FTC Options History — August 2017

In August 2017, FTC traded between $54.66 and $56.38. ATM implied volatility averaged 12.9%, placing in the 27.2% IV rank vs the trailing year. The 30-day expected move averaged 3.6%. IV traded above realized volatility by 3.7% (HV 20d: 9.3%). Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2017-08-01: Highest Volume — 10 contracts
  • 2017-08-07: Largest IV spike — 31.5% change
  • 2017-08-31: Highest IV Rank — 35.0%
  • 2017-08-31: Largest Expected Move — 4.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$55.43$54.66$56.38$55.95$56.38
ATM IV12.9%10.8%14.3%13.7%14.3%
Expected Move3.6%2.8%4.1%3.9%4.1%
HV 20d9.3%5.3%12.2%7.6%12.2%
HV 60d9.5%8.8%10.1%9.6%9.9%
IV Rank27.2%15.4%35.0%31.6%35.0%
IV Percentile46.8%3.2%72.6%65.1%72.6%
Term Structure-0.8%-4.3%1.8%-4.3%-3.0%
Skew 25d2.7%-1.9%5.6%2.1%3.0%
Skew 10d2.2%-3.4%6.4%4.0%0.0%
Call IV 25d12.2%9.6%15.4%12.2%12.0%
Put IV 25d14.9%9.9%18.1%14.3%15.0%
Bid-Ask Spread %144.95120.10156.75147.47156.75
Gamma HHI1.001.001.001.001.00
Net GEX4.1K3.0K5.0K4.3K5.0K
Net DEX-17.6K-24.0K-11.5K-22.0K-24.0K
Net VEX-82-102-68-102-82
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume9.652210102
Total OI1010101010

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-08-01$55.95$0.0013.7%3.9%7.6%31.6%0.0%2.1%-4.3%4.3K-22.0K-1020.00147.47N/AN/A100100
2017-08-02$55.67$0.0012.9%3.7%7.8%27.3%0.0%4.6%-1.5%4.2K-18.9K-930.00150.28N/AN/A100100
2017-08-03$55.62$0.0012.3%3.3%7.0%23.9%0.0%5.2%-2.4%4.2K-19.7K-950.00141.30N/AN/A100100
2017-08-04$55.72$0.0010.8%2.9%6.0%15.4%0.0%-0.5%-0.5%4.3K-17.5K-900.00120.10N/AN/A100100
2017-08-07$55.95$0.0014.2%3.1%6.1%34.3%0.0%2.0%-0.5%4.5K-21.8K-950.00146.19N/AN/A100100
2017-08-08$55.69$0.0012.1%2.8%6.4%22.4%0.0%2.8%-0.8%4.4K-20.8K-930.00143.82N/AN/A100100
2017-08-09$55.54$0.0011.2%3.2%5.3%17.8%0.0%4.8%-1.5%4.2K-18.5K-910.00145.96N/AN/A100100
2017-08-10$54.66$0.0012.2%3.5%7.7%23.0%0.0%2.1%-0.1%3.2K-16.3K-830.00136.04N/AN/A100100
2017-08-11$54.71$0.0013.0%3.7%7.5%27.3%0.0%4.6%-0.3%3.3K-11.5K-710.00139.80N/AN/A100100
2017-08-14$55.50$0.0013.7%3.9%9.3%31.2%0.0%5.6%0.1%4.0K-18.4K-870.00145.20N/AN/A100100
2017-08-15$55.57$0.0012.1%3.5%9.3%22.8%0.0%2.3%-2.7%4.5K-17.0K-810.00144.42N/AN/A100100
2017-08-16$55.70$0.0012.0%3.4%9.1%21.9%0.0%2.6%-2.1%4.8K-18.5K-870.00147.02N/AN/A100100
2017-08-17$54.87$0.0012.0%3.5%10.4%22.3%0.0%1.2%1.8%3.4K-12.8K-730.00146.09N/AN/A100100
2017-08-18$54.91$0.0012.9%3.7%10.5%27.2%0.0%5.1%-0.1%3.4K-13.1K-720.00137.82N/AN/A100100
2017-08-21$54.72$0.0013.6%3.9%10.3%30.7%0.0%2.6%-0.8%3.0K-12.6K-680.00136.23N/AN/A100100
2017-08-22$55.48$0.0012.8%3.7%11.7%26.8%0.0%1.4%1.6%3.8K-16.9K-780.00150.93N/AN/A100100
2017-08-23$55.30$0.0013.4%3.8%11.7%29.9%0.0%5.3%0.5%4.3K-16.9K-790.00145.45N/AN/A100100
2017-08-24$55.30$0.0014.2%4.1%11.4%34.4%0.0%2.0%0.5%3.9K-17.1K-760.00144.07N/AN/A100100
2017-08-25$55.26$0.0013.5%3.9%11.4%30.6%0.0%1.1%0.2%4.0K-17.8K-780.00153.81N/AN/A100100
2017-08-28$55.29$0.0013.8%4.0%11.4%32.2%0.0%1.5%0.4%4.1K-18.1K-760.00154.49N/AN/A100100
2017-08-29$55.38$0.0013.8%3.9%11.4%31.9%0.0%3.0%-1.2%4.0K-15.2K-700.00151.13N/AN/A100100
2017-08-30$55.80$0.0012.5%3.6%11.6%24.9%0.0%-1.9%-2.2%4.6K-18.4K-740.00149.43N/AN/A100100
2017-08-31$56.38$0.0014.3%4.1%12.2%35.0%0.0%3.0%-3.0%5.0K-24.0K-820.00156.75N/AN/A20100