FTC Options History — December 2020 In December 2020, FTC traded between $91.52 and $98.52. ATM implied volatility averaged 25.4%, placing in the 20.7% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 9.6% (HV 20d: 15.9%). Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2020-12-03 : Highest Volume — 6 contracts2020-12-03 : Largest IV drop — 39.1% change2020-12-21 : Highest IV Rank — 33.9%2020-12-21 : Largest Expected Move — 9.8%Monthly Statistics Metric Avg Min Max Open Close Price $95.05 $91.52 $98.52 $92.05 $96.43 ATM IV 25.4% 17.6% 34.3% 27.0% 30.2% Expected Move 7.2% 5.8% 9.8% 7.7% 8.7% HV 20d 15.9% 12.5% 27.5% 27.5% 13.7% HV 60d 22.1% 21.3% 23.7% 23.7% 21.3% IV Rank 20.7% 8.8% 33.9% 23.5% 27.9% IV Percentile 36.3% 7.9% 66.7% 44.0% 55.2% Term Structure -2.2% -12.6% 6.0% -2.8% 0.7% Skew 25d 6.3% -7.1% 17.1% 5.3% 8.1% Skew 10d 13.2% -0.4% 30.5% 9.6% 13.4% Call IV 25d 24.9% 11.4% 34.9% 26.3% 24.8% Put IV 25d 31.2% 22.2% 41.9% 31.6% 32.8% Bid-Ask Spread % 115.95 101.10 145.62 122.67 103.52 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 88 0 163 0 154 Net DEX -4.3K -7.7K 0 0 -7.5K Net VEX -13 -25 0 0 -21 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 0.318 0 6 0 0 Total OI 0.591 0 1 0 1
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 2020-12-01 $92.05 $0.00 27.0% 7.7% 27.5% 23.5% 0.0% 5.3% -2.8% 0 0 0 0.00 122.67 N/A N/A 0 0 0 0 2020-12-02 $91.52 $0.00 28.8% 8.3% 26.6% 26.3% 0.0% 10.3% -7.5% 0 0 0 0.00 124.17 N/A N/A 0 0 0 0 2020-12-03 $92.27 $0.00 17.6% 7.1% 23.2% 8.8% 0.0% 4.8% 2.0% 0 0 0 0.00 102.06 N/A N/A 6 0 0 0 2020-12-04 $93.00 $0.00 23.7% 6.1% 22.2% 18.0% 0.0% -1.7% -1.1% 0 0 0 0.00 110.02 N/A N/A 0 0 0 0 2020-12-07 $93.30 $0.00 25.1% 6.0% 21.6% 20.1% 0.0% 4.7% -6.4% 0 0 0 0.00 101.53 N/A N/A 0 0 0 0 2020-12-08 $94.00 $0.00 28.0% 5.8% 15.5% 24.5% 0.0% -7.1% -1.0% 0 0 0 0.00 108.73 N/A N/A 0 0 0 0 2020-12-09 $92.11 $0.00 23.9% 6.9% 14.6% 18.3% 0.0% 17.1% 0.5% 0 0 0 0.00 112.23 N/A N/A 0 0 0 0 2020-12-10 $93.46 $0.00 21.7% 6.2% 13.3% 15.1% 0.0% 1.8% 0.7% 0 0 0 0.00 112.92 N/A N/A 0 0 0 0 2020-12-11 $93.49 $0.00 24.1% 6.9% 13.2% 18.6% 0.0% 2.3% -1.0% 0 0 0 0.00 112.49 N/A N/A 1 0 0 0 2020-12-14 $94.10 $0.00 22.6% 6.5% 13.2% 16.3% 0.0% 15.4% -3.4% 163 -6.7K -25 0.00 113.51 N/A N/A 0 0 1 0 2020-12-15 $94.92 $0.00 26.1% 7.5% 13.3% 21.6% 0.0% 4.2% -3.3% 162 -6.9K -24 0.00 135.23 N/A N/A 0 0 1 0 2020-12-16 $95.62 $0.00 26.0% 7.5% 13.4% 21.5% 0.0% 5.2% -2.7% 163 -7.1K -24 0.00 135.43 N/A N/A 0 0 1 0 2020-12-17 $96.85 $0.00 25.5% 7.3% 12.9% 20.7% 0.0% 4.4% 6.0% 155 -7.3K -22 0.00 132.47 N/A N/A 0 0 1 0 2020-12-18 $97.15 $0.00 25.9% 7.4% 12.5% 21.3% 0.0% 4.3% -3.2% 153 -7.4K -22 0.00 134.42 N/A N/A 0 0 1 0 2020-12-21 $97.30 $0.00 34.3% 9.8% 12.6% 33.9% 0.0% 7.0% -6.6% 138 -7.2K -24 0.00 145.62 N/A N/A 0 0 1 0 2020-12-22 $98.52 $0.00 23.4% 6.7% 12.8% 17.5% 0.0% 7.1% -2.9% 138 -7.6K -22 0.00 101.10 N/A N/A 0 0 1 0 2020-12-23 $98.13 $0.00 20.2% 5.8% 12.7% 12.8% 0.0% 4.9% 4.9% 143 -7.7K -22 0.00 107.95 N/A N/A 0 0 1 0 2020-12-24 $97.72 $0.00 25.6% 7.3% 12.9% 20.8% 0.0% 11.1% -3.7% 144 -7.6K -22 0.00 116.65 N/A N/A 0 0 1 0 2020-12-28 $96.56 $0.00 26.1% 7.5% 13.7% 21.7% 0.0% 12.0% -1.7% 148 -7.4K -22 0.00 102.62 N/A N/A 0 0 1 0 2020-12-29 $96.10 $0.00 26.9% 7.7% 13.9% 22.8% 0.0% 8.0% -12.6% 150 -7.3K -22 0.00 108.30 N/A N/A 0 0 1 0 2020-12-30 $96.54 $0.00 26.9% 7.7% 13.9% 22.9% 0.0% 9.5% -3.3% 135 -7.3K -22 0.00 107.26 N/A N/A 0 0 1 0 2020-12-31 $96.43 $0.00 30.2% 8.7% 13.7% 27.9% 0.0% 8.1% 0.7% 154 -7.5K -21 0.00 103.52 N/A N/A 0 0 1 0
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