FTAG Options History — December 2024 In December 2024, FTAG traded between $23.01 and $24.47. ATM implied volatility averaged 45.4%, placing in the 46.6% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 27.0% (HV 20d: 18.4%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 6 of 21 days.
Notable Days 2024-12-13 : Largest IV drop — 58.0% change2024-12-02 : Highest IV Rank — 100.0%2024-12-04 : Largest Expected Move — 22.0%Monthly Statistics Metric Avg Min Max Open Close Price $23.74 $23.01 $24.47 $24.37 $23.08 ATM IV 45.4% 18.4% 94.9% 73.0% 20.1% Expected Move 11.1% 5.3% 22.0% 20.9% 5.8% HV 20d 18.4% 12.7% 23.0% 23.0% 12.7% HV 60d 15.9% 15.3% 16.3% 16.0% 15.8% IV Rank 46.6% 9.9% 100.0% 100.0% 11.9% IV Percentile 60.1% 10.7% 100.0% 100.0% 16.7% Term Structure -2.1% -5.2% 3.0% -3.1% 2.6% Skew 25d 37.0% -1.1% 118.1% 118.1% 1.0% Skew 10d 45.1% 1.4% 151.3% 151.3% 1.4% Call IV 25d 29.1% 19.0% 39.8% 35.3% 22.6% Put IV 25d 66.1% 22.0% 157.2% 153.4% 23.7% Bid-Ask Spread % 135.98 117.21 157.47 156.50 118.59 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 (21 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 2024-12-02 $24.37 $0.00 73.0% 20.9% 23.0% 100.0% 0.0% 118.1% -3.1% 0 0 0 0.00 156.50 0 0 0 0 2024-12-03 $24.47 $0.00 76.7% 22.0% 22.9% 100.0% 0.0% 112.7% -4.5% 0 0 0 0.00 140.78 0 0 0 0 2024-12-04 $24.32 $0.00 76.9% 22.0% 22.9% 100.0% 0.0% 117.3% -3.3% 0 0 0 0.00 156.26 0 0 0 0 2024-12-05 $24.28 $0.00 80.1% 14.8% 20.5% 100.0% 0.0% 64.7% -3.5% 0 0 0 0.00 156.69 0 0 0 0 2024-12-06 $24.19 $0.00 81.8% 14.8% 20.5% 100.0% 0.0% 65.7% -3.5% 0 0 0 0.00 156.61 0 0 0 0 2024-12-09 $24.45 $0.00 93.8% 15.7% 19.4% 100.0% 0.0% 67.2% -4.3% 0 0 0 0.00 157.47 0 0 0 0 2024-12-10 $24.29 $0.00 94.9% 15.4% 19.5% 100.0% 0.0% 68.6% -4.4% 0 0 0 0.00 145.20 0 0 0 0 2024-12-11 $24.27 $0.00 54.8% 15.7% 19.4% 52.7% 0.0% 69.5% -3.7% 0 0 0 0.00 157.19 0 0 0 0 2024-12-12 $24.14 $0.00 54.9% 15.7% 16.1% 52.8% 0.0% 70.9% -4.4% 0 0 0 0.00 157.13 0 0 0 0 2024-12-13 $24.15 $0.00 23.0% 6.6% 16.2% 15.3% 0.0% 1.1% -3.8% 0 0 0 0.00 128.78 0 0 0 0 2024-12-16 $23.89 $0.00 23.4% 6.7% 16.8% 15.8% 0.0% 1.1% -3.7% 0 0 0 0.00 127.73 0 0 0 0 2024-12-17 $23.79 $0.00 23.4% 6.7% 16.9% 15.7% 0.0% 1.7% -3.7% 0 0 0 0.00 128.35 0 0 0 0 2024-12-18 $23.11 $0.00 26.0% 7.5% 19.9% 18.9% 0.0% -1.1% -4.6% 0 0 0 0.00 123.19 0 0 0 0 2024-12-19 $23.01 $0.00 28.0% 8.0% 20.0% 21.2% 0.0% 1.4% -5.2% 0 0 0 0.00 126.13 0 0 0 0 2024-12-20 $23.16 $0.00 25.9% 7.4% 19.2% 18.7% 0.0% 2.5% -4.7% 0 0 0 0.00 126.69 0 0 0 0 2024-12-23 $23.04 $0.00 19.2% 5.5% 18.8% 10.8% 0.0% 3.4% 2.9% 0 0 0 0.00 117.21 0 0 0 0 2024-12-24 $23.10 $0.00 18.4% 5.3% 16.7% 9.9% 0.0% 3.5% 3.0% 0 0 0 0.00 118.21 0 0 0 0 2024-12-26 $23.17 $0.00 18.7% 5.3% 15.9% 10.2% 0.0% 2.5% 2.3% 0 0 0 0.00 119.77 0 0 0 0 2024-12-27 $23.18 $0.00 20.2% 5.8% 15.8% 12.0% 0.0% 2.2% 1.7% 0 0 0 0.00 118.21 0 0 0 0 2024-12-30 $23.06 $0.00 20.8% 6.0% 13.3% 12.7% 0.0% 2.7% 2.9% 0 0 0 0.00 118.90 0 0 0 0 2024-12-31 $23.08 $0.00 20.1% 5.8% 12.7% 11.9% 0.0% 1.0% 2.6% 0 0 0 0.00 118.59 0 0 0 0
« Nov 2024 | All History | Jan 2025 » Home FTAG History December 2024