FTC Options History — April 2024 In April 2024, FTC traded between $113.36 and $122.99. ATM implied volatility averaged 21.5%, placing in the 41.4% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 6.8% (HV 20d: 14.7%). Max pain ranged from $90.00 to $90.00. Net GEX was positive for 4 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-04-24 : Highest Volume — 1 contracts2024-04-10 : Largest IV drop — 43.0% change2024-04-09 : Highest IV Rank — 61.2%2024-04-30 : Largest Expected Move — 6.8%Monthly Statistics Metric Avg Min Max Open Close Price $118.54 $113.36 $122.99 $122.99 $116.89 Max Pain $90.00 $90.00 $90.00 $90.00 $90.00 ATM IV 21.5% 15.7% 27.5% 21.1% 23.6% Expected Move 5.6% 4.2% 6.8% 6.0% 6.8% HV 20d 14.7% 12.5% 17.1% 13.7% 17.1% HV 60d 16.5% 15.4% 17.5% 15.4% 16.7% IV Rank 41.4% 22.6% 61.2% 40.2% 48.2% IV Percentile 73.7% 32.9% 95.2% 75.4% 87.3% Term Structure -1.7% -9.2% 29.9% -4.4% -6.5% Skew 25d 2.3% -3.5% 11.3% 2.2% 1.5% Skew 10d 2.3% -7.6% 12.1% 8.4% -2.6% Call IV 25d 20.3% 8.4% 26.1% 22.7% 26.1% Put IV 25d 22.6% 17.7% 27.5% 24.9% 27.5% Bid-Ask Spread % 173.56 140.79 189.63 140.79 175.87 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 82 -1 459 0 444 Net DEX -877 -5.1K 1 0 -4.5K Net VEX -6 -33 0 0 -31 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 0.091 0 1 0 1 Total OI 7 0 10 10 1
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 2024-04-01 $122.99 $90.00 21.1% 6.0% 13.7% 40.2% 0.0% 2.2% -4.4% 0 0 0 0.00 140.79 N/A N/A 0 0 0 10 2024-04-02 $121.68 $90.00 21.6% 6.2% 14.1% 42.0% 0.0% 1.3% -8.1% 0 0 0 0.00 142.23 N/A N/A 0 0 0 10 2024-04-03 $122.14 $90.00 22.0% 6.3% 12.5% 43.2% 0.0% 1.5% -9.2% 0 0 0 0.00 141.79 N/A N/A 0 0 0 10 2024-04-04 $120.35 $0.00 26.4% 4.8% 13.2% 57.6% 0.0% 6.2% -2.1% 0 0 0 0.00 189.63 N/A N/A 0 0 0 10 2024-04-05 $121.85 $0.00 23.6% 4.2% 13.4% 48.3% 0.0% 11.3% 1.3% 0 0 0 0.00 186.66 N/A N/A 0 0 0 10 2024-04-08 $121.87 $0.00 26.0% 4.3% 13.0% 56.3% 0.0% 11.3% 1.0% 0 0 0 0.00 187.49 N/A N/A 0 0 0 10 2024-04-09 $120.91 $0.00 27.5% 4.4% 13.0% 61.2% 0.0% 7.7% 0.9% 0 0 0 0.00 187.47 N/A N/A 0 0 0 10 2024-04-10 $119.94 $0.00 15.7% 4.5% 12.6% 22.6% 0.0% 1.1% 0.8% 0 0 0 0.00 187.81 N/A N/A 0 0 0 10 2024-04-11 $120.88 $0.00 18.4% 5.3% 13.0% 31.3% 0.0% 3.0% -3.4% 0 0 0 0.00 188.85 N/A N/A 0 0 0 10 2024-04-12 $118.45 $0.00 18.6% 5.3% 14.3% 31.9% 0.0% -0.1% -3.4% 0 0 0 0.00 181.47 N/A N/A 0 0 0 10 2024-04-15 $116.67 $0.00 19.2% 5.5% 15.1% 33.9% 0.0% -3.5% -4.6% 0 0 0 0.00 171.12 N/A N/A 0 0 0 10 2024-04-16 $117.02 $0.00 20.7% 5.9% 15.0% 38.8% 0.0% 0.1% -4.4% 0 0 0 0.00 174.42 N/A N/A 0 0 0 10 2024-04-17 $115.91 $0.00 18.1% 5.2% 15.3% 30.3% 0.0% -0.1% -1.2% 0 0 0 0.00 173.28 N/A N/A 0 0 0 10 2024-04-18 $115.21 $0.00 20.4% 5.9% 14.3% 38.0% 0.0% 0.3% 29.9% 0 0 0 0.00 171.94 N/A N/A 0 0 0 10 2024-04-19 $113.36 $0.00 21.3% 6.1% 13.7% 40.9% 0.0% -2.1% -2.9% -1 1 0 0.00 163.53 N/A N/A 0 0 0 10 2024-04-22 $114.73 $0.00 22.3% 6.4% 14.9% 44.0% 0.0% 1.1% -4.4% 0 0 0 0.00 172.63 N/A N/A 0 0 0 0 2024-04-23 $116.88 $0.00 20.4% 5.9% 16.8% 38.1% 0.0% 1.8% -1.9% 0 0 0 0.00 175.20 N/A N/A 0 0 0 0 2024-04-24 $116.94 $0.00 20.5% 5.9% 16.8% 38.1% 0.0% 1.4% -3.0% 0 0 0 0.00 175.58 N/A N/A 1 0 0 0 2024-04-25 $117.08 $0.00 20.9% 6.0% 16.7% 39.6% 0.0% 1.3% -2.4% 439 -4.7K -32 0.00 177.38 N/A N/A 0 0 1 0 2024-04-26 $118.09 $0.00 21.6% 6.2% 17.1% 42.0% 0.0% 1.5% -4.4% 453 -5.1K -33 0.00 176.34 N/A N/A 0 0 1 0 2024-04-29 $118.11 $0.00 22.7% 6.5% 17.1% 45.3% 0.0% 1.0% -4.9% 459 -5.0K -32 0.00 176.85 N/A N/A 0 0 1 0 2024-04-30 $116.89 $0.00 23.6% 6.8% 17.1% 48.2% 0.0% 1.5% -6.5% 444 -4.5K -31 0.00 175.87 N/A N/A 1 0 1 0
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