FTC Options History — June 2020

In June 2020, FTC traded between $72.94 and $77.04. ATM implied volatility averaged 34.7%, placing in the 41.8% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 11.7% (HV 20d: 23.0%). Max pain ranged from $74.00 to $74.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2020-06-04: Highest Volume — 3 contracts
2020-06-09: Largest IV spike — 26.9% change
2020-06-24: Highest IV Rank — 62.5%
2020-06-24: Largest Expected Move — 13.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$75.46	$72.94	$77.04	$74.78	$76.47
Max Pain	$74.00	$74.00	$74.00	$74.00	$74.00
ATM IV	34.7%	22.0%	47.2%	26.9%	36.0%
Expected Move	10.0%	6.3%	13.5%	7.7%	10.3%
HV 20d	23.0%	18.5%	26.1%	19.0%	26.1%
HV 60d	40.8%	29.4%	54.9%	54.9%	29.4%
IV Rank	41.8%	20.9%	62.5%	28.9%	44.0%
IV Percentile	77.2%	59.5%	91.3%	68.7%	77.0%
Term Structure	-2.8%	-23.2%	15.9%	-1.9%	3.1%
VWIV	33.7%	26.7%	40.8%	26.7%	40.8%
Skew 25d	9.0%	-7.6%	32.3%	8.1%	6.5%
Skew 10d	13.0%	-6.1%	33.3%	8.4%	-6.1%
Call IV 25d	31.0%	12.0%	48.3%	29.9%	24.3%
Put IV 25d	40.1%	26.1%	54.3%	38.0%	30.8%
Bid-Ask Spread %	129.14	101.12	147.68	113.83	140.80
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	874	629	1.3K	845	1.1K
Net DEX	-13.5K	-16.7K	-10.5K	-13.0K	-16.7K
Net VEX	-25	-31	-17	-31	-17
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	0.273	0	3	0	0
Total OI	3	3	3	3	3

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2020-06-01	$74.78	$0.00	26.9%	7.7%	19.0%	28.9%	0.0%	8.1%	-1.9%	845	-13.0K	-31	113.83	N/A	N/A	0	3
2020-06-02	$74.81	$0.00	29.3%	8.4%	19.0%	33.0%	0.0%	7.7%	-8.3%	899	-12.4K	-31	101.12	N/A	N/A	0	3
2020-06-03	$75.70	$0.00	26.2%	7.5%	18.5%	27.8%	0.0%	4.0%	-2.9%	955	-14.0K	-30	107.35	N/A	N/A	0	3
2020-06-04	$74.25	$74.00	22.0%	9.4%	20.4%	20.9%	26.7%	5.5%	-2.7%	777	-12.2K	-30	123.33	N/A	N/A	3	3
2020-06-05	$75.61	$74.00	26.1%	8.1%	20.6%	27.7%	0.0%	7.2%	0.2%	770	-13.7K	-30	131.35	N/A	N/A	0	3
2020-06-08	$76.21	$74.00	24.3%	6.4%	20.6%	24.7%	0.0%	14.1%	-9.5%	887	-14.4K	-28	120.43	N/A	N/A	0	3
2020-06-09	$76.09	$74.00	30.8%	6.3%	20.4%	35.4%	0.0%	17.0%	-2.1%	926	-14.4K	-28	123.50	N/A	N/A	0	3
2020-06-10	$76.71	$74.00	31.0%	8.9%	19.0%	35.8%	0.0%	6.3%	-4.2%	934	-14.5K	-27	135.74	N/A	N/A	0	3
2020-06-11	$72.94	$74.00	39.3%	11.3%	25.1%	49.4%	0.0%	18.0%	-4.3%	679	-11.2K	-27	126.54	N/A	N/A	0	3
2020-06-12	$72.94	$74.00	44.8%	12.8%	24.9%	58.5%	0.0%	9.8%	-12.0%	629	-10.5K	-27	147.68	N/A	N/A	0	3
2020-06-15	$74.08	$74.00	33.9%	9.7%	25.3%	40.5%	0.0%	17.1%	-3.6%	837	-11.0K	-26	132.69	N/A	N/A	0	3
2020-06-16	$75.43	$74.00	37.6%	10.8%	24.5%	46.6%	0.0%	13.6%	-5.3%	767	-13.5K	-26	133.30	N/A	N/A	0	3
2020-06-17	$76.01	$74.00	34.1%	9.8%	24.4%	40.9%	0.0%	15.3%	-9.5%	832	-13.8K	-25	124.04	N/A	N/A	0	3
2020-06-18	$76.14	$74.00	37.8%	10.8%	24.3%	47.0%	0.0%	8.9%	-2.7%	790	-14.0K	-25	127.06	N/A	N/A	0	3
2020-06-19	$76.45	$74.00	44.6%	12.8%	24.1%	58.1%	0.0%	32.3%	1.9%	709	-15.0K	-24	126.75	N/A	N/A	0	3
2020-06-22	$76.88	$74.00	41.2%	11.8%	24.1%	52.6%	0.0%	4.3%	7.8%	1.1K	-15.8K	-21	137.70	N/A	N/A	0	3
2020-06-23	$77.04	$74.00	42.5%	12.2%	24.1%	54.7%	40.8%	-7.6%	-20.9%	723	-14.9K	-22	133.35	N/A	N/A	3	3
2020-06-24	$75.40	$74.00	47.2%	13.5%	25.7%	62.5%	0.0%	-3.1%	-23.2%	793	-12.6K	-22	138.46	N/A	N/A	0	3
2020-06-25	$75.89	$74.00	37.0%	10.6%	25.5%	45.7%	0.0%	3.1%	15.9%	942	-13.6K	-21	140.54	N/A	N/A	0	3
2020-06-26	$75.31	$74.00	38.2%	10.9%	25.4%	47.6%	0.0%	8.0%	14.3%	1.0K	-12.7K	-21	138.50	N/A	N/A	0	3
2020-06-29	$74.96	$74.00	32.1%	9.2%	25.2%	37.6%	0.0%	2.9%	8.1%	1.3K	-12.7K	-20	137.03	N/A	N/A	0	3
2020-06-30	$76.47	$74.00	36.0%	10.3%	26.1%	44.0%	0.0%	6.5%	3.1%	1.1K	-16.7K	-17	140.80	N/A	N/A	0	3