FTC Options History — January 2024 In January 2024, FTC traded between $106.45 and $113.56. ATM implied volatility averaged 14.9%, placing in the 11.0% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 1.8% (HV 20d: 13.0%). Max pain ranged from $93.00 to $114.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-01-25 : Highest Volume — 2 contracts2024-01-05 : Largest IV spike — 42.0% change2024-01-02 : Highest IV Rank — 30.7%2024-01-02 : Largest Expected Move — 7.4%Monthly Statistics Metric Avg Min Max Open Close Price $109.73 $106.45 $113.56 $107.40 $111.81 Max Pain $100.00 $93.00 $114.00 $93.00 $114.00 ATM IV 14.9% 10.8% 25.9% 25.9% 14.1% Expected Move 4.3% 3.1% 7.4% 7.4% 4.0% HV 20d 13.0% 12.0% 14.1% 12.6% 13.1% HV 60d 14.8% 13.4% 16.2% 16.2% 13.4% IV Rank 11.0% 3.7% 30.7% 30.7% 9.6% IV Percentile 20.1% 3.6% 82.5% 82.5% 15.1% Term Structure -0.3% -8.8% 6.2% -4.7% 0.4% VWIV 13.2% 12.5% 13.8% 13.8% 12.5% Skew 25d 0.4% -7.8% 6.0% 0.8% 2.4% Skew 10d 4.5% -3.3% 16.1% 7.5% 8.3% Call IV 25d 16.4% 10.3% 23.7% 22.3% 14.6% Put IV 25d 16.9% 12.4% 23.1% 23.1% 17.0% Bid-Ask Spread % 106.80 67.64 134.87 128.31 134.87 Gamma HHI 0.92 0.44 1.00 0.77 1.00 Net GEX -501 -2.9K 2.2K -616 -244 Net DEX -65.8K -109.3K 1.3K -105.6K 1.1K Net VEX -15 -43 0 -9 -12 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 0.19 0 2 0 0 Total OI 22.476 10 30 30 10
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-01-02 $107.40 $93.00 25.9% 7.4% 12.6% 30.7% 0.0% 0.8% -4.7% -616 -105.6K -9 0.00 128.31 N/A N/A 0 0 10 20 2024-01-03 $106.45 $93.00 19.6% 5.6% 12.9% 19.5% 0.0% -1.4% 0.4% -774 -105.4K -6 0.00 129.54 N/A N/A 0 0 10 20 2024-01-04 $106.54 $0.00 14.8% 4.9% 12.5% 10.8% 0.0% 2.9% -2.8% -2.8K -101.8K -41 0.00 88.26 N/A N/A 0 0 10 20 2024-01-05 $106.48 $0.00 21.0% 3.4% 12.5% 21.9% 0.0% 0.4% 5.3% -2.9K -101.1K -43 0.00 127.52 N/A N/A 0 0 10 20 2024-01-08 $108.07 $0.00 16.3% 3.4% 13.4% 13.6% 0.0% -5.4% 2.6% -708 -104.7K -36 0.00 99.64 N/A N/A 0 0 10 20 2024-01-09 $108.12 $0.00 11.4% 6.2% 13.0% 4.6% 0.0% -3.4% -7.2% 0 -108.1K 0 0.00 95.64 N/A N/A 0 0 10 20 2024-01-10 $108.78 $0.00 13.1% 3.7% 12.8% 7.7% 0.0% 2.8% 2.2% -574 -106.0K -30 0.00 89.11 N/A N/A 0 0 10 20 2024-01-11 $108.97 $0.00 12.4% 3.6% 12.7% 6.6% 0.0% 3.1% 3.1% -562 -106.3K -30 0.00 90.73 N/A N/A 0 0 10 20 2024-01-12 $108.84 $0.00 10.8% 3.1% 12.2% 3.7% 0.0% -2.8% 5.2% 0 -108.8K 0 0.00 67.64 N/A N/A 0 0 10 20 2024-01-16 $108.30 $0.00 11.9% 3.4% 12.0% 5.6% 0.0% 3.5% 6.2% -469 -108.3K 0 0.00 84.76 N/A N/A 0 0 10 20 2024-01-17 $107.70 $0.00 16.9% 4.8% 12.2% 14.6% 0.0% 6.0% -8.8% -1.0K -107.3K 0 0.00 111.07 N/A N/A 0 0 10 20 2024-01-18 $109.31 $0.00 13.9% 4.0% 13.2% 9.2% 0.0% -7.8% -0.5% -239 -109.3K 0 0.00 99.65 N/A N/A 0 0 10 20 2024-01-19 $110.98 $0.00 12.9% 3.7% 14.1% 7.4% 0.0% 2.7% -0.2% -418 -109.1K -24 0.00 90.39 N/A N/A 0 0 10 20 2024-01-22 $112.09 $0.00 14.1% 4.0% 13.5% 9.5% 0.0% 1.6% -0.8% -296 1.3K -15 0.00 93.69 N/A N/A 0 0 0 10 2024-01-23 $111.71 $0.00 12.9% 3.7% 13.4% 7.4% 0.0% 1.6% -1.3% -259 1.1K -12 0.00 121.41 N/A N/A 0 0 0 10 2024-01-24 $111.78 $0.00 12.3% 3.5% 13.4% 6.3% 0.0% 2.2% -4.8% -238 1.0K -12 0.00 129.36 N/A N/A 0 0 0 10 2024-01-25 $112.22 $0.00 15.6% 4.5% 13.3% 12.3% 13.8% 1.8% 2.0% -226 990 -12 0.00 107.30 N/A N/A 2 0 0 10 2024-01-26 $111.98 $114.00 17.2% 4.9% 13.3% 15.2% 12.5% -0.7% -1.6% 2.2K -6.0K -28 0.00 113.55 N/A N/A 2 0 2 10 2024-01-29 $113.34 $0.00 13.7% 3.9% 13.9% 8.8% 0.0% -4.6% 0.0% -158 715 -7 0.00 130.66 N/A N/A 0 0 0 10 2024-01-30 $113.56 $0.00 11.7% 3.4% 13.7% 5.2% 0.0% 3.5% -1.0% -160 728 -7 0.00 109.76 N/A N/A 0 0 0 10 2024-01-31 $111.81 $0.00 14.1% 4.0% 13.1% 9.6% 0.0% 2.4% 0.4% -244 1.1K -12 0.00 134.87 N/A N/A 0 0 0 10
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