FTC Options History — November 2020 In November 2020, FTC traded between $82.83 and $91.84. ATM implied volatility averaged 26.9%, placing in the 23.4% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded below realized volatility by 2.9% (HV 20d: 29.7%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 4 of 20 days.
Notable Days 2020-11-30 : Largest IV spike — 64.1% change2020-11-02 : Highest IV Rank — 46.9%2020-11-02 : Largest Expected Move — 12.2%Monthly Statistics Metric Avg Min Max Open Close Price $88.65 $82.83 $91.84 $82.83 $91.84 ATM IV 26.9% 17.0% 42.6% 42.6% 27.9% Expected Move 7.3% 4.9% 12.2% 12.2% 8.0% HV 20d 29.7% 20.3% 32.6% 20.3% 27.5% HV 60d 25.3% 21.9% 26.3% 21.9% 23.9% IV Rank 23.4% 8.6% 46.9% 46.9% 24.9% IV Percentile 43.0% 7.9% 83.3% 83.3% 47.6% Term Structure -2.9% -9.1% 2.8% -6.0% -3.5% Skew 25d 6.6% -10.5% 24.9% 15.9% 4.2% Skew 10d 14.2% -4.1% 31.2% 18.8% 9.3% Call IV 25d 27.6% 12.3% 37.9% 37.7% 30.9% Put IV 25d 34.1% 16.8% 53.6% 53.6% 35.1% Bid-Ask Spread % 120.06 101.24 150.76 119.91 126.71 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 (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 2020-11-02 $82.83 $0.00 42.6% 12.2% 20.3% 46.9% 0.0% 15.9% -6.0% 0 0 0 0.00 119.91 N/A N/A 0 0 0 0 2020-11-03 $85.01 $0.00 32.6% 9.3% 22.3% 31.9% 0.0% 8.1% -6.0% 0 0 0 0.00 114.84 N/A N/A 0 0 0 0 2020-11-04 $88.40 $0.00 31.1% 8.9% 25.7% 29.7% 0.0% 9.4% -9.1% 0 0 0 0.00 122.57 N/A N/A 0 0 0 0 2020-11-05 $90.33 $0.00 33.2% 7.2% 26.7% 32.8% 0.0% 8.5% -0.1% 0 0 0 0.00 137.53 N/A N/A 0 0 0 0 2020-11-06 $91.73 $0.00 30.4% 6.2% 26.8% 28.7% 0.0% 6.4% -1.0% 0 0 0 0.00 133.18 N/A N/A 0 0 0 0 2020-11-09 $88.17 $0.00 25.4% 8.0% 30.4% 21.1% 0.0% 8.0% -1.9% 0 0 0 0.00 115.72 N/A N/A 0 0 0 0 2020-11-10 $86.07 $0.00 32.7% 6.4% 31.3% 32.1% 0.0% 5.3% 2.8% 0 0 0 0.00 101.24 N/A N/A 0 0 0 0 2020-11-11 $88.10 $0.00 23.1% 6.6% 32.5% 17.7% 0.0% -3.5% -2.5% 0 0 0 0.00 113.85 N/A N/A 0 0 0 0 2020-11-12 $87.78 $0.00 23.4% 6.7% 32.5% 18.1% 0.0% 24.9% 0.1% 0 0 0 0.00 136.67 N/A N/A 0 0 0 0 2020-11-13 $88.22 $0.00 22.7% 6.5% 32.5% 17.1% 0.0% 7.2% -1.6% 0 0 0 0.00 108.81 N/A N/A 0 0 0 0 2020-11-16 $88.33 $0.00 25.3% 7.3% 32.3% 21.0% 0.0% 5.1% -4.2% 0 0 0 0.00 109.59 N/A N/A 0 0 0 0 2020-11-17 $88.80 $0.00 25.6% 7.3% 32.3% 21.5% 0.0% 0.6% -5.4% 0 0 0 0.00 112.31 N/A N/A 0 0 0 0 2020-11-18 $88.05 $0.00 25.6% 7.3% 32.3% 21.5% 0.0% 5.0% -5.2% 0 0 0 0.00 110.34 N/A N/A 0 0 0 0 2020-11-19 $89.22 $0.00 22.5% 6.5% 32.6% 16.9% 0.0% 7.7% -2.1% 0 0 0 0.00 107.19 N/A N/A 0 0 0 0 2020-11-20 $89.72 $0.00 28.5% 8.2% 32.6% 25.8% 0.0% -10.5% -4.4% 0 0 0 0.00 104.71 N/A N/A 0 0 0 0 2020-11-23 $89.75 $0.00 23.2% 6.7% 31.8% 17.9% 0.0% 22.9% 0.3% 0 0 0 0.00 114.50 N/A N/A 0 0 0 0 2020-11-24 $89.28 $0.00 17.8% 5.1% 31.8% 9.8% 0.0% 10.9% 1.8% 0 0 0 0.00 123.72 N/A N/A 0 0 0 0 2020-11-25 $90.15 $0.00 26.7% 7.7% 30.3% 23.1% 0.0% 4.0% -5.6% 0 0 0 0.00 150.76 N/A N/A 0 0 0 0 2020-11-27 $91.27 $0.00 17.0% 4.9% 30.5% 8.6% 0.0% -8.5% -5.3% 0 0 0 0.00 136.95 N/A N/A 0 0 0 0 2020-11-30 $91.84 $0.00 27.9% 8.0% 27.5% 24.9% 0.0% 4.2% -3.5% 0 0 0 0.00 126.71 N/A N/A 0 0 0 0
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