FTC Options History — April 2020 In April 2020, FTC traded between $56.42 and $69.15. ATM implied volatility averaged 43.3%, placing in the 56.0% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded below realized volatility by 20.7% (HV 20d: 63.9%). Max pain ranged from $77.00 to $77.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days.
Notable Days 2020-04-30 : Largest IV spike — 28.9% change2020-04-01 : Highest IV Rank — 79.1%2020-04-01 : Largest Expected Move — 16.4%Monthly Statistics Metric Avg Min Max Open Close Price $64.41 $56.42 $69.15 $56.53 $68.12 Max Pain $77.00 $77.00 $77.00 $77.00 $77.00 ATM IV 43.3% 29.5% 57.3% 57.3% 38.1% Expected Move 12.3% 8.5% 16.4% 16.4% 10.9% HV 20d 63.9% 38.6% 85.7% 82.4% 38.6% HV 60d 55.0% 51.5% 56.5% 51.5% 56.4% IV Rank 56.0% 33.3% 79.1% 79.1% 47.4% IV Percentile 89.6% 81.0% 95.6% 95.6% 85.7% Term Structure -3.0% -10.0% 5.9% -2.9% 5.6% Skew 25d 11.4% 3.3% 19.7% 17.3% 15.6% Skew 10d 15.6% -2.9% 33.2% 33.2% 22.7% Call IV 25d 38.2% 29.9% 46.3% 46.3% 29.9% Put IV 25d 49.6% 37.4% 63.6% 63.6% 45.5% Bid-Ask Spread % 86.17 47.19 110.92 109.72 104.48 Gamma HHI 0.99 0.88 1.00 0.98 1.00 Net GEX 372 145 607 159 544 Net DEX -4.4K -6.2K -1.5K -1.9K -5.4K Net VEX -28 -35 -14 -17 -31 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 3.571 3 4 4 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 2020-04-01 $56.53 $77.00 57.3% 16.4% 82.4% 79.1% 0.0% 17.3% -2.9% 159 -1.9K -17 0.00 109.72 N/A N/A 0 0 4 0 2020-04-02 $57.36 $0.00 49.9% 13.3% 82.7% 66.8% 0.0% 18.0% -6.5% 167 -1.9K -17 0.00 47.19 N/A N/A 0 0 4 0 2020-04-03 $56.42 $0.00 56.3% 15.3% 82.6% 77.5% 0.0% 19.7% -6.1% 145 -1.5K -14 0.00 51.12 N/A N/A 0 0 4 0 2020-04-06 $60.98 $0.00 43.2% 12.2% 85.7% 55.8% 0.0% 7.7% -5.4% 239 -2.3K -19 0.00 56.11 N/A N/A 0 0 4 0 2020-04-07 $61.91 $0.00 45.3% 13.2% 85.2% 59.3% 0.0% 6.7% -6.3% 275 -3.1K -25 0.00 95.67 N/A N/A 0 0 4 0 2020-04-08 $63.06 $0.00 40.6% 11.6% 84.1% 51.6% 0.0% 12.7% -3.4% 328 -3.0K -25 0.00 97.42 N/A N/A 0 0 4 0 2020-04-09 $64.17 $0.00 42.8% 12.3% 77.7% 55.3% 0.0% 3.3% -10.0% 345 -3.6K -27 0.00 85.48 N/A N/A 0 0 4 0 2020-04-13 $63.57 $0.00 47.5% 13.6% 77.3% 63.0% 0.0% 12.3% -4.6% 327 -3.4K -27 0.00 77.72 N/A N/A 0 0 4 0 2020-04-14 $66.03 $0.00 45.0% 12.9% 70.4% 58.8% 0.0% 15.0% -8.6% 415 -4.9K -32 0.00 88.43 N/A N/A 0 0 4 0 2020-04-15 $65.19 $0.00 46.0% 13.2% 70.6% 60.5% 0.0% 16.4% -6.8% 371 -4.6K -31 0.00 82.74 N/A N/A 0 0 4 0 2020-04-16 $65.95 $0.00 45.1% 12.9% 61.2% 59.1% 0.0% 11.1% -5.5% 385 -5.5K -34 0.00 72.07 N/A N/A 0 0 4 0 2020-04-17 $67.31 $0.00 40.5% 11.6% 58.6% 51.5% 0.0% 6.6% 1.2% 451 -6.2K -34 0.00 78.64 N/A N/A 0 0 4 0 2020-04-20 $66.90 $0.00 41.3% 11.8% 56.3% 52.7% 0.0% 15.2% 4.3% 411 -6.1K -35 0.00 67.66 N/A N/A 0 0 3 0 2020-04-21 $64.62 $0.00 50.5% 14.5% 56.7% 67.9% 0.0% 14.6% -9.0% 338 -4.9K -30 0.00 87.00 N/A N/A 0 0 3 0 2020-04-22 $66.38 $0.00 41.6% 11.9% 47.4% 53.3% 0.0% 6.0% -0.3% 423 -5.6K -33 0.00 88.19 N/A N/A 0 0 3 0 2020-04-23 $66.22 $0.00 40.9% 11.7% 45.0% 52.1% 0.0% 12.6% -2.0% 410 -5.8K -33 0.00 103.43 N/A N/A 0 0 3 0 2020-04-24 $67.06 $0.00 35.6% 10.2% 44.9% 43.4% 0.0% 7.5% 5.9% 443 -5.6K -32 0.00 95.33 N/A N/A 0 0 3 0 2020-04-27 $68.25 $0.00 33.1% 9.5% 44.9% 39.3% 0.0% 4.3% -0.3% 537 -6.1K -33 0.00 103.70 N/A N/A 0 0 3 0 2020-04-28 $67.51 $0.00 38.5% 11.0% 45.2% 48.1% 0.0% 13.4% -2.2% 490 -5.3K -31 0.00 106.60 N/A N/A 0 0 3 0 2020-04-29 $69.15 $0.00 29.5% 8.5% 45.0% 33.3% 0.0% 3.7% -0.8% 607 -6.2K -34 0.00 110.92 N/A N/A 0 0 3 0 2020-04-30 $68.12 $0.00 38.1% 10.9% 38.6% 47.4% 0.0% 15.6% 5.6% 544 -5.4K -31 0.00 104.48 N/A N/A 0 0 3 0
« Mar 2020 | All History | May 2020 » Home FTC History April 2020