FTC Options History — October 2023 In October 2023, FTC traded between $91.39 and $99.14. ATM implied volatility averaged 20.4%, placing in the 16.1% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 3.5% (HV 20d: 16.9%). Max pain ranged from $104.00 to $104.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2023-10-31 : Highest Volume — 1 contracts2023-10-30 : Largest IV spike — 61.8% change2023-10-04 : Highest IV Rank — 25.2%2023-10-04 : Largest Expected Move — 7.4%Monthly Statistics Metric Avg Min Max Open Close Price $95.59 $91.39 $99.14 $96.19 $93.00 Max Pain $104.00 $104.00 $104.00 $104.00 $104.00 ATM IV 20.4% 14.6% 26.0% 21.1% 22.1% Expected Move 5.7% 4.2% 7.4% 6.0% 6.3% HV 20d 16.9% 12.5% 19.1% 12.5% 18.4% HV 60d 14.4% 13.3% 15.3% 13.3% 15.1% IV Rank 16.1% 6.6% 25.2% 17.1% 18.8% IV Percentile 38.6% 6.7% 66.3% 43.3% 52.4% Term Structure -1.7% -12.0% 10.8% -9.5% -11.2% Skew 25d 3.2% -8.8% 16.2% -0.7% -4.0% Skew 10d 2.7% -8.3% 20.6% -2.3% -4.6% Call IV 25d 19.5% 7.9% 28.2% 27.8% 16.9% Put IV 25d 22.7% 12.9% 35.2% 27.1% 12.9% Bid-Ask Spread % 107.96 59.30 133.00 122.85 125.20 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 1.0K 0 2.8K 1.9K 0 Net DEX -1.7K -4.6K 0 -4.1K 0 Net VEX -6 -19 0 -19 0 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 0.045 0 1 0 1 Total OI 5.455 0 8 8 0
Daily Data (22 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 2023-10-02 $96.19 $104.00 21.1% 6.0% 12.5% 17.1% 0.0% -0.7% -9.5% 1.9K -4.1K -19 0.00 122.85 N/A N/A 0 0 8 0 2023-10-03 $94.56 $104.00 18.4% 5.3% 13.4% 12.8% 0.0% 13.0% 6.4% 759 -1.1K -6 0.00 128.84 N/A N/A 0 0 8 0 2023-10-04 $95.49 $104.00 26.0% 7.4% 14.3% 25.2% 0.0% 9.7% -2.9% 1.3K -2.6K -11 0.00 116.37 N/A N/A 0 0 8 0 2023-10-05 $95.41 $0.00 23.1% 6.0% 14.3% 20.4% 0.0% 2.6% -1.6% 934 -1.7K -9 0.00 81.77 N/A N/A 0 0 8 0 2023-10-06 $97.17 $0.00 23.8% 5.6% 16.2% 21.8% 0.0% 4.2% 0.8% 971 -1.3K -6 0.00 85.02 N/A N/A 0 0 8 0 2023-10-09 $97.61 $0.00 22.9% 5.2% 16.1% 20.3% 0.0% -8.8% 10.8% 2.0K -3.8K -14 0.00 110.10 N/A N/A 0 0 8 0 2023-10-10 $98.63 $0.00 19.0% 4.7% 16.5% 13.8% 0.0% 4.6% 6.9% 2.8K -4.6K -16 0.00 59.30 N/A N/A 0 0 8 0 2023-10-11 $99.14 $0.00 20.9% 6.0% 16.6% 17.0% 0.0% 3.0% -9.7% 2.7K -3.0K -11 0.00 91.27 N/A N/A 0 0 8 0 2023-10-12 $98.28 $0.00 15.9% 4.6% 16.5% 8.6% 0.0% 5.2% 1.7% 1.9K -2.6K -9 0.00 78.26 N/A N/A 0 0 8 0 2023-10-13 $97.02 $0.00 22.3% 6.4% 16.3% 19.2% 0.0% 1.3% -1.5% 1.8K -3.3K -10 0.00 112.64 N/A N/A 0 0 8 0 2023-10-16 $98.43 $0.00 24.3% 7.0% 17.3% 22.4% 0.0% 4.8% -8.9% 2.2K -3.7K -8 0.00 91.34 N/A N/A 0 0 8 0 2023-10-17 $98.72 $0.00 21.3% 6.1% 17.3% 17.6% 0.0% 6.3% 0.3% 2.3K -2.7K -6 0.00 105.80 N/A N/A 0 0 8 0 2023-10-18 $96.77 $0.00 21.9% 6.3% 18.5% 18.5% 0.0% 4.0% 1.4% 1.1K -1.7K -3 0.00 130.84 N/A N/A 0 0 8 0 2023-10-19 $95.30 $0.00 16.9% 4.9% 17.9% 10.4% 0.0% -2.5% -1.7% 40 -29 0 0.00 112.47 N/A N/A 0 0 8 0 2023-10-20 $94.02 $0.00 17.0% 4.9% 18.4% 10.5% 0.0% 0.9% -1.5% 0 0 0 0.00 114.14 N/A N/A 0 0 8 0 2023-10-23 $94.01 $0.00 23.7% 6.8% 18.4% 21.5% 0.0% 16.2% -7.2% 0 0 0 0.00 133.00 N/A N/A 0 0 0 0 2023-10-24 $94.61 $0.00 15.2% 4.3% 18.1% 7.4% 0.0% 1.1% 2.8% 0 0 0 0.00 107.52 N/A N/A 0 0 0 0 2023-10-25 $92.78 $0.00 19.1% 5.5% 19.1% 13.9% 0.0% 5.8% -12.0% 0 0 0 0.00 107.65 N/A N/A 0 0 0 0 2023-10-26 $92.03 $0.00 15.5% 4.4% 18.4% 8.0% 0.0% -2.3% 0.8% 0 0 0 0.00 119.12 N/A N/A 0 0 0 0 2023-10-27 $91.39 $0.00 14.6% 4.2% 18.5% 6.6% 0.0% 2.2% 4.3% 0 0 0 0.00 125.03 N/A N/A 0 0 0 0 2023-10-30 $92.51 $0.00 23.7% 6.8% 19.1% 21.5% 0.0% 3.7% -6.6% 0 0 0 0.00 116.55 N/A N/A 0 0 0 0 2023-10-31 $93.00 $0.00 22.1% 6.3% 18.4% 18.8% 0.0% -4.0% -11.2% 0 0 0 0.00 125.20 N/A N/A 1 0 0 0
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