FTC Options History — August 2023 In August 2023, FTC traded between $97.63 and $104.06. ATM implied volatility averaged 20.4%, placing in the 15.9% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 7.2% (HV 20d: 13.2%). Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 11 of 23 days.
Notable Days 2023-08-29 : Largest IV spike — 50.3% change2023-08-03 : Highest IV Rank — 36.0%2023-08-29 : Largest Expected Move — 8.2%Monthly Statistics Metric Avg Min Max Open Close Price $100.25 $97.63 $104.06 $104.06 $101.95 ATM IV 20.4% 14.7% 32.7% 19.4% 16.1% Expected Move 5.5% 3.9% 8.2% 5.5% 4.6% HV 20d 13.2% 12.0% 14.9% 12.7% 13.6% HV 60d 13.4% 13.0% 13.8% 13.1% 13.1% IV Rank 15.9% 6.6% 36.0% 14.2% 8.9% IV Percentile 31.5% 6.3% 81.7% 25.0% 12.3% Term Structure -0.5% -13.3% 10.1% -2.9% 3.0% Skew 25d 4.0% -2.8% 13.2% 7.7% 3.4% Skew 10d 4.6% -9.5% 22.8% 0.8% -0.3% Call IV 25d 18.8% 13.0% 27.6% 17.2% 13.1% Put IV 25d 22.8% 16.3% 31.8% 24.9% 16.4% Bid-Ask Spread % 111.27 83.34 133.65 107.78 126.22 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 4.1K 2.9K 5.7K 4.3K 5.7K Net DEX -28.1K -45.7K -17.8K -45.7K -34.1K Net VEX -123 -153 -92 -153 -118 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 8 8 8 8 8
Daily Data (23 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 2023-08-01 $104.06 $0.00 19.4% 5.5% 12.7% 14.2% 0.0% 7.7% -2.9% 4.3K -45.7K -153 0.00 107.78 N/A N/A 0 0 8 0 2023-08-02 $102.12 $0.00 24.8% 7.1% 14.3% 23.1% 0.0% 3.6% -5.3% 3.3K -34.6K -148 0.00 120.94 N/A N/A 0 0 8 0 2023-08-03 $101.85 $0.00 32.7% 4.7% 13.6% 36.0% 0.0% 0.0% -1.1% 4.2K -38.0K -150 0.00 86.75 N/A N/A 0 0 8 0 2023-08-04 $100.97 $0.00 27.8% 3.9% 13.9% 28.0% 0.0% -1.6% 10.1% 4.5K -33.2K -143 0.00 99.23 N/A N/A 0 0 8 0 2023-08-07 $101.75 $0.00 17.7% 5.7% 13.6% 11.5% 0.0% 5.6% -6.5% 4.0K -38.2K -147 0.00 87.65 N/A N/A 0 0 8 0 2023-08-08 $101.05 $0.00 18.1% 5.1% 13.6% 12.2% 0.0% 1.0% -6.6% 3.9K -26.6K -130 0.00 133.65 N/A N/A 0 0 8 0 2023-08-09 $100.65 $0.00 16.1% 4.6% 13.6% 8.9% 0.0% -2.8% 1.7% 4.4K -28.7K -135 0.00 94.16 N/A N/A 0 0 8 0 2023-08-10 $100.27 $0.00 18.8% 5.4% 13.0% 13.3% 0.0% -1.2% 2.0% 4.4K -27.0K -129 0.00 101.84 N/A N/A 0 0 8 0 2023-08-11 $100.18 $0.00 14.8% 4.3% 12.8% 6.9% 0.0% 9.6% 0.6% 4.5K -27.9K -132 0.00 113.99 N/A N/A 0 0 8 0 2023-08-14 $100.60 $0.00 18.8% 5.4% 12.0% 13.3% 0.0% 11.2% -6.2% 3.9K -31.8K -131 0.00 83.34 N/A N/A 0 0 8 0 2023-08-15 $99.46 $0.00 21.1% 6.1% 12.0% 17.1% 0.0% 2.4% -0.1% 3.6K -23.5K -119 0.00 106.40 N/A N/A 0 0 8 0 2023-08-16 $98.97 $0.00 19.3% 5.5% 12.0% 14.1% 0.0% 2.6% -2.9% 3.7K -24.1K -118 0.00 114.67 N/A N/A 0 0 8 0 2023-08-17 $97.63 $0.00 18.4% 5.3% 12.3% 12.6% 0.0% 4.3% -6.8% 2.9K -19.4K -104 0.00 112.60 N/A N/A 0 0 8 0 2023-08-18 $98.03 $0.00 22.7% 6.5% 12.5% 19.7% 0.0% 13.2% -0.5% 3.5K -20.0K -103 0.00 114.02 N/A N/A 0 0 8 0 2023-08-21 $98.73 $0.00 21.1% 6.0% 12.9% 17.1% 0.0% 6.3% 7.6% 3.7K -24.7K -117 0.00 113.31 N/A N/A 0 0 8 0 2023-08-22 $98.41 $0.00 23.2% 6.7% 12.4% 20.5% 0.0% 10.2% -13.3% 3.3K -20.0K -100 0.00 119.66 N/A N/A 0 0 8 0 2023-08-23 $99.60 $0.00 17.3% 5.0% 13.4% 10.9% 0.0% -1.7% 8.1% 4.1K -23.7K -110 0.00 112.66 N/A N/A 0 0 8 0 2023-08-24 $98.19 $0.00 20.0% 5.7% 13.8% 15.3% 0.0% -0.5% 0.2% 3.4K -17.8K -92 0.00 123.30 N/A N/A 0 0 8 0 2023-08-25 $99.03 $0.00 18.8% 5.4% 13.7% 13.3% 0.0% 1.9% 5.3% 4.2K -21.1K -106 0.00 114.07 N/A N/A 0 0 8 0 2023-08-28 $99.45 $0.00 19.0% 5.4% 13.4% 13.6% 0.0% 3.8% 7.9% 4.0K -22.9K -105 0.00 121.32 N/A N/A 0 0 8 0 2023-08-29 $101.07 $0.00 28.5% 8.2% 14.9% 29.2% 0.0% 7.1% -6.5% 4.3K -30.0K -113 0.00 124.75 N/A N/A 0 0 8 0 2023-08-30 $101.81 $0.00 14.7% 4.2% 13.7% 6.6% 0.0% 5.8% 0.6% 5.1K -34.4K -119 0.00 126.93 N/A N/A 0 0 8 0 2023-08-31 $101.95 $0.00 16.1% 4.6% 13.6% 8.9% 0.0% 3.4% 3.0% 5.7K -34.1K -118 0.00 126.22 N/A N/A 0 0 8 0
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