FTC Options History — August 2020 In August 2020, FTC traded between $81.51 and $86.44. ATM implied volatility averaged 22.3%, placing in the 21.4% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 6.9% (HV 20d: 15.4%). Max pain ranged from $73.00 to $73.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 6 of 21 days.
Notable Days 2020-08-04 : Largest IV spike — 45.6% change2020-08-04 : Highest IV Rank — 36.0%2020-08-04 : Largest Expected Move — 8.9%Monthly Statistics Metric Avg Min Max Open Close Price $83.73 $81.51 $86.44 $83.09 $86.44 Max Pain $73.00 $73.00 $73.00 $73.00 $73.00 ATM IV 22.3% 16.6% 31.1% 21.4% 21.8% Expected Move 6.3% 4.8% 8.9% 6.1% 6.2% HV 20d 15.4% 12.0% 17.9% 17.4% 12.0% HV 60d 19.5% 18.5% 20.8% 20.8% 18.5% IV Rank 21.4% 12.0% 36.0% 19.9% 20.6% IV Percentile 43.0% 16.3% 67.5% 42.1% 44.4% Term Structure -0.6% -6.0% 6.2% -0.9% 4.8% Skew 25d 7.7% -6.6% 16.1% 9.8% 10.5% Skew 10d 8.6% -9.9% 19.4% 8.7% 10.5% Call IV 25d 19.7% 11.2% 33.3% 14.2% 14.2% Put IV 25d 27.4% 19.9% 38.1% 24.1% 24.6% Bid-Ask Spread % 129.55 100.64 167.27 163.31 125.41 Gamma HHI 0.71 0.60 1.00 0.68 0.67 Net GEX -62 -572 0 -185 0 Net DEX 151 0 1.9K 367 0 Net VEX -1 -10 0 -2 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 5.714 0 8 8 0
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 2020-08-03 $83.09 $73.00 21.4% 6.1% 17.4% 19.9% 0.0% 9.8% -0.9% -185 367 -2 0.00 163.31 N/A N/A 0 0 0 8 2020-08-04 $83.01 $73.00 31.1% 8.9% 17.4% 36.0% 0.0% 4.8% -6.0% -572 1.9K -10 0.00 167.27 N/A N/A 0 0 0 8 2020-08-05 $83.53 $73.00 26.5% 7.6% 17.3% 28.4% 0.0% -6.6% -3.0% -83 141 -1 0.00 127.56 N/A N/A 0 0 0 8 2020-08-06 $83.52 $0.00 25.0% 5.9% 17.4% 25.8% 0.0% 16.1% -1.0% -16 5 0 0.00 101.72 N/A N/A 0 0 0 8 2020-08-07 $82.72 $0.00 26.6% 6.7% 17.9% 28.6% 0.0% 13.4% -2.1% -37 20 0 0.00 122.02 N/A N/A 0 0 0 8 2020-08-10 $82.02 $0.00 19.9% 5.8% 16.4% 17.4% 0.0% 6.0% -0.3% 0 0 0 0.00 121.48 N/A N/A 0 0 0 8 2020-08-11 $81.51 $0.00 18.3% 4.9% 16.7% 14.8% 0.0% 8.2% -4.4% -65 88 0 0.00 122.16 N/A N/A 0 0 0 8 2020-08-12 $82.73 $0.00 24.5% 7.0% 16.8% 25.0% 0.0% 15.6% 1.4% 0 0 0 0.00 124.33 N/A N/A 0 0 0 8 2020-08-13 $83.20 $0.00 23.4% 6.7% 16.6% 23.2% 0.0% 14.3% -2.6% -168 328 -2 0.00 149.67 N/A N/A 0 0 0 8 2020-08-14 $82.69 $0.00 24.9% 7.1% 16.6% 25.7% 0.0% 10.8% -5.1% 0 0 0 0.00 105.36 N/A N/A 0 0 0 8 2020-08-17 $83.90 $0.00 24.1% 6.9% 16.0% 24.5% 0.0% 0.4% -0.0% -15 18 0 0.00 107.11 N/A N/A 0 0 0 8 2020-08-18 $84.01 $0.00 18.3% 5.2% 15.8% 14.8% 0.0% 3.0% 6.2% -8 9 0 0.00 103.14 N/A N/A 0 0 0 8 2020-08-19 $83.50 $0.00 24.3% 7.0% 16.0% 24.7% 0.0% 5.1% -5.4% -159 315 -1 0.00 158.18 N/A N/A 0 0 0 8 2020-08-20 $83.95 $0.00 19.0% 5.5% 15.0% 16.0% 0.0% 15.8% -0.3% -3 3 0 0.00 100.64 N/A N/A 0 0 0 8 2020-08-21 $83.67 $0.00 19.7% 5.6% 14.4% 17.2% 0.0% 7.5% -1.2% 0 0 0 0.00 141.40 N/A N/A 0 0 0 8 2020-08-24 $83.66 $0.00 16.6% 4.8% 13.4% 12.0% 0.0% 11.4% 4.1% 0 0 0 0.00 132.54 N/A N/A 0 0 0 0 2020-08-25 $84.25 $0.00 20.1% 5.8% 12.9% 17.8% 0.0% 13.8% -0.8% 0 0 0 0.00 126.89 N/A N/A 0 0 0 0 2020-08-26 $85.53 $0.00 19.7% 5.7% 12.8% 17.2% 0.0% -5.4% -0.6% 0 0 0 0.00 133.63 N/A N/A 0 0 0 0 2020-08-27 $85.54 $0.00 21.7% 6.2% 12.8% 20.4% 0.0% 12.3% 1.7% 0 0 0 0.00 137.52 N/A N/A 0 0 0 0 2020-08-28 $85.90 $0.00 21.6% 6.2% 12.8% 20.3% 0.0% -5.2% 3.3% 0 0 0 0.00 149.29 N/A N/A 0 0 0 0 2020-08-31 $86.44 $0.00 21.8% 6.2% 12.0% 20.6% 0.0% 10.5% 4.8% 0 0 0 0.00 125.41 N/A N/A 0 0 0 0
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