FTC Options History — May 2020 In May 2020, FTC traded between $66.35 and $73.90. ATM implied volatility averaged 35.6%, placing in the 43.3% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 7.1% (HV 20d: 28.5%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days.
Notable Days 2020-05-28 : Largest IV spike — 39.3% change2020-05-12 : Highest IV Rank — 63.4%2020-05-04 : Largest Expected Move — 11.7%Monthly Statistics Metric Avg Min Max Open Close Price $70.39 $66.35 $73.90 $66.35 $73.90 ATM IV 35.6% 22.8% 47.8% 39.3% 27.7% Expected Move 9.7% 6.5% 11.7% 11.3% 7.9% HV 20d 28.5% 22.1% 40.6% 40.6% 22.1% HV 60d 56.7% 55.3% 57.5% 56.6% 55.3% IV Rank 43.3% 22.2% 63.4% 49.4% 30.3% IV Percentile 80.9% 64.3% 92.1% 86.1% 69.8% Term Structure -1.7% -10.8% 9.1% 0.7% 3.4% Skew 25d 9.7% 0.7% 19.9% 3.8% 6.6% Skew 10d 13.4% 0.6% 30.5% 30.5% 10.8% Call IV 25d 29.6% 17.6% 38.5% 34.5% 24.8% Put IV 25d 39.3% 31.4% 45.5% 38.3% 31.4% Bid-Ask Spread % 85.32 54.91 118.94 93.03 118.94 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 659 434 881 434 881 Net DEX -7.8K -11.0K -4.8K -4.8K -11.0K Net VEX -32 -36 -29 -29 -32 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 3 3 3 3 3
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 2020-05-01 $66.35 $0.00 39.3% 11.3% 40.6% 49.4% 0.0% 3.8% 0.7% 434 -4.8K -29 0.00 93.03 N/A N/A 0 0 3 0 2020-05-04 $67.09 $0.00 41.0% 11.7% 39.6% 52.2% 0.0% 12.8% -5.3% 467 -5.3K -31 0.00 63.20 N/A N/A 0 0 3 0 2020-05-05 $68.42 $0.00 39.4% 10.4% 30.5% 49.6% 0.0% 7.3% -3.2% 555 -5.8K -31 0.00 73.41 N/A N/A 0 0 3 0 2020-05-06 $68.69 $0.00 34.4% 9.8% 30.3% 41.4% 0.0% 0.7% 7.3% 537 -6.4K -32 0.00 71.80 N/A N/A 0 0 3 0 2020-05-07 $69.74 $0.00 38.2% 9.6% 30.1% 47.6% 0.0% 8.2% -5.2% 545 -7.8K -34 0.00 83.33 N/A N/A 0 0 3 0 2020-05-08 $70.43 $0.00 39.6% 10.3% 29.8% 50.0% 0.0% 10.3% 3.1% 632 -7.8K -36 0.00 65.97 N/A N/A 0 0 3 0 2020-05-11 $71.35 $0.00 42.9% 9.8% 29.5% 55.4% 0.0% 12.5% -5.8% 686 -8.4K -35 0.00 75.10 N/A N/A 0 0 3 0 2020-05-12 $70.16 $0.00 47.8% 9.8% 27.9% 63.4% 0.0% 7.0% -2.5% 633 -8.3K -34 0.00 88.75 N/A N/A 0 0 3 0 2020-05-13 $68.33 $0.00 39.2% 11.2% 29.3% 49.3% 0.0% 8.8% -1.6% 543 -6.2K -29 0.00 54.91 N/A N/A 0 0 3 0 2020-05-14 $69.13 $0.00 40.3% 11.6% 29.3% 51.2% 0.0% 7.6% -10.8% 551 -6.3K -30 0.00 86.99 N/A N/A 0 0 3 0 2020-05-15 $69.53 $0.00 37.9% 10.9% 28.6% 47.2% 0.0% 9.9% 1.1% 610 -6.8K -31 0.00 81.26 N/A N/A 0 0 3 0 2020-05-18 $71.39 $0.00 31.1% 8.9% 29.7% 36.0% 0.0% 18.3% -3.0% 729 -8.6K -33 0.00 78.65 N/A N/A 0 0 3 0 2020-05-19 $71.17 $0.00 32.3% 9.3% 26.3% 38.0% 0.0% 9.6% -0.8% 682 -8.9K -33 0.00 111.88 N/A N/A 0 0 3 0 2020-05-20 $71.79 $0.00 31.7% 9.1% 25.1% 36.9% 0.0% 9.0% -2.9% 751 -8.9K -34 0.00 92.16 N/A N/A 0 0 3 0 2020-05-21 $71.35 $0.00 33.1% 9.5% 25.2% 39.1% 0.0% 10.8% -4.4% 754 -8.5K -32 0.00 73.40 N/A N/A 0 0 3 0 2020-05-22 $71.72 $0.00 32.8% 9.4% 25.0% 38.7% 0.0% 5.1% -9.0% 746 -8.7K -33 0.00 87.70 N/A N/A 0 0 3 0 2020-05-26 $71.92 $0.00 28.4% 8.1% 24.4% 31.5% 0.0% 19.9% 9.1% 758 -9.1K -32 0.00 102.96 N/A N/A 0 0 3 0 2020-05-27 $72.21 $0.00 22.8% 6.5% 23.9% 22.2% 0.0% 15.1% 2.3% 876 -8.5K -31 0.00 107.79 N/A N/A 0 0 3 0 2020-05-28 $73.06 $0.00 31.7% 9.1% 22.9% 36.9% 0.0% 11.1% -6.8% 808 -10.7K -32 0.00 95.21 N/A N/A 0 0 3 0 2020-05-29 $73.90 $0.00 27.7% 7.9% 22.1% 30.3% 0.0% 6.6% 3.4% 881 -11.0K -32 0.00 118.94 N/A N/A 0 0 3 0
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