FTC Options History — May 2019 In May 2019, FTC traded between $65.69 and $68.99. ATM implied volatility averaged 17.2%, placing in the 12.9% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 3.5% (HV 20d: 13.7%). Max pain ranged from $66.00 to $66.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 6 of 22 days.
Notable Days 2019-05-23 : Highest Volume — 11 contracts2019-05-07 : Largest IV spike — 73.7% change2019-05-13 : Highest IV Rank — 32.7%2019-05-10 : Largest Expected Move — 5.9%Monthly Statistics Metric Avg Min Max Open Close Price $67.25 $65.69 $68.99 $68.32 $65.69 Max Pain $66.00 $66.00 $66.00 $66.00 $66.00 ATM IV 17.2% 10.0% 29.3% 13.3% 17.6% Expected Move 4.7% 2.9% 5.9% 3.8% 5.0% HV 20d 13.7% 7.5% 17.4% 7.5% 17.4% HV 60d 11.7% 9.5% 13.1% 9.6% 12.9% IV Rank 12.9% 1.2% 32.7% 6.5% 13.5% IV Percentile 62.5% 2.4% 97.6% 48.0% 67.5% Term Structure -0.2% -2.3% 4.8% -1.0% -0.7% VWIV 17.6% 16.1% 19.2% 19.2% 16.1% Skew 25d 5.4% 1.1% 12.1% 2.3% 3.9% Skew 10d 6.0% 1.6% 12.1% 3.3% 6.4% Call IV 25d 11.6% 9.2% 14.5% 13.0% 14.5% Put IV 25d 17.0% 10.3% 22.4% 15.2% 18.4% Bid-Ask Spread % 115.68 87.11 137.77 137.77 104.22 Gamma HHI 0.97 0.90 1.00 1.00 0.90 Net GEX -1.8K -7.7K 0 0 -7.3K Net DEX 9.4K 0 43.0K 0 43.0K Net VEX -24 -85 0 0 -78 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 1.182 0 11 0 0 Total OI 3.273 0 12 0 12
Daily Data (22 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 2019-05-01 $68.32 $0.00 13.3% 3.8% 7.5% 6.5% 0.0% 2.3% -1.0% 0 0 0 0.00 137.77 N/A N/A 0 0 0 0 2019-05-02 $68.40 $0.00 10.0% 2.9% 7.5% 1.2% 0.0% 1.1% 4.8% 0 0 0 0.00 133.93 N/A N/A 0 0 0 0 2019-05-03 $68.99 $0.00 12.0% 3.5% 7.8% 4.4% 0.0% 3.2% 1.3% 0 0 0 0.00 128.35 N/A N/A 0 0 0 0 2019-05-06 $68.83 $0.00 11.7% 4.2% 7.7% 3.8% 0.0% 5.6% -2.3% 0 0 0 0.00 98.51 N/A N/A 0 0 0 0 2019-05-07 $67.40 $0.00 20.3% 5.4% 10.9% 17.9% 0.0% 7.3% -1.2% 0 0 0 0.00 107.10 N/A N/A 0 1 0 0 2019-05-08 $67.82 $0.00 18.6% 4.9% 11.1% 15.2% 0.0% 7.3% -0.8% -272 1.9K -10 0.00 111.38 N/A N/A 0 1 0 1 2019-05-09 $67.60 $0.00 16.2% 4.8% 10.8% 11.2% 0.0% 8.9% -0.4% -302 2.2K -11 0.00 87.11 N/A N/A 0 1 0 1 2019-05-10 $67.78 $0.00 27.3% 5.9% 10.9% 29.4% 0.0% 12.1% -1.1% -235 2.1K -11 0.00 136.91 N/A N/A 0 0 0 1 2019-05-13 $66.01 $0.00 29.3% 5.7% 14.1% 32.7% 0.0% 6.3% -0.4% -301 2.6K -11 0.00 112.48 N/A N/A 0 0 0 1 2019-05-14 $66.99 $0.00 20.6% 4.4% 15.3% 18.5% 0.0% 9.6% 1.2% -329 2.1K -10 0.00 107.53 N/A N/A 0 1 0 1 2019-05-15 $67.30 $0.00 17.8% 5.1% 15.3% 13.9% 0.0% 1.1% -0.9% -309 2.1K -10 0.00 121.44 N/A N/A 0 0 0 1 2019-05-16 $67.91 $0.00 16.0% 4.6% 15.5% 10.9% 0.0% 4.5% -0.3% -305 1.6K -9 0.00 126.65 N/A N/A 0 0 0 1 2019-05-17 $67.49 $0.00 16.4% 4.7% 15.6% 11.5% 0.0% 4.8% 0.6% -303 1.8K -10 0.00 125.00 N/A N/A 0 0 0 1 2019-05-20 $66.79 $0.00 17.3% 5.0% 16.0% 13.0% 0.0% 5.9% -0.6% -347 2.2K -10 0.00 121.21 N/A N/A 0 0 0 1 2019-05-21 $67.53 $0.00 15.2% 4.4% 16.3% 9.6% 0.0% 3.3% -0.1% -317 1.9K -9 0.00 133.24 N/A N/A 0 0 0 1 2019-05-22 $67.47 $0.00 13.8% 4.0% 16.2% 7.4% 0.0% 2.7% 0.9% -351 1.8K -9 0.00 104.29 N/A N/A 0 0 0 1 2019-05-23 $66.39 $0.00 19.3% 5.5% 17.0% 16.3% 19.2% 8.1% -1.7% -345 2.4K -10 0.00 116.62 N/A N/A 0 11 0 1 2019-05-24 $66.66 $66.00 15.2% 4.4% 17.1% 9.6% 16.1% 5.1% -0.2% -6.6K 29.2K -85 0.00 94.95 N/A N/A 0 11 0 12 2019-05-28 $66.20 $66.00 18.0% 5.2% 17.2% 14.2% 0.0% 4.7% -0.4% -6.5K 32.5K -82 0.00 120.31 N/A N/A 0 0 0 12 2019-05-29 $65.70 $66.00 16.4% 4.7% 17.2% 11.6% 0.0% 4.6% -0.9% -7.5K 38.6K -82 0.00 104.02 N/A N/A 0 0 0 12 2019-05-30 $66.17 $66.00 16.7% 4.8% 17.3% 12.1% 0.0% 7.3% 0.1% -7.7K 38.3K -80 0.00 112.04 N/A N/A 0 0 0 12 2019-05-31 $65.69 $66.00 17.6% 5.0% 17.4% 13.5% 0.0% 3.9% -0.7% -7.3K 43.0K -78 0.00 104.22 N/A N/A 0 0 0 12
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