FTC Options History — March 2022 In March 2022, FTC traded between $97.08 and $109.69. ATM implied volatility averaged 32.9%, placing in the 56.8% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 1.5% (HV 20d: 31.3%). Max pain ranged from $104.00 to $115.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.29.
Notable Days 2022-03-30 : Highest Volume — 55 contracts2022-03-04 : Largest IV spike — 45.2% change2022-03-04 : Highest IV Rank — 100.0%2022-03-07 : Largest Expected Move — 15.3%Monthly Statistics Metric Avg Min Max Open Close Price $103.42 $97.08 $109.69 $101.95 $107.35 Max Pain $110.00 $104.00 $115.00 $109.00 $104.00 ATM IV 32.9% 20.9% 53.2% 40.6% 27.7% Expected Move 9.6% 5.3% 15.3% 11.6% 8.8% HV 20d 31.3% 27.6% 34.4% 27.6% 29.4% HV 60d 27.0% 25.0% 28.2% 25.4% 28.1% IV Rank 56.8% 26.7% 100.0% 91.7% 41.9% IV Percentile 83.4% 47.2% 100.0% 98.8% 77.8% Term Structure -0.9% -12.1% 11.6% -5.9% 9.5% VWIV 43.6% 22.1% 86.2% 29.8% 30.9% Skew 25d 8.5% -3.0% 17.4% 17.4% 9.7% Skew 10d 7.9% -3.7% 17.5% 16.8% 10.3% Call IV 25d 28.8% 21.0% 41.4% 30.0% 25.9% Put IV 25d 37.3% 24.7% 47.8% 47.3% 35.7% Bid-Ask Spread % 109.09 73.10 149.42 119.09 91.42 Gamma HHI 0.30 0.19 0.33 0.27 0.19 Net GEX 4.8K -503 6.7K 4.1K -503 Net DEX -61.1K -115.8K -17.6K -54.6K -42.2K Net VEX -711 -977 -546 -719 -977 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.29 0.21 0.90 0.24 0.90 Total Volume 37.348 35 55 36 55 Total OI 36.478 35 55 36 55
Daily Data (23 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 2022-03-01 $101.95 $109.00 40.6% 11.6% 27.6% 91.7% 29.8% 17.4% -5.9% 4.1K -54.6K -719 0.24 119.09 N/A N/A 29 7 29 7 2022-03-02 $104.86 $109.00 39.7% 11.4% 29.1% 89.1% 30.8% 9.9% -1.9% 4.9K -62.2K -775 0.24 113.85 N/A N/A 29 7 29 7 2022-03-03 $102.90 $109.00 32.1% 9.2% 29.3% 67.0% 28.5% 10.3% -3.8% 4.8K -70.9K -774 0.24 136.75 N/A N/A 29 7 29 7 2022-03-04 $101.67 $109.00 46.7% 13.4% 28.5% 100.0% 47.8% 11.4% -12.1% 4.0K -55.7K -747 0.24 114.17 N/A N/A 29 7 29 7 2022-03-07 $98.16 $109.00 53.2% 15.3% 30.5% 100.0% 73.7% 11.5% -2.9% 4.1K -36.4K -678 0.24 131.60 N/A N/A 29 7 29 7 2022-03-08 $97.73 $109.00 42.1% 14.2% 30.5% 74.8% 62.6% 11.8% -7.3% 3.9K -50.8K -744 0.24 133.64 N/A N/A 29 7 29 7 2022-03-09 $101.19 $109.00 34.0% 13.2% 33.3% 56.3% 58.7% 4.2% -6.8% 4.5K -39.8K -700 0.24 149.42 N/A N/A 29 7 29 7 2022-03-10 $100.13 $109.00 35.2% 14.2% 32.0% 59.1% 56.5% -3.0% -0.5% 4.5K -36.6K -678 0.24 126.35 N/A N/A 29 7 29 7 2022-03-11 $98.86 $109.00 33.9% 11.8% 31.8% 56.1% 86.2% 10.5% 2.1% 3.9K -31.3K -622 0.24 148.36 N/A N/A 29 7 29 7 2022-03-14 $97.08 $115.00 41.1% 9.8% 31.2% 72.6% 24.7% 6.4% -3.1% 3.5K -17.6K -546 0.24 93.25 N/A N/A 29 7 29 7 2022-03-15 $99.41 $115.00 40.1% 10.5% 32.7% 70.1% 25.3% 9.9% -5.0% 3.9K -30.2K -631 0.24 87.29 N/A N/A 29 7 29 7 2022-03-16 $101.94 $115.00 27.0% 8.3% 33.4% 40.5% 22.1% 12.2% 4.2% 5.0K -37.9K -667 0.24 102.54 N/A N/A 29 7 29 7 2022-03-17 $104.23 $0.00 31.3% 7.6% 34.4% 50.3% 0.0% 9.6% -5.6% 5.0K -44.3K -657 0.24 100.04 N/A N/A 29 7 29 7 2022-03-18 $106.07 $0.00 26.8% 7.2% 33.5% 40.1% 0.0% 2.2% 1.8% 5.1K -70.8K -744 0.24 102.44 N/A N/A 29 7 29 7 2022-03-21 $105.20 $0.00 26.7% 6.5% 33.5% 39.8% 0.0% 13.4% -2.4% 5.9K -68.7K -679 0.21 113.50 N/A N/A 29 6 29 6 2022-03-22 $106.66 $0.00 20.9% 7.6% 33.3% 26.7% 0.0% 8.6% 11.6% 6.2K -91.8K -759 0.21 73.10 N/A N/A 29 6 29 6 2022-03-23 $105.45 $0.00 22.2% 7.9% 32.5% 29.6% 0.0% 11.3% 11.2% 6.0K -88.0K -723 0.21 111.98 N/A N/A 29 6 29 6 2022-03-24 $106.60 $0.00 24.2% 6.0% 31.7% 34.1% 0.0% 5.1% 2.5% 6.2K -76.7K -696 0.21 78.92 N/A N/A 29 6 29 6 2022-03-25 $106.34 $0.00 30.8% 6.9% 30.7% 49.1% 0.0% -0.7% -2.8% 6.1K -86.3K -707 0.21 78.94 N/A N/A 29 6 29 6 2022-03-28 $107.23 $0.00 27.0% 8.2% 30.6% 40.5% 0.0% 2.6% 4.2% 6.6K -87.2K -688 0.21 77.73 N/A N/A 29 6 29 6 2022-03-29 $109.69 $0.00 25.5% 5.3% 30.9% 37.1% 0.0% 9.6% -6.6% 6.7K -115.8K -718 0.21 112.85 N/A N/A 29 6 29 6 2022-03-30 $107.85 $0.00 26.9% 5.9% 30.3% 40.2% 32.3% 10.4% -0.3% 6.6K -110.2K -713 0.90 111.80 N/A N/A 29 26 29 6 2022-03-31 $107.35 $104.00 27.7% 8.8% 29.4% 41.9% 30.9% 9.7% 9.5% -503 -42.2K -977 0.90 91.42 N/A N/A 29 26 29 26
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