FTC Options History — August 2022

In August 2022, FTC traded between $94.27 and $100.96. ATM implied volatility averaged 26.6%, placing in the 37.7% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 9.6% (HV 20d: 17.0%). Max pain ranged from $93.00 to $100.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 2.19.

Notable Days

  • 2022-08-31: Highest Volume — 112 contracts
  • 2022-08-23: Largest IV spike — 50.5% change
  • 2022-08-30: Highest IV Rank — 74.4%
  • 2022-08-30: Largest Expected Move — 12.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$97.95$94.27$100.96$96.47$94.27
Max Pain$96.35$93.00$100.00$93.00$100.00
ATM IV26.6%15.9%43.5%20.0%43.4%
Expected Move7.2%4.6%12.5%5.7%12.5%
HV 20d17.0%15.0%18.9%18.5%18.6%
HV 60d25.7%23.9%29.8%29.8%24.6%
IV Rank37.7%14.5%74.4%23.3%73.6%
IV Percentile48.6%11.9%95.6%27.4%94.8%
Term Structure-1.3%-12.1%15.2%15.2%-3.1%
VWIV28.0%19.2%37.4%28.5%34.2%
Skew 25d4.9%-6.3%17.2%6.4%14.2%
Skew 10d8.4%-13.8%27.3%7.6%9.8%
Call IV 25d25.1%11.8%41.3%21.9%41.3%
Put IV 25d30.0%14.9%55.4%28.3%55.4%
Bid-Ask Spread %131.98112.92150.90133.47134.33
Gamma HHI0.340.190.460.420.35
Net GEX-13.7K-22.6K-3.8K-15.1K-21.1K
Net DEX177.8K-139.6K457.9K200.5K457.9K
Net VEX-2.9K-3.3K-2.3K-2.9K-3.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.190.004.093.254.09
Total Volume30.565011285112
Total OI161.043147189147171

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$96.47$93.0020.0%5.7%18.5%23.3%28.5%6.4%15.2%-15.1K200.5K-2.9K3.25133.47N/AN/A206525122
2022-08-02$96.28$93.0027.4%7.8%18.3%39.3%28.4%4.4%1.0%-10.8K222.9K-3.0K3.25135.13N/AN/A206526122
2022-08-03$97.00$93.0030.2%8.7%18.2%45.6%37.4%2.3%-12.1%-12.1K223.0K-3.0K3.25144.47N/AN/A206526122
2022-08-04$96.75$93.0026.8%7.7%18.0%38.2%30.2%-5.4%-2.2%-10.5K186.7K-3.0K3.25128.78N/AN/A206526122
2022-08-05$96.83$93.0032.4%6.5%18.0%50.2%23.2%6.3%-1.1%-9.0K210.7K-3.0K3.25134.86N/AN/A206526122
2022-08-08$97.47$93.0028.3%6.2%17.3%41.5%22.6%0.9%-0.3%-11.2K175.0K-2.8K3.25141.43N/AN/A206526122
2022-08-09$96.75$93.0037.5%6.4%15.7%61.3%0.0%4.7%-2.1%-11.5K163.5K-2.7K0.00137.81N/AN/A0026122
2022-08-10$98.92$93.0022.3%6.4%16.9%28.3%0.0%2.7%-3.8%-11.4K143.9K-2.7K0.00133.04N/AN/A1026122
2022-08-11$98.86$93.0019.8%5.7%16.4%23.1%0.0%4.9%4.4%-12.4K77.2K-2.5K0.00127.99N/AN/A0027122
2022-08-12$100.39$93.0022.3%6.4%16.3%28.4%0.0%6.8%-2.8%-12.8K16.9K-2.3K0.00150.90N/AN/A10027122
2022-08-15$100.88$93.0017.1%4.9%16.2%17.0%0.0%15.4%-0.2%-12.5K-15.4K-2.5K0.00140.92N/AN/A0037122
2022-08-16$100.96$93.0018.4%5.3%15.0%20.0%19.2%0.2%1.3%-8.5K-39.2K-2.5K0.50132.58N/AN/A201037122
2022-08-17$100.09$100.0021.4%6.1%15.7%26.5%0.0%2.6%-1.8%-3.8K-133.7K-2.6K0.00148.60N/AN/A0057132
2022-08-18$100.62$100.0025.8%7.4%15.7%35.9%0.0%5.3%-3.8%-4.3K-139.6K-2.7K0.00140.72N/AN/A20057132
2022-08-19$99.48$100.0029.2%8.4%16.1%43.4%0.0%2.4%-4.8%-8.7K-35.4K-2.6K0.00140.50N/AN/A0047132
2022-08-22$97.72$100.0021.1%6.0%17.9%25.7%0.0%6.1%-2.1%-16.0K288.8K-2.8K0.00117.75N/AN/A02024127
2022-08-23$97.90$100.0031.7%9.1%17.8%48.8%0.0%-6.3%1.2%-20.0K351.3K-3.3K0.00114.10N/AN/A0024147
2022-08-24$98.38$100.0015.9%4.6%15.8%14.5%0.0%5.9%1.0%-20.1K280.2K-3.0K0.00112.92N/AN/A0024147
2022-08-25$99.40$100.0022.6%6.5%15.1%29.1%0.0%17.2%-4.0%-18.5K234.5K-3.0K0.00117.51N/AN/A0024147
2022-08-26$96.65$100.0024.2%6.9%17.9%32.5%0.0%7.4%-7.2%-22.6K404.9K-3.2K0.00113.23N/AN/A0024147
2022-08-29$96.20$100.0030.9%8.8%17.9%47.0%0.0%0.1%1.7%-22.1K409.9K-3.2K0.00117.90N/AN/A0024147
2022-08-30$94.56$100.0043.5%12.5%18.9%74.4%0.0%9.3%-4.1%-20.2K403.9K-3.2K0.00136.51N/AN/A0024147
2022-08-31$94.27$100.0043.4%12.5%18.6%73.6%34.2%14.2%-3.1%-21.1K457.9K-3.2K4.09134.33N/AN/A229024147