FTAG Options History — October 2024 In October 2024, FTAG traded between $24.66 and $26.09. ATM implied volatility averaged 20.6%, placing in the 19.1% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 9.4% (HV 20d: 11.2%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 14 of 23 trading days. Term structure was in contango for 11 of 23 days.
Notable Days 2024-10-16 : Largest IV drop — 40.0% change2024-10-14 : Highest IV Rank — 26.8%2024-10-14 : Largest Expected Move — 7.1%Monthly Statistics Metric Avg Min Max Open Close Price $25.27 $24.66 $26.09 $26.09 $24.76 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 20.6% 14.8% 24.9% 19.5% 21.0% Expected Move 6.1% 4.2% 7.1% 5.6% 6.0% HV 20d 11.2% 7.4% 13.1% 12.7% 9.1% HV 60d 14.4% 12.4% 15.7% 15.7% 12.4% IV Rank 19.1% 8.7% 26.8% 17.2% 19.8% IV Percentile 26.4% 7.9% 59.1% 15.9% 26.6% Term Structure -1.5% -7.0% 6.0% 1.2% 2.0% Skew 25d 2.4% 0.2% 4.1% 2.6% 2.2% Skew 10d 3.9% 1.7% 5.8% 4.4% 2.7% Call IV 25d 22.5% 19.4% 26.8% 20.1% 23.0% Put IV 25d 24.9% 20.1% 28.5% 22.8% 25.2% Bid-Ask Spread % 122.41 114.04 128.83 114.04 114.48 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 15.8K 0 45.9K 14.4K 0 Net DEX -117.8K -229.8K 0 -225.5K 0 Net VEX -68 -155 0 -140 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 62.696 0 103 103 0
Daily Data (23 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 2024-10-01 $26.09 $25.00 19.5% 5.6% 12.7% 17.2% 0.0% 2.6% 1.2% 14.4K -225.5K -140 0.00 114.04 0 0 103 0 2024-10-02 $26.04 $25.00 18.8% 5.4% 12.8% 15.9% 0.0% 1.8% 3.4% 14.8K -229.8K -133 0.00 115.57 0 0 103 0 2024-10-03 $25.84 $0.00 18.4% 6.5% 13.1% 15.2% 0.0% 3.4% -4.3% 17.0K -208.5K -155 0.00 128.78 0 0 103 0 2024-10-04 $25.82 $0.00 20.6% 6.4% 12.3% 19.1% 0.0% 3.2% -4.2% 17.2K -206.7K -150 0.00 127.91 0 0 103 0 2024-10-07 $25.62 $0.00 18.4% 6.4% 12.9% 15.2% 0.0% 2.6% -4.2% 21.0K -197.3K -143 0.00 128.13 0 0 103 0 2024-10-08 $25.46 $0.00 20.8% 7.0% 12.4% 19.6% 0.0% 3.3% -5.4% 23.0K -182.0K -153 0.00 128.25 0 0 103 0 2024-10-09 $25.50 $0.00 24.2% 6.9% 12.4% 25.7% 0.0% 4.0% -5.5% 24.1K -189.9K -138 0.00 128.72 0 0 103 0 2024-10-10 $25.49 $0.00 24.2% 6.9% 12.3% 25.6% 0.0% 4.1% -5.4% 24.6K -189.6K -130 0.00 125.13 0 0 103 0 2024-10-11 $25.63 $0.00 22.3% 6.4% 11.8% 22.1% 0.0% 3.9% -4.4% 23.4K -209.4K -107 0.00 128.19 0 0 103 0 2024-10-14 $25.47 $0.00 24.9% 7.1% 12.2% 26.8% 0.0% 3.4% -5.9% 27.3K -192.0K -93 0.00 128.83 0 0 103 0 2024-10-15 $25.23 $0.00 24.7% 7.1% 12.5% 26.5% 0.0% 2.6% -7.0% 33.8K -164.9K -88 0.00 128.42 0 0 103 0 2024-10-16 $25.36 $0.00 14.8% 4.2% 12.4% 8.7% 0.0% 0.5% 6.0% 32.5K -184.0K -66 0.00 123.89 0 0 103 0 2024-10-17 $25.16 $0.00 19.8% 5.7% 11.0% 17.7% 0.0% 0.2% -3.9% 45.9K -161.4K -53 0.00 128.74 0 0 103 0 2024-10-18 $25.20 $0.00 24.7% 7.1% 11.0% 26.5% 0.0% 1.7% -4.0% 45.3K -168.7K -11 0.00 128.67 0 0 103 0 2024-10-21 $25.02 $0.00 18.1% 5.2% 11.2% 14.7% 0.0% 1.3% 1.7% 0 0 0 0.00 116.11 0 0 0 0 2024-10-22 $24.93 $0.00 19.0% 5.5% 10.7% 16.3% 0.0% 2.8% 1.9% 0 0 0 0.00 118.43 0 0 0 0 2024-10-23 $24.81 $0.00 18.0% 5.1% 10.5% 14.4% 0.0% 2.5% 2.0% 0 0 0 0.00 118.25 0 0 0 0 2024-10-24 $24.86 $0.00 19.4% 5.6% 9.1% 16.9% 0.0% 1.9% 1.5% 0 0 0 0.00 116.75 0 0 0 0 2024-10-25 $24.68 $0.00 18.7% 5.4% 7.4% 15.8% 0.0% 0.5% 1.0% 0 0 0 0.00 116.97 0 0 0 0 2024-10-28 $24.92 $0.00 20.8% 6.0% 8.6% 19.6% 0.0% 2.7% 0.5% 0 0 0 0.00 118.86 0 0 0 0 2024-10-29 $24.66 $0.00 21.4% 6.1% 9.0% 20.6% 0.0% 1.0% -0.6% 0 0 0 0.00 115.81 0 0 0 0 2024-10-30 $24.69 $0.00 20.9% 6.0% 9.1% 19.6% 0.0% 2.4% 0.2% 0 0 0 0.00 116.46 0 0 0 0 2024-10-31 $24.76 $0.00 21.0% 6.0% 9.1% 19.8% 0.0% 2.2% 2.0% 0 0 0 0.00 114.48 0 0 0 0
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