FTC Options History — August 2021 In August 2021, FTC traded between $112.71 and $118.12. ATM implied volatility averaged 15.2%, placing in the 7.8% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded above realized volatility by 2.9% (HV 20d: 12.3%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2021-08-20 : Highest Volume — 2 contracts2021-08-31 : Largest IV spike — 115.7% change2021-08-03 : Highest IV Rank — 18.6%2021-08-03 : Largest Expected Move — 6.5%Monthly Statistics Metric Avg Min Max Open Close Price $115.12 $112.71 $118.12 $112.71 $117.53 ATM IV 15.2% 9.2% 22.7% 20.3% 19.8% Expected Move 4.2% 2.6% 6.5% 5.8% 5.7% HV 20d 12.3% 9.6% 15.2% 14.7% 9.8% HV 60d 12.2% 11.0% 15.3% 15.3% 11.2% IV Rank 7.8% 0.0% 18.6% 15.2% 15.4% IV Percentile 7.9% 0.0% 33.7% 20.6% 21.4% Term Structure -2.0% -8.5% 4.3% -8.5% -1.6% Skew 25d 4.5% -14.0% 11.4% 9.0% 4.9% Skew 10d 6.4% -14.0% 18.7% 10.7% 7.8% Call IV 25d 13.7% 7.3% 28.0% 12.2% 22.0% Put IV 25d 18.2% 11.1% 27.8% 21.2% 26.9% Bid-Ask Spread % 150.11 127.42 162.74 157.48 131.98 Gamma HHI 0.38 0.30 0.53 0.36 0.32 Net GEX 1.8K 991 2.9K 2.0K 1.1K Net DEX -49.8K -55.3K -43.5K -46.6K -48.2K Net VEX -123 -178 -85 -130 -157 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 0.182 0 2 0 1 Total OI 9.545 9 11 9 11
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 2021-08-02 $112.71 $0.00 20.3% 5.8% 14.7% 15.2% 0.0% 9.0% -8.5% 2.0K -46.6K -130 0.00 157.48 N/A N/A 0 0 6 3 2021-08-03 $113.77 $0.00 22.7% 6.5% 15.0% 18.6% 0.0% 4.9% -7.1% 2.0K -47.8K -122 0.00 162.74 N/A N/A 0 0 6 3 2021-08-04 $114.93 $0.00 17.0% 4.9% 15.2% 10.3% 0.0% -14.0% -2.4% 2.1K -50.7K -113 0.00 147.68 N/A N/A 0 0 6 3 2021-08-05 $115.39 $0.00 12.8% 3.1% 14.5% 4.2% 0.0% 1.1% 1.2% 1.7K -51.7K -119 0.00 137.77 N/A N/A 0 0 6 3 2021-08-06 $114.74 $0.00 21.9% 4.4% 14.4% 17.5% 0.0% 8.0% -3.8% 1.8K -51.2K -112 0.00 144.71 N/A N/A 0 0 6 3 2021-08-09 $115.39 $0.00 13.9% 3.1% 14.5% 5.7% 0.0% 1.9% 0.6% 2.1K -52.3K -108 0.00 155.55 N/A N/A 0 0 6 3 2021-08-10 $114.82 $0.00 14.5% 3.3% 14.4% 6.7% 0.0% 3.0% 1.9% 1.8K -51.6K -114 0.00 149.93 N/A N/A 0 0 6 3 2021-08-11 $114.25 $0.00 13.2% 3.8% 14.1% 4.7% 0.0% 2.3% -1.6% 1.9K -50.1K -117 0.00 145.04 N/A N/A 0 0 6 3 2021-08-12 $114.80 $0.00 16.1% 4.6% 13.9% 9.1% 0.0% 11.0% -4.1% 2.9K -51.0K -105 0.00 150.49 N/A N/A 0 0 6 3 2021-08-13 $114.90 $0.00 12.0% 3.5% 13.8% 3.0% 0.0% 6.1% -1.5% 2.6K -53.8K -95 0.00 127.42 N/A N/A 0 0 6 3 2021-08-16 $114.67 $0.00 16.3% 4.7% 13.4% 9.3% 0.0% -0.9% -4.1% 2.0K -49.7K -111 0.00 148.74 N/A N/A 0 0 6 3 2021-08-17 $113.80 $0.00 12.0% 3.4% 11.2% 3.0% 0.0% 6.7% 0.1% 2.1K -49.5K -111 0.00 144.24 N/A N/A 0 0 6 3 2021-08-18 $113.38 $0.00 17.1% 4.9% 11.3% 10.4% 0.0% 11.4% -1.9% 1.7K -44.9K -131 0.00 156.18 N/A N/A 0 0 6 3 2021-08-19 $113.10 $0.00 18.5% 5.3% 11.1% 12.6% 0.0% 7.8% -6.3% 2.7K -45.3K -116 0.00 144.87 N/A N/A 0 0 6 3 2021-08-20 $114.19 $0.00 13.6% 3.9% 10.2% 5.3% 0.0% 7.4% -0.8% 1.9K -48.3K -112 0.00 150.90 N/A N/A 0 2 6 3 2021-08-23 $115.52 $0.00 15.1% 4.3% 10.8% 7.6% 0.0% 2.4% -3.8% 2.2K -55.3K -85 0.00 153.55 N/A N/A 0 0 6 3 2021-08-24 $116.01 $0.00 10.6% 3.0% 10.2% 1.0% 0.0% -1.0% -0.5% 1.1K -43.5K -178 0.00 161.50 N/A N/A 0 0 6 5 2021-08-25 $116.81 $0.00 10.4% 3.0% 9.6% 0.7% 0.0% 5.0% -0.1% 1.1K -50.1K -144 0.00 159.29 N/A N/A 0 0 6 5 2021-08-26 $116.40 $0.00 12.9% 3.7% 9.8% 4.3% 0.0% 10.6% -6.1% 1.2K -49.5K -149 0.00 159.12 N/A N/A 0 0 6 5 2021-08-27 $117.33 $0.00 14.2% 4.1% 9.7% 6.3% 0.0% 7.5% 3.1% 1.1K -50.9K -143 0.00 157.53 N/A N/A 0 0 6 5 2021-08-30 $118.12 $0.00 9.2% 2.6% 9.8% 0.0% 0.0% 3.7% 4.3% 991 -53.9K -132 0.00 155.63 N/A N/A 1 0 6 5 2021-08-31 $117.53 $0.00 19.8% 5.7% 9.8% 15.4% 0.0% 4.9% -1.6% 1.1K -48.2K -157 0.00 131.98 N/A N/A 0 1 6 5
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