FTC Options History — February 2019 In February 2019, FTC traded between $62.80 and $65.83. ATM implied volatility averaged 13.4%, placing in the 6.0% IV rank vs the trailing year. The 30-day expected move averaged 3.8%. IV traded above realized volatility by 2.8% (HV 20d: 10.6%). Net GEX was positive for 15 of 19 trading days. Term structure was in contango for 17 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2019-02-06 : Highest Volume — 9 contracts2019-02-25 : Largest IV spike — 15.2% change2019-02-06 : Highest IV Rank — 9.3%2019-02-06 : Largest Expected Move — 4.3%Monthly Statistics Metric Avg Min Max Open Close Price $64.60 $62.80 $65.83 $62.80 $65.76 ATM IV 13.4% 11.4% 16.0% 16.0% 11.5% Expected Move 3.8% 3.3% 4.3% 4.3% 3.3% HV 20d 10.6% 6.7% 16.4% 16.4% 6.7% HV 60d 22.8% 21.0% 24.6% 24.6% 21.0% IV Rank 6.0% 3.3% 9.3% 6.1% 3.6% IV Percentile 34.9% 12.7% 56.3% 56.3% 13.9% Term Structure 1.1% -1.0% 2.5% 0.1% 2.0% Skew 25d 1.7% -0.5% 3.0% 2.2% 2.1% Skew 10d 1.8% -1.6% 5.5% 5.5% 3.0% Call IV 25d 12.2% 9.3% 14.1% 11.9% 9.8% Put IV 25d 13.9% 11.0% 15.8% 14.1% 11.9% Bid-Ask Spread % 118.98 99.42 136.79 128.64 120.49 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 3.0K 0 4.0K 0 3.8K Net DEX -28.6K -44.9K 0 0 -41.9K Net VEX -68 -98 0 0 -76 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 1.421 0 9 0 0 Total OI 7.105 0 9 0 9
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 2019-02-01 $62.80 $0.00 16.0% 4.3% 16.4% 6.1% 0.0% 2.2% 0.1% 0 0 0 0.00 128.64 N/A N/A 0 0 0 0 2019-02-04 $63.12 $0.00 15.1% 4.2% 12.6% 5.3% 0.0% 2.0% 0.8% 0 0 0 0.00 131.87 N/A N/A 0 0 0 0 2019-02-05 $63.53 $0.00 14.0% 4.1% 11.8% 4.3% 0.0% 0.4% 0.4% 0 0 0 0.00 129.31 N/A N/A 0 0 0 0 2019-02-06 $63.45 $0.00 15.0% 4.3% 11.7% 9.3% 0.0% 2.6% 0.5% 0 0 0 0.00 107.92 N/A N/A 9 0 0 0 2019-02-07 $63.16 $0.00 14.5% 4.2% 12.0% 8.5% 0.0% 2.0% 1.1% 3.5K -25.7K -98 0.00 101.27 N/A N/A 9 0 9 0 2019-02-08 $63.41 $0.00 14.5% 4.2% 11.9% 8.5% 0.0% 2.4% 1.5% 3.5K -24.4K -97 0.00 99.42 N/A N/A 9 0 9 0 2019-02-11 $63.78 $0.00 14.1% 4.1% 11.9% 7.9% 0.0% 0.3% 0.5% 3.7K -28.4K -97 0.00 135.37 N/A N/A 0 0 9 0 2019-02-12 $64.47 $0.00 13.9% 4.0% 11.4% 7.4% 0.0% 2.1% 1.3% 3.7K -31.7K -96 0.00 103.25 N/A N/A 0 0 9 0 2019-02-13 $64.67 $0.00 13.3% 3.8% 11.1% 6.5% 0.0% 0.8% 0.2% 3.9K -34.3K -95 0.00 127.17 N/A N/A 0 0 9 0 2019-02-14 $64.92 $0.00 12.7% 3.6% 11.0% 5.4% 0.0% 3.0% 2.5% 3.8K -33.8K -93 0.00 109.22 N/A N/A 0 0 9 0 2019-02-15 $65.35 $0.00 12.5% 3.6% 10.9% 5.2% 0.0% 0.6% 1.5% 3.5K -38.1K -89 0.00 110.28 N/A N/A 0 0 9 0 2019-02-19 $65.50 $0.00 12.9% 3.7% 10.5% 5.9% 0.0% 1.7% 1.9% 3.6K -38.1K -87 0.00 114.17 N/A N/A 0 0 9 0 2019-02-20 $65.40 $0.00 12.3% 3.5% 8.5% 4.9% 0.0% 2.5% 1.7% 4.0K -39.5K -85 0.00 134.84 N/A N/A 0 0 9 0 2019-02-21 $65.14 $0.00 12.7% 3.7% 8.9% 5.6% 0.0% 1.1% 1.5% 3.7K -39.0K -85 0.00 107.10 N/A N/A 0 0 9 0 2019-02-22 $65.73 $0.00 11.4% 3.3% 9.1% 3.3% 0.0% -0.5% 2.1% 3.8K -40.0K -82 0.00 116.13 N/A N/A 0 0 9 0 2019-02-25 $65.83 $0.00 13.1% 3.8% 8.8% 6.2% 0.0% 1.9% -1.0% 3.8K -44.9K -71 0.00 131.89 N/A N/A 0 0 9 0 2019-02-26 $65.69 $0.00 13.0% 3.7% 7.9% 5.9% 0.0% 2.4% -0.2% 4.0K -42.5K -73 0.00 136.79 N/A N/A 0 0 9 0 2019-02-27 $65.72 $0.00 11.5% 3.3% 7.9% 3.6% 0.0% 2.3% 2.0% 3.7K -41.4K -77 0.00 115.46 N/A N/A 0 0 9 0 2019-02-28 $65.76 $0.00 11.5% 3.3% 6.7% 3.6% 0.0% 2.1% 2.0% 3.8K -41.9K -76 0.00 120.49 N/A N/A 0 0 9 0
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