FTC Options History — August 2019 In August 2019, FTC traded between $68.14 and $71.30. ATM implied volatility averaged 22.0%, placing in the 20.5% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 3.0% (HV 20d: 19.0%). Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2019-08-07 : Highest Volume — 4 contracts2019-08-23 : Largest IV spike — 67.3% change2019-08-13 : Highest IV Rank — 36.4%2019-08-23 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $70.32 $68.14 $71.30 $71.15 $70.90 ATM IV 22.0% 16.0% 31.6% 20.8% 18.4% Expected Move 5.7% 4.6% 8.4% 6.0% 5.3% HV 20d 19.0% 6.9% 23.6% 6.9% 23.2% HV 60d 14.9% 12.7% 16.0% 12.7% 15.2% IV Rank 20.5% 10.9% 36.4% 18.8% 13.9% IV Percentile 79.7% 53.6% 98.8% 83.3% 66.3% Term Structure -0.6% -6.5% 1.2% 1.1% -0.9% Skew 25d 5.3% 0.7% 13.2% 0.7% 10.0% Skew 10d 8.6% 1.5% 16.4% 3.4% 16.4% Call IV 25d 15.2% 10.2% 19.1% 15.0% 16.9% Put IV 25d 20.5% 15.7% 29.9% 15.7% 26.8% Bid-Ask Spread % 140.19 111.91 179.11 165.25 150.43 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 753 0 1.1K 0 1.0K Net DEX -8.0K -11.7K 0 0 -10.4K Net VEX -53 -74 0 0 -65 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 0.227 0 4 0 1 Total OI 3.091 0 4 0 4
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 2019-08-01 $71.15 $0.00 20.8% 6.0% 6.9% 18.8% 0.0% 0.7% 1.1% 0 0 0 0.00 165.25 N/A N/A 0 0 0 0 2019-08-02 $70.28 $0.00 17.6% 5.1% 8.1% 13.6% 0.0% 2.8% 0.8% 0 0 0 0.00 138.32 N/A N/A 0 0 0 0 2019-08-05 $68.14 $0.00 25.9% 5.9% 13.4% 27.1% 0.0% 4.4% 1.2% 0 0 0 0.00 124.69 N/A N/A 0 0 0 0 2019-08-06 $69.17 $0.00 23.5% 5.9% 14.6% 23.2% 0.0% 5.9% -0.6% 0 0 0 0.00 127.45 N/A N/A 0 0 0 0 2019-08-07 $69.72 $0.00 27.4% 5.6% 14.9% 29.5% 0.0% 2.5% -1.3% 0 0 0 0.00 150.84 N/A N/A 4 0 0 0 2019-08-08 $71.24 $0.00 20.4% 5.1% 17.0% 18.2% 0.0% 5.2% 0.3% 1.0K -11.7K -74 0.00 137.87 N/A N/A 0 0 4 0 2019-08-09 $71.12 $0.00 22.9% 5.1% 16.9% 22.2% 0.0% 5.6% 0.3% 1.0K -11.4K -74 0.00 137.95 N/A N/A 0 0 4 0 2019-08-12 $69.90 $0.00 29.5% 5.6% 17.9% 33.0% 0.0% 3.2% 0.1% 933 -9.6K -67 0.00 135.41 N/A N/A 0 0 4 0 2019-08-13 $70.85 $0.00 31.6% 5.3% 18.6% 36.4% 0.0% 5.9% -0.4% 1.0K -11.0K -70 0.00 141.85 N/A N/A 0 0 4 0 2019-08-14 $69.02 $0.00 22.5% 6.5% 20.7% 21.6% 0.0% 4.6% -1.0% 832 -8.8K -66 0.00 131.10 N/A N/A 0 0 4 0 2019-08-15 $69.38 $0.00 22.7% 6.5% 20.8% 21.9% 0.0% 6.0% -1.4% 852 -9.2K -66 0.00 131.01 N/A N/A 0 0 4 0 2019-08-16 $70.28 $0.00 19.8% 5.7% 21.4% 17.2% 0.0% 3.6% -0.3% 947 -10.2K -69 0.00 143.71 N/A N/A 0 0 4 0 2019-08-19 $71.06 $0.00 17.5% 5.0% 21.8% 13.4% 0.0% 8.8% 0.1% 1.0K -11.2K -72 0.00 111.91 N/A N/A 0 0 4 0 2019-08-20 $70.75 $0.00 16.0% 4.6% 21.8% 10.9% 0.0% 7.9% 0.8% 1.0K -10.6K -69 0.00 113.38 N/A N/A 0 0 4 0 2019-08-21 $71.24 $0.00 17.4% 5.0% 21.8% 12.3% 0.0% 5.4% 0.1% 1.1K -11.4K -71 0.00 151.49 N/A N/A 0 0 4 0 2019-08-22 $71.30 $0.00 17.4% 5.0% 21.8% 12.3% 0.0% 5.1% 0.8% 1.1K -10.6K -69 0.00 138.27 N/A N/A 0 0 4 0 2019-08-23 $69.63 $0.00 29.1% 8.4% 23.0% 31.7% 0.0% 13.2% -6.5% 818 -9.9K -67 0.00 149.03 N/A N/A 0 0 4 0 2019-08-26 $69.98 $0.00 21.1% 6.1% 23.1% 18.5% 0.0% 3.2% -4.5% 1.1K -8.5K -61 0.00 179.11 N/A N/A 0 0 4 0 2019-08-27 $70.19 $0.00 22.3% 6.4% 23.2% 20.4% 0.0% 5.1% -1.7% 929 -10.0K -67 0.00 139.03 N/A N/A 0 0 4 0 2019-08-28 $70.37 $0.00 21.5% 6.2% 23.2% 19.1% 0.0% 2.6% -0.5% 913 -10.5K -66 0.00 143.80 N/A N/A 0 0 4 0 2019-08-29 $71.29 $0.00 19.2% 5.5% 23.6% 15.2% 0.0% 4.8% -0.6% 998 -11.4K -68 0.00 142.33 N/A N/A 0 0 4 0 2019-08-30 $70.90 $0.00 18.4% 5.3% 23.2% 13.9% 0.0% 10.0% -0.9% 1.0K -10.4K -65 0.00 150.43 N/A N/A 1 0 4 0
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