FTC Options History — November 2019 In November 2019, FTC traded between $69.67 and $72.47. ATM implied volatility averaged 18.3%, placing in the 38.4% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 10.5% (HV 20d: 7.8%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2019-11-19 : Highest Volume — 7 contracts2019-11-04 : Largest IV spike — 87.6% change2019-11-04 : Highest IV Rank — 85.7%2019-11-20 : Largest Expected Move — 6.2%Monthly Statistics Metric Avg Min Max Open Close Price $70.99 $69.67 $72.47 $70.50 $72.18 ATM IV 18.3% 12.7% 30.7% 16.4% 14.8% Expected Move 5.1% 4.0% 6.2% 4.7% 4.2% HV 20d 7.8% 6.3% 10.3% 10.1% 7.0% HV 60d 12.7% 11.3% 14.9% 14.9% 11.3% IV Rank 38.4% 13.4% 85.7% 28.3% 24.8% IV Percentile 57.1% 17.1% 98.4% 48.8% 36.5% Term Structure -1.6% -6.3% 7.6% 7.6% 0.1% Skew 25d 3.9% -2.9% 11.9% 6.9% 2.6% Skew 10d 2.1% -12.1% 11.9% -11.9% -0.3% Call IV 25d 16.3% 8.8% 24.1% 15.9% 13.5% Put IV 25d 20.2% 13.3% 26.7% 22.9% 16.1% Bid-Ask Spread % 164.25 95.15 192.26 146.97 110.18 Gamma HHI 0.81 0.50 1.00 1.00 0.50 Net GEX 4.4K 2.3K 9.0K 3.0K 9.0K Net DEX -25.3K -49.7K -9.8K -20.2K -46.6K Net VEX -110 -175 -60 -99 -161 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 0.4 0 7 0 0 Total OI 10.85 8 16 8 16
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 2019-11-01 $70.50 $0.00 16.4% 4.7% 10.1% 28.3% 0.0% 6.9% 7.6% 3.0K -20.2K -99 0.00 146.97 N/A N/A 0 0 8 0 2019-11-04 $70.07 $0.00 30.7% 5.2% 10.3% 85.7% 0.0% -0.2% -1.0% 2.8K -19.7K -94 0.00 171.54 N/A N/A 0 0 8 0 2019-11-05 $69.73 $0.00 29.6% 5.3% 9.0% 81.1% 0.0% -2.2% -4.3% 2.3K -15.7K -84 0.00 100.92 N/A N/A 0 0 8 0 2019-11-06 $69.72 $0.00 12.7% 5.1% 8.7% 13.4% 0.0% 7.9% -2.3% 2.3K -13.0K -79 0.00 179.61 N/A N/A 0 0 8 0 2019-11-07 $69.67 $0.00 16.4% 5.3% 8.7% 28.2% 0.0% 5.9% -4.1% 2.3K -11.7K -72 0.00 181.97 N/A N/A 0 0 8 0 2019-11-08 $69.87 $0.00 13.1% 5.1% 8.2% 15.2% 0.0% 5.9% -3.1% 2.3K -13.4K -77 0.00 188.12 N/A N/A 0 0 8 0 2019-11-11 $70.11 $0.00 15.6% 5.0% 8.0% 25.1% 0.0% 2.7% 0.6% 2.4K -9.8K -60 0.00 104.30 N/A N/A 0 0 8 0 2019-11-12 $70.35 $0.00 17.0% 5.5% 7.9% 30.6% 0.0% 9.4% -4.5% 3.1K -17.8K -88 0.00 192.26 N/A N/A 0 0 8 0 2019-11-13 $70.76 $0.00 14.0% 4.0% 7.9% 18.8% 0.0% 11.9% -6.3% 3.2K -19.0K -84 0.00 171.54 N/A N/A 0 0 8 0 2019-11-14 $71.00 $0.00 18.6% 5.3% 7.9% 41.6% 0.0% 4.5% -0.7% 2.8K -12.7K -71 0.00 190.66 N/A N/A 0 0 8 0 2019-11-15 $71.32 $0.00 17.6% 5.1% 7.9% 37.4% 0.0% -0.4% 5.3% 2.9K -16.1K -80 0.00 155.32 N/A N/A 0 0 8 0 2019-11-18 $71.57 $0.00 15.7% 4.5% 7.9% 28.9% 0.0% 0.8% 0.6% 3.8K -15.7K -78 0.00 185.16 N/A N/A 1 0 8 0 2019-11-19 $71.99 $0.00 18.1% 5.2% 6.3% 39.6% 0.0% -1.4% -3.8% 3.6K -20.5K -91 0.00 182.69 N/A N/A 7 0 9 0 2019-11-20 $71.90 $0.00 21.5% 6.2% 6.3% 54.6% 0.0% 2.5% -2.7% 6.8K -44.6K -175 0.00 180.47 N/A N/A 0 0 16 0 2019-11-21 $71.35 $0.00 19.7% 5.6% 6.5% 46.5% 0.0% 3.5% -2.8% 6.4K -39.4K -166 0.00 188.16 N/A N/A 0 0 16 0 2019-11-22 $71.24 $0.00 19.7% 5.7% 6.6% 46.8% 0.0% 10.4% -3.2% 6.5K -37.9K -160 0.00 191.85 N/A N/A 0 0 16 0 2019-11-25 $71.69 $0.00 14.9% 4.3% 6.8% 25.2% 0.0% 4.9% 0.1% 8.0K -34.3K -150 0.00 95.15 N/A N/A 0 0 16 0 2019-11-26 $72.27 $0.00 20.0% 5.7% 7.3% 47.9% 0.0% -2.9% -4.3% 7.3K -47.6K -170 0.00 185.23 N/A N/A 0 0 16 0 2019-11-27 $72.47 $0.00 20.2% 5.8% 7.0% 48.8% 0.0% 4.8% -3.9% 7.5K -49.7K -169 0.00 182.90 N/A N/A 0 0 16 0 2019-11-29 $72.18 $0.00 14.8% 4.2% 7.0% 24.8% 0.0% 2.6% 0.1% 9.0K -46.6K -161 0.00 110.18 N/A N/A 0 0 16 0
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