FTC Options History — December 2023 In December 2023, FTC traded between $103.61 and $109.93. ATM implied volatility averaged 17.3%, placing in the 14.7% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 5.6% (HV 20d: 11.7%). Max pain ranged from $93.00 to $101.00. Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 4 of 20 days.
Notable Days 2023-12-08 : Largest IV spike — 192.4% change2023-12-08 : Highest IV Rank — 46.5%2023-12-27 : Largest Expected Move — 5.7%Monthly Statistics Metric Avg Min Max Open Close Price $107.40 $103.61 $109.93 $105.03 $109.47 Max Pain $93.40 $93.00 $101.00 $101.00 $93.00 ATM IV 17.3% 8.8% 37.9% 8.8% 18.4% Expected Move 5.1% 2.5% 5.7% 2.5% 5.3% HV 20d 11.7% 9.5% 14.5% 14.5% 11.0% HV 60d 16.6% 15.6% 17.2% 17.1% 15.6% IV Rank 14.7% 0.0% 46.5% 0.0% 17.3% IV Percentile 31.1% 0.0% 97.6% 0.0% 35.7% Term Structure -1.8% -10.2% 9.0% 9.0% -5.3% Skew 25d 2.0% -1.0% 5.4% 3.1% 5.4% Skew 10d 6.3% -0.7% 13.6% 1.0% 7.6% Call IV 25d 19.2% 8.4% 24.3% 8.4% 24.3% Put IV 25d 21.2% 11.6% 29.7% 11.6% 29.7% Bid-Ask Spread % 146.08 111.86 162.18 136.74 132.40 Gamma HHI 0.44 0.25 1.00 0.51 0.43 Net GEX -893 -17.1K 12.5K 12.5K -2.5K Net DEX -134.0K -210.7K -76.6K -170.5K -102.3K Net VEX -132 -359 -1 -284 -57 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 58.05 30 81 81 30
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 2023-12-01 $105.03 $101.00 8.8% 2.5% 14.5% 0.0% 0.0% 3.1% 9.0% 12.5K -170.5K -284 0.00 136.74 N/A N/A 0 0 21 60 2023-12-04 $104.46 $93.00 10.5% 5.2% 13.8% 2.8% 0.0% 2.3% -1.5% 9.3K -155.3K -277 0.00 160.93 N/A N/A 0 0 21 60 2023-12-05 $103.72 $93.00 12.3% 5.3% 13.9% 5.6% 0.0% 2.0% -2.5% -5.3K -125.4K -261 0.00 161.68 N/A N/A 0 0 21 60 2023-12-06 $103.61 $93.00 9.7% 5.1% 13.7% 1.4% 0.0% 2.3% -2.1% -15.8K -100.6K -347 0.00 162.18 N/A N/A 0 0 21 60 2023-12-07 $104.09 $93.00 13.0% 5.2% 13.7% 6.7% 0.0% 2.2% -1.9% 1.2K -133.5K -266 0.00 161.89 N/A N/A 0 0 21 60 2023-12-08 $105.11 $93.00 37.9% 5.2% 13.4% 46.5% 0.0% 2.5% -2.0% -17.1K -76.6K -359 0.00 159.01 N/A N/A 0 0 21 60 2023-12-11 $106.09 $93.00 11.2% 5.2% 12.8% 3.8% 0.0% 2.7% -1.6% 7.2K -203.7K -126 0.00 155.44 N/A N/A 0 0 21 60 2023-12-12 $106.67 $93.00 21.9% 5.0% 12.8% 21.0% 0.0% 3.2% -2.6% 5.0K -196.6K -134 0.00 155.90 N/A N/A 0 0 21 60 2023-12-13 $107.84 $93.00 17.7% 5.1% 10.1% 14.2% 0.0% 3.4% -2.6% 2.6K -201.0K -109 0.00 153.51 N/A N/A 0 0 21 60 2023-12-14 $108.67 $93.00 17.6% 5.0% 10.0% 14.1% 0.0% 3.3% 0.9% 1.2K -210.7K -84 0.00 150.48 N/A N/A 0 0 21 60 2023-12-15 $108.44 $93.00 18.7% 5.4% 9.8% 17.9% 0.0% 1.1% -2.5% -8.0K -164.5K -28 0.00 155.54 N/A N/A 0 0 21 60 2023-12-18 $109.03 $93.00 18.7% 5.4% 9.7% 17.8% 0.0% -0.9% -6.1% -706 -105.0K -47 0.00 153.51 N/A N/A 0 0 10 20 2023-12-19 $109.65 $93.00 18.8% 5.4% 9.5% 18.0% 0.0% 3.5% -2.4% -1.3K -103.1K -66 0.00 151.63 N/A N/A 0 0 10 20 2023-12-20 $108.23 $93.00 19.4% 5.6% 10.8% 19.0% 0.0% 1.1% -1.7% -2.1K -102.3K -30 0.00 157.21 N/A N/A 0 0 10 20 2023-12-21 $109.14 $93.00 18.9% 5.4% 11.0% 18.2% 0.0% 2.4% -1.4% -1.4K -101.5K -76 0.00 154.89 N/A N/A 0 0 10 20 2023-12-22 $109.22 $93.00 18.1% 5.2% 11.0% 16.7% 0.0% -1.0% -2.5% -1.3K -102.0K -64 0.00 111.86 N/A N/A 0 0 10 20 2023-12-26 $109.88 $93.00 18.8% 5.4% 11.1% 18.1% 0.0% 0.9% 1.9% -518 -108.7K -8 0.00 112.86 N/A N/A 0 0 10 20 2023-12-27 $109.75 $93.00 19.7% 5.7% 10.6% 19.7% 0.0% 0.4% -10.2% -388 -109.7K -1 0.00 115.89 N/A N/A 0 0 10 20 2023-12-28 $109.93 $93.00 16.9% 4.9% 10.6% 14.7% 0.0% 0.0% 0.9% -564 -106.5K -19 0.00 118.09 N/A N/A 0 0 10 20 2023-12-29 $109.47 $93.00 18.4% 5.3% 11.0% 17.3% 0.0% 5.4% -5.3% -2.5K -102.3K -57 0.00 132.40 N/A N/A 0 0 10 20
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