FTC Options History — February 2023 In February 2023, FTC traded between $92.38 and $96.45. ATM implied volatility averaged 23.3%, placing in the 14.0% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 9.5% (HV 20d: 13.8%). Max pain ranged from $91.00 to $91.00. Net GEX was positive for 9 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2023-02-06 : Highest Volume — 20 contracts2023-02-21 : Largest IV spike — 39.6% change2023-02-01 : Highest IV Rank — 24.3%2023-02-01 : Largest Expected Move — 8.5%Monthly Statistics Metric Avg Min Max Open Close Price $94.68 $92.38 $96.45 $96.45 $92.48 Max Pain $91.00 $91.00 $91.00 $91.00 $91.00 ATM IV 23.3% 14.6% 29.5% 29.5% 19.6% Expected Move 6.3% 4.2% 8.5% 8.5% 5.6% HV 20d 13.8% 12.6% 15.0% 14.3% 13.9% HV 60d 17.6% 16.0% 19.8% 19.8% 16.0% IV Rank 14.0% 0.0% 24.3% 24.3% 8.8% IV Percentile 19.1% 0.0% 42.5% 42.1% 6.0% Term Structure -4.6% -14.0% 9.9% -14.0% -7.6% Skew 25d 4.0% -10.0% 10.8% 2.8% 9.5% Skew 10d 7.2% -3.0% 21.8% 3.7% 15.1% Call IV 25d 20.6% 10.3% 31.9% 31.9% 17.8% Put IV 25d 24.6% 18.1% 34.8% 34.7% 27.3% Bid-Ask Spread % 125.63 81.96 161.08 155.15 134.19 Gamma HHI 0.58 0.34 1.00 0.37 0.51 Net GEX 1.4K -6.5K 11.3K 11.3K -1.8K Net DEX -32.8K -230.4K 242.7K -171.7K 189.7K Net VEX -3.1K -3.4K -2.9K -3.0K -3.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 2.526 0 20 0 0 Total OI 145.789 138 158 138 148
Daily Data (19 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 2023-02-01 $96.45 $91.00 29.5% 8.5% 14.3% 24.3% 0.0% 2.8% -14.0% 11.3K -171.7K -3.0K 0.00 155.15 N/A N/A 0 0 78 60 2023-02-02 $95.76 $0.00 20.5% 5.2% 14.8% 8.3% 0.0% 3.9% 1.2% 7.9K -230.4K -3.0K 0.00 116.57 N/A N/A 0 0 78 60 2023-02-03 $95.22 $0.00 25.0% 5.4% 15.0% 16.3% 0.0% 2.1% -0.3% 8.7K -202.5K -3.0K 0.00 134.22 N/A N/A 0 0 78 60 2023-02-06 $94.87 $0.00 27.4% 6.4% 12.9% 20.5% 0.0% -1.1% -1.7% 9.4K -167.9K -3.0K 0.00 100.73 N/A N/A 20 0 78 60 2023-02-07 $95.98 $0.00 29.4% 5.8% 13.4% 24.1% 0.0% 8.2% 4.7% 7.7K -169.2K -3.0K 0.00 109.05 N/A N/A 0 0 78 60 2023-02-08 $95.50 $0.00 27.3% 7.8% 13.6% 20.3% 0.0% -10.0% -13.8% 7.8K -161.2K -3.0K 0.00 140.57 N/A N/A 0 0 78 60 2023-02-09 $94.88 $0.00 29.2% 8.4% 13.6% 23.7% 0.0% 10.7% -9.2% 9.3K -185.0K -2.9K 0.00 116.67 N/A N/A 0 20 78 60 2023-02-10 $95.53 $0.00 22.9% 6.6% 13.6% 12.5% 0.0% 8.5% 9.9% 2.9K -41.3K -3.4K 0.00 141.41 N/A N/A 0 0 78 80 2023-02-13 $96.23 $0.00 20.9% 6.0% 13.7% 9.0% 0.0% 4.5% -13.1% -755 -109.7K -3.3K 0.00 104.42 N/A N/A 0 0 78 80 2023-02-14 $96.37 $0.00 17.8% 5.1% 13.6% 3.4% 0.0% 1.9% -7.3% -2.4K -116.6K -3.4K 0.00 81.96 N/A N/A 0 0 78 80 2023-02-15 $96.02 $0.00 20.4% 5.8% 12.6% 8.1% 0.0% 7.8% 2.2% -2.3K -66.6K -3.3K 0.00 108.77 N/A N/A 0 0 78 80 2023-02-16 $95.25 $0.00 14.6% 4.2% 12.9% 0.0% 0.0% 3.5% 3.9% -6.4K -71.7K -3.3K 0.00 110.33 N/A N/A 0 0 78 80 2023-02-17 $94.35 $0.00 18.4% 5.3% 13.1% 6.7% 0.0% 1.4% -10.9% 839 -56.0K -3.3K 0.00 128.61 N/A N/A 0 0 78 80 2023-02-21 $92.91 $0.00 25.7% 7.4% 13.6% 19.4% 0.0% 5.1% -11.6% -6.1K 118.5K -3.2K 0.00 161.08 N/A N/A 0 0 60 80 2023-02-22 $92.43 $0.00 25.8% 7.4% 13.7% 19.6% 0.0% -7.7% -7.4% -6.1K 230.4K -2.9K 0.00 123.15 N/A N/A 0 0 60 80 2023-02-23 $93.49 $0.00 27.9% 8.0% 14.4% 23.1% 0.0% 10.8% -13.6% -6.5K 172.2K -3.0K 0.00 144.47 N/A N/A 0 0 60 80 2023-02-24 $92.38 $0.00 24.4% 7.0% 14.4% 17.2% 0.0% 7.4% -5.6% -6.2K 242.7K -2.9K 0.00 131.34 N/A N/A 8 0 60 80 2023-02-27 $92.77 $0.00 15.4% 4.4% 14.5% 1.5% 0.0% 6.9% 6.9% -1.5K 173.3K -3.1K 0.00 144.33 N/A N/A 0 0 68 80 2023-02-28 $92.48 $0.00 19.6% 5.6% 13.9% 8.8% 0.0% 9.5% -7.6% -1.8K 189.7K -3.1K 0.00 134.19 N/A N/A 0 0 68 80
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