FTC Options History — June 2022

In June 2022, FTC traded between $85.34 and $98.05. ATM implied volatility averaged 31.8%, placing in the 49.1% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded below realized volatility by 0.8% (HV 20d: 32.6%). Max pain ranged from $91.00 to $115.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.50.

Notable Days

  • 2022-06-30: Highest Volume — 116 contracts
  • 2022-06-29: Largest IV spike — 61.8% change
  • 2022-06-03: Highest IV Rank — 72.3%
  • 2022-06-16: Largest Expected Move — 10.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$91.24$85.34$98.05$96.17$88.03
Max Pain$102.90$91.00$115.00$91.00$92.00
ATM IV31.8%21.2%42.5%27.6%30.4%
Expected Move8.9%6.1%10.7%7.9%8.7%
HV 20d32.6%26.9%36.2%36.2%33.3%
HV 60d30.0%28.2%31.3%29.3%31.2%
IV Rank49.1%26.1%72.3%39.9%46.0%
IV Percentile74.9%37.3%96.0%66.3%69.8%
Term Structure0.3%-10.6%12.2%-5.7%-4.4%
VWIV34.2%21.0%45.8%31.2%35.7%
Skew 25d2.7%-6.4%10.9%0.4%1.3%
Skew 10d5.0%-10.6%24.9%8.2%-4.5%
Call IV 25d36.2%19.7%47.6%40.9%41.6%
Put IV 25d38.8%28.6%55.0%41.3%42.9%
Bid-Ask Spread %117.70105.96133.31133.31111.36
Gamma HHI0.370.300.510.380.36
Net GEX1.8K-11.4K9.2K8.7K-10.3K
Net DEX59.9K-140.5K441.1K-109.1K441.1K
Net VEX-1.2K-3.5K-287-410-3.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.500.081.320.131.32
Total Volume64.6673411634116
Total OI84.8574217643175

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$96.17$91.0027.6%7.9%36.2%39.9%31.2%0.4%-5.7%8.7K-109.1K-4100.13133.31N/AN/A304394
2022-06-02$97.48$115.0034.5%10.1%34.9%54.8%38.7%-0.8%-5.0%7.2K-120.4K-3790.13119.16N/AN/A304394
2022-06-03$96.66$115.0042.5%10.0%32.0%72.3%23.2%6.5%-0.4%7.3K-121.4K-4130.13114.14N/AN/A304393
2022-06-06$96.82$115.0039.5%10.0%32.0%65.8%23.8%-3.1%2.5%7.8K-139.5K-4070.13120.66N/AN/A304393
2022-06-07$98.05$115.0031.1%7.1%26.9%47.5%27.8%4.8%4.1%9.2K-140.5K-2870.47112.83N/AN/A3014393
2022-06-08$96.77$115.0028.7%8.2%27.5%42.2%21.0%2.6%0.7%4.4K-117.5K-3730.13109.63N/AN/A3043913
2022-06-09$94.88$115.0024.7%7.1%28.3%33.6%21.0%10.1%8.6%5.0K-104.3K-3760.13117.72N/AN/A3043913
2022-06-10$92.46$115.0032.6%9.3%30.0%50.7%26.8%10.9%-3.4%8.0K-59.0K-4080.13115.64N/AN/A3043913
2022-06-13$87.84$115.0032.2%9.2%32.2%50.0%26.5%-1.5%12.2%3.6K-4.4K-3510.13117.72N/AN/A3143913
2022-06-14$88.04$115.0032.5%9.3%32.2%50.6%43.4%0.0%0.3%3.6K11.2K-3260.13115.49N/AN/A3143713
2022-06-15$89.73$115.0030.9%8.9%32.4%47.1%38.9%10.2%-0.6%3.5K-6.0K-3290.08125.31N/AN/A5243713
2022-06-16$85.34$92.0037.3%10.7%33.5%60.9%37.2%-1.2%-10.6%7.3K-3.6K-4310.08122.38N/AN/A5245813
2022-06-17$85.74$92.0030.4%8.7%33.6%46.0%45.5%-6.2%3.1%4.0K15.2K-4280.08123.70N/AN/A5345813
2022-06-21$87.68$92.0030.1%8.6%34.8%45.4%43.1%2.2%0.5%5.4K-16.1K-4690.08125.75N/AN/A5044913
2022-06-22$87.29$92.0031.3%9.0%34.3%48.0%41.2%-0.1%2.1%5.2K-13.4K-4561.22120.88N/AN/A50614913
2022-06-23$88.09$92.0029.7%8.5%34.5%44.4%27.3%8.5%-0.6%-3.0K214.4K-2.0K1.22109.83N/AN/A50614970
2022-06-24$90.31$92.0035.6%10.2%35.5%57.3%42.8%8.0%3.1%-9.7K391.3K-3.5K1.20121.20N/AN/A516149127
2022-06-27$90.65$92.0031.4%9.0%34.3%48.1%45.8%7.3%-1.2%-8.9K326.2K-3.5K1.22121.92N/AN/A506150126
2022-06-28$89.36$92.0021.2%6.1%33.3%26.1%39.3%-6.4%1.4%-11.4K402.7K-3.4K1.22107.16N/AN/A506150125
2022-06-29$88.63$92.0034.3%9.8%33.3%54.5%38.5%2.2%-0.7%-8.9K411.2K-3.4K1.22105.96N/AN/A506150125
2022-06-30$88.03$92.0030.4%8.7%33.3%46.0%35.7%1.3%-4.4%-10.3K441.1K-3.3K1.32111.36N/AN/A506650125