FTC Options History — September 2020 In September 2020, FTC traded between $80.57 and $88.69. ATM implied volatility averaged 33.6%, placing in the 35.9% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 7.9% (HV 20d: 25.7%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 6 of 21 days.
Notable Days 2020-09-03 : Largest IV spike — 177.6% change2020-09-03 : Highest IV Rank — 100.0%2020-09-04 : Largest Expected Move — 13.7%Monthly Statistics Metric Avg Min Max Open Close Price $82.86 $80.57 $88.69 $87.29 $83.83 ATM IV 33.6% 23.5% 78.2% 27.7% 35.4% Expected Move 8.7% 6.7% 13.7% 7.9% 10.2% HV 20d 25.7% 12.2% 29.7% 12.2% 29.3% HV 60d 20.3% 18.5% 21.6% 18.5% 20.8% IV Rank 35.9% 20.6% 100.0% 30.2% 38.0% IV Percentile 63.3% 42.5% 100.0% 58.7% 72.2% Term Structure -2.3% -20.7% 10.6% -5.2% -6.8% Skew 25d 9.4% -2.7% 25.0% 4.5% 6.4% Skew 10d 11.7% -8.6% 34.1% 8.7% 7.7% Call IV 25d 30.6% 19.5% 60.2% 28.5% 37.9% Put IV 25d 40.0% 29.7% 74.7% 33.0% 44.4% Bid-Ask Spread % 119.80 107.04 139.23 128.69 130.46 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 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 2020-09-01 $87.29 $0.00 27.7% 7.9% 12.2% 30.2% 0.0% 4.5% -5.2% 0 0 0 0.00 128.69 N/A N/A 0 0 0 0 2020-09-02 $88.69 $0.00 26.6% 7.6% 13.1% 28.5% 0.0% 2.8% -4.9% 0 0 0 0.00 139.23 N/A N/A 0 0 0 0 2020-09-03 $84.30 $0.00 73.8% 12.5% 23.1% 100.0% 0.0% 8.1% -13.7% 0 0 0 0.00 136.48 N/A N/A 0 0 0 0 2020-09-04 $83.17 $0.00 78.2% 13.7% 23.4% 100.0% 0.0% 14.6% -20.7% 0 0 0 0.00 129.93 N/A N/A 0 0 0 0 2020-09-08 $80.81 $0.00 38.6% 8.2% 25.4% 42.6% 0.0% 12.6% -0.2% 0 0 0 0.00 111.44 N/A N/A 0 0 0 0 2020-09-09 $82.49 $0.00 24.5% 7.0% 26.4% 22.1% 0.0% 8.5% -0.6% 0 0 0 0.00 111.18 N/A N/A 0 0 0 0 2020-09-10 $81.40 $0.00 29.8% 8.5% 26.3% 29.8% 0.0% 11.8% -0.2% 0 0 0 0.00 118.56 N/A N/A 0 0 0 0 2020-09-11 $80.94 $0.00 26.0% 7.5% 26.2% 24.3% 0.0% 16.0% 2.3% 0 0 0 0.00 112.71 N/A N/A 0 0 0 0 2020-09-14 $82.57 $0.00 23.9% 6.8% 27.2% 21.2% 0.0% -2.7% 3.4% 0 0 0 0.00 112.45 N/A N/A 0 0 0 0 2020-09-15 $83.20 $0.00 33.6% 9.6% 26.8% 35.3% 0.0% 16.4% -7.3% 0 0 0 0.00 107.04 N/A N/A 0 0 0 0 2020-09-16 $83.01 $0.00 27.4% 7.8% 26.8% 26.2% 0.0% 15.1% 1.2% 0 0 0 0.00 127.24 N/A N/A 0 0 0 0 2020-09-17 $81.78 $0.00 27.5% 7.9% 27.3% 26.4% 0.0% 7.4% -2.7% 0 0 0 0.00 115.91 N/A N/A 0 0 0 0 2020-09-18 $81.59 $0.00 27.8% 8.0% 27.2% 26.9% 0.0% 11.9% -2.0% 0 0 0 0.00 115.47 N/A N/A 0 0 0 0 2020-09-21 $81.29 $0.00 28.9% 8.3% 27.2% 28.5% 0.0% 2.4% 9.4% 0 0 0 0.00 117.44 N/A N/A 0 0 0 0 2020-09-22 $82.56 $0.00 27.2% 7.8% 27.8% 26.0% 0.0% 13.1% -0.9% 0 0 0 0.00 115.07 N/A N/A 0 0 0 0 2020-09-23 $80.90 $0.00 33.1% 9.5% 28.5% 34.6% 0.0% 25.0% 0.7% 0 0 0 0.00 115.19 N/A N/A 0 0 0 0 2020-09-24 $80.57 $0.00 36.2% 10.4% 27.8% 39.0% 0.0% 17.2% -3.8% 0 0 0 0.00 127.48 N/A N/A 0 0 0 0 2020-09-25 $82.18 $0.00 30.5% 8.7% 28.9% 30.8% 0.0% 0.5% -5.0% 0 0 0 0.00 112.55 N/A N/A 0 0 0 0 2020-09-28 $83.67 $0.00 25.8% 7.4% 29.7% 23.9% 0.0% 5.0% -2.0% 0 0 0 0.00 112.33 N/A N/A 0 0 0 0 2020-09-29 $83.74 $0.00 23.5% 6.7% 29.6% 20.6% 0.0% 1.1% 10.6% 0 0 0 0.00 119.02 N/A N/A 0 0 0 0 2020-09-30 $83.83 $0.00 35.4% 10.2% 29.3% 38.0% 0.0% 6.4% -6.8% 0 0 0 0.00 130.46 N/A N/A 0 0 0 0
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