FTC Options History — March 2019 In March 2019, FTC traded between $64.12 and $67.14. ATM implied volatility averaged 13.8%, placing in the 7.4% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 3.1% (HV 20d: 10.8%). Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2019-03-05 : Highest Volume — 9 contracts2019-03-08 : Largest IV spike — 27.9% change2019-03-08 : Highest IV Rank — 15.3%2019-03-08 : Largest Expected Move — 5.4%Monthly Statistics Metric Avg Min Max Open Close Price $65.84 $64.12 $67.14 $66.31 $66.98 ATM IV 13.8% 11.7% 18.7% 12.2% 13.1% Expected Move 4.1% 3.3% 5.4% 3.5% 3.9% HV 20d 10.8% 6.8% 12.9% 6.8% 12.9% HV 60d 17.6% 13.7% 20.9% 20.9% 13.7% IV Rank 7.4% 3.8% 15.3% 4.7% 6.2% IV Percentile 42.0% 17.9% 72.2% 23.4% 38.1% Term Structure 1.2% -0.4% 2.9% 1.5% 0.5% Skew 25d 4.3% 1.4% 10.7% 3.6% 1.4% Skew 10d 2.9% 0.3% 6.6% 6.6% 2.1% Call IV 25d 10.8% 8.1% 13.0% 11.9% 13.0% Put IV 25d 15.1% 12.6% 18.9% 15.5% 14.4% Bid-Ask Spread % 118.19 75.76 144.93 135.29 131.55 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 1.2K 0 4.4K 4.0K 0 Net DEX -11.1K -45.7K 0 -45.7K 0 Net VEX -21 -77 0 -64 0 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 1.714 0 9 0 0 Total OI 2.571 0 9 9 0
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 2019-03-01 $66.31 $0.00 12.2% 3.5% 6.8% 4.7% 0.0% 3.6% 1.5% 4.0K -45.7K -64 0.00 135.29 N/A N/A 0 0 9 0 2019-03-04 $65.58 $0.00 14.7% 4.2% 8.4% 8.8% 0.0% 10.2% 1.4% 4.4K -40.2K -74 0.00 131.91 N/A N/A 0 0 9 0 2019-03-05 $65.67 $0.00 11.7% 3.3% 8.3% 3.9% 0.0% 2.4% 1.4% 4.2K -41.6K -69 0.00 133.53 N/A N/A 9 0 9 0 2019-03-06 $65.01 $0.00 13.3% 3.8% 9.2% 6.5% 0.0% 4.5% 1.4% 4.1K -38.6K -74 0.00 124.05 N/A N/A 9 0 9 0 2019-03-07 $64.43 $0.00 14.6% 4.2% 9.8% 8.6% 0.0% 3.7% 0.7% 4.2K -36.2K -74 0.00 128.16 N/A N/A 9 0 9 0 2019-03-08 $64.12 $0.00 18.7% 5.4% 9.9% 15.3% 0.0% 2.7% 0.5% 4.4K -30.0K -77 0.00 144.93 N/A N/A 9 0 9 0 2019-03-11 $65.09 $0.00 16.0% 4.6% 11.0% 10.9% 0.0% 10.7% 2.9% 0 0 0 0.00 75.76 N/A N/A 0 0 0 0 2019-03-12 $65.46 $0.00 12.9% 4.3% 11.0% 5.9% 0.0% 2.0% 1.8% 0 0 0 0.00 113.84 N/A N/A 0 0 0 0 2019-03-13 $65.83 $0.00 13.9% 4.4% 10.6% 7.5% 0.0% 6.1% 1.5% 0 0 0 0.00 80.93 N/A N/A 0 0 0 0 2019-03-14 $65.74 $0.00 12.0% 4.1% 10.6% 4.3% 0.0% 1.7% 2.2% 0 0 0 0.00 112.96 N/A N/A 0 0 0 0 2019-03-15 $65.98 $0.00 11.7% 4.0% 10.6% 3.8% 0.0% 1.9% 2.3% 0 0 0 0.00 113.43 N/A N/A 0 0 0 0 2019-03-18 $66.29 $0.00 13.6% 3.7% 10.5% 7.0% 0.0% 6.0% -0.4% 0 0 0 0.00 135.43 N/A N/A 0 0 0 0 2019-03-19 $66.27 $0.00 12.8% 3.8% 10.5% 5.8% 0.0% 1.6% 0.4% 0 0 0 0.00 130.59 N/A N/A 0 0 0 0 2019-03-20 $66.33 $0.00 12.9% 3.9% 10.4% 5.9% 0.0% 1.9% 0.7% 0 0 0 0.00 130.22 N/A N/A 0 0 0 0 2019-03-21 $67.14 $0.00 12.3% 3.7% 11.0% 4.8% 0.0% 1.7% 0.8% 0 0 0 0.00 121.43 N/A N/A 0 0 0 0 2019-03-22 $65.87 $0.00 15.7% 4.4% 12.9% 10.4% 0.0% 7.9% 1.3% 0 0 0 0.00 117.22 N/A N/A 0 0 0 0 2019-03-25 $65.92 $0.00 15.1% 4.6% 12.8% 9.4% 0.0% 8.1% 1.0% 0 0 0 0.00 110.59 N/A N/A 0 0 0 0 2019-03-26 $66.08 $0.00 14.4% 4.3% 12.8% 8.3% 0.0% 3.9% 1.1% 0 0 0 0.00 119.28 N/A N/A 0 0 0 0 2019-03-27 $66.12 $0.00 16.2% 4.4% 12.8% 11.3% 0.0% 4.1% 0.2% 0 0 0 0.00 114.51 N/A N/A 0 0 0 0 2019-03-28 $66.43 $0.00 13.1% 4.1% 12.9% 6.2% 0.0% 3.4% 1.2% 0 0 0 0.00 76.42 N/A N/A 0 0 0 0 2019-03-29 $66.98 $0.00 13.1% 3.9% 12.9% 6.2% 0.0% 1.4% 0.5% 0 0 0 0.00 131.55 N/A N/A 0 0 0 0
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