FTC Options History — August 2024

In August 2024, FTC traded between $115.12 and $126.71. ATM implied volatility averaged 24.0%, placing in the 42.7% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 0.3% (HV 20d: 23.7%). Max pain ranged from $120.00 to $121.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2024-08-02: Highest Volume — 1 contracts
  • 2024-08-14: Largest IV drop — 64.4% change
  • 2024-08-13: Highest IV Rank — 100.0%
  • 2024-08-02: Largest Expected Move — 7.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$122.63$115.12$126.71$120.90$126.71
Max Pain$120.88$120.00$121.00$120.00$121.00
ATM IV24.0%15.9%46.0%24.0%17.7%
Expected Move5.2%4.4%7.4%6.9%5.1%
HV 20d23.7%17.8%26.3%18.8%17.8%
HV 60d17.1%14.2%17.8%14.2%17.0%
IV Rank42.7%19.1%100.0%44.1%23.9%
IV Percentile60.7%25.8%100.0%88.1%43.7%
Term Structure-2.7%-8.5%12.6%-7.6%-3.3%
VWIV18.6%15.1%25.6%25.6%15.7%
Skew 25d1.8%-8.8%6.9%0.4%4.5%
Skew 10d5.7%-9.4%15.0%11.9%9.6%
Call IV 25d19.0%12.1%28.1%26.1%17.5%
Put IV 25d20.8%15.9%26.5%26.5%22.0%
Bid-Ask Spread %175.20165.95199.32184.85165.95
Gamma HHI0.150.110.210.150.21
Net GEX10.4K5.3K14.0K9.6K11.5K
Net DEX-116.7K-159.1K-53.8K-85.7K-149.4K
Net VEX-443-481-402-481-429
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.2270100
Total OI21.27320242021

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$120.90$120.0024.0%6.9%18.8%44.1%0.0%0.4%-7.6%9.6K-85.7K-4810.00184.85N/AN/A00182
2024-08-02$117.65$120.0025.8%7.4%21.0%49.1%25.6%-2.4%-8.5%7.9K-54.4K-4250.00167.73N/AN/A10182
2024-08-05$115.12$0.0040.3%6.2%21.9%91.2%0.0%-0.4%4.0%5.4K-53.8K-4190.00194.32N/AN/A00192
2024-08-06$118.25$0.0030.7%6.4%24.4%63.5%0.0%-8.8%12.6%5.3K-96.1K-4800.00199.32N/AN/A00192
2024-08-07$116.83$0.0030.7%4.9%24.5%63.4%0.0%1.8%-1.8%9.3K-59.8K-4220.00172.37N/AN/A00202
2024-08-08$119.59$0.0038.5%5.3%26.2%85.9%0.0%0.2%-5.4%8.1K-82.0K-4580.00197.95N/AN/A00202
2024-08-09$120.22$0.0031.6%5.0%26.1%66.0%0.0%1.5%-1.6%10.8K-94.2K-4580.00177.10N/AN/A00202
2024-08-12$119.89$0.0039.9%4.4%26.1%89.9%17.9%1.6%1.0%11.0K-88.5K-4410.00177.11N/AN/A10202
2024-08-13$121.50$121.0046.0%4.9%26.3%100.0%15.1%3.0%-1.5%12.3K-113.8K-4650.00177.52N/AN/A10212
2024-08-14$122.11$121.0016.4%4.7%25.3%20.5%0.0%6.9%-5.2%12.7K-126.2K-4740.00176.93N/AN/A00222
2024-08-15$124.25$121.0016.2%4.6%25.7%19.8%0.0%2.9%-1.1%13.4K-159.0K-4640.00172.43N/AN/A00222
2024-08-16$124.09$121.0015.9%4.6%25.7%19.2%15.7%2.4%-5.9%14.0K-159.1K-4490.00173.14N/AN/A01222
2024-08-19$124.78$121.0015.9%4.6%25.5%19.1%0.0%2.8%-4.8%11.0K-129.0K-4480.00171.34N/AN/A00182
2024-08-20$124.89$121.0016.9%4.8%25.4%21.8%0.0%2.6%-4.9%10.3K-127.2K-4530.00168.69N/AN/A00182
2024-08-21$125.70$121.0016.1%4.6%23.5%19.7%0.0%3.0%-2.7%10.6K-139.5K-4320.00167.19N/AN/A00182
2024-08-22$125.25$121.0017.3%5.0%23.5%23.0%0.0%2.2%-2.3%10.8K-129.1K-4480.00166.63N/AN/A00182
2024-08-23$126.29$121.0016.2%4.7%23.4%20.1%0.0%3.2%-0.5%10.6K-138.6K-4360.00169.83N/AN/A00182
2024-08-26$125.91$121.0017.8%5.1%23.5%24.3%0.0%2.6%-3.4%10.8K-141.8K-4090.00168.31N/AN/A00182
2024-08-27$126.32$121.0017.3%5.0%23.3%23.1%0.0%3.5%-6.1%10.9K-146.7K-4020.00166.64N/AN/A10182
2024-08-28$125.58$121.0018.2%5.2%22.6%25.4%0.0%3.1%-6.0%11.7K-143.0K-4350.00169.88N/AN/A00192
2024-08-29$126.05$121.0018.6%5.3%20.9%26.4%0.0%2.8%-3.8%11.6K-149.9K-4190.00169.29N/AN/A00192
2024-08-30$126.71$121.0017.7%5.1%17.8%23.9%0.0%4.5%-3.3%11.5K-149.4K-4290.00165.95N/AN/A00192