FTC Options History — October 2021

In October 2021, FTC traded between $109.30 and $120.08. ATM implied volatility averaged 22.4%, placing in the 29.9% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 3.9% (HV 20d: 18.5%). Max pain ranged from $95.00 to $108.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 1.36.

Notable Days

  • 2021-10-21: Highest Volume — 38 contracts
  • 2021-10-13: Largest IV drop — 60.8% change
  • 2021-10-12: Highest IV Rank — 77.7%
  • 2021-10-01: Largest Expected Move — 8.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$114.96$109.30$120.08$111.61$120.08
Max Pain$106.14$95.00$108.00$95.00$108.00
ATM IV22.4%13.2%43.5%29.1%14.1%
Expected Move5.0%3.8%8.4%8.4%4.1%
HV 20d18.5%13.9%21.1%17.3%14.6%
HV 60d14.8%14.4%15.4%14.4%14.6%
IV Rank29.9%9.2%77.7%45.2%11.2%
IV Percentile40.3%4.4%98.0%80.6%7.9%
Term Structure-1.8%-8.0%1.9%-8.0%-4.2%
VWIV23.1%19.8%26.8%24.4%22.2%
Skew 25d4.7%-8.4%13.8%4.0%-8.4%
Skew 10d7.7%-5.3%16.5%7.7%-5.3%
Call IV 25d16.3%10.0%29.5%29.5%25.7%
Put IV 25d21.0%13.5%33.5%33.5%17.3%
Bid-Ask Spread %141.87134.14157.41140.16134.60
Gamma HHI0.580.320.850.440.73
Net GEX5.5K-317.8K6.8K5.3K
Net DEX-92.2K-129.9K-61.8K-79.2K-129.9K
Net VEX-360-402-290-402-290
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.360.001.710.001.71
Total Volume13.619038038
Total OI24.28615382138

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$111.61$95.0029.1%8.4%17.3%45.2%0.0%4.0%-8.0%6.8K-79.2K-4020.00140.16N/AN/A00174
2021-10-04$109.30$0.0037.0%6.2%18.0%63.1%0.0%-4.3%-6.0%6.4K-68.7K-3880.00135.65N/AN/A00174
2021-10-05$110.89$0.0029.2%5.7%19.2%45.4%0.0%9.3%-2.3%7.5K-71.1K-3810.00141.67N/AN/A00174
2021-10-06$110.67$0.0029.5%5.6%19.2%46.0%0.0%3.5%1.9%7.1K-70.3K-3770.00138.25N/AN/A00174
2021-10-07$112.44$0.0028.9%5.0%20.3%44.6%0.0%6.9%0.3%7.8K-89.2K-3870.00143.47N/AN/A00174
2021-10-08$111.71$0.0028.6%4.9%20.3%44.1%0.0%13.8%-1.1%7.3K-95.8K-3810.00140.69N/AN/A00174
2021-10-11$111.40$0.0042.4%5.4%20.1%75.2%0.0%8.8%-0.6%4.7K-61.8K-3620.00141.84N/AN/A00144
2021-10-12$111.53$0.0043.5%5.0%20.1%77.7%0.0%6.5%1.3%5.3K-62.5K-3620.00141.94N/AN/A00144
2021-10-13$112.62$0.0017.0%4.9%20.1%17.8%0.0%5.9%-1.3%5.7K-66.4K-3620.00150.45N/AN/A00144
2021-10-14$114.56$0.0015.1%4.3%21.1%13.4%0.0%8.1%-0.4%5.8K-76.5K-3580.00143.54N/AN/A00144
2021-10-15$115.21$0.0015.1%4.3%21.1%13.4%0.0%8.4%-0.4%6.1K-88.3K-3460.00137.76N/AN/A30144
2021-10-18$116.29$0.0016.7%4.8%19.7%17.0%0.0%5.8%-3.3%6.9K-78.2K-3270.00143.63N/AN/A00123
2021-10-19$116.83$0.0017.1%4.9%19.5%18.0%0.0%6.4%-5.0%5.8K-108.1K-3580.00137.27N/AN/A00143
2021-10-20$117.24$0.0017.2%4.9%19.1%18.1%0.0%3.3%-2.8%6.3K-109.9K-3520.21134.14N/AN/A143143
2021-10-21$118.11$0.0017.8%5.1%18.9%19.4%24.4%3.8%-5.5%7.3K-114.4K-3331.71138.06N/AN/A1424143
2021-10-22$118.41$108.0016.1%4.6%18.9%15.6%23.2%4.3%0.4%-31-105.1K-3971.71140.85N/AN/A14241424
2021-10-25$119.20$108.0013.2%3.8%18.2%9.2%25.1%1.7%-0.0%3.0K-115.7K-3551.71150.15N/AN/A14241424
2021-10-26$119.15$108.0013.4%3.8%13.9%9.6%20.5%3.5%0.2%2.1K-118.7K-3411.71151.75N/AN/A14241424
2021-10-27$117.91$108.0014.5%4.2%14.5%12.0%19.8%0.6%-0.2%2.5K-112.6K-3601.71157.41N/AN/A14241424
2021-10-28$119.01$108.0014.1%4.0%14.5%11.0%26.8%6.6%-1.2%4.8K-112.8K-3441.71136.05N/AN/A14241424
2021-10-29$120.08$108.0014.1%4.1%14.6%11.2%22.2%-8.4%-4.2%5.3K-129.9K-2901.71134.60N/AN/A14241424