FTC Options History — April 2019 In April 2019, FTC traded between $67.59 and $69.01. ATM implied volatility averaged 11.7%, placing in the 3.9% IV rank vs the trailing year. The 30-day expected move averaged 3.4%. IV traded above realized volatility by 2.2% (HV 20d: 9.5%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 21 of 21 days.
Notable Days 2019-04-17 : Largest IV spike — 27.5% change2019-04-04 : Highest IV Rank — 6.3%2019-04-10 : Largest Expected Move — 3.8%Monthly Statistics Metric Avg Min Max Open Close Price $68.28 $67.59 $69.01 $67.59 $69.01 ATM IV 11.7% 10.0% 13.2% 12.6% 11.2% Expected Move 3.4% 2.9% 3.8% 3.7% 3.2% HV 20d 9.5% 6.4% 12.5% 12.5% 6.4% HV 60d 10.4% 9.3% 13.0% 13.0% 9.3% IV Rank 3.9% 1.0% 6.3% 5.3% 3.0% IV Percentile 20.0% 1.6% 40.5% 28.6% 12.3% Term Structure 1.2% 0.1% 3.2% 0.7% 1.5% Skew 25d 1.1% -3.1% 2.9% 2.3% 1.1% Skew 10d 1.8% -1.6% 4.6% 2.8% 2.2% Call IV 25d 10.6% 8.1% 13.6% 13.6% 8.6% Put IV 25d 11.7% 8.5% 15.8% 15.8% 9.7% Bid-Ask Spread % 120.99 82.22 143.46 133.13 130.49 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 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 2019-04-01 $67.59 $0.00 12.6% 3.7% 12.5% 5.3% 0.0% 2.3% 0.7% 0 0 0 0.00 133.13 N/A N/A 0 0 0 0 2019-04-02 $67.74 $0.00 11.5% 3.6% 12.5% 3.5% 0.0% 2.9% 0.9% 0 0 0 0.00 88.83 N/A N/A 0 0 0 0 2019-04-03 $67.94 $0.00 12.9% 3.7% 11.7% 5.9% 0.0% 1.7% 1.0% 0 0 0 0.00 133.51 N/A N/A 0 0 0 0 2019-04-04 $67.67 $0.00 13.2% 3.5% 11.2% 6.3% 0.0% 0.8% 0.5% 0 0 0 0.00 97.73 N/A N/A 0 0 0 0 2019-04-05 $68.03 $0.00 10.7% 3.5% 10.9% 2.3% 0.0% 1.9% 1.2% 0 0 0 0.00 95.27 N/A N/A 0 0 0 0 2019-04-08 $68.13 $0.00 11.3% 3.5% 10.0% 3.2% 0.0% 1.9% 1.3% 0 0 0 0.00 82.22 N/A N/A 0 0 0 0 2019-04-09 $67.93 $0.00 11.6% 3.5% 10.0% 3.8% 0.0% 1.8% 1.3% 0 0 0 0.00 100.89 N/A N/A 0 0 0 0 2019-04-10 $68.38 $0.00 13.1% 3.8% 10.1% 6.2% 0.0% 2.3% 1.0% 0 0 0 0.00 138.80 N/A N/A 0 0 0 0 2019-04-11 $68.44 $0.00 11.9% 3.4% 10.0% 4.3% 0.0% -2.5% 1.6% 0 0 0 0.00 106.11 N/A N/A 0 0 0 0 2019-04-12 $68.77 $0.00 11.8% 3.4% 10.1% 4.0% 0.0% 0.9% 1.3% 0 0 0 0.00 138.32 N/A N/A 0 0 0 0 2019-04-15 $68.69 $0.00 11.3% 3.2% 10.1% 3.2% 0.0% 1.2% 1.7% 0 0 0 0.00 111.77 N/A N/A 0 0 0 0 2019-04-16 $68.32 $0.00 10.0% 2.9% 10.4% 1.0% 0.0% -3.1% 3.2% 0 0 0 0.00 118.49 N/A N/A 0 0 0 0 2019-04-17 $67.80 $0.00 12.7% 3.6% 10.9% 5.5% 0.0% 1.3% 0.8% 0 0 0 0.00 143.46 N/A N/A 0 0 0 0 2019-04-18 $67.86 $0.00 11.8% 3.4% 10.1% 4.1% 0.0% 1.1% 1.1% 0 0 0 0.00 140.72 N/A N/A 0 0 0 0 2019-04-22 $67.97 $0.00 12.3% 3.5% 6.9% 4.9% 0.0% 2.5% 0.9% 0 0 0 0.00 123.88 N/A N/A 0 0 0 0 2019-04-23 $68.54 $0.00 10.8% 3.1% 7.3% 2.3% 0.0% -0.4% 1.2% 0 0 0 0.00 142.92 N/A N/A 0 0 0 0 2019-04-24 $68.78 $0.00 11.3% 3.2% 7.3% 3.3% 0.0% 2.5% 1.0% 0 0 0 0.00 122.23 N/A N/A 0 0 0 0 2019-04-25 $68.65 $0.00 11.9% 3.4% 7.4% 4.2% 0.0% 0.4% 0.1% 0 0 0 0.00 127.14 N/A N/A 0 0 0 0 2019-04-26 $68.87 $0.00 11.0% 3.2% 7.4% 2.8% 0.0% 1.1% 1.5% 0 0 0 0.00 136.54 N/A N/A 0 0 0 0 2019-04-29 $68.81 $0.00 11.2% 3.2% 7.0% 3.0% 0.0% 1.5% 1.2% 0 0 0 0.00 128.33 N/A N/A 0 0 0 0 2019-04-30 $69.01 $0.00 11.2% 3.2% 6.4% 3.0% 0.0% 1.1% 1.5% 0 0 0 0.00 130.49 N/A N/A 0 0 0 0
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