FTC Options History — October 2019

In October 2019, FTC traded between $68.10 and $70.49. ATM implied volatility averaged 19.8%, placing in the 40.1% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 5.9% (HV 20d: 14.0%). Max pain ranged from $70.00 to $70.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 8 of 23 days.

Notable Days

  • 2019-10-14: Highest Volume — 1 contracts
  • 2019-10-28: Largest IV spike — 119.8% change
  • 2019-10-08: Highest IV Rank — 79.6%
  • 2019-10-30: Largest Expected Move — 6.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$69.48$68.10$70.49$69.22$70.22
Max Pain$70.00$70.00$70.00$70.00$70.00
ATM IV19.8%9.3%29.8%17.8%11.0%
Expected Move5.4%2.7%6.9%5.1%3.1%
HV 20d14.0%11.2%15.2%13.8%11.2%
HV 60d16.8%15.5%17.3%16.1%15.5%
IV Rank40.1%0.0%79.6%31.3%6.7%
IV Percentile64.5%0.0%98.0%58.7%2.4%
Term Structure1.2%-9.1%33.3%33.3%3.0%
Skew 25d6.1%-9.6%16.6%2.5%-9.6%
Skew 10d8.2%-14.6%15.1%2.3%-14.0%
Call IV 25d16.4%10.4%26.5%14.4%20.0%
Put IV 25d22.5%10.4%28.9%16.9%10.4%
Bid-Ask Spread %169.80125.45190.44125.45166.99
Gamma HHI0.710.481.000.501.00
Net GEX1.9K1.2K2.7K1.6K2.7K
Net DEX-11.8K-18.5K-6.2K-10.1K-18.5K
Net VEX-92-109-79-106-91
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume0.130100
Total OI9.217810108

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-10-01$69.22$70.0017.8%5.1%13.8%31.3%0.0%2.5%33.3%1.6K-10.1K-1060.00125.45N/AN/A0091
2019-10-02$68.10$70.0020.0%5.7%14.4%40.2%0.0%2.8%-0.2%1.3K-6.2K-870.00134.84N/AN/A0091
2019-10-03$68.65$0.0020.7%5.5%14.0%43.0%0.0%5.6%-0.8%1.6K-8.6K-960.00131.96N/AN/A0091
2019-10-04$69.67$0.0026.8%5.8%15.2%67.3%0.0%12.6%-1.4%1.9K-12.4K-1080.00179.70N/AN/A0091
2019-10-07$69.50$0.0028.5%6.2%14.0%74.5%0.0%10.7%-4.5%1.9K-12.7K-1090.00184.02N/AN/A0091
2019-10-08$68.52$0.0029.8%6.2%14.3%79.6%0.0%8.4%-2.7%1.6K-9.4K-940.00179.78N/AN/A0091
2019-10-09$69.03$0.0022.2%6.4%14.4%49.3%0.0%6.7%-3.5%1.6K-9.9K-990.00181.81N/AN/A0091
2019-10-10$69.19$0.0021.6%6.2%14.1%46.8%0.0%7.8%-2.8%1.8K-10.5K-980.00182.37N/AN/A0091
2019-10-11$69.78$0.0020.8%6.0%14.5%43.6%0.0%12.4%-3.0%2.1K-13.4K-980.00185.33N/AN/A0091
2019-10-14$69.44$0.0021.0%6.0%14.6%44.4%0.0%8.8%-4.4%1.2K-8.9K-940.00188.27N/AN/A0191
2019-10-15$69.84$0.0020.6%5.9%14.2%42.6%0.0%11.5%-2.8%1.5K-10.5K-910.00189.26N/AN/A0091
2019-10-16$69.53$0.0013.4%3.8%14.3%13.7%0.0%2.4%4.7%1.9K-10.0K-860.00161.20N/AN/A0191
2019-10-17$69.82$0.0021.3%6.1%14.4%45.4%0.0%11.4%-5.2%2.1K-11.6K-920.00189.25N/AN/A0091
2019-10-18$69.65$0.0020.4%5.8%14.3%41.7%0.0%9.7%-9.1%1.3K-6.6K-890.00189.07N/AN/A0191
2019-10-21$69.90$0.0021.9%6.3%14.4%47.8%0.0%12.2%22.5%2.0K-17.0K-990.00190.44N/AN/A0080
2019-10-22$69.08$0.0021.3%6.1%14.5%45.5%0.0%16.6%-1.9%2.0K-13.1K-860.00143.23N/AN/A0080
2019-10-23$68.96$0.0013.1%3.8%14.5%12.7%0.0%2.4%10.2%1.9K-12.5K-790.00172.46N/AN/A0080
2019-10-24$69.64$0.0014.6%4.2%14.9%18.7%0.0%-0.2%2.6%2.2K-12.4K-820.00146.51N/AN/A0080
2019-10-25$69.76$0.009.3%2.7%14.0%0.0%0.0%2.5%-2.7%2.2K-14.0K-850.00159.90N/AN/A0080
2019-10-28$69.91$0.0020.4%5.9%13.5%43.5%0.0%4.0%1.4%2.3K-14.4K-840.00181.08N/AN/A0080
2019-10-29$70.03$0.0016.0%4.6%12.8%26.1%0.0%-2.8%0.6%2.5K-13.2K-840.00153.48N/AN/A0080
2019-10-30$70.49$0.0023.9%6.9%11.3%58.6%0.0%2.4%-6.0%2.6K-15.4K-890.00189.09N/AN/A0080
2019-10-31$70.22$0.0011.0%3.1%11.2%6.7%0.0%-9.6%3.0%2.7K-18.5K-910.00166.99N/AN/A0080