FTC Options History — October 2022

In October 2022, FTC traded between $85.76 and $93.85. ATM implied volatility averaged 35.5%, placing in the 38.6% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 7.5% (HV 20d: 28.0%). Max pain ranged from $95.00 to $97.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 3.34.

Notable Days

  • 2022-10-03: Highest Volume — 103 contracts
  • 2022-10-12: Largest IV spike — 66.6% change
  • 2022-10-10: Highest IV Rank — 51.5%
  • 2022-10-12: Largest Expected Move — 11.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$89.42$85.76$93.85$88.30$93.85
Max Pain$96.50$95.00$97.00$97.00$95.00
ATM IV35.5%24.3%43.1%34.0%31.5%
Expected Move9.9%7.2%11.6%9.7%9.0%
HV 20d28.0%24.4%29.7%28.0%24.4%
HV 60d23.3%22.1%24.0%22.1%24.0%
IV Rank38.6%19.8%51.5%36.1%32.0%
IV Percentile74.0%29.0%93.3%75.0%60.7%
Term Structure-4.4%-19.5%3.8%-5.7%-3.2%
VWIV34.8%29.2%46.7%35.3%30.0%
Skew 25d6.8%-13.0%22.2%7.4%5.9%
Skew 10d6.2%-11.9%30.5%-7.1%8.5%
Call IV 25d31.6%18.4%47.0%28.0%30.1%
Put IV 25d38.3%29.5%52.1%35.4%36.0%
Bid-Ask Spread %106.6981.77129.06119.3391.65
Gamma HHI0.540.440.730.500.49
Net GEX-30.9K-36.6K-25.9K-29.3K-27.2K
Net DEX578.6K318.9K700.6K660.8K318.9K
Net VEX-2.5K-2.7K-2.3K-2.7K-2.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.342.483.483.482.48
Total Volume99.198810310394
Total OI165.19135171171159

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$88.30$97.0034.0%9.7%28.0%36.1%35.3%7.4%-5.7%-29.3K660.8K-2.7K3.48119.33N/AN/A238025146
2022-10-04$90.61$97.0030.9%8.8%29.7%30.9%32.8%8.3%3.8%-36.6K610.7K-2.7K3.48123.25N/AN/A238025146
2022-10-05$91.03$97.0035.8%10.2%29.0%39.1%29.2%22.2%3.1%-28.3K580.7K-2.7K3.48116.31N/AN/A238025146
2022-10-06$90.15$0.0032.9%8.0%28.9%34.3%0.0%16.3%-3.1%-30.0K512.8K-2.7K3.48124.60N/AN/A238025146
2022-10-07$87.58$0.0040.8%7.2%29.2%47.6%0.0%4.9%2.2%-32.3K655.0K-2.6K3.4890.96N/AN/A238025146
2022-10-10$87.19$0.0043.1%9.3%29.0%51.5%0.0%8.9%-3.9%-30.6K668.5K-2.6K3.48120.40N/AN/A238025146
2022-10-11$86.49$0.0024.3%10.0%26.5%19.8%0.0%10.2%-10.0%-27.9K665.2K-2.5K3.48104.51N/AN/A238025146
2022-10-12$86.71$0.0040.4%11.6%26.5%47.0%0.0%-1.8%-6.2%-26.4K660.9K-2.5K3.48114.20N/AN/A238025146
2022-10-13$88.26$0.0038.7%11.1%26.5%44.1%0.0%1.8%-6.7%-31.8K696.1K-2.5K3.48117.53N/AN/A238025146
2022-10-14$85.76$0.0035.8%10.3%28.1%39.2%0.0%16.0%2.0%-33.0K698.7K-2.4K3.48117.64N/AN/A238025146
2022-10-17$87.77$0.0037.0%10.6%29.6%41.2%0.0%0.8%-5.9%-32.6K700.6K-2.4K3.4884.25N/AN/A238025144
2022-10-18$88.57$0.0035.4%10.1%29.7%38.5%0.0%-0.9%-6.3%-32.2K659.6K-2.4K3.4883.92N/AN/A238025144
2022-10-19$88.11$0.0039.8%11.4%29.2%46.0%0.0%-2.3%-6.2%-35.4K689.3K-2.4K3.4887.21N/AN/A238025144
2022-10-20$87.35$0.0039.4%11.3%29.2%45.2%0.0%12.7%-9.0%-31.3K647.7K-2.4K3.48101.19N/AN/A238025144
2022-10-21$89.65$0.0038.8%11.1%28.5%44.3%0.0%-13.0%1.3%-35.8K658.1K-2.4K3.48122.55N/AN/A238025144
2022-10-24$90.54$0.0031.0%8.9%28.3%31.1%0.0%12.2%-2.9%-35.3K518.4K-2.3K3.19129.06N/AN/A21671134
2022-10-25$91.65$0.0037.6%10.8%28.5%42.2%0.0%10.5%-9.0%-29.6K441.0K-2.6K3.1993.70N/AN/A216721134
2022-10-26$92.22$0.0030.3%8.7%27.1%30.0%0.0%2.8%-3.3%-25.9K395.5K-2.6K3.19116.36N/AN/A216721134
2022-10-27$92.54$0.0030.3%8.7%26.0%29.9%0.0%4.2%-3.3%-27.9K350.9K-2.6K3.1981.77N/AN/A216721134
2022-10-28$93.57$0.0037.1%10.6%25.9%41.4%46.7%14.8%-19.5%-30.0K362.0K-2.6K2.68100.05N/AN/A256721134
2022-10-31$93.85$95.0031.5%9.0%24.4%32.0%30.0%5.9%-3.2%-27.2K318.9K-2.5K2.4891.65N/AN/A276725134