FTC Options History — November 2018 In November 2018, FTC traded between $59.50 and $64.90. ATM implied volatility averaged 21.8%, placing in the 11.5% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded below realized volatility by 4.1% (HV 20d: 25.9%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2018-11-29 : Highest Volume — 13 contracts2018-11-13 : Largest IV spike — 58.0% change2018-11-13 : Highest IV Rank — 23.1%2018-11-02 : Largest Expected Move — 7.0%Monthly Statistics Metric Avg Min Max Open Close Price $62.29 $59.50 $64.90 $63.16 $63.08 ATM IV 21.8% 17.2% 34.3% 20.7% 19.6% Expected Move 5.7% 4.4% 7.0% 5.9% 5.6% HV 20d 25.9% 23.7% 27.8% 27.7% 23.7% HV 60d 19.7% 18.0% 21.8% 18.1% 21.8% IV Rank 11.5% 7.3% 23.1% 10.5% 9.5% IV Percentile 90.5% 81.0% 98.8% 93.7% 84.5% Term Structure -1.3% -3.9% 0.4% -0.1% -1.6% Skew 25d 4.4% -0.5% 13.0% 9.1% 7.3% Skew 10d 5.3% -0.0% 12.1% 3.9% 3.8% Call IV 25d 18.6% 13.1% 23.7% 17.0% 17.7% Put IV 25d 23.1% 20.0% 26.1% 26.1% 25.0% Bid-Ask Spread % 117.52 89.78 146.18 120.74 117.53 Gamma HHI 0.97 0.66 1.00 1.00 0.66 Net GEX 769 186 2.9K 635 2.9K Net DEX -5.6K -35.3K -581 -3.3K -35.3K Net VEX -31 -168 -5 -23 -168 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 3.952 3 13 3 13 Total OI 3.952 3 13 3 13
Daily Data (21 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 2018-11-01 $63.16 $0.00 20.7% 5.9% 27.7% 10.5% 0.0% 9.1% -0.1% 635 -3.3K -23 0.00 120.74 N/A N/A 3 0 3 0 2018-11-02 $63.08 $0.00 24.5% 7.0% 27.7% 14.0% 0.0% 1.5% -3.7% 636 -3.8K -24 0.00 115.20 N/A N/A 3 0 3 0 2018-11-05 $63.04 $0.00 28.9% 5.9% 27.7% 18.1% 0.0% 2.0% -0.2% 759 -4.2K -25 0.00 144.46 N/A N/A 3 0 3 0 2018-11-06 $63.19 $0.00 24.2% 5.8% 27.8% 13.7% 0.0% 3.3% -1.4% 663 -3.1K -21 0.00 93.15 N/A N/A 3 0 3 0 2018-11-07 $64.90 $0.00 17.2% 4.4% 25.9% 7.3% 0.0% 4.3% -0.2% 964 -4.0K -24 0.00 127.71 N/A N/A 3 0 3 0 2018-11-08 $64.52 $0.00 17.8% 4.5% 25.5% 7.8% 0.0% 5.8% 0.3% 989 -4.9K -28 0.00 107.98 N/A N/A 3 0 3 0 2018-11-09 $64.05 $0.00 24.9% 5.0% 25.3% 14.3% 0.0% 2.4% 0.4% 820 -5.1K -28 0.00 130.62 N/A N/A 3 0 3 0 2018-11-12 $62.63 $0.00 21.7% 5.8% 26.5% 11.4% 0.0% 2.9% -0.9% 723 -3.4K -21 0.00 89.78 N/A N/A 3 0 3 0 2018-11-13 $62.25 $0.00 34.3% 5.9% 25.1% 23.1% 0.0% 2.1% -1.0% 538 -2.4K -16 0.00 114.06 N/A N/A 3 0 3 0 2018-11-14 $61.94 $0.00 20.3% 5.8% 25.1% 10.1% 0.0% 1.4% -0.6% 467 -1.7K -13 0.00 120.04 N/A N/A 3 0 3 0 2018-11-15 $62.42 $0.00 21.5% 6.2% 25.0% 11.2% 0.0% 13.0% -2.4% 559 -2.4K -16 0.00 125.91 N/A N/A 3 0 3 0 2018-11-16 $62.69 $0.00 18.8% 5.4% 24.8% 8.7% 0.0% 3.3% -0.9% 591 -2.5K -16 0.00 112.59 N/A N/A 3 0 3 0 2018-11-19 $60.70 $0.00 20.2% 5.8% 27.1% 10.0% 0.0% -0.5% -1.1% 335 -1.3K -10 0.00 102.22 N/A N/A 3 0 3 0 2018-11-20 $59.50 $0.00 21.3% 6.1% 27.6% 11.1% 0.0% 1.1% -0.6% 186 -581 -5 0.00 111.34 N/A N/A 3 0 3 0 2018-11-21 $60.16 $0.00 20.5% 5.9% 26.2% 10.3% 0.0% 3.9% -0.8% 258 -885 -7 0.00 114.29 N/A N/A 3 0 3 0 2018-11-23 $59.85 $0.00 23.0% 6.6% 26.2% 12.6% 0.0% 2.1% -2.9% 252 -920 -7 0.00 146.18 N/A N/A 3 0 3 0 2018-11-26 $60.85 $0.00 19.4% 5.6% 25.8% 9.3% 0.0% 6.3% -3.9% 313 -1.1K -9 0.00 123.73 N/A N/A 3 0 3 0 2018-11-27 $60.72 $0.00 20.7% 5.9% 24.7% 10.5% 0.0% 4.0% -1.4% 264 -792 -7 0.00 114.24 N/A N/A 3 0 3 0 2018-11-28 $62.56 $0.00 18.3% 5.3% 25.3% 8.3% 0.0% 9.0% -0.7% 514 -1.7K -11 0.00 120.04 N/A N/A 3 0 3 0 2018-11-29 $62.83 $0.00 20.1% 5.8% 23.9% 10.0% 0.0% 8.6% -2.9% 2.8K -34.6K -168 0.00 116.16 N/A N/A 13 0 13 0 2018-11-30 $63.08 $0.00 19.6% 5.6% 23.7% 9.5% 0.0% 7.3% -1.6% 2.9K -35.3K -168 0.00 117.53 N/A N/A 13 0 13 0
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