FTC Options History — February 2024 In February 2024, FTC traded between $113.60 and $120.16. ATM implied volatility averaged 15.0%, placing in the 11.1% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded below realized volatility by 1.6% (HV 20d: 16.5%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 14 of 20 days.
Notable Days 2024-02-13 : Largest IV spike — 41.4% change2024-02-01 : Highest IV Rank — 21.8%2024-02-13 : Largest Expected Move — 5.6%Monthly Statistics Metric Avg Min Max Open Close Price $117.18 $113.60 $120.16 $113.60 $120.16 ATM IV 15.0% 10.2% 20.9% 20.9% 13.2% Expected Move 4.1% 2.9% 5.6% 4.7% 3.8% HV 20d 16.5% 13.3% 20.8% 13.3% 19.4% HV 60d 13.9% 12.1% 15.4% 13.2% 15.1% IV Rank 11.1% 2.5% 21.8% 21.8% 7.9% IV Percentile 24.2% 1.2% 62.7% 62.7% 13.9% Term Structure 1.2% -7.8% 7.0% -1.8% 3.4% Skew 25d 2.0% -3.2% 7.7% 3.3% -1.5% Skew 10d 4.0% -2.0% 10.8% 4.6% -1.4% Call IV 25d 13.2% 9.0% 23.7% 16.8% 11.1% Put IV 25d 15.2% 9.6% 22.2% 20.2% 9.6% Bid-Ask Spread % 117.11 94.51 147.33 118.75 139.76 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -35 -144 -2 -144 -2 Net DEX 301 209 661 661 209 Net VEX -1 -7 0 -7 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 10 10 10 10 10
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 2024-02-01 $113.60 $0.00 20.9% 4.7% 13.3% 21.8% 0.0% 3.3% -1.8% -144 661 -7 0.00 118.75 N/A N/A 0 0 0 10 2024-02-02 $115.25 $0.00 14.2% 4.1% 13.8% 9.7% 0.0% 0.3% 0.8% -105 531 -5 0.00 94.51 N/A N/A 0 0 0 10 2024-02-05 $114.69 $0.00 18.8% 3.8% 14.1% 18.1% 0.0% 5.0% 1.4% -78 424 -3 0.00 95.15 N/A N/A 0 0 0 10 2024-02-06 $114.77 $0.00 14.0% 3.6% 13.5% 9.4% 0.0% 3.2% 3.3% -79 428 -3 0.00 96.21 N/A N/A 0 0 0 10 2024-02-07 $116.00 $0.00 10.2% 2.9% 13.7% 2.5% 0.0% 0.6% 7.0% -42 311 -2 0.00 110.28 N/A N/A 0 0 0 10 2024-02-08 $116.88 $0.00 12.8% 3.7% 13.8% 7.3% 0.0% 2.6% 2.5% -22 256 -1 0.00 94.72 N/A N/A 0 0 0 10 2024-02-09 $117.59 $0.00 12.4% 3.6% 13.8% 6.6% 0.0% 0.9% 4.7% -18 247 -1 0.00 104.64 N/A N/A 0 0 0 10 2024-02-12 $117.45 $0.00 13.7% 3.9% 13.8% 8.9% 0.0% 5.2% 2.8% -11 228 0 0.00 100.42 N/A N/A 0 0 0 10 2024-02-13 $115.38 $0.00 19.4% 5.6% 15.5% 19.1% 0.0% 4.2% -7.8% -63 376 -2 0.00 104.83 N/A N/A 0 0 0 10 2024-02-14 $117.75 $0.00 14.6% 4.2% 16.3% 10.4% 0.0% 1.7% -0.5% -21 255 -1 0.00 103.22 N/A N/A 0 0 0 10 2024-02-15 $118.97 $0.00 12.9% 3.7% 16.0% 7.4% 0.0% -3.2% 2.5% -5 216 0 0.00 108.04 N/A N/A 0 0 0 10 2024-02-16 $117.48 $0.00 17.7% 5.1% 16.5% 16.1% 0.0% 7.7% 4.6% -17 243 -1 0.00 116.78 N/A N/A 0 0 0 10 2024-02-20 $116.10 $0.00 16.9% 4.8% 17.0% 14.5% 0.0% -1.6% -1.5% -28 270 -1 0.00 147.10 N/A N/A 0 0 0 10 2024-02-21 $115.36 $0.00 18.5% 5.3% 17.2% 17.5% 0.0% 4.0% -5.8% -40 302 -2 0.00 131.66 N/A N/A 0 0 0 10 2024-02-22 $119.34 $0.00 17.1% 4.9% 20.7% 14.9% 0.0% 3.1% -5.6% -6 219 0 0.00 120.23 N/A N/A 0 0 0 10 2024-02-23 $118.90 $0.00 12.2% 3.5% 20.8% 6.1% 0.0% 0.8% 4.3% -5 214 0 0.00 137.76 N/A N/A 0 0 0 10 2024-02-26 $119.21 $0.00 13.5% 3.9% 20.7% 8.4% 0.0% -1.0% 2.8% -2 210 0 0.00 147.33 N/A N/A 0 0 0 10 2024-02-27 $119.25 $0.00 12.4% 3.6% 20.5% 6.6% 0.0% 3.2% 4.1% -3 212 0 0.00 127.15 N/A N/A 0 0 0 10 2024-02-28 $119.38 $0.00 13.9% 4.0% 20.5% 9.2% 0.0% 1.4% 3.0% -3 211 0 0.00 143.74 N/A N/A 0 0 0 10 2024-02-29 $120.16 $0.00 13.2% 3.8% 19.4% 7.9% 0.0% -1.5% 3.4% -2 209 0 0.00 139.76 N/A N/A 0 0 0 10
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