FTC Options History — December 2019 In December 2019, FTC traded between $71.09 and $73.11. ATM implied volatility averaged 18.1%, placing in the 39.4% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 10.3% (HV 20d: 7.8%). Max pain ranged from $73.00 to $73.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days.
Notable Days 2019-12-04 : Largest IV spike — 93.7% change2019-12-10 : Highest IV Rank — 90.0%2019-12-31 : Largest Expected Move — 6.4%Monthly Statistics Metric Avg Min Max Open Close Price $72.04 $71.09 $73.11 $71.45 $72.94 Max Pain $73.00 $73.00 $73.00 $73.00 $73.00 ATM IV 18.1% 11.2% 29.3% 17.0% 22.5% Expected Move 5.0% 3.2% 6.4% 4.9% 6.4% HV 20d 7.8% 6.1% 8.3% 8.1% 6.1% HV 60d 10.1% 8.1% 11.5% 11.5% 8.1% IV Rank 39.4% 8.7% 90.0% 34.5% 59.1% IV Percentile 60.4% 4.0% 96.8% 56.7% 90.9% Term Structure 0.4% -8.5% 29.2% -1.4% -8.5% Skew 25d 3.1% -10.4% 13.4% 3.2% 2.9% Skew 10d 4.3% -9.1% 14.8% 5.2% 5.2% Call IV 25d 18.2% 10.3% 24.2% 18.3% 10.3% Put IV 25d 21.3% 13.3% 28.2% 21.5% 13.3% Bid-Ask Spread % 156.72 131.14 188.60 188.60 151.47 Gamma HHI 0.50 0.50 0.50 0.50 0.50 Net GEX 8.3K 5.7K 12.9K 6.0K 8.8K Net DEX -43.1K -57.6K -31.9K -41.4K -49.1K Net VEX -126 -154 -97 -151 -97 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 16 16 16 16 16
Daily Data (21 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 2019-12-02 $71.45 $0.00 17.0% 4.9% 8.1% 34.5% 0.0% 3.2% -1.4% 6.0K -41.4K -151 0.00 188.60 N/A N/A 0 0 16 0 2019-12-03 $71.09 $0.00 11.2% 3.2% 8.0% 8.7% 0.0% 13.4% 6.7% 6.2K -31.9K -132 0.00 178.50 N/A N/A 0 0 16 0 2019-12-04 $71.49 $0.00 21.8% 6.2% 7.8% 55.9% 0.0% 1.0% -4.5% 7.1K -47.4K -154 0.00 144.73 N/A N/A 0 0 16 0 2019-12-05 $71.41 $73.00 16.2% 5.3% 7.9% 31.0% 0.0% 3.6% -2.1% 7.0K -44.1K -151 0.00 161.87 N/A N/A 0 0 16 0 2019-12-06 $71.76 $73.00 19.2% 4.6% 8.0% 44.4% 0.0% -3.0% -4.7% 6.5K -38.6K -141 0.00 154.04 N/A N/A 0 0 16 0 2019-12-09 $71.40 $73.00 18.2% 4.9% 8.3% 39.9% 0.0% 4.9% -0.9% 8.2K -32.0K -127 0.00 164.35 N/A N/A 0 0 16 0 2019-12-10 $71.24 $73.00 29.3% 5.3% 8.3% 90.0% 0.0% 8.5% -3.1% 6.4K -36.1K -133 0.00 154.28 N/A N/A 0 0 16 0 2019-12-11 $71.36 $73.00 18.8% 5.4% 8.2% 42.8% 0.0% 3.7% -4.7% 5.7K -33.7K -123 0.00 168.07 N/A N/A 0 0 16 0 2019-12-12 $71.51 $73.00 18.1% 5.2% 8.0% 39.3% 0.0% 3.0% -3.6% 6.9K -39.0K -131 0.00 167.70 N/A N/A 0 0 16 0 2019-12-13 $71.62 $73.00 17.9% 5.1% 8.0% 38.5% 0.0% 2.8% -3.0% 7.1K -40.5K -131 0.00 170.31 N/A N/A 0 0 16 0 2019-12-16 $72.08 $73.00 21.7% 6.2% 8.1% 55.7% 0.0% 6.4% -5.4% 7.0K -46.3K -132 0.00 143.49 N/A N/A 0 0 16 0 2019-12-17 $71.95 $73.00 18.2% 5.2% 8.1% 40.0% 0.0% 3.7% -2.9% 7.7K -42.9K -127 0.00 169.03 N/A N/A 0 0 16 0 2019-12-18 $71.99 $73.00 18.4% 5.3% 7.8% 41.1% 0.0% 3.4% -4.6% 7.3K -41.1K -122 0.00 164.40 N/A N/A 0 0 16 0 2019-12-19 $72.34 $73.00 16.6% 4.8% 8.0% 32.7% 0.0% 5.7% -0.1% 9.5K -44.6K -125 0.00 144.29 N/A N/A 0 0 16 0 2019-12-20 $72.89 $73.00 17.5% 5.0% 7.8% 36.8% 0.0% 8.5% -5.4% 9.2K -51.3K -125 0.00 131.14 N/A N/A 0 0 16 0 2019-12-23 $72.75 $73.00 13.8% 3.9% 7.8% 20.0% 0.0% -10.4% 29.2% 10.1K -42.1K -110 0.00 148.53 N/A N/A 0 0 16 0 2019-12-24 $72.85 $73.00 14.4% 4.1% 7.6% 23.0% 0.0% 4.3% 27.8% 12.3K -51.5K -116 0.00 141.10 N/A N/A 0 0 16 0 2019-12-26 $73.01 $73.00 14.7% 4.2% 7.1% 24.2% 0.0% -5.6% 0.9% 12.9K -46.6K -108 0.00 141.06 N/A N/A 0 0 16 0 2019-12-27 $73.11 $73.00 15.1% 4.3% 7.1% 26.1% 0.0% 7.1% 1.0% 11.0K -57.6K -110 0.00 141.52 N/A N/A 0 0 16 0 2019-12-30 $72.70 $73.00 19.1% 5.5% 7.2% 44.1% 0.0% -2.2% -3.0% 11.6K -46.8K -99 0.00 162.72 N/A N/A 0 0 16 0 2019-12-31 $72.94 $73.00 22.5% 6.4% 6.1% 59.1% 0.0% 2.9% -8.5% 8.8K -49.1K -97 0.00 151.47 N/A N/A 0 0 16 0
« Nov 2019 | All History | Jan 2020 » Home FTC History December 2019