FTC Options History — September 2018 In September 2018, FTC traded between $69.16 and $70.60. ATM implied volatility averaged 12.5%, placing in the 2.9% IV rank vs the trailing year. The 30-day expected move averaged 3.5%. IV traded above realized volatility by 3.0% (HV 20d: 9.4%). Max pain ranged from $61.00 to $67.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.42.
Notable Days 2018-09-04 : Highest Volume — 34 contracts2018-09-19 : Largest IV drop — 32.4% change2018-09-18 : Highest IV Rank — 6.1%2018-09-18 : Largest Expected Move — 4.6%Monthly Statistics Metric Avg Min Max Open Close Price $70.10 $69.16 $70.60 $70.36 $70.37 Max Pain $61.63 $61.00 $67.00 $67.00 $61.00 ATM IV 12.5% 10.4% 16.0% 11.7% 13.5% Expected Move 3.5% 3.0% 4.6% 3.4% 3.9% HV 20d 9.4% 7.9% 10.2% 8.9% 8.8% HV 60d 11.2% 10.3% 11.9% 11.6% 10.3% IV Rank 2.9% 1.0% 6.1% 2.2% 3.8% IV Percentile 44.1% 6.0% 86.1% 33.3% 66.3% Term Structure 2.0% -3.3% 35.5% -0.1% 0.5% VWIV 20.3% 15.5% 24.8% 16.3% 24.4% Skew 25d 3.2% -0.7% 5.0% 3.6% 4.4% Skew 10d 4.3% 1.0% 8.0% 3.3% 6.0% Call IV 25d 12.2% 10.3% 16.0% 12.2% 11.7% Put IV 25d 15.4% 13.2% 18.4% 15.8% 16.2% Bid-Ask Spread % 130.61 119.53 145.96 144.08 129.13 Gamma HHI 0.32 0.28 0.39 0.32 0.33 Net GEX 3.5K 2.0K 5.0K 2.9K 3.0K Net DEX -153.2K -160.5K -147.9K -156.3K -149.8K Net VEX -83 -111 -59 -90 -70 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.42 0.42 0.43 0.42 0.43 Total Volume 33.737 33 34 34 33 Total OI 33.737 33 34 34 33
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 2018-09-04 $70.36 $67.00 11.7% 3.4% 8.9% 2.2% 0.0% 3.6% -0.1% 2.9K -156.3K -90 0.42 144.08 N/A N/A 24 10 24 10 2018-09-05 $69.69 $67.00 12.7% 3.6% 9.7% 3.1% 16.3% -0.7% -1.2% 4.1K -150.7K -111 0.42 133.47 N/A N/A 24 10 24 10 2018-09-06 $69.45 $61.00 13.6% 3.3% 9.8% 4.0% 15.9% 4.3% 1.6% 4.1K -151.1K -102 0.42 123.28 N/A N/A 24 10 24 10 2018-09-07 $69.16 $61.00 12.7% 3.4% 10.0% 3.1% 16.9% 2.6% 2.3% 4.7K -147.9K -111 0.42 121.69 N/A N/A 24 10 24 10 2018-09-10 $69.63 $61.00 14.2% 3.2% 9.9% 4.5% 16.9% 5.0% 2.4% 4.3K -149.7K -109 0.42 123.18 N/A N/A 24 10 24 10 2018-09-11 $69.96 $61.00 11.3% 3.2% 9.9% 1.8% 15.5% 1.2% 1.9% 2.0K -158.9K -59 0.42 119.53 N/A N/A 24 10 24 10 2018-09-12 $70.16 $61.00 14.6% 4.2% 9.7% 4.9% 19.7% 3.9% 0.4% 3.5K -151.6K -105 0.42 145.96 N/A N/A 24 10 24 10 2018-09-13 $70.28 $61.00 10.5% 3.0% 8.0% 1.1% 20.0% 4.8% 1.9% 2.8K -158.0K -72 0.42 123.13 N/A N/A 24 10 24 10 2018-09-14 $70.60 $61.00 10.4% 3.0% 7.9% 1.0% 19.5% 3.7% -0.6% 3.4K -160.5K -61 0.42 122.24 N/A N/A 24 10 24 10 2018-09-17 $69.71 $61.00 13.2% 3.8% 9.5% 3.6% 20.2% 0.4% -2.5% 3.6K -150.6K -97 0.42 134.56 N/A N/A 24 10 24 10 2018-09-18 $70.27 $61.00 16.0% 4.6% 9.7% 6.1% 24.8% 4.8% -3.3% 5.0K -155.6K -72 0.42 137.66 N/A N/A 24 10 24 10 2018-09-19 $69.86 $61.00 10.8% 3.1% 10.0% 1.4% 20.0% 3.2% 1.4% 3.6K -153.3K -85 0.42 130.37 N/A N/A 24 10 24 10 2018-09-20 $70.36 $61.00 11.0% 3.2% 10.1% 1.6% 20.9% 3.8% 2.2% 3.3K -157.6K -69 0.42 129.30 N/A N/A 24 10 24 10 2018-09-21 $70.16 $61.00 13.1% 3.7% 10.2% 3.5% 23.1% 3.7% 0.1% 3.3K -154.4K -86 0.42 139.36 N/A N/A 24 10 24 10 2018-09-24 $70.22 $61.00 11.5% 3.3% 9.5% 2.0% 21.1% 3.1% 35.5% 3.5K -150.2K -68 0.43 129.90 N/A N/A 23 10 23 10 2018-09-25 $70.57 $61.00 11.8% 3.4% 9.4% 2.3% 22.9% 2.5% -2.8% 3.4K -150.5K -70 0.43 132.13 N/A N/A 23 10 23 10 2018-09-26 $70.60 $61.00 11.6% 3.3% 9.4% 2.1% 23.1% 2.4% -2.3% 2.7K -151.1K -69 0.43 129.13 N/A N/A 23 10 23 10 2018-09-27 $70.44 $61.00 12.5% 3.6% 9.0% 2.9% 23.5% 4.6% -0.2% 2.7K -151.9K -63 0.43 133.57 N/A N/A 23 10 23 10 2018-09-28 $70.37 $61.00 13.5% 3.9% 8.8% 3.8% 24.4% 4.4% 0.5% 3.0K -149.8K -70 0.43 129.13 N/A N/A 23 10 23 10
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