FTC Options History — December 2022

In December 2022, FTC traded between $90.69 and $98.29. ATM implied volatility averaged 30.5%, placing in the 26.1% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 9.7% (HV 20d: 20.8%). Max pain ranged from $89.00 to $94.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2022-12-22: Highest Volume — 40 contracts
  • 2022-12-12: Largest IV spike — 88.4% change
  • 2022-12-13: Highest IV Rank — 98.9%
  • 2022-12-30: Largest Expected Move — 9.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$93.71$90.69$98.29$98.29$91.37
Max Pain$92.67$89.00$94.00$91.00$89.00
ATM IV30.5%16.5%71.4%30.5%33.5%
Expected Move7.1%4.7%9.6%8.7%9.6%
HV 20d20.8%18.2%25.6%23.2%19.1%
HV 60d24.2%22.5%25.9%25.5%22.5%
IV Rank26.1%1.2%98.9%26.1%31.4%
IV Percentile40.3%0.4%99.6%50.0%65.5%
Term Structure-2.5%-14.0%12.7%-10.9%-12.1%
VWIV28.6%23.9%32.6%32.6%29.3%
Skew 25d1.8%-12.7%16.2%5.5%10.0%
Skew 10d6.0%-6.1%23.5%9.7%5.0%
Call IV 25d31.0%18.4%47.1%36.7%30.6%
Put IV 25d32.9%21.6%46.6%42.2%40.6%
Bid-Ask Spread %130.11108.00147.53147.42133.68
Gamma HHI0.300.240.380.300.38
Net GEX-10.9K-46.2K52.2K3.9K-28.4K
Net DEX-27.7K-808.2K433.0K-808.2K288.3K
Net VEX-2.7K-3.3K-2.0K-2.0K-3.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume5.76204000
Total OI280.667250307266279

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$98.29$91.0030.5%8.7%23.2%26.1%0.0%5.5%-10.9%3.9K-808.2K-2.0K0.00147.42N/AN/A00132134
2022-12-02$98.13$91.0032.3%9.3%23.3%29.3%0.0%-12.7%-14.0%2.1K-713.1K-2.2K0.00147.53N/AN/A00132154
2022-12-05$95.94$93.0031.6%8.9%25.0%28.0%0.0%5.5%-10.3%11.2K-446.4K-2.9K0.00108.00N/AN/A00132154
2022-12-06$94.39$93.0036.9%8.1%25.6%37.5%32.6%6.5%0.4%3.8K-255.7K-3.0K0.00114.17N/AN/A020132154
2022-12-07$94.38$94.0037.7%8.3%25.3%38.9%0.0%2.9%-5.8%6.5K-190.0K-3.2K0.00127.20N/AN/A10132174
2022-12-08$94.69$94.0029.3%5.0%23.0%24.0%0.0%-7.3%6.5%10.0K-289.2K-3.0K0.00120.31N/AN/A00133174
2022-12-09$93.86$94.0031.0%6.3%18.2%27.0%0.0%-2.5%12.7%12.8K-233.3K-3.0K0.00124.55N/AN/A00133174
2022-12-12$95.03$94.0058.4%5.8%18.5%75.8%0.0%-0.0%1.6%7.4K-139.7K-2.9K0.00127.52N/AN/A00133174
2022-12-13$95.92$94.0071.4%7.3%18.9%98.9%0.0%-5.1%-9.4%-5.6K-344.5K-2.6K0.00132.54N/AN/A00133174
2022-12-14$95.23$94.0020.3%5.8%18.9%7.8%0.0%-3.8%1.1%8.7K-221.1K-2.7K0.00132.95N/AN/A00133174
2022-12-15$93.38$94.0020.9%6.0%19.8%8.9%0.0%0.3%1.2%52.2K-37.2K-2.7K0.00125.78N/AN/A00133174
2022-12-16$92.52$94.0024.5%7.0%19.7%15.4%0.0%16.2%1.4%15.9K78.1K-2.6K0.00129.35N/AN/A00133174
2022-12-19$91.28$94.0016.5%4.7%19.8%1.2%0.0%-6.9%-1.6%-45.1K433.0K-2.4K0.00135.46N/AN/A0076174
2022-12-20$91.97$94.0021.4%6.1%20.0%9.8%0.0%-0.4%-2.5%-46.2K358.9K-2.3K0.00130.08N/AN/A0076174
2022-12-21$93.06$94.0021.4%6.1%19.1%9.9%0.0%-5.8%-5.0%-40.7K196.6K-2.2K0.00133.79N/AN/A0076174
2022-12-22$91.30$94.0025.8%7.4%20.1%17.6%23.9%5.1%-0.2%-38.4K387.1K-2.3K0.00123.32N/AN/A04076174
2022-12-23$92.10$94.0023.5%6.7%20.4%13.7%29.3%7.5%2.2%-44.7K385.1K-2.6K0.00136.21N/AN/A04076183
2022-12-27$92.28$89.0019.3%5.5%19.7%6.1%0.0%8.4%6.5%-38.4K274.6K-2.8K0.00121.78N/AN/A0076183
2022-12-28$90.69$89.0028.4%8.1%20.4%22.3%0.0%10.9%-6.9%-35.3K326.9K-2.9K0.00138.65N/AN/A0076183
2022-12-29$92.00$89.0026.5%7.6%19.2%18.9%0.0%4.2%-8.0%-40.8K367.3K-2.7K0.00141.94N/AN/A20076183
2022-12-30$91.37$89.0033.5%9.6%19.1%31.4%0.0%10.0%-12.1%-28.4K288.3K-3.3K0.00133.68N/AN/A0096183