FTC Options History — September 2023 In September 2023, FTC traded between $95.69 and $102.25. ATM implied volatility averaged 20.9%, placing in the 16.8% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 8.0% (HV 20d: 12.9%). Max pain ranged from $104.00 to $104.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days.
Notable Days 2023-09-12 : Largest IV spike — 113.1% change2023-09-12 : Highest IV Rank — 46.9%2023-09-28 : Largest Expected Move — 8.0%Monthly Statistics Metric Avg Min Max Open Close Price $99.35 $95.69 $102.25 $102.25 $96.95 Max Pain $104.00 $104.00 $104.00 $104.00 $104.00 ATM IV 20.9% 13.7% 39.4% 16.4% 23.6% Expected Move 5.2% 3.9% 8.0% 4.7% 6.8% HV 20d 12.9% 11.8% 14.1% 13.3% 12.5% HV 60d 13.0% 12.6% 13.5% 13.1% 13.3% IV Rank 16.8% 5.1% 46.9% 9.3% 21.4% IV Percentile 35.8% 3.6% 94.4% 14.3% 52.4% Term Structure -0.7% -9.9% 7.4% 4.5% -1.4% Skew 25d 3.5% -5.4% 14.2% -5.4% -5.4% Skew 10d 4.1% -10.1% 22.1% 1.4% 6.4% Call IV 25d 18.1% 10.3% 25.5% 23.6% 25.0% Put IV 25d 21.6% 15.5% 32.3% 18.2% 19.6% Bid-Ask Spread % 111.53 93.78 132.34 132.34 119.43 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 4.1K 1.3K 6.3K 5.4K 1.7K Net DEX -19.5K -35.5K -2.3K -34.9K -3.2K Net VEX -72 -119 -15 -119 -16 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 (20 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 2023-09-01 $102.25 $0.00 16.4% 4.7% 13.3% 9.3% 0.0% -5.4% 4.5% 5.4K -34.9K -119 0.00 132.34 N/A N/A 0 0 8 0 2023-09-05 $101.88 $104.00 24.1% 4.8% 13.1% 21.9% 0.0% -1.7% -1.0% 5.8K -35.5K -114 0.00 98.70 N/A N/A 0 0 8 0 2023-09-06 $101.43 $104.00 21.6% 5.3% 12.9% 17.8% 0.0% -0.3% 3.1% 5.2K -31.0K -106 0.00 93.78 N/A N/A 0 0 8 0 2023-09-07 $101.17 $104.00 22.5% 4.4% 12.9% 19.4% 0.0% 8.8% 1.5% 5.3K -29.0K -106 0.00 97.13 N/A N/A 0 0 8 0 2023-09-08 $101.03 $104.00 23.8% 4.2% 12.8% 21.4% 0.0% -0.1% 0.9% 5.4K -29.2K -101 0.00 99.16 N/A N/A 0 0 8 0 2023-09-11 $101.57 $104.00 18.5% 4.0% 12.9% 12.8% 0.0% 4.6% 2.2% 6.2K -28.4K -100 0.00 94.96 N/A N/A 0 0 8 0 2023-09-12 $100.82 $104.00 39.4% 5.5% 13.2% 46.9% 0.0% 14.2% -6.0% 5.4K -25.5K -94 0.00 106.01 N/A N/A 0 0 8 0 2023-09-13 $100.37 $104.00 14.7% 4.2% 12.6% 6.6% 0.0% -0.8% 7.4% 4.7K -27.3K -95 0.00 104.75 N/A N/A 0 0 8 0 2023-09-14 $101.22 $104.00 15.1% 4.3% 12.7% 7.3% 0.0% 3.8% 2.3% 6.3K -24.9K -92 0.00 106.28 N/A N/A 0 0 8 0 2023-09-15 $99.74 $104.00 19.6% 5.6% 12.9% 14.7% 0.0% 10.5% -3.5% 3.9K -25.9K -90 0.00 108.80 N/A N/A 0 0 8 0 2023-09-18 $99.85 $104.00 19.2% 5.5% 12.8% 14.1% 0.0% 2.1% 7.4% 5.0K -18.0K -71 0.00 108.54 N/A N/A 0 0 8 0 2023-09-19 $99.57 $104.00 19.5% 5.6% 12.7% 14.6% 0.0% 7.6% -5.1% 4.9K -24.3K -83 0.00 122.22 N/A N/A 0 0 8 0 2023-09-20 $98.97 $104.00 18.5% 5.3% 12.8% 12.9% 0.0% 6.1% -3.7% 3.9K -13.8K -58 0.00 114.44 N/A N/A 0 0 8 0 2023-09-21 $96.94 $104.00 18.8% 5.4% 14.1% 13.4% 0.0% 1.3% -7.3% 2.6K -7.8K -38 0.00 110.75 N/A N/A 0 0 8 0 2023-09-22 $96.89 $104.00 13.7% 3.9% 13.2% 5.1% 0.0% 6.7% -4.0% 2.6K -6.6K -33 0.00 125.34 N/A N/A 0 0 8 0 2023-09-25 $96.98 $104.00 17.2% 4.9% 12.8% 10.7% 0.0% 12.1% 5.2% 2.7K -9.6K -43 0.00 115.95 N/A N/A 0 0 8 0 2023-09-26 $95.69 $104.00 22.4% 6.4% 13.3% 19.4% 0.0% 5.3% 2.3% 1.3K -2.3K -15 0.00 126.84 N/A N/A 0 0 8 0 2023-09-27 $96.17 $104.00 21.5% 6.2% 11.8% 17.9% 0.0% 3.2% -8.1% 1.9K -5.1K -26 0.00 121.90 N/A N/A 0 0 8 0 2023-09-28 $97.41 $104.00 27.8% 8.0% 12.6% 28.3% 0.0% -2.2% -9.9% 2.7K -6.9K -30 0.00 123.30 N/A N/A 0 0 8 0 2023-09-29 $96.95 $104.00 23.6% 6.8% 12.5% 21.4% 0.0% -5.4% -1.4% 1.7K -3.2K -16 0.00 119.43 N/A N/A 0 0 8 0
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