FTC Options History — September 2019 In September 2019, FTC traded between $69.29 and $71.87. ATM implied volatility averaged 17.0%, placing in the 28.4% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 0.9% (HV 20d: 16.1%). Max pain ranged from $70.00 to $73.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2019-09-16 : Highest Volume — 4 contracts2019-09-09 : Largest IV spike — 60.6% change2019-09-09 : Highest IV Rank — 57.4%2019-09-03 : Largest Expected Move — 5.9%Monthly Statistics Metric Avg Min Max Open Close Price $70.52 $69.29 $71.87 $70.43 $70.00 Max Pain $71.00 $70.00 $73.00 $73.00 $70.00 ATM IV 17.0% 14.2% 24.3% 20.5% 15.5% Expected Move 4.8% 4.1% 5.9% 5.9% 4.4% HV 20d 16.1% 12.4% 20.3% 20.3% 13.5% HV 60d 15.7% 15.1% 16.0% 15.1% 15.9% IV Rank 28.4% 17.0% 57.4% 42.2% 22.3% IV Percentile 53.7% 34.9% 89.7% 77.0% 41.3% Term Structure 6.8% -0.7% 34.8% -0.5% 34.8% VWIV 14.3% 14.3% 14.3% 14.3% 14.3% Skew 25d 4.0% 1.5% 9.5% 9.5% 2.3% Skew 10d 5.1% 1.1% 9.9% 1.1% 3.6% Call IV 25d 13.4% 10.1% 16.4% 12.5% 14.0% Put IV 25d 17.4% 14.3% 22.0% 22.0% 16.3% Bid-Ask Spread % 121.73 88.90 145.49 99.73 132.36 Gamma HHI 0.53 0.38 0.61 0.59 0.50 Net GEX 1.7K 971 2.4K 1.4K 1.8K Net DEX -13.4K -19.1K -7.3K -11.8K -13.3K Net VEX -98 -137 -63 -73 -114 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 0.25 0 4 0 0 Total OI 7.6 5 10 5 10
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 2019-09-03 $70.43 $0.00 20.5% 5.9% 20.3% 42.2% 0.0% 9.5% -0.5% 1.4K -11.8K -73 0.00 99.73 N/A N/A 0 0 5 0 2019-09-04 $71.03 $0.00 19.5% 5.6% 19.8% 38.2% 0.0% 1.7% -0.7% 1.4K -13.1K -73 0.00 133.77 N/A N/A 0 0 5 0 2019-09-05 $71.87 $73.00 16.7% 4.9% 20.0% 27.0% 0.0% 3.6% 0.4% 1.6K -14.6K -76 0.00 113.72 N/A N/A 0 0 5 0 2019-09-06 $71.74 $73.00 15.1% 4.8% 18.6% 20.7% 0.0% 3.5% 1.1% 1.7K -15.0K -77 0.00 115.94 N/A N/A 0 0 5 0 2019-09-09 $70.50 $73.00 24.3% 5.0% 19.6% 57.4% 0.0% 6.5% -0.7% 1.4K -12.1K -71 0.00 145.49 N/A N/A 0 0 5 0 2019-09-10 $69.64 $73.00 19.5% 4.8% 19.1% 38.4% 0.0% 3.0% 0.7% 1.4K -9.4K -63 0.00 140.20 N/A N/A 0 0 5 0 2019-09-11 $69.96 $73.00 17.6% 5.0% 18.5% 30.5% 0.0% 9.5% 0.1% 1.5K -9.9K -64 0.00 99.47 N/A N/A 0 0 5 0 2019-09-12 $70.51 $73.00 14.2% 4.1% 16.1% 17.0% 14.3% 1.5% 1.5% 1.6K -10.9K -68 0.00 144.43 N/A N/A 0 1 5 0 2019-09-13 $70.22 $70.00 16.7% 4.8% 16.1% 27.1% 0.0% 4.4% 0.4% 1.1K -7.6K -73 0.00 88.90 N/A N/A 0 0 5 1 2019-09-16 $70.31 $70.00 15.3% 4.4% 15.5% 21.6% 0.0% 2.3% 2.0% 971 -7.3K -74 0.00 141.35 N/A N/A 4 0 5 1 2019-09-17 $71.02 $70.00 15.9% 4.6% 15.4% 23.9% 0.0% 4.4% 0.8% 2.2K -16.9K -133 0.00 97.52 N/A N/A 0 0 9 1 2019-09-18 $70.93 $70.00 15.6% 4.5% 15.3% 22.6% 0.0% 2.5% 1.4% 2.3K -19.1K -137 0.00 141.47 N/A N/A 0 0 9 1 2019-09-19 $71.01 $70.00 14.9% 4.3% 15.1% 20.0% 0.0% 1.9% 1.6% 2.4K -19.0K -136 0.00 129.27 N/A N/A 0 0 9 1 2019-09-20 $70.72 $70.00 14.4% 4.1% 15.2% 17.8% 0.0% 2.1% 1.7% 2.3K -16.8K -128 0.00 130.66 N/A N/A 0 0 9 1 2019-09-23 $70.73 $70.00 16.0% 4.6% 12.4% 24.1% 0.0% 6.8% 31.0% 2.3K -17.6K -127 0.00 108.50 N/A N/A 0 0 9 1 2019-09-24 $69.99 $70.00 16.4% 4.7% 12.9% 25.9% 0.0% 1.8% 31.1% 1.9K -14.4K -118 0.00 130.44 N/A N/A 0 0 9 1 2019-09-25 $70.23 $70.00 17.3% 5.0% 12.9% 29.5% 0.0% 7.1% -0.4% 1.9K -13.7K -115 0.00 109.96 N/A N/A 0 0 9 1 2019-09-26 $70.32 $70.00 16.8% 4.8% 12.9% 27.5% 0.0% 4.3% 0.3% 2.0K -14.4K -122 0.00 107.21 N/A N/A 0 0 9 1 2019-09-27 $69.29 $70.00 18.6% 5.3% 13.0% 34.7% 0.0% 2.2% 30.3% 1.7K -11.0K -109 0.00 124.31 N/A N/A 0 0 9 1 2019-09-30 $70.00 $70.00 15.5% 4.4% 13.5% 22.3% 0.0% 2.3% 34.8% 1.8K -13.3K -114 0.00 132.36 N/A N/A 0 0 9 1
« Aug 2019 | All History | Oct 2019 » Home FTC History September 2019