FTC Options History — June 2021

In June 2021, FTC traded between $102.53 and $110.19. ATM implied volatility averaged 18.0%, placing in the 10.3% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 4.2% (HV 20d: 13.8%). Max pain ranged from $86.00 to $100.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 1.03.

Notable Days

  • 2021-06-29: Highest Volume — 59 contracts
  • 2021-06-09: Largest IV spike — 107.1% change
  • 2021-06-30: Highest IV Rank — 24.0%
  • 2021-06-30: Largest Expected Move — 7.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$106.00$102.53$110.19$103.01$109.90
Max Pain$91.60$86.00$100.00$86.00$100.00
ATM IV18.0%10.0%26.3%20.0%26.3%
Expected Move5.5%3.8%7.6%5.7%7.6%
HV 20d13.8%9.2%21.8%21.8%9.5%
HV 60d17.8%16.0%21.2%21.2%16.0%
IV Rank10.3%0.0%24.0%7.4%24.0%
IV Percentile8.7%0.0%55.2%6.7%55.2%
Term Structure-1.8%-14.4%7.1%0.9%-14.4%
VWIV20.3%15.4%32.6%32.6%16.9%
Skew 25d3.7%-7.3%15.4%0.3%-3.0%
Skew 10d10.7%-5.6%20.7%-0.1%7.2%
Call IV 25d18.7%13.3%25.9%22.6%25.9%
Put IV 25d22.4%16.8%30.1%23.0%23.0%
Bid-Ask Spread %113.1993.75138.53118.51116.50
Gamma HHI0.570.450.930.450.86
Net GEX85.2K56.4K126.9K58.4K95.8K
Net DEX-685.6K-1.1M-383.8K-500.0K-1.1M
Net VEX-1.3K-1.8K-815-1.8K-877
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.030.001.570.001.57
Total Volume5.59105900
Total OI168.864166172166172

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$103.01$0.0020.0%5.7%21.8%7.4%0.0%0.3%0.9%58.4K-500.0K-1.8K0.00118.51N/AN/A0013333
2021-06-02$103.28$0.0022.9%6.6%20.7%12.2%0.0%-3.4%-1.5%64.1K-501.0K-1.7K0.00123.70N/AN/A0013333
2021-06-03$102.53$86.0018.7%6.9%20.9%5.5%0.0%5.5%-7.6%56.4K-383.8K-1.4K0.0093.75N/AN/A0013333
2021-06-04$103.78$86.0017.8%5.5%20.8%4.1%0.0%11.6%5.2%64.5K-426.9K-1.3K0.00100.85N/AN/A0013333
2021-06-07$104.29$86.0014.1%6.7%20.0%0.0%0.0%2.3%0.2%63.6K-603.0K-1.7K0.00101.61N/AN/A0013333
2021-06-08$104.79$86.0010.0%6.3%18.6%0.0%0.0%7.5%-7.7%75.8K-604.7K-1.6K0.0096.65N/AN/A0013333
2021-06-09$104.65$86.0020.6%5.9%18.3%15.7%0.0%8.6%7.1%71.2K-549.1K-1.6K0.00100.17N/AN/A3013333
2021-06-10$105.11$86.0021.5%6.2%14.3%16.9%0.0%9.3%-5.9%83.8K-557.9K-1.5K0.00105.88N/AN/A0013633
2021-06-11$105.64$86.0015.3%4.4%14.2%7.7%0.0%7.8%3.9%91.2K-595.7K-1.5K0.00106.74N/AN/A0013633
2021-06-14$105.86$86.0016.4%4.7%13.0%9.5%0.0%7.5%-3.4%95.0K-575.1K-1.4K0.00107.88N/AN/A0013633
2021-06-15$105.28$86.0019.4%5.6%12.9%13.9%0.0%5.8%0.7%84.1K-527.5K-1.3K0.00102.32N/AN/A0013633
2021-06-16$105.11$86.0019.1%5.5%13.0%13.5%0.0%15.4%-3.5%71.4K-645.0K-1.5K0.00130.67N/AN/A0013633
2021-06-17$105.99$86.0017.5%5.0%12.0%11.1%0.0%9.8%-5.5%95.0K-665.6K-1.4K0.00102.89N/AN/A0013633
2021-06-18$105.10$86.0014.2%4.1%9.5%6.3%32.6%6.9%5.1%86.5K-616.0K-1.4K0.00109.64N/AN/A0213633
2021-06-21$105.85$100.0013.3%3.8%9.5%4.9%0.0%7.5%5.9%95.3K-646.5K-1.3K0.00113.19N/AN/A0013635
2021-06-22$107.24$100.0020.5%5.9%9.2%15.5%0.0%3.2%-9.1%107.7K-808.7K-8150.00138.53N/AN/A0013635
2021-06-23$107.78$100.0017.1%4.9%9.2%10.4%15.4%-4.8%-4.1%126.9K-854.0K-9491.52133.11N/AN/A233513635
2021-06-24$108.37$100.0021.7%6.2%9.2%17.2%0.0%-2.9%-9.9%96.6K-921.7K-8940.00131.61N/AN/A0013635
2021-06-25$108.57$100.0018.0%5.2%9.2%11.8%0.0%-7.3%-0.5%97.0K-884.3K-1.2K0.00135.26N/AN/A0013635
2021-06-28$109.58$100.0016.1%4.6%9.5%8.9%16.2%-2.9%-1.0%103.5K-1.0M-1.1K0.00116.10N/AN/A0113635
2021-06-29$110.19$100.0016.3%4.7%9.3%9.3%16.9%-3.2%4.8%89.8K-1.1M-1.1K1.57104.61N/AN/A233613636
2021-06-30$109.90$100.0026.3%7.6%9.5%24.0%0.0%-3.0%-14.4%95.8K-1.1M-8770.00116.50N/AN/A0013636