FTAG Options History — November 2024 In November 2024, FTAG traded between $23.12 and $24.99. ATM implied volatility averaged 48.2%, placing in the 69.0% IV rank vs the trailing year. The 30-day expected move averaged 15.6%. IV traded above realized volatility by 31.8% (HV 20d: 16.4%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 5 of 20 days.
Notable Days 2024-11-13 : Largest IV spike — 53.1% change2024-11-27 : Highest IV Rank — 100.0%2024-11-27 : Largest Expected Move — 18.7%Monthly Statistics Metric Avg Min Max Open Close Price $24.00 $23.12 $24.99 $24.80 $24.73 ATM IV 48.2% 23.0% 65.3% 23.0% 60.2% Expected Move 15.6% 6.6% 18.7% 6.6% 17.3% HV 20d 16.4% 9.2% 22.4% 9.2% 22.4% HV 60d 14.1% 12.2% 15.9% 12.2% 15.9% IV Rank 69.0% 23.5% 100.0% 23.5% 90.8% IV Percentile 89.8% 40.1% 100.0% 40.1% 98.0% Term Structure -2.6% -7.1% 2.5% -0.3% 2.5% Skew 25d 74.8% 0.2% 98.9% 0.2% 98.9% Skew 10d 89.8% 1.7% 123.5% 1.7% 114.9% Call IV 25d 33.7% 24.9% 39.4% 24.9% 34.0% Put IV 25d 108.5% 25.1% 132.9% 25.1% 132.9% Bid-Ask Spread % 152.59 114.30 178.04 114.30 149.54 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 (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 2024-11-01 $24.80 $0.00 23.0% 6.6% 9.2% 23.5% 0.0% 0.2% -0.3% 0 0 0 0.00 114.30 0 0 0 0 2024-11-04 $24.99 $0.00 23.8% 13.1% 9.5% 24.9% 0.0% 59.8% -3.0% 0 0 0 0.00 144.42 0 0 0 0 2024-11-05 $24.99 $0.00 26.5% 13.2% 9.3% 29.8% 0.0% 60.4% -3.7% 0 0 0 0.00 145.95 0 0 0 0 2024-11-06 $24.28 $0.00 35.5% 14.9% 13.5% 46.1% 0.0% 63.1% -5.8% 0 0 0 0.00 178.04 0 0 0 0 2024-11-07 $24.39 $0.00 37.7% 15.2% 13.7% 50.0% 0.0% 63.4% -6.5% 0 0 0 0.00 156.81 0 0 0 0 2024-11-08 $23.89 $0.00 30.9% 14.8% 14.9% 37.8% 0.0% 65.6% -5.8% 0 0 0 0.00 149.29 0 0 0 0 2024-11-11 $23.95 $0.00 37.8% 15.2% 15.0% 50.2% 0.0% 67.9% -6.1% 0 0 0 0.00 143.66 0 0 0 0 2024-11-12 $23.79 $0.00 37.2% 14.5% 14.9% 49.2% 0.0% 69.3% -4.3% 0 0 0 0.00 156.10 0 0 0 0 2024-11-13 $23.12 $0.00 57.0% 16.3% 17.1% 84.9% 0.0% 72.5% -7.1% 0 0 0 0.00 156.36 0 0 0 0 2024-11-14 $23.20 $0.00 58.1% 16.7% 17.3% 86.9% 0.0% 73.2% -4.7% 0 0 0 0.00 155.19 0 0 0 0 2024-11-15 $23.21 $0.00 59.3% 17.0% 17.2% 89.2% 0.0% 74.2% -5.8% 0 0 0 0.00 156.14 0 0 0 0 2024-11-18 $23.30 $0.00 58.7% 16.8% 17.4% 88.0% 0.0% 85.3% 0.0% 0 0 0 0.00 154.86 0 0 0 0 2024-11-19 $23.36 $0.00 59.5% 17.1% 17.6% 89.5% 0.0% 86.9% -0.0% 0 0 0 0.00 155.92 0 0 0 0 2024-11-20 $23.41 $0.00 60.9% 17.5% 17.6% 91.9% 0.0% 87.9% -0.3% 0 0 0 0.00 153.84 0 0 0 0 2024-11-21 $23.78 $0.00 55.9% 16.0% 18.8% 83.0% 0.0% 88.3% 0.8% 0 0 0 0.00 156.17 0 0 0 0 2024-11-22 $24.00 $0.00 57.7% 16.5% 19.1% 86.2% 0.0% 95.2% 0.7% 0 0 0 0.00 156.53 0 0 0 0 2024-11-25 $24.53 $0.00 54.9% 15.7% 20.5% 81.2% 0.0% 91.7% 1.8% 0 0 0 0.00 156.55 0 0 0 0 2024-11-26 $24.11 $0.00 64.2% 18.4% 21.0% 97.9% 0.0% 95.7% -2.7% 0 0 0 0.00 156.78 0 0 0 0 2024-11-27 $24.23 $0.00 65.3% 18.7% 21.1% 100.0% 0.0% 97.0% -1.9% 0 0 0 0.00 155.26 0 0 0 0 2024-11-29 $24.73 $0.00 60.2% 17.3% 22.4% 90.8% 0.0% 98.9% 2.5% 0 0 0 0.00 149.54 0 0 0 0
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