FTC Options History — May 2021 In May 2021, FTC traded between $96.50 and $103.31. ATM implied volatility averaged 24.2%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 4.5% (HV 20d: 19.7%). Max pain ranged from $99.00 to $99.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2021-05-17 : Highest Volume — 30 contracts2021-05-11 : Largest IV spike — 66.3% change2021-05-11 : Highest IV Rank — 22.9%2021-05-11 : Largest Expected Move — 11.0%Monthly Statistics Metric Avg Min Max Open Close Price $100.44 $96.50 $103.31 $102.55 $103.31 Max Pain $99.00 $99.00 $99.00 $99.00 $99.00 ATM IV 24.2% 15.3% 30.7% 19.7% 15.3% Expected Move 6.9% 4.4% 11.0% 5.7% 4.4% HV 20d 19.7% 15.0% 22.8% 15.0% 21.9% HV 60d 24.6% 21.3% 25.8% 24.3% 21.3% IV Rank 12.4% 0.0% 22.9% 5.1% 0.0% IV Percentile 32.6% 0.0% 69.0% 4.4% 0.0% Term Structure -2.0% -17.2% 8.1% -3.7% 8.1% Skew 25d 5.5% -4.8% 13.1% -1.6% 8.2% Skew 10d 8.7% -0.0% 29.6% 6.1% 8.1% Call IV 25d 21.9% 10.2% 30.6% 19.7% 17.4% Put IV 25d 27.4% 18.1% 34.7% 18.1% 25.5% Bid-Ask Spread % 126.12 95.32 167.51 162.71 119.46 Gamma HHI 0.44 0.36 0.50 0.47 0.46 Net GEX 43.3K 29.4K 59.0K 46.9K 59.0K Net DEX -370.3K -535.1K -153.5K -535.1K -518.6K Net VEX -1.8K -2.3K -1.1K -2.3K -1.9K 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 1.8 0 30 0 0 Total OI 149.45 132 168 132 166
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 2021-05-03 $102.55 $99.00 19.7% 5.7% 15.0% 5.1% 0.0% -1.6% -3.7% 46.9K -535.1K -2.3K 0.00 162.71 N/A N/A 0 0 128 4 2021-05-04 $100.72 $99.00 27.3% 7.8% 16.2% 17.4% 0.0% 2.0% -6.0% 39.4K -394.1K -2.0K 0.00 163.15 N/A N/A 0 0 128 4 2021-05-05 $101.14 $99.00 28.1% 8.1% 16.2% 18.7% 0.0% 1.5% -5.7% 40.5K -447.7K -2.1K 0.00 162.06 N/A N/A 0 0 128 4 2021-05-06 $100.06 $0.00 29.7% 6.5% 15.7% 21.2% 0.0% 2.8% 0.6% 39.5K -343.8K -1.9K 0.00 162.75 N/A N/A 0 0 128 4 2021-05-07 $101.87 $0.00 28.5% 6.3% 17.1% 19.4% 0.0% 3.7% 0.0% 42.7K -460.0K -2.1K 0.00 167.51 N/A N/A 5 0 128 4 2021-05-10 $100.01 $0.00 18.5% 5.8% 18.2% 3.0% 0.0% 3.6% 0.2% 44.9K -324.0K -1.7K 0.00 95.32 N/A N/A 1 0 133 4 2021-05-11 $99.23 $0.00 30.7% 11.0% 17.8% 22.9% 0.0% 5.9% -17.2% 30.4K -402.5K -2.0K 0.00 121.22 N/A N/A 0 0 134 4 2021-05-12 $96.50 $0.00 29.7% 8.5% 20.0% 21.3% 0.0% 9.7% -3.3% 34.1K -245.4K -1.5K 0.00 103.81 N/A N/A 0 0 134 4 2021-05-13 $97.38 $0.00 30.2% 8.7% 19.5% 22.1% 0.0% 7.2% -6.9% 29.4K -153.5K -1.1K 0.00 111.86 N/A N/A 0 0 134 4 2021-05-14 $99.31 $0.00 21.8% 6.3% 21.1% 8.5% 0.0% 12.5% -4.0% 39.2K -260.8K -1.5K 0.00 110.88 N/A N/A 0 0 134 4 2021-05-17 $98.74 $0.00 28.4% 8.1% 20.7% 19.2% 0.0% -4.8% -8.0% 41.5K -322.1K -1.7K 0.00 103.52 N/A N/A 0 30 134 4 2021-05-18 $99.21 $0.00 20.8% 6.0% 20.6% 6.8% 0.0% 5.0% 4.3% 35.9K -309.1K -1.8K 0.00 116.00 N/A N/A 0 0 134 34 2021-05-19 $98.09 $0.00 22.4% 6.4% 20.4% 9.5% 0.0% 4.5% -0.2% 34.9K -247.8K -1.9K 0.00 144.09 N/A N/A 0 0 134 34 2021-05-20 $100.69 $0.00 20.4% 5.9% 22.8% 6.2% 0.0% 3.8% 7.8% 44.8K -305.7K -1.7K 0.00 117.89 N/A N/A 0 0 134 34 2021-05-21 $100.44 $0.00 24.6% 7.1% 21.8% 13.0% 0.0% 13.1% 0.4% 45.4K -368.8K -1.9K 0.00 116.53 N/A N/A 0 0 134 34 2021-05-24 $101.94 $0.00 18.5% 5.3% 22.3% 3.0% 0.0% 2.9% 1.2% 54.2K -433.4K -1.9K 0.00 110.88 N/A N/A 0 0 133 33 2021-05-25 $102.00 $0.00 20.7% 5.9% 22.3% 6.6% 0.0% 10.9% 3.0% 51.4K -438.0K -1.8K 0.00 118.00 N/A N/A 0 0 133 33 2021-05-26 $102.58 $0.00 21.2% 6.1% 22.4% 7.4% 0.0% 10.1% -2.3% 59.0K -462.4K -1.9K 0.00 105.72 N/A N/A 0 0 133 33 2021-05-27 $103.08 $0.00 27.4% 7.9% 22.4% 17.5% 0.0% 9.7% -7.8% 52.8K -433.7K -1.9K 0.00 108.98 N/A N/A 0 0 133 33 2021-05-28 $103.31 $0.00 15.3% 4.4% 21.9% 0.0% 0.0% 8.2% 8.1% 59.0K -518.6K -1.9K 0.00 119.46 N/A N/A 0 0 133 33
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