FTC Options History — June 2023

Name: FTC Options Analytics - June 2023
Creator: Options Analysis Suite

In June 2023, FTC traded between $93.50 and $101.27. ATM implied volatility averaged 18.2%, placing in the 12.2% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 4.0% (HV 20d: 14.2%). Max pain ranged from $96.00 to $96.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 9 of 21 days.

Notable Days

2023-06-26: Highest Volume — 20 contracts
2023-06-29: Largest IV spike — 109.9% change
2023-06-09: Highest IV Rank — 40.1%
2023-06-29: Largest Expected Move — 6.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$97.58	$93.50	$101.27	$93.50	$101.27
Max Pain	$96.00	$96.00	$96.00	$96.00	$96.00
ATM IV	18.2%	10.6%	35.3%	22.9%	19.4%
Expected Move	4.5%	3.0%	6.7%	6.6%	5.6%
HV 20d	14.2%	12.1%	15.9%	14.8%	12.6%
HV 60d	14.8%	13.4%	17.1%	16.5%	13.4%
IV Rank	12.2%	0.0%	40.1%	19.8%	14.4%
IV Percentile	17.6%	0.0%	81.7%	28.2%	19.4%
Term Structure	-1.0%	-10.5%	10.9%	-10.5%	3.4%
Skew 25d	2.6%	-5.8%	17.1%	-0.1%	4.4%
Skew 10d	1.0%	-9.8%	11.3%	2.9%	11.3%
Call IV 25d	13.7%	7.3%	24.3%	13.1%	22.9%
Put IV 25d	16.3%	7.0%	27.4%	13.0%	27.3%
Bid-Ask Spread %	118.57	86.76	148.84	138.40	147.48
Gamma HHI	0.35	0.25	0.62	0.25	0.46
Net GEX	6.3K	-574	17.2K	3.6K	9.4K
Net DEX	-125.8K	-380.0K	141.2K	141.2K	-380.0K
Net VEX	-1.2K	-1.5K	-643	-1.4K	-643
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0.952	0	20	0	0
Total OI	108.19	92	112	112	92

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Put Vol	Call OI	Put OI
2023-06-01	$93.50	$0.00	22.9%	6.6%	14.8%	19.8%	0.0%	-0.1%	-10.5%	3.6K	141.2K	-1.4K	138.40	N/A	N/A	0	60	52
2023-06-02	$95.45	$0.00	17.0%	4.9%	15.9%	10.2%	0.0%	2.8%	-5.5%	3.4K	28.7K	-1.5K	120.66	N/A	N/A	0	60	52
2023-06-05	$95.11	$96.00	23.9%	3.8%	15.0%	21.5%	0.0%	-5.7%	-5.4%	2.5K	12.7K	-1.5K	106.08	N/A	N/A	0	60	52
2023-06-06	$95.42	$96.00	12.4%	3.2%	15.0%	2.7%	0.0%	1.6%	9.3%	4.6K	52.7K	-1.4K	117.50	N/A	N/A	0	60	52
2023-06-07	$95.45	$96.00	15.2%	5.0%	15.0%	7.3%	0.0%	-5.8%	-4.0%	3.2K	25.9K	-1.4K	110.02	N/A	N/A	0	60	52
2023-06-08	$96.03	$96.00	19.8%	3.0%	15.0%	14.9%	0.0%	3.7%	9.0%	5.2K	-1.1K	-1.4K	106.32	N/A	N/A	0	60	52
2023-06-09	$96.02	$96.00	35.3%	4.6%	14.6%	40.1%	0.0%	-4.6%	10.9%	4.4K	-91.0K	-1.5K	121.14	N/A	N/A	0	60	52
2023-06-12	$97.19	$96.00	31.4%	4.9%	15.0%	33.7%	0.0%	9.8%	-0.6%	7.6K	-213.3K	-1.3K	114.93	N/A	N/A	0	60	52
2023-06-13	$98.17	$96.00	15.0%	3.7%	15.1%	7.0%	0.0%	17.1%	-3.7%	7.5K	-130.6K	-1.4K	108.93	N/A	N/A	0	60	52
2023-06-14	$98.32	$96.00	14.4%	4.1%	14.5%	5.9%	0.0%	7.6%	-1.4%	2.8K	-136.5K	-1.3K	105.56	N/A	N/A	0	60	52
2023-06-15	$99.61	$96.00	13.3%	3.8%	14.7%	4.2%	0.0%	1.7%	0.5%	5.7K	-267.4K	-1.3K	86.76	N/A	N/A	0	60	52
2023-06-16	$99.09	$96.00	21.0%	6.0%	14.6%	16.8%	0.0%	4.1%	-6.2%	6.8K	-172.6K	-1.3K	123.57	N/A	N/A	0	60	52
2023-06-20	$98.36	$96.00	10.6%	3.0%	14.9%	0.0%	0.0%	2.4%	4.3%	6.6K	-179.7K	-1.2K	106.18	N/A	N/A	0	60	52
2023-06-21	$98.38	$96.00	18.1%	5.2%	14.9%	12.1%	0.0%	9.3%	-10.5%	3.9K	-147.6K	-1.3K	125.76	N/A	N/A	0	60	52
2023-06-22	$98.18	$96.00	17.3%	4.9%	13.2%	10.8%	0.0%	2.6%	2.0%	6.0K	-149.8K	-1.3K	111.39	N/A	N/A	0	60	52
2023-06-23	$97.43	$96.00	12.9%	3.7%	12.9%	3.7%	0.0%	2.9%	-4.7%	3.9K	-71.0K	-1.1K	125.24	N/A	N/A	0	60	52
2023-06-26	$97.96	$96.00	15.5%	4.4%	12.5%	7.9%	0.0%	-5.3%	2.7%	-574	-30.4K	-1.0K	129.65	N/A	N/A	20	60	52
2023-06-27	$99.25	$96.00	12.5%	3.6%	12.7%	3.0%	0.0%	-1.3%	-7.0%	17.2K	-310.7K	-661	118.66	N/A	N/A	0	60	32
2023-06-28	$99.17	$96.00	11.1%	3.2%	12.6%	0.7%	0.0%	5.1%	3.1%	17.1K	-310.4K	-666	116.93	N/A	N/A	0	60	32
2023-06-29	$99.78	$96.00	23.2%	6.7%	12.1%	20.5%	0.0%	3.1%	-7.4%	10.8K	-311.9K	-714	148.84	N/A	N/A	0	60	32
2023-06-30	$101.27	$96.00	19.4%	5.6%	12.6%	14.4%	0.0%	4.4%	3.4%	9.4K	-380.0K	-643	147.48	N/A	N/A	0	60	32