FTC Options History — October 2020 In October 2020, FTC traded between $82.22 and $89.55. ATM implied volatility averaged 31.7%, placing in the 32.3% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 13.0% (HV 20d: 18.7%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 9 of 22 days.
Notable Days 2020-10-02 : Largest IV spike — 53.5% change2020-10-13 : Highest IV Rank — 51.6%2020-10-30 : Largest Expected Move — 12.0%Monthly Statistics Metric Avg Min Max Open Close Price $86.69 $82.22 $89.55 $84.78 $82.22 ATM IV 31.7% 23.7% 44.8% 23.9% 41.9% Expected Move 8.6% 6.3% 12.0% 6.9% 12.0% HV 20d 18.7% 14.5% 29.0% 29.0% 21.0% HV 60d 20.7% 20.1% 21.9% 20.9% 21.9% IV Rank 32.3% 20.9% 51.6% 21.3% 46.0% IV Percentile 61.1% 38.9% 86.1% 43.3% 82.5% Term Structure -1.6% -15.7% 11.0% 3.1% -6.0% Skew 25d 8.9% 0.5% 17.2% 1.2% 8.3% Skew 10d 14.3% -1.6% 31.0% 10.3% 7.0% Call IV 25d 27.6% 18.0% 47.0% 47.0% 27.0% Put IV 25d 36.5% 25.7% 48.2% 48.2% 35.3% Bid-Ask Spread % 106.48 84.98 154.85 120.43 103.41 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 (22 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 2020-10-01 $84.78 $0.00 23.9% 6.9% 29.0% 21.3% 0.0% 1.2% 3.1% 0 0 0 0.00 120.43 N/A N/A 0 0 0 0 2020-10-02 $84.38 $0.00 36.8% 10.5% 22.7% 39.9% 0.0% 4.1% 0.3% 0 0 0 0.00 134.22 N/A N/A 0 0 0 0 2020-10-05 $85.73 $0.00 34.6% 6.3% 22.8% 36.7% 0.0% 8.7% 5.1% 0 0 0 0.00 99.23 N/A N/A 0 0 0 0 2020-10-06 $84.97 $0.00 40.8% 8.4% 20.2% 45.7% 0.0% 4.3% -0.3% 0 0 0 0.00 154.85 N/A N/A 0 0 0 0 2020-10-07 $86.40 $0.00 24.9% 7.6% 19.8% 22.7% 0.0% 3.0% 0.3% 0 0 0 0.00 94.14 N/A N/A 0 0 0 0 2020-10-08 $86.61 $0.00 26.8% 9.6% 18.9% 25.4% 0.0% 2.4% -13.0% 0 0 0 0.00 89.52 N/A N/A 0 0 0 0 2020-10-09 $87.76 $0.00 28.7% 6.5% 18.9% 28.1% 0.0% 3.3% 11.0% 0 0 0 0.00 95.78 N/A N/A 0 0 0 0 2020-10-12 $88.76 $0.00 32.1% 8.5% 18.2% 33.1% 0.0% 9.8% -12.3% 0 0 0 0.00 103.09 N/A N/A 0 0 0 0 2020-10-13 $89.55 $0.00 44.8% 7.9% 18.2% 51.6% 0.0% 0.5% 7.4% 0 0 0 0.00 90.65 N/A N/A 0 0 0 0 2020-10-14 $88.85 $0.00 28.5% 8.2% 18.6% 27.9% 0.0% 15.7% -3.8% 0 0 0 0.00 97.61 N/A N/A 0 0 0 0 2020-10-15 $88.65 $0.00 25.6% 7.3% 17.4% 23.7% 0.0% 5.1% -5.5% 0 0 0 0.00 84.98 N/A N/A 0 0 0 0 2020-10-16 $88.71 $0.00 23.7% 6.8% 17.3% 20.9% 0.0% 5.2% -0.8% 0 0 0 0.00 141.09 N/A N/A 0 0 0 0 2020-10-19 $87.71 $0.00 33.4% 9.6% 18.0% 35.0% 0.0% 16.3% -1.7% 0 0 0 0.00 109.72 N/A N/A 0 0 0 0 2020-10-20 $87.66 $0.00 29.9% 8.6% 17.5% 30.0% 0.0% 7.3% 6.3% 0 0 0 0.00 109.05 N/A N/A 0 0 0 0 2020-10-21 $86.89 $0.00 34.8% 10.0% 15.9% 37.0% 0.0% 17.0% -5.9% 0 0 0 0.00 101.11 N/A N/A 0 0 0 0 2020-10-22 $87.04 $0.00 24.5% 7.0% 15.6% 22.1% 0.0% 12.4% -0.1% 0 0 0 0.00 99.02 N/A N/A 0 0 0 0 2020-10-23 $87.71 $0.00 29.1% 8.3% 14.5% 28.8% 0.0% 12.0% -10.4% 0 0 0 0.00 99.20 N/A N/A 0 0 0 0 2020-10-26 $86.15 $0.00 34.4% 9.9% 15.3% 36.5% 0.0% 17.2% -3.3% 0 0 0 0.00 103.72 N/A N/A 0 0 0 0 2020-10-27 $86.90 $0.00 40.3% 11.5% 15.5% 43.6% 0.0% 13.6% -15.7% 0 0 0 0.00 109.38 N/A N/A 0 0 0 0 2020-10-28 $84.77 $0.00 30.2% 8.7% 18.2% 28.6% 0.0% 16.7% 3.4% 0 0 0 0.00 101.50 N/A N/A 0 0 0 0 2020-10-29 $84.87 $0.00 28.3% 8.1% 17.7% 25.8% 0.0% 12.3% 7.3% 0 0 0 0.00 100.89 N/A N/A 0 0 0 0 2020-10-30 $82.22 $0.00 41.9% 12.0% 21.0% 46.0% 0.0% 8.3% -6.0% 0 0 0 0.00 103.41 N/A N/A 0 0 0 0
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