FTC Options History — February 2018 In February 2018, FTC traded between $60.62 and $65.69. ATM implied volatility averaged 22.1%, placing in the 13.4% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 1.0% (HV 20d: 21.1%). Net GEX was positive for 12 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.62.
Notable Days 2018-02-02 : Highest Volume — 17 contracts2018-02-05 : Largest IV spike — 590.0% change2018-02-05 : Highest IV Rank — 100.0%2018-02-05 : Largest Expected Move — 17.7%Monthly Statistics Metric Avg Min Max Open Close Price $63.66 $60.62 $65.69 $65.69 $64.52 ATM IV 22.1% 13.0% 117.6% 13.6% 15.9% Expected Move 5.3% 3.5% 17.7% 3.5% 4.5% HV 20d 21.1% 9.5% 24.0% 9.5% 23.8% HV 60d 14.3% 9.2% 15.7% 9.2% 15.6% IV Rank 13.4% 4.6% 100.0% 8.8% 7.1% IV Percentile 85.9% 61.9% 100.0% 74.2% 90.5% Term Structure 16.0% -16.9% 43.1% 37.0% -1.4% Skew 25d 4.7% -11.6% 14.0% 5.8% -0.8% Skew 10d 5.1% -11.6% 16.2% 6.2% 4.4% Call IV 25d 18.0% 9.3% 72.8% 12.3% 17.6% Put IV 25d 22.7% 14.9% 61.2% 18.1% 16.7% Bid-Ask Spread % 122.48 97.18 195.28 106.85 127.62 Gamma HHI 0.46 0.35 0.57 0.57 0.50 Net GEX 73 -1.8K 901 667 483 Net DEX -17.3K -34.7K 6.1K -24.4K -28.8K Net VEX -150 -174 -118 -171 -122 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.62 0.50 0.70 0.50 0.50 Total Volume 16.158 15 17 15 15 Total OI 16.053 15 17 15 15
Daily Data (19 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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2018-02-01 $65.69 $0.00 13.6% 3.5% 9.5% 8.8% 0.0% 5.8% 37.0% 667 -24.4K -171 0.50 106.85 N/A N/A 10 5 10 5 2018-02-02 $64.42 $0.00 17.0% 4.1% 12.3% 14.3% 0.0% 1.3% 28.0% 462 -22.1K -172 0.70 108.55 N/A N/A 10 7 10 5 2018-02-05 $62.29 $0.00 117.6% 17.7% 17.3% 100.0% 0.0% -11.6% -16.9% 214 -11.6K -174 0.70 195.28 N/A N/A 10 7 10 7 2018-02-06 $62.76 $0.00 28.0% 5.3% 17.4% 18.2% 0.0% 4.1% 43.1% -283 -5.8K -167 0.70 134.79 N/A N/A 10 7 10 7 2018-02-07 $62.99 $0.00 16.6% 4.8% 17.4% 7.8% 0.0% 2.8% 28.2% -796 -10.3K -172 0.70 138.54 N/A N/A 10 7 10 7 2018-02-08 $60.62 $0.00 21.2% 6.1% 22.0% 12.0% 0.0% 0.0% 7.0% 779 6.1K -149 0.70 97.18 N/A N/A 10 7 10 7 2018-02-09 $61.37 $0.00 23.7% 6.8% 22.3% 14.3% 0.0% 3.5% 34.1% -258 -5.1K -164 0.70 110.95 N/A N/A 10 7 10 7 2018-02-12 $62.28 $0.00 18.9% 5.4% 22.9% 9.9% 0.0% 14.0% 37.6% -420 -9.1K -163 0.70 114.06 N/A N/A 10 7 10 7 2018-02-13 $62.45 $0.00 20.1% 5.8% 22.9% 11.0% 0.0% 9.6% 7.5% 33 -2.5K -155 0.70 122.67 N/A N/A 10 7 10 7 2018-02-14 $63.57 $0.00 13.0% 3.7% 23.4% 4.6% 0.0% 11.6% 38.9% -1.8K -10.4K -160 0.70 104.42 N/A N/A 10 7 10 7 2018-02-15 $64.26 $0.00 14.8% 4.2% 23.8% 6.2% 0.0% 8.0% 33.5% -1.5K -14.0K -158 0.70 123.39 N/A N/A 10 7 10 7 2018-02-16 $64.45 $0.00 14.5% 4.2% 23.6% 5.9% 0.0% 6.7% 35.1% 515 -19.9K -153 0.70 120.97 N/A N/A 10 7 10 7 2018-02-20 $64.24 $0.00 15.6% 4.5% 23.5% 6.9% 0.0% 7.8% -1.4% 832 -24.6K -138 0.50 108.71 N/A N/A 10 5 10 5 2018-02-21 $64.22 $0.00 14.6% 4.2% 23.4% 6.0% 0.0% 6.2% -0.3% 704 -28.3K -132 0.50 121.49 N/A N/A 10 5 10 5 2018-02-22 $64.00 $0.00 14.9% 4.3% 23.4% 6.3% 0.0% 1.2% -1.5% 901 -23.5K -133 0.50 122.45 N/A N/A 10 5 10 5 2018-02-23 $64.88 $0.00 13.2% 3.8% 24.0% 4.7% 0.0% 6.9% -1.8% 502 -25.8K -130 0.50 124.00 N/A N/A 10 5 10 5 2018-02-26 $65.51 $0.00 13.1% 3.7% 23.8% 4.6% 0.0% 4.3% -2.6% 504 -33.4K -119 0.50 126.63 N/A N/A 10 5 10 5 2018-02-27 $65.02 $0.00 14.2% 4.1% 23.8% 5.6% 0.0% 7.2% -1.1% -201 -34.7K -118 0.50 118.60 N/A N/A 10 5 10 5 2018-02-28 $64.52 $0.00 15.9% 4.5% 23.8% 7.1% 0.0% -0.8% -1.4% 483 -28.8K -122 0.50 127.62 N/A N/A 10 5 10 5
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