FTC Options History — June 2024 In June 2024, FTC traded between $118.69 and $123.69. ATM implied volatility averaged 19.7%, placing in the 31.5% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 6.9% (HV 20d: 12.7%). Max pain ranged from $119.00 to $119.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2024-06-04 : Highest Volume — 1 contracts2024-06-12 : Largest IV drop — 40.7% change2024-06-11 : Highest IV Rank — 49.7%2024-06-04 : Largest Expected Move — 6.4%Monthly Statistics Metric Avg Min Max Open Close Price $121.66 $118.69 $123.69 $118.77 $122.69 Max Pain $119.00 $119.00 $119.00 $119.00 $119.00 ATM IV 19.7% 15.4% 25.9% 22.0% 19.5% Expected Move 5.1% 4.2% 6.4% 6.3% 5.6% HV 20d 12.7% 11.2% 13.8% 12.3% 11.2% HV 60d 14.0% 13.8% 14.1% 13.9% 13.8% IV Rank 31.5% 19.2% 49.7% 38.4% 31.1% IV Percentile 59.2% 27.8% 92.1% 79.4% 63.5% Term Structure -3.0% -7.1% 2.3% -5.2% -3.8% Skew 25d 2.1% 0.9% 9.7% 1.7% 1.4% Skew 10d 6.9% 4.1% 22.5% 4.1% 7.5% Call IV 25d 19.4% 16.8% 25.4% 24.4% 21.0% Put IV 25d 21.6% 18.8% 26.5% 26.1% 22.4% Bid-Ask Spread % 155.90 147.54 181.59 179.97 151.63 Gamma HHI 0.17 0.15 0.24 0.23 0.16 Net GEX 6.2K 4.1K 7.5K 4.1K 7.5K Net DEX -84.7K -105.8K -40.7K -42.1K -101.3K Net VEX -403 -487 -236 -239 -481 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 0.421 0 1 0 0 Total OI 12.947 8 16 8 16
Daily Data (19 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 2024-06-03 $118.77 $0.00 22.0% 6.3% 12.3% 38.4% 0.0% 1.7% -5.2% 4.1K -42.1K -239 0.00 179.97 N/A N/A 0 0 8 0 2024-06-04 $118.69 $0.00 22.4% 6.4% 11.4% 39.5% 0.0% 1.1% -5.4% 4.1K -40.7K -236 0.00 181.59 N/A N/A 1 0 8 0 2024-06-05 $120.75 $0.00 21.8% 6.2% 13.0% 37.5% 0.0% 9.7% -7.1% 4.7K -54.9K -281 0.00 177.92 N/A N/A 1 0 9 0 2024-06-06 $119.91 $119.00 22.9% 4.2% 13.2% 40.9% 0.0% 1.5% 1.5% 5.0K -59.1K -314 0.00 153.62 N/A N/A 1 0 10 0 2024-06-07 $119.89 $119.00 22.9% 4.6% 12.9% 40.9% 0.0% 0.9% -1.7% 5.5K -65.3K -350 0.00 153.76 N/A N/A 1 0 11 0 2024-06-10 $121.06 $119.00 25.6% 4.9% 13.3% 48.7% 0.0% 1.4% -2.5% 6.0K -77.2K -386 0.00 152.60 N/A N/A 1 0 12 0 2024-06-11 $120.79 $119.00 25.9% 4.8% 13.2% 49.7% 0.0% 1.1% -2.8% 6.3K -84.1K -421 0.00 152.92 N/A N/A 0 0 13 0 2024-06-12 $122.22 $119.00 15.4% 4.4% 13.8% 19.2% 0.0% 1.4% 1.2% 6.4K -92.4K -416 0.00 151.43 N/A N/A 0 0 13 0 2024-06-13 $122.40 $119.00 15.4% 4.4% 12.4% 19.2% 0.0% 1.8% 2.3% 6.1K -90.8K -412 0.00 152.83 N/A N/A 1 0 13 0 2024-06-14 $121.52 $119.00 15.9% 4.6% 12.6% 20.6% 0.0% 1.3% 0.1% 7.1K -94.4K -453 0.00 152.46 N/A N/A 0 0 14 0 2024-06-17 $123.16 $119.00 16.4% 4.7% 13.5% 22.2% 0.0% 2.3% -0.3% 6.7K -103.3K -443 0.00 149.13 N/A N/A 0 0 14 0 2024-06-18 $123.69 $119.00 17.0% 4.9% 13.4% 23.7% 0.0% 2.6% -1.8% 6.6K -105.8K -440 0.00 147.54 N/A N/A 0 0 14 0 2024-06-20 $123.08 $119.00 17.3% 5.0% 13.5% 24.7% 0.0% 2.1% -0.4% 6.7K -102.9K -441 0.00 149.08 N/A N/A 0 0 14 0 2024-06-21 $122.68 $119.00 17.6% 5.1% 13.5% 25.7% 0.0% 2.6% -4.8% 6.3K -101.1K -440 0.00 151.62 N/A N/A 0 1 14 0 2024-06-24 $122.78 $119.00 18.5% 5.3% 13.0% 28.1% 0.0% 2.3% -6.4% 6.6K -96.4K -460 0.00 149.99 N/A N/A 1 0 14 1 2024-06-25 $122.59 $119.00 18.9% 5.4% 12.1% 29.2% 0.0% 1.8% -6.4% 7.2K -101.0K -487 0.00 150.48 N/A N/A 0 0 15 1 2024-06-26 $122.03 $119.00 19.0% 5.4% 11.9% 29.6% 0.0% 1.1% -6.9% 7.2K -95.6K -483 0.00 152.16 N/A N/A 0 0 15 1 2024-06-27 $122.83 $119.00 19.3% 5.5% 11.7% 30.4% 0.0% 2.3% -6.9% 7.4K -101.7K -483 0.00 151.36 N/A N/A 0 0 15 1 2024-06-28 $122.69 $119.00 19.5% 5.6% 11.2% 31.1% 0.0% 1.4% -3.8% 7.5K -101.3K -481 0.00 151.63 N/A N/A 0 0 15 1
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