FTC Options History — May 2018 In May 2018, FTC traded between $63.26 and $66.96. ATM implied volatility averaged 12.9%, placing in the 3.5% IV rank vs the trailing year. The 30-day expected move averaged 3.6%. IV traded below realized volatility by 0.6% (HV 20d: 13.5%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.04.
Notable Days 2018-05-30 : Highest Volume — 33 contracts2018-05-08 : Largest IV spike — 28.3% change2018-05-03 : Highest IV Rank — 8.8%2018-05-03 : Largest Expected Move — 4.8%Monthly Statistics Metric Avg Min Max Open Close Price $65.74 $63.26 $66.96 $63.55 $66.46 ATM IV 12.9% 10.7% 17.7% 13.6% 14.3% Expected Move 3.6% 3.1% 4.8% 3.9% 4.1% HV 20d 13.5% 8.9% 19.2% 19.2% 10.8% HV 60d 20.2% 19.4% 22.8% 22.8% 19.5% IV Rank 3.5% 1.2% 8.8% 5.1% 4.5% IV Percentile 48.9% 9.1% 89.3% 68.3% 74.2% Term Structure 0.1% -4.3% 7.0% -1.8% 0.6% Skew 25d 3.6% -0.8% 7.7% 1.3% 2.5% Skew 10d 2.5% -5.0% 7.1% 1.3% 6.9% Call IV 25d 11.6% 9.3% 14.6% 14.6% 13.1% Put IV 25d 15.2% 9.4% 20.9% 15.9% 15.5% Bid-Ask Spread % 128.11 108.36 173.58 130.16 130.78 Gamma HHI 0.36 0.26 0.42 0.40 0.26 Net GEX 6.5K 5.2K 7.1K 5.7K 5.4K Net DEX -85.2K -96.5K -60.8K -62.0K -84.9K Net VEX -354 -432 -332 -363 -432 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.04 0.00 0.43 0.00 0.43 Total Volume 23.909 23 33 23 33 Total OI 23.455 23 33 23 33
Daily Data (22 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 2018-05-01 $63.55 $0.00 13.6% 3.9% 19.2% 5.1% 0.0% 1.3% -1.8% 5.7K -62.0K -363 0.00 130.16 N/A N/A 23 0 23 0 2018-05-02 $63.26 $0.00 14.8% 4.2% 18.5% 6.2% 0.0% 1.4% -0.3% 5.8K -63.0K -358 0.00 132.80 N/A N/A 23 0 23 0 2018-05-03 $63.44 $0.00 17.7% 4.8% 18.5% 8.8% 0.0% 4.4% 0.1% 5.2K -60.8K -361 0.00 122.99 N/A N/A 23 0 23 0 2018-05-04 $64.28 $0.00 13.2% 3.2% 16.6% 4.7% 0.0% 6.4% 7.0% 6.2K -65.9K -365 0.00 140.01 N/A N/A 23 0 23 0 2018-05-07 $64.62 $0.00 12.1% 3.4% 16.5% 3.7% 0.0% 4.7% 0.8% 6.3K -74.5K -365 0.00 123.20 N/A N/A 23 0 23 0 2018-05-08 $65.02 $0.00 15.6% 3.6% 15.6% 5.7% 0.0% 5.5% -0.1% 6.2K -76.4K -367 0.00 127.39 N/A N/A 23 0 23 0 2018-05-09 $65.64 $0.00 11.8% 3.4% 15.8% 2.2% 0.0% 4.3% 0.4% 6.5K -82.8K -362 0.00 122.90 N/A N/A 23 0 23 0 2018-05-10 $66.32 $0.00 11.9% 3.4% 15.5% 2.3% 0.0% 5.9% -0.0% 6.3K -92.0K -363 0.00 113.59 N/A N/A 23 0 23 0 2018-05-11 $66.50 $0.00 13.3% 3.8% 14.5% 3.6% 0.0% 3.7% 1.1% 6.6K -94.6K -357 0.00 115.37 N/A N/A 23 0 23 0 2018-05-14 $66.27 $0.00 11.6% 3.3% 14.0% 2.0% 0.0% 1.8% 0.9% 6.9K -94.8K -346 0.00 128.90 N/A N/A 23 0 23 0 2018-05-15 $65.79 $0.00 10.7% 3.1% 13.2% 1.2% 0.0% -0.8% 1.3% 6.6K -87.2K -353 0.00 108.36 N/A N/A 23 0 23 0 2018-05-16 $66.24 $0.00 11.3% 3.2% 13.3% 1.7% 0.0% 3.4% 0.8% 6.6K -90.4K -349 0.00 131.81 N/A N/A 23 0 23 0 2018-05-17 $66.13 $0.00 10.7% 3.1% 12.9% 1.2% 0.0% 1.5% 2.3% 7.0K -90.5K -347 0.00 130.18 N/A N/A 23 0 23 0 2018-05-18 $66.36 $0.00 12.6% 3.6% 12.5% 3.0% 0.0% 4.4% 1.5% 7.0K -91.8K -348 0.00 122.16 N/A N/A 23 0 23 0 2018-05-21 $66.72 $0.00 12.5% 3.6% 12.5% 2.8% 0.0% 4.7% -2.2% 6.9K -96.0K -336 0.00 124.79 N/A N/A 23 0 23 0 2018-05-22 $66.40 $0.00 13.2% 3.8% 10.0% 3.5% 0.0% 1.8% -0.1% 7.1K -95.8K -340 0.00 122.78 N/A N/A 23 0 23 0 2018-05-23 $66.59 $0.00 11.5% 3.3% 9.8% 1.9% 0.0% 5.4% -2.1% 7.1K -94.2K -336 0.00 129.89 N/A N/A 23 0 23 0 2018-05-24 $66.91 $0.00 12.9% 3.7% 8.9% 3.2% 0.0% 2.6% -0.8% 6.9K -96.5K -335 0.00 122.21 N/A N/A 23 0 23 0 2018-05-25 $66.67 $0.00 12.1% 3.5% 9.0% 2.4% 0.0% 3.3% -3.1% 6.4K -94.8K -341 0.00 133.01 N/A N/A 23 0 23 0 2018-05-29 $66.05 $0.00 13.1% 3.8% 9.8% 3.4% 0.0% 3.9% -0.0% 6.9K -91.2K -333 0.00 131.47 N/A N/A 23 0 23 0 2018-05-30 $66.96 $0.00 14.3% 4.1% 10.5% 4.5% 0.0% 7.7% -4.3% 6.7K -95.3K -332 0.43 173.58 N/A N/A 23 10 23 0 2018-05-31 $66.46 $0.00 14.3% 4.1% 10.8% 4.5% 0.0% 2.5% 0.6% 5.4K -84.9K -432 0.43 130.78 N/A N/A 23 10 23 10
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