FTC Options History — January 2020 In January 2020, FTC traded between $73.28 and $76.44. ATM implied volatility averaged 21.1%, placing in the 52.9% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 14.4% (HV 20d: 6.7%). 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 6 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2020-01-14 : Highest Volume — 8 contracts2020-01-10 : Largest IV spike — 86.7% change2020-01-14 : Highest IV Rank — 96.6%2020-01-31 : Largest Expected Move — 8.1%Monthly Statistics Metric Avg Min Max Open Close Price $74.92 $73.28 $76.44 $73.28 $74.16 Max Pain $73.00 $73.00 $73.00 $73.00 $73.00 ATM IV 21.1% 11.7% 30.8% 26.4% 28.1% Expected Move 5.1% 3.4% 8.1% 7.6% 8.1% HV 20d 6.7% 5.0% 11.5% 5.8% 11.5% HV 60d 7.4% 6.6% 8.6% 8.1% 8.6% IV Rank 52.9% 10.9% 96.6% 76.9% 84.5% IV Percentile 72.9% 9.1% 99.6% 94.4% 95.6% Term Structure -0.4% -13.8% 23.2% -12.8% -13.8% Skew 25d 3.4% -17.9% 20.2% 5.5% 7.5% Skew 10d 6.3% -2.0% 19.0% 19.0% 7.4% Call IV 25d 16.5% 8.2% 26.5% 16.7% 26.5% Put IV 25d 19.9% 8.6% 34.0% 22.1% 34.0% Bid-Ask Spread % 167.13 107.62 190.37 148.94 157.55 Gamma HHI 0.75 0.50 1.00 0.50 1.00 Net GEX 7.2K 799 20.1K 8.7K 821 Net DEX -58.3K -136.1K -12.2K -57.5K -12.2K Net VEX -85 -144 -53 -94 -60 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 0.524 0 8 0 0 Total OI 11.857 3 19 16 3
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 2020-01-02 $73.28 $73.00 26.4% 7.6% 5.8% 76.9% 0.0% 5.5% -12.8% 8.7K -57.5K -94 0.00 148.94 N/A N/A 0 0 16 0 2020-01-03 $73.51 $73.00 22.0% 6.3% 5.6% 57.2% 0.0% -17.9% -10.4% 11.1K -53.4K -86 0.00 149.31 N/A N/A 3 0 16 0 2020-01-06 $73.48 $0.00 24.3% 4.2% 5.6% 67.3% 0.0% 3.3% 0.6% 12.1K -71.0K -144 0.00 181.32 N/A N/A 0 0 19 0 2020-01-07 $73.63 $0.00 27.0% 4.6% 5.4% 79.5% 0.0% 10.8% -1.6% 10.4K -75.5K -140 0.00 190.37 N/A N/A 0 0 19 0 2020-01-08 $74.08 $0.00 24.2% 4.8% 5.1% 67.1% 0.0% 5.6% -4.9% 12.8K -85.7K -134 0.00 185.17 N/A N/A 0 0 19 0 2020-01-09 $74.41 $0.00 14.0% 3.6% 5.0% 21.2% 0.0% 2.8% 1.2% 20.1K -96.3K -121 0.00 161.87 N/A N/A 0 0 19 0 2020-01-10 $74.24 $0.00 26.2% 4.4% 5.2% 75.8% 0.0% 1.8% -3.3% 13.6K -86.1K -125 0.00 188.50 N/A N/A 0 0 19 0 2020-01-13 $74.95 $0.00 29.2% 3.6% 5.9% 89.5% 0.0% 5.6% -2.5% 18.7K -101.9K -98 0.00 179.95 N/A N/A 0 0 19 0 2020-01-14 $75.03 $0.00 30.8% 4.7% 5.9% 96.6% 0.0% 1.8% -1.1% 13.9K -106.1K -94 0.00 158.70 N/A N/A 8 0 19 0 2020-01-15 $75.13 $0.00 14.5% 4.2% 5.7% 23.4% 0.0% -0.5% -0.9% 12.6K -104.6K -89 0.00 153.74 N/A N/A 0 0 19 0 2020-01-16 $75.80 $0.00 17.0% 4.9% 6.0% 34.4% 0.0% -1.4% -3.5% 9.5K -124.5K -71 0.00 168.79 N/A N/A 0 0 19 0 2020-01-17 $76.05 $0.00 12.4% 3.5% 5.9% 13.7% 0.0% 4.0% 6.8% 854 -136.1K -61 0.00 179.55 N/A N/A 0 0 19 0 2020-01-21 $76.11 $0.00 17.8% 5.1% 5.9% 38.1% 0.0% -4.8% 22.6% 865 -16.4K -53 0.00 161.31 N/A N/A 0 0 3 0 2020-01-22 $76.24 $0.00 17.7% 5.1% 5.6% 37.6% 0.0% -2.5% 23.2% 836 -15.1K -59 0.00 165.97 N/A N/A 0 0 3 0 2020-01-23 $76.44 $0.00 18.3% 5.3% 5.4% 40.5% 0.0% -7.2% -1.9% 855 -14.7K -58 0.00 178.72 N/A N/A 0 0 3 0 2020-01-24 $75.65 $0.00 19.7% 5.6% 7.1% 46.5% 0.0% 14.2% -2.5% 822 -14.3K -59 0.00 180.87 N/A N/A 0 0 3 0 2020-01-27 $74.65 $0.00 20.4% 5.8% 8.9% 49.8% 0.0% 0.9% -6.3% 821 -12.7K -60 0.00 181.03 N/A N/A 0 0 3 0 2020-01-28 $75.61 $0.00 11.7% 3.4% 9.8% 10.9% 0.0% 2.4% 4.0% 799 -13.3K -60 0.00 107.62 N/A N/A 0 0 3 0 2020-01-29 $75.50 $0.00 20.4% 5.9% 9.5% 50.0% 0.0% 19.8% -1.3% 829 -14.0K -59 0.00 158.52 N/A N/A 0 0 3 0 2020-01-30 $75.43 $0.00 20.6% 5.9% 9.5% 50.9% 0.0% 20.2% -1.1% 821 -13.3K -60 0.00 171.96 N/A N/A 0 0 3 0 2020-01-31 $74.16 $0.00 28.1% 8.1% 11.5% 84.5% 0.0% 7.5% -13.8% 821 -12.2K -60 0.00 157.55 N/A N/A 0 0 3 0
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