FTC Options History — February 2021 In February 2021, FTC traded between $97.94 and $105.88. ATM implied volatility averaged 27.9%, placing in the 20.9% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 3.4% (HV 20d: 24.5%). Max pain ranged from $109.00 to $109.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2021-02-04 : Highest Volume — 30 contracts2021-02-04 : Largest IV spike — 51.9% change2021-02-01 : Highest IV Rank — 34.0%2021-02-01 : Largest Expected Move — 10.1%Monthly Statistics Metric Avg Min Max Open Close Price $102.33 $97.94 $105.88 $98.46 $99.48 Max Pain $109.00 $109.00 $109.00 $109.00 $109.00 ATM IV 27.9% 22.8% 35.4% 35.4% 29.6% Expected Move 7.7% 6.2% 10.1% 10.1% 8.5% HV 20d 24.5% 23.2% 26.4% 24.6% 24.3% HV 60d 19.0% 17.6% 22.1% 22.1% 20.5% IV Rank 20.9% 13.0% 34.0% 34.0% 21.1% IV Percentile 38.9% 15.9% 66.7% 66.7% 47.2% Term Structure -0.1% -6.6% 4.9% 2.9% 1.9% VWIV 30.4% 30.4% 30.4% 30.4% 30.4% Skew 25d 7.1% -12.1% 17.6% 11.3% 8.0% Skew 10d 10.8% -4.7% 32.2% 32.2% 2.1% Call IV 25d 25.7% 12.0% 34.4% 34.4% 21.7% Put IV 25d 32.8% 21.9% 45.7% 45.7% 29.7% Bid-Ask Spread % 123.12 73.33 167.12 129.38 150.42 Gamma HHI 0.87 0.56 0.98 0.95 0.63 Net GEX 12.9K 5.4K 20.0K 5.4K 18.9K Net DEX -290.8K -364.6K -123.8K -123.8K -274.8K Net VEX -1.3K -1.5K -704 -704 -1.4K 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 2.368 0 30 0 0 Total OI 55.053 27 73 27 73
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 2021-02-01 $98.46 $0.00 35.4% 10.1% 24.6% 34.0% 0.0% 11.3% 2.9% 5.4K -123.8K -704 0.00 129.38 N/A N/A 0 0 27 0 2021-02-02 $100.80 $0.00 25.0% 7.2% 25.3% 17.9% 0.0% 8.8% 1.6% 6.1K -137.1K -715 0.00 107.52 N/A N/A 0 0 27 0 2021-02-03 $100.23 $0.00 22.8% 6.5% 25.3% 14.6% 0.0% 15.3% -2.3% 6.4K -136.9K -709 0.00 138.84 N/A N/A 0 0 27 0 2021-02-04 $101.26 $0.00 34.6% 8.2% 25.4% 32.8% 0.0% 11.6% 1.1% 5.8K -142.6K -716 0.00 123.85 N/A N/A 30 0 27 0 2021-02-05 $102.37 $0.00 25.3% 7.5% 23.8% 18.4% 0.0% 11.1% -6.6% 14.2K -313.0K -1.5K 0.00 73.33 N/A N/A 0 0 57 0 2021-02-08 $103.23 $0.00 24.3% 6.2% 23.7% 16.8% 0.0% 6.1% -0.7% 13.0K -334.3K -1.5K 0.00 78.01 N/A N/A 0 0 57 0 2021-02-09 $103.94 $0.00 33.5% 6.3% 23.8% 31.1% 0.0% 1.4% 4.0% 13.1K -341.5K -1.5K 0.00 154.67 N/A N/A 0 0 57 0 2021-02-10 $103.76 $0.00 24.6% 7.0% 23.7% 17.4% 0.0% 10.5% -1.0% 12.4K -342.0K -1.5K 0.00 129.00 N/A N/A 0 0 57 0 2021-02-11 $104.74 $0.00 29.9% 8.6% 23.8% 23.6% 0.0% 2.3% -3.5% 12.1K -352.0K -1.5K 0.00 139.56 N/A N/A 0 0 57 0 2021-02-12 $105.88 $0.00 28.1% 8.0% 24.0% 20.7% 0.0% 5.7% -0.0% 11.6K -364.6K -1.5K 0.00 106.19 N/A N/A 0 0 57 0 2021-02-16 $105.52 $0.00 24.3% 7.0% 23.4% 14.7% 0.0% 7.3% 4.9% 11.2K -363.5K -1.5K 0.00 103.19 N/A N/A 0 0 57 0 2021-02-17 $104.47 $0.00 23.5% 6.7% 23.6% 13.5% 0.0% 5.2% 3.5% 13.1K -348.1K -1.5K 0.00 108.41 N/A N/A 0 0 58 0 2021-02-18 $104.29 $0.00 30.1% 8.6% 23.3% 23.9% 0.0% 17.6% -2.4% 12.8K -345.0K -1.5K 0.00 143.16 N/A N/A 0 0 58 0 2021-02-19 $104.60 $0.00 23.2% 6.7% 23.2% 13.0% 30.4% 5.6% 1.6% 14.1K -361.6K -1.5K 0.00 108.50 N/A N/A 15 0 58 0 2021-02-22 $101.13 $109.00 30.4% 8.7% 26.4% 23.9% 0.0% 8.6% 0.6% 18.7K -338.1K -1.5K 0.00 122.39 N/A N/A 0 0 73 0 2021-02-23 $100.78 $109.00 31.9% 9.1% 26.4% 24.8% 0.0% 8.9% -4.8% 19.3K -307.2K -1.5K 0.00 133.81 N/A N/A 0 0 73 0 2021-02-24 $101.30 $109.00 25.5% 7.3% 26.0% 14.5% 0.0% 1.1% -2.4% 20.0K -310.2K -1.5K 0.00 121.96 N/A N/A 0 0 73 0 2021-02-25 $97.94 $109.00 28.7% 8.2% 25.3% 19.7% 0.0% -12.1% 0.0% 16.1K -288.0K -1.4K 0.00 167.12 N/A N/A 0 0 73 0 2021-02-26 $99.48 $109.00 29.6% 8.5% 24.3% 21.1% 0.0% 8.0% 1.9% 18.9K -274.8K -1.4K 0.00 150.42 N/A N/A 0 0 73 0
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