FTC Options History — August 2018 In August 2018, FTC traded between $66.94 and $70.50. ATM implied volatility averaged 15.0%, placing in the 5.2% IV rank vs the trailing year. The 30-day expected move averaged 3.9%. IV traded above realized volatility by 3.8% (HV 20d: 11.3%). Max pain ranged from $66.00 to $67.00. Net GEX was positive for 18 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.52.
Notable Days 2018-08-01 : Highest Volume — 54 contracts2018-08-30 : Largest IV spike — 499.7% change2018-08-30 : Highest IV Rank — 56.4%2018-08-30 : Largest Expected Move — 20.2%Monthly Statistics Metric Avg Min Max Open Close Price $68.46 $66.94 $70.50 $66.94 $70.22 Max Pain $66.91 $66.00 $67.00 $66.00 $67.00 ATM IV 15.0% 9.3% 70.4% 12.6% 12.4% Expected Move 3.9% 2.7% 20.2% 3.6% 3.6% HV 20d 11.3% 9.1% 12.6% 12.5% 9.2% HV 60d 11.9% 11.6% 12.2% 12.1% 11.6% IV Rank 5.2% 0.0% 56.4% 2.9% 2.8% IV Percentile 42.4% 0.0% 99.2% 46.4% 44.8% Term Structure -2.1% -50.6% 3.3% -1.9% -0.9% VWIV 14.6% 9.6% 59.8% 13.3% 19.2% Skew 25d 0.5% -60.1% 5.5% 2.2% 3.5% Skew 10d 1.2% -60.1% 6.8% 3.1% 4.5% Call IV 25d 13.6% 9.0% 75.0% 12.8% 11.1% Put IV 25d 14.1% 11.5% 16.5% 15.0% 14.6% Bid-Ask Spread % 135.13 117.06 195.51 139.74 140.61 Gamma HHI 0.27 0.18 0.36 0.22 0.29 Net GEX 4.1K -2.5K 14.0K 9.9K 3.5K Net DEX -117.3K -154.8K -70.5K -81.0K -154.8K Net VEX -243 -382 -98 -361 -98 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.52 0.42 0.71 0.59 0.42 Total Volume 44.783 34 54 54 34 Total OI 42.826 34 54 52 34
Daily Data (23 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 2018-08-01 $66.94 $66.00 12.6% 3.6% 12.5% 2.9% 13.3% 2.2% -1.9% 9.9K -81.0K -361 0.59 139.74 N/A N/A 34 20 32 20 2018-08-02 $67.58 $66.00 10.8% 3.1% 12.6% 1.3% 10.3% 3.5% -1.7% 14.0K -106.4K -338 0.71 133.95 N/A N/A 28 20 34 20 2018-08-03 $67.40 $67.00 13.2% 3.8% 12.0% 3.5% 13.6% 1.6% -0.5% 6.5K -104.7K -382 0.71 138.27 N/A N/A 28 20 34 20 2018-08-06 $67.91 $67.00 11.5% 3.0% 12.0% 1.9% 9.6% 3.5% 1.1% 3.5K -114.2K -329 0.59 125.55 N/A N/A 34 20 34 20 2018-08-07 $68.27 $67.00 12.7% 3.0% 12.1% 3.1% 10.2% 4.5% 0.5% -1.3K -103.7K -304 0.59 124.87 N/A N/A 34 20 29 20 2018-08-08 $68.30 $67.00 12.8% 2.9% 11.8% 3.1% 10.3% 4.4% 0.7% -1.3K -115.5K -257 0.59 134.90 N/A N/A 34 20 29 20 2018-08-09 $68.27 $67.00 13.9% 2.9% 11.2% 4.1% 10.3% 3.4% 1.8% -2.5K -113.2K -266 0.59 129.59 N/A N/A 34 20 29 20 2018-08-10 $67.90 $67.00 14.0% 3.0% 11.3% 4.2% 12.0% 4.3% 1.1% -99 -93.4K -303 0.59 129.15 N/A N/A 34 20 29 20 2018-08-13 $67.73 $67.00 17.5% 3.0% 11.2% 7.5% 11.5% 5.2% 0.9% 1.4K -89.4K -283 0.59 117.06 N/A N/A 34 20 29 20 2018-08-14 $68.16 $67.00 19.2% 3.1% 11.0% 9.0% 10.6% 4.2% 0.8% -1.7K -102.3K -264 0.59 124.16 N/A N/A 34 20 29 20 2018-08-15 $67.25 $67.00 13.3% 3.8% 11.9% 3.6% 12.8% -0.5% 0.7% 6.2K -70.5K -294 0.59 120.62 N/A N/A 34 20 29 20 2018-08-16 $67.68 $67.00 10.4% 3.0% 12.2% 0.9% 11.3% 4.3% -0.0% 3.0K -84.8K -269 0.59 122.45 N/A N/A 34 20 29 20 2018-08-17 $67.74 $67.00 11.1% 3.2% 12.2% 1.6% 9.9% 5.5% -1.0% 7.2K -146.3K -273 0.59 124.34 N/A N/A 34 20 29 10 2018-08-20 $67.98 $67.00 9.3% 2.7% 12.3% 0.0% 11.2% 4.3% 3.3% 7.3K -119.9K -236 0.42 141.42 N/A N/A 24 10 24 10 2018-08-21 $68.32 $67.00 12.8% 3.7% 12.3% 3.3% 12.1% 2.1% -0.2% 6.3K -125.7K -226 0.42 142.62 N/A N/A 24 10 24 10 2018-08-22 $68.67 $67.00 12.4% 3.6% 11.7% 2.8% 13.3% 4.1% 0.4% 5.9K -127.9K -216 0.42 143.13 N/A N/A 24 10 24 10 2018-08-23 $68.60 $67.00 10.5% 3.0% 11.7% 1.1% 11.7% 1.5% -1.5% 6.2K -134.2K -182 0.42 139.18 N/A N/A 24 10 24 10 2018-08-24 $69.39 $67.00 10.7% 3.1% 10.9% 1.3% 14.0% 3.2% 0.0% 6.5K -150.4K -108 0.42 139.69 N/A N/A 24 10 24 10 2018-08-27 $69.81 $67.00 11.1% 3.2% 9.1% 1.6% 15.6% 0.9% -1.8% 3.8K -153.6K -98 0.42 132.23 N/A N/A 24 10 24 10 2018-08-28 $69.96 $67.00 10.9% 3.1% 9.1% 1.4% 14.9% 2.5% -1.2% 3.6K -153.6K -100 0.42 139.98 N/A N/A 24 10 24 10 2018-08-29 $70.50 $67.00 11.7% 3.4% 9.2% 2.2% 18.2% 3.1% 2.4% 3.6K -152.1K -121 0.42 129.07 N/A N/A 24 10 24 10 2018-08-30 $70.09 $67.00 70.4% 20.2% 9.3% 56.4% 59.8% -60.1% -50.6% 3.3K -99.9K -291 0.42 195.51 N/A N/A 24 10 24 10 2018-08-31 $70.22 $67.00 12.4% 3.6% 9.2% 2.8% 19.2% 3.5% -0.9% 3.5K -154.8K -98 0.42 140.61 N/A N/A 24 10 24 10
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