.7%	24.5%	0.0%	1.9%	-2.6%	0	0	0	0.00	135.26	0	0	0	0
2024-09-16	$24.75	$0.00	28.6%	8.2%	12.6%	33.6%	32.7%	0.7%	-3.3%	0	0	0	0.00	132.54	0	4,345	0	0
2024-09-17	$24.94	$25.00	23.7%	6.8%	12.8%	24.7%	0.0%	1.1%	-4.0%	-423.8K	1.1M	-776	3.38	134.68	7,986	27,011	0	855
2024-09-18	$25.11	$25.00	24.0%	6.9%	12.7%	25.3%	0.0%	2.2%	-2.6%	-1.8M	775.9K	-2.0K	6.00	136.37	1	6	602	3,168
2024-09-19	$25.55	$25.00	23.0%	6.6%	13.5%	23.4%	0.0%	1.4%	-3.5%	-858.3K	1.2K	-1.2K	0.00	127.55	500	0	602	3,162
2024-09-20	$25.48	$25.00	12.0%	3.5%	13.5%	3.7%	9.7%	11.3%	11.8%	-704	-1.5M	-13	0.00	116.29	664	0	602	3,162
2024-09-23	$25.54	$25.00	16.5%	4.7%	12.4%	11.8%	0.0%	-5.1%	2.9%	20.3K	-156.3K	-185	0.00	114.36	0	0	83	3
2024-09-24	$25.75	$25.00	15.2%	4.4%	12.7%	9.4%	14.6%	0.0%	3.0%	18.9K	-157.4K	-174	0.01	115.70	241	2	83	3
2024-09-25	$25.55	$25.00	14.8%	4.2%	13.1%	8.6%	11.1%	-5.5%	3.7%	24.7K	-204.3K	-188	0.00	111.76	2	0	103	1
2024-09-26	$25.89	$25.00	17.7%	5.1%	13.7%	13.8%	0.0%	-12.3%	4.1%	15.7K	-209.5K	-188	0.00	118.60	0	0	103	1
2024-09-27	$26.22	$25.00	17.8%	5.1%	14.2%	14.1%	0.0%	-4.9%	1.2%	12.5K	-235.9K	-139	0.00	114.47	0	0	103	1
2024-09-30	$26.06	$25.00	18.9%	5.4%	14.5%	16.0%	23.6%	1.4%	2.4%	14.3K	-227.0K	-142	0.00	116.27	0	1	103	1