FTC Options History — October 2024

In October 2024, FTC traded between $130.16 and $135.82. ATM implied volatility averaged 18.2%, placing in the 25.4% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 7.6% (HV 20d: 10.7%). Max pain ranged from $121.00 to $121.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 2 of 23 days.

Notable Days

  • 2024-10-09: Largest IV drop — 42.5% change
  • 2024-10-08: Highest IV Rank — 41.7%
  • 2024-10-31: Largest Expected Move — 6.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$133.63$130.16$135.82$130.23$133.46
Max Pain$121.00$121.00$121.00$121.00$121.00
ATM IV18.2%14.0%24.3%19.8%21.9%
Expected Move4.9%4.0%6.3%5.7%6.3%
HV 20d10.7%9.4%11.3%11.0%11.3%
HV 60d16.9%12.8%18.6%18.3%12.8%
IV Rank25.4%13.9%41.7%29.7%35.4%
IV Percentile48.8%14.3%88.9%63.1%80.6%
Term Structure-3.3%-7.5%1.3%-5.1%-7.5%
Skew 25d3.9%0.9%12.1%2.4%3.6%
Skew 10d8.7%2.6%17.4%8.3%17.4%
Call IV 25d16.1%10.0%22.2%21.3%21.2%
Put IV 25d20.0%17.1%24.8%23.7%24.8%
Bid-Ask Spread %175.33147.98188.23149.56180.37
Gamma HHI0.170.150.190.190.18
Net GEX4.6K1.3K9.5K9.5K2.0K
Net DEX-162.1K-217.8K-104.7K-169.8K-107.1K
Net VEX-138-271-68-261-101
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI15.47810191910

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$130.23$121.0019.8%5.7%11.0%29.7%0.0%2.4%-5.1%9.5K-169.8K-2610.00149.56N/AN/A00172
2024-10-02$130.67$121.0019.9%5.7%11.0%29.8%0.0%2.7%-4.4%9.2K-176.7K-2360.00147.98N/AN/A00172
2024-10-03$130.16$0.0020.2%4.4%10.8%30.8%0.0%2.0%-1.6%9.4K-164.4K-2710.00188.23N/AN/A00172
2024-10-04$131.79$0.0019.9%4.3%9.4%29.8%0.0%2.6%-2.8%8.0K-185.6K-2110.00181.71N/AN/A00172
2024-10-07$130.71$0.0022.9%4.4%9.9%37.8%0.0%2.4%-2.8%9.3K-174.8K-2270.00186.99N/AN/A00172
2024-10-08$132.34$0.0024.3%4.6%10.4%41.7%0.0%1.9%-2.9%7.5K-190.8K-1930.00178.92N/AN/A00172
2024-10-09$133.28$0.0014.0%4.0%10.4%13.9%0.0%2.9%0.8%6.3K-200.0K-1560.00177.07N/AN/A00172
2024-10-10$132.47$0.0016.5%4.7%10.5%20.8%0.0%2.2%-3.1%7.2K-196.5K-1600.00181.68N/AN/A00172
2024-10-11$134.25$0.0015.3%4.4%11.0%17.6%0.0%3.2%-1.9%5.1K-208.1K-1330.00173.71N/AN/A00172
2024-10-14$135.35$0.0015.6%4.5%11.0%18.3%0.0%3.2%-2.1%4.0K-214.9K-1060.00170.44N/AN/A00172
2024-10-15$134.77$0.0015.9%4.6%11.3%19.1%0.0%2.9%-3.3%4.4K-213.1K-1040.00174.71N/AN/A00172
2024-10-16$135.69$0.0015.6%4.5%11.3%18.2%0.0%3.3%-2.7%3.5K-217.6K-900.00172.76N/AN/A00172
2024-10-17$135.56$0.0015.7%4.5%10.2%18.5%0.0%2.1%-2.3%3.5K-217.8K-860.00173.14N/AN/A00172
2024-10-18$135.82$0.0015.6%4.5%10.2%18.3%0.0%2.6%-5.7%4.5K-211.0K-970.00172.72N/AN/A00172
2024-10-21$135.27$0.0016.9%4.9%10.2%21.9%0.0%2.7%1.3%1.7K-110.3K-1010.00175.25N/AN/A0091
2024-10-22$135.20$0.0016.6%4.7%10.2%20.9%0.0%2.9%-2.5%1.4K-112.9K-800.00175.96N/AN/A0091
2024-10-23$134.22$0.0018.0%5.2%10.7%24.8%0.0%10.6%-4.1%2.2K-104.7K-1160.00178.54N/AN/A0091
2024-10-24$134.42$0.0018.0%5.2%10.7%24.7%0.0%10.9%-3.3%1.7K-110.3K-900.00178.64N/AN/A0091
2024-10-25$133.73$0.0018.3%5.2%10.9%25.6%0.0%7.7%-4.8%1.8K-108.7K-980.00180.06N/AN/A0091
2024-10-28$134.58$0.0019.0%5.4%11.0%27.4%0.0%12.1%-5.0%1.6K-111.1K-860.00178.13N/AN/A0091
2024-10-29$134.87$0.0019.7%5.7%10.8%29.5%0.0%1.9%-5.2%1.9K-107.9K-990.00177.81N/AN/A0091
2024-10-30$134.65$0.0020.1%5.8%10.9%30.5%0.0%0.9%-5.7%1.3K-113.4K-680.00178.15N/AN/A0091
2024-10-31$133.46$0.0021.9%6.3%11.3%35.4%0.0%3.6%-7.5%2.0K-107.1K-1010.00180.37N/AN/A0091