FTC Options History — March 2024 In March 2024, FTC traded between $119.95 and $123.63. ATM implied volatility averaged 16.9%, placing in the 21.7% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded below realized volatility by 0.8% (HV 20d: 17.7%). Max pain ranged from $90.00 to $90.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2024-03-11 : Largest IV spike — 63.4% change2024-03-28 : Highest IV Rank — 33.1%2024-03-28 : Largest Expected Move — 5.4%Monthly Statistics Metric Avg Min Max Open Close Price $121.88 $119.95 $123.63 $121.41 $123.63 Max Pain $90.00 $90.00 $90.00 $90.00 $90.00 ATM IV 16.9% 11.8% 23.8% 11.8% 18.9% Expected Move 5.0% 3.4% 5.4% 3.4% 5.4% HV 20d 17.7% 14.0% 20.8% 19.0% 14.0% HV 60d 15.9% 15.0% 16.2% 15.1% 15.5% IV Rank 21.7% 5.5% 33.1% 5.5% 33.1% IV Percentile 40.9% 6.0% 84.9% 6.0% 60.7% Term Structure -2.8% -6.6% 6.5% 6.5% -6.5% Skew 25d 1.8% 1.1% 2.9% 1.3% 2.5% Skew 10d 6.3% -0.4% 8.7% -0.4% 7.9% Call IV 25d 18.4% 10.8% 20.7% 10.8% 20.1% Put IV 25d 20.2% 12.1% 22.7% 12.1% 22.7% Bid-Ask Spread % 139.94 134.22 143.15 134.22 138.89 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -2 -8 0 0 0 Net DEX 162 0 376 207 0 Net VEX 0 0 0 0 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 2024-03-01 $121.41 $0.00 11.8% 3.4% 19.0% 5.5% 0.0% 1.3% 6.5% 0 207 0 0.00 134.22 N/A N/A 0 0 0 10 2024-03-04 $122.33 $90.00 14.5% 4.8% 18.6% 10.2% 0.0% 1.3% -1.6% 0 207 0 0.00 135.76 N/A N/A 0 0 0 10 2024-03-05 $120.20 $90.00 15.1% 5.0% 19.8% 11.4% 0.0% 1.1% -3.1% -1 208 0 0.00 141.92 N/A N/A 0 0 0 10 2024-03-06 $121.36 $90.00 14.8% 5.0% 20.0% 10.7% 0.0% 1.6% -2.5% -3 211 0 0.00 140.07 N/A N/A 0 0 0 10 2024-03-07 $122.71 $90.00 14.3% 4.9% 20.0% 9.9% 0.0% 2.2% -2.7% -1 208 0 0.00 138.26 N/A N/A 0 0 0 10 2024-03-08 $121.69 $90.00 14.5% 5.0% 20.3% 10.4% 0.0% 1.3% -2.2% -1 208 0 0.00 139.32 N/A N/A 0 0 0 10 2024-03-11 $120.66 $90.00 23.8% 5.2% 20.6% 26.9% 0.0% 1.1% -3.8% -2 211 0 0.00 141.32 N/A N/A 0 0 0 10 2024-03-12 $122.03 $90.00 14.4% 5.0% 20.8% 10.1% 0.0% 1.9% -3.2% -2 333 0 0.00 139.32 N/A N/A 0 0 0 10 2024-03-13 $122.02 $90.00 17.8% 5.1% 19.5% 16.3% 0.0% 2.0% -2.2% -1 208 0 0.00 139.74 N/A N/A 0 0 0 10 2024-03-14 $120.71 $90.00 17.5% 5.0% 18.9% 23.6% 0.0% 1.6% -1.8% -6 376 0 0.00 141.91 N/A N/A 0 0 0 10 2024-03-15 $119.95 $90.00 18.7% 5.4% 18.8% 32.5% 0.0% 1.6% -2.9% -8 223 0 0.00 142.27 N/A N/A 0 0 0 10 2024-03-18 $120.53 $90.00 16.8% 4.8% 18.2% 26.2% 0.0% 1.7% -5.2% -4 215 0 0.00 142.81 N/A N/A 0 0 0 10 2024-03-19 $120.44 $90.00 17.1% 4.9% 17.6% 27.3% 0.0% 2.2% 1.0% -2 210 0 0.00 143.15 N/A N/A 0 0 0 10 2024-03-20 $122.03 $90.00 17.2% 4.9% 17.7% 27.5% 0.0% 1.8% -5.3% 0 207 0 0.00 140.76 N/A N/A 0 0 0 10 2024-03-21 $123.61 $90.00 17.2% 4.9% 14.0% 27.5% 0.0% 2.0% -5.5% 0 0 0 0.00 137.37 N/A N/A 0 0 0 10 2024-03-22 $122.99 $90.00 17.4% 5.0% 14.1% 28.2% 0.0% 1.9% -1.1% 0 0 0 0.00 140.04 N/A N/A 0 0 0 10 2024-03-25 $122.95 $90.00 18.5% 5.3% 14.1% 31.6% 0.0% 1.9% -6.3% 0 0 0 0.00 140.16 N/A N/A 0 0 0 10 2024-03-26 $123.02 $90.00 18.4% 5.3% 14.1% 31.5% 0.0% 1.5% -1.9% 0 0 0 0.00 140.76 N/A N/A 0 0 0 10 2024-03-27 $123.40 $90.00 18.8% 5.4% 14.1% 32.6% 0.0% 2.9% -6.6% 0 0 0 0.00 140.71 N/A N/A 0 0 0 10 2024-03-28 $123.63 $90.00 18.9% 5.4% 14.0% 33.1% 0.0% 2.5% -6.5% 0 0 0 0.00 138.89 N/A N/A 0 0 0 10
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