FTC Options History — January 2021 In January 2021, FTC traded between $95.27 and $101.49. ATM implied volatility averaged 32.7%, placing in the 31.4% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 16.0% (HV 20d: 16.7%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2021-01-19 : Highest Volume — 26 contracts2021-01-26 : Largest IV spike — 107.2% change2021-01-12 : Highest IV Rank — 62.6%2021-01-26 : Largest Expected Move — 14.8%Monthly Statistics Metric Avg Min Max Open Close Price $98.91 $95.27 $101.49 $95.27 $96.52 ATM IV 32.7% 18.8% 53.3% 31.9% 42.1% Expected Move 8.0% 5.4% 14.8% 6.5% 12.1% HV 20d 16.7% 14.4% 23.6% 14.4% 23.6% HV 60d 21.8% 21.1% 22.6% 21.3% 22.3% IV Rank 31.4% 10.7% 62.6% 30.4% 44.5% IV Percentile 52.0% 9.1% 91.7% 59.9% 81.0% Term Structure -2.0% -23.4% 11.0% 0.1% -6.4% Skew 25d 8.5% -0.8% 55.9% 6.0% 20.5% Skew 10d 10.7% -5.6% 55.9% 6.0% 31.1% Call IV 25d 25.6% 12.1% 50.3% 29.2% 26.6% Put IV 25d 34.1% 21.4% 68.2% 35.2% 47.2% Bid-Ask Spread % 123.34 83.03 172.09 91.63 133.85 Gamma HHI 0.98 0.95 1.00 1.00 0.95 Net GEX 2.5K 125 6.6K 162 5.3K Net DEX -59.7K -144.2K -7.0K -7.0K -112.9K Net VEX -316 -751 -19 -23 -696 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 1.421 0 26 1 0 Total OI 11.947 1 27 1 27
Daily Data (19 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 2021-01-04 $95.27 $0.00 31.9% 6.5% 14.4% 30.4% 0.0% 6.0% 0.1% 162 -7.0K -23 0.00 91.63 N/A N/A 1 0 1 0 2021-01-05 $96.26 $0.00 32.7% 5.5% 14.6% 31.6% 0.0% -0.2% 4.4% 163 -7.5K -21 0.00 103.36 N/A N/A 0 0 1 0 2021-01-06 $95.99 $0.00 28.8% 5.9% 14.7% 25.7% 0.0% 2.5% 1.2% 151 -7.3K -22 0.00 108.04 N/A N/A 0 0 1 0 2021-01-07 $98.76 $0.00 36.3% 7.9% 17.5% 37.1% 0.0% 7.4% -2.5% 179 -7.5K -20 0.00 128.61 N/A N/A 0 0 1 0 2021-01-08 $99.73 $0.00 26.5% 5.9% 15.4% 22.2% 0.0% 1.8% 2.3% 145 -8.1K -19 0.00 155.22 N/A N/A 0 0 1 0 2021-01-11 $99.80 $0.00 47.4% 8.2% 14.9% 53.7% 0.0% 7.2% -1.8% 144 -7.7K -21 0.00 128.04 N/A N/A 0 0 1 0 2021-01-12 $100.56 $0.00 53.3% 8.1% 14.9% 62.6% 0.0% -0.6% -7.6% 134 -8.1K -20 0.00 135.01 N/A N/A 0 0 1 0 2021-01-13 $100.29 $0.00 26.1% 7.5% 15.1% 21.6% 0.0% 5.2% 1.8% 134 -8.0K -20 0.00 124.27 N/A N/A 0 0 1 0 2021-01-14 $100.20 $0.00 21.8% 6.2% 15.0% 15.1% 0.0% -0.8% 11.0% 125 -8.1K -19 0.00 108.92 N/A N/A 0 0 1 0 2021-01-15 $98.97 $0.00 18.8% 5.4% 15.8% 10.7% 0.0% 8.5% 5.4% 133 -7.7K -21 0.00 97.94 N/A N/A 0 0 1 0 2021-01-19 $100.24 $0.00 20.2% 5.8% 15.8% 12.8% 0.0% 5.2% -0.1% 129 -8.0K -19 0.00 89.66 N/A N/A 26 0 1 0 2021-01-20 $101.49 $0.00 21.7% 6.2% 16.2% 15.0% 0.0% 5.7% 2.5% 6.6K -144.2K -751 0.00 93.81 N/A N/A 0 0 27 0 2021-01-21 $101.13 $0.00 25.8% 7.4% 16.3% 21.2% 0.0% 4.4% -0.9% 6.6K -139.8K -745 0.00 83.03 N/A N/A 0 0 27 0 2021-01-22 $100.94 $0.00 28.2% 8.1% 15.9% 24.7% 0.0% 5.6% 1.4% 5.8K -142.4K -744 0.00 140.28 N/A N/A 0 0 27 0 2021-01-25 $100.46 $0.00 24.9% 7.1% 15.9% 19.9% 0.0% 11.7% -4.2% 6.4K -139.8K -735 0.00 158.85 N/A N/A 0 0 27 0 2021-01-26 $99.17 $0.00 51.7% 14.8% 16.6% 60.1% 0.0% 55.9% -15.4% 5.6K -138.4K -724 0.00 172.09 N/A N/A 0 0 27 0 2021-01-27 $95.55 $0.00 46.1% 13.2% 21.0% 51.7% 0.0% 1.5% -23.4% 4.9K -110.7K -677 0.00 156.87 N/A N/A 0 0 27 0 2021-01-28 $98.03 $0.00 36.5% 10.5% 22.9% 35.7% 0.0% 14.5% -6.8% 5.2K -121.2K -709 0.00 133.96 N/A N/A 0 0 27 0 2021-01-29 $96.52 $0.00 42.1% 12.1% 23.6% 44.5% 0.0% 20.5% -6.4% 5.3K -112.9K -696 0.00 133.85 N/A N/A 0 0 27 0
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