FTC Options History — July 2019 In July 2019, FTC traded between $70.85 and $72.63. ATM implied volatility averaged 13.1%, placing in the 6.1% IV rank vs the trailing year. The 30-day expected move averaged 3.7%. IV traded above realized volatility by 4.3% (HV 20d: 8.8%). Max pain ranged from $65.00 to $65.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 18 of 22 days.
Notable Days 2019-07-19 : Largest IV spike — 30.0% change2019-07-31 : Highest IV Rank — 11.9%2019-07-31 : Largest Expected Move — 4.8%Monthly Statistics Metric Avg Min Max Open Close Price $71.86 $70.85 $72.63 $70.85 $71.66 Max Pain $65.00 $65.00 $65.00 $65.00 $65.00 ATM IV 13.1% 10.8% 16.6% 12.4% 16.6% Expected Move 3.7% 3.1% 4.8% 3.6% 4.8% HV 20d 8.8% 7.2% 12.2% 12.2% 7.4% HV 60d 13.5% 13.4% 13.6% 13.5% 13.4% IV Rank 6.1% 2.5% 11.9% 5.0% 11.9% IV Percentile 33.2% 6.7% 62.3% 26.6% 62.3% Term Structure 2.0% -3.7% 30.3% 1.7% -3.7% Skew 25d 1.8% -1.1% 3.7% 3.0% 3.7% Skew 10d 1.4% -2.1% 8.2% 5.7% 8.2% Call IV 25d 11.7% 9.4% 13.5% 11.7% 11.9% Put IV 25d 13.5% 11.5% 16.7% 14.7% 15.6% Bid-Ask Spread % 117.30 83.79 162.54 118.13 159.31 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -5 -89 0 -89 0 Net DEX 6 0 121 121 0 Net VEX -0 -1 0 -1 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1.273 0 2 2 0
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 2019-07-01 $70.85 $65.00 12.4% 3.6% 12.2% 5.0% 0.0% 3.0% 1.7% -89 121 -1 0.00 118.13 N/A N/A 0 0 0 2 2019-07-02 $71.05 $65.00 12.3% 3.5% 10.5% 4.9% 0.0% 0.6% -0.2% 0 0 0 0.00 117.42 N/A N/A 0 0 0 2 2019-07-03 $71.78 $65.00 10.8% 3.1% 9.8% 2.5% 0.0% 1.3% 1.3% 0 0 0 0.00 110.19 N/A N/A 0 0 0 2 2019-07-05 $71.64 $0.00 11.8% 3.6% 9.7% 4.0% 0.0% 1.6% 0.6% 0 0 0 0.00 87.22 N/A N/A 0 0 0 2 2019-07-08 $71.37 $0.00 12.9% 3.8% 9.4% 5.8% 0.0% 2.5% 0.8% -5 11 0 0.00 83.79 N/A N/A 0 0 0 2 2019-07-09 $71.55 $0.00 12.5% 3.2% 9.3% 5.2% 0.0% 3.5% 1.9% 0 0 0 0.00 88.30 N/A N/A 0 0 0 2 2019-07-10 $71.84 $0.00 12.5% 3.6% 9.0% 5.2% 0.0% 1.7% 1.6% -4 3 0 0.00 140.42 N/A N/A 0 0 0 2 2019-07-11 $71.87 $0.00 12.3% 3.5% 9.0% 4.9% 0.0% 2.6% 1.3% 0 0 0 0.00 143.00 N/A N/A 0 0 0 2 2019-07-12 $72.19 $0.00 12.6% 3.6% 9.0% 5.4% 0.0% 1.4% 1.5% 0 0 0 0.00 96.01 N/A N/A 0 0 0 2 2019-07-15 $72.30 $0.00 13.0% 3.7% 9.0% 6.1% 0.0% -0.2% 1.2% 0 0 0 0.00 107.74 N/A N/A 0 0 0 2 2019-07-16 $72.04 $0.00 12.8% 3.7% 9.2% 5.6% 0.0% 1.4% 1.3% 0 0 0 0.00 104.72 N/A N/A 0 0 0 2 2019-07-17 $71.89 $0.00 12.8% 3.7% 8.8% 5.8% 0.0% 1.7% 0.9% 0 0 0 0.00 91.05 N/A N/A 0 0 0 2 2019-07-18 $72.07 $0.00 11.5% 3.3% 8.3% 3.6% 0.0% 2.4% 2.6% 0 0 0 0.00 132.98 N/A N/A 0 0 0 2 2019-07-19 $71.66 $0.00 15.0% 4.3% 8.5% 9.2% 0.0% -1.1% 0.5% -1 1 0 0.00 113.62 N/A N/A 0 0 0 2 2019-07-22 $71.67 $0.00 13.2% 3.8% 8.4% 6.4% 0.0% 1.9% 30.3% 0 0 0 0.00 99.88 N/A N/A 0 0 0 0 2019-07-23 $72.02 $0.00 12.1% 3.5% 8.2% 4.6% 0.0% -0.8% 2.6% 0 0 0 0.00 123.08 N/A N/A 0 0 0 0 2019-07-24 $72.47 $0.00 15.6% 4.5% 7.2% 10.3% 0.0% 3.0% -2.2% 0 0 0 0.00 116.26 N/A N/A 0 0 0 0 2019-07-25 $72.12 $0.00 12.7% 3.6% 7.4% 5.5% 0.0% 1.7% 1.6% 0 0 0 0.00 118.54 N/A N/A 0 0 0 0 2019-07-26 $72.63 $0.00 13.8% 3.9% 7.4% 7.3% 0.0% 3.6% -1.7% 0 0 0 0.00 162.54 N/A N/A 0 0 0 0 2019-07-29 $72.29 $0.00 14.2% 4.1% 7.7% 8.0% 0.0% 1.8% 0.6% 0 0 0 0.00 135.17 N/A N/A 0 0 0 0 2019-07-30 $72.00 $0.00 14.3% 4.1% 7.2% 8.2% 0.0% 3.4% 0.4% 0 0 0 0.00 131.28 N/A N/A 0 0 0 0 2019-07-31 $71.66 $0.00 16.6% 4.8% 7.4% 11.9% 0.0% 3.7% -3.7% 0 0 0 0.00 159.31 N/A N/A 0 0 0 0
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