FTC Options History — June 2019 In June 2019, FTC traded between $65.16 and $70.82. ATM implied volatility averaged 16.0%, placing in the 10.9% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 0.5% (HV 20d: 15.6%). Max pain ranged from $65.00 to $66.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 13 of 20 days.
Notable Days 2019-06-03 : Highest Volume — 1 contracts2019-06-04 : Largest IV drop — 35.7% change2019-06-03 : Highest IV Rank — 20.5%2019-06-03 : Largest Expected Move — 6.3%Monthly Statistics Metric Avg Min Max Open Close Price $69.09 $65.16 $70.82 $65.16 $70.13 Max Pain $65.15 $65.00 $66.00 $66.00 $65.00 ATM IV 16.0% 13.8% 21.9% 21.9% 15.2% Expected Move 4.5% 3.9% 6.3% 6.3% 4.4% HV 20d 15.6% 12.7% 19.0% 17.0% 12.7% HV 60d 13.5% 12.9% 13.8% 12.9% 13.4% IV Rank 10.9% 7.3% 20.5% 20.5% 9.6% IV Percentile 58.4% 46.0% 86.5% 86.5% 54.0% Term Structure 0.1% -3.1% 2.1% -3.1% -0.7% VWIV 16.5% 15.4% 17.6% 15.4% 17.6% Skew 25d 2.8% -1.0% 8.6% 8.6% 4.5% Skew 10d 1.6% -3.6% 7.4% 7.4% 3.4% Call IV 25d 13.8% 11.2% 17.1% 13.2% 13.7% Put IV 25d 16.6% 13.8% 21.9% 21.9% 18.2% Bid-Ask Spread % 111.81 98.26 130.27 126.63 117.06 Gamma HHI 0.79 0.50 1.00 0.88 1.00 Net GEX -3.1K -9.1K -241 -6.3K -317 Net DEX 8.8K 122 46.4K 46.4K 122 Net VEX -23 -79 -1 -71 -1 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.25 0 1 1 0 Total OI 10.2 2 13 12 2
Daily Data (20 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 2019-06-03 $65.16 $66.00 21.9% 6.3% 17.0% 20.5% 0.0% 8.6% -3.1% -6.3K 46.4K -71 0.00 126.63 N/A N/A 0 1 0 12 2019-06-04 $66.53 $66.00 14.1% 4.0% 19.0% 7.7% 0.0% 1.4% 1.2% -8.3K 37.5K -79 0.00 128.36 N/A N/A 0 1 0 13 2019-06-05 $67.58 $66.00 13.8% 3.9% 18.5% 7.3% 0.0% 8.2% 1.0% -9.1K 22.6K -63 0.00 130.27 N/A N/A 0 1 0 13 2019-06-06 $68.22 $65.00 15.6% 4.7% 18.7% 10.2% 15.4% 5.0% 0.1% -8.2K 13.8K -45 0.00 112.70 N/A N/A 0 1 0 13 2019-06-07 $68.92 $65.00 18.3% 4.8% 18.9% 14.6% 17.6% 2.1% -1.0% -4.8K 13.8K -48 0.00 100.63 N/A N/A 0 1 0 13 2019-06-10 $69.36 $65.00 18.7% 4.7% 19.0% 15.3% 0.0% 2.9% -1.3% -3.4K 7.3K -27 0.00 98.26 N/A N/A 0 0 0 13 2019-06-11 $69.03 $65.00 18.1% 4.6% 16.2% 14.3% 0.0% -1.0% 1.5% -5.2K 8.8K -30 0.00 109.20 N/A N/A 0 0 0 13 2019-06-12 $69.15 $65.00 16.2% 4.6% 15.5% 11.2% 0.0% 2.7% 0.9% -3.9K 7.7K -26 0.00 116.79 N/A N/A 0 0 0 13 2019-06-13 $69.12 $65.00 15.7% 4.5% 15.5% 10.4% 0.0% 2.9% 0.1% -2.7K 4.5K -18 0.00 98.44 N/A N/A 0 0 0 13 2019-06-14 $69.09 $65.00 15.6% 4.5% 15.2% 10.3% 0.0% 3.1% 0.1% -3.0K 4.8K -17 0.00 102.06 N/A N/A 0 0 0 13 2019-06-17 $69.05 $65.00 15.2% 4.4% 15.0% 9.6% 0.0% 3.2% 0.5% -2.0K 2.8K -12 0.00 101.65 N/A N/A 0 0 0 13 2019-06-18 $69.72 $65.00 15.3% 4.4% 14.6% 9.8% 0.0% 4.3% -0.7% -1.1K 1.7K -7 0.00 107.79 N/A N/A 0 0 0 13 2019-06-19 $70.38 $65.00 14.5% 4.1% 14.5% 8.4% 0.0% 2.2% 1.4% -602 623 -3 0.00 116.75 N/A N/A 0 0 0 13 2019-06-20 $70.82 $65.00 14.2% 4.1% 14.5% 7.9% 0.0% -0.1% 2.1% -334 406 -2 0.00 115.16 N/A N/A 0 0 0 13 2019-06-21 $70.60 $65.00 14.3% 4.1% 13.0% 8.2% 0.0% 2.5% 0.3% -660 881 -3 0.00 104.23 N/A N/A 0 0 0 13 2019-06-24 $70.28 $65.00 15.2% 4.3% 13.3% 9.5% 0.0% 1.3% 0.2% -241 481 -3 0.00 107.20 N/A N/A 0 0 0 2 2019-06-25 $69.56 $65.00 14.9% 4.3% 13.6% 9.0% 0.0% -0.1% 1.4% -333 748 -4 0.00 111.97 N/A N/A 0 0 0 2 2019-06-26 $69.34 $65.00 17.0% 4.9% 13.3% 12.5% 0.0% 2.9% -1.5% -460 1.2K -5 0.00 116.27 N/A N/A 0 0 0 2 2019-06-27 $69.76 $65.00 16.7% 4.8% 13.2% 12.1% 0.0% -0.0% -0.4% -424 769 -4 0.00 114.76 N/A N/A 0 0 0 2 2019-06-28 $70.13 $65.00 15.2% 4.4% 12.7% 9.6% 0.0% 4.5% -0.7% -317 122 -1 0.00 117.06 N/A N/A 0 0 0 2
« May 2019 | All History | Jul 2019 » Home FTC History June 2019