FTC Options History — April 2013 In April 2013, FTC traded between $32.67 and $33.97. ATM implied volatility averaged 21.4%. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 7.0% (HV 20d: 14.4%). Max pain ranged from $33.00 to $33.00. Net GEX was positive for 7 of 22 trading days. Term structure was in contango for 18 of 22 days.
Notable Days 2013-04-30 : Largest IV spike — 644.1% change2013-04-30 : Largest Expected Move — 24.0%Monthly Statistics Metric Avg Min Max Open Close Price $33.37 $32.67 $33.97 $33.34 $33.88 Max Pain $33.00 $33.00 $33.00 $33.00 $33.00 ATM IV 21.4% 10.8% 83.6% 12.5% 83.6% Expected Move 6.1% 2.9% 24.0% 3.6% 24.0% HV 20d 14.4% 10.8% 17.0% 11.1% 16.6% HV 60d 14.3% 12.8% 14.7% 12.8% 14.1% Term Structure -3.3% -35.3% 2.0% 1.5% -35.3% Skew 25d 4.3% -0.6% 9.1% 3.8% 4.2% Skew 10d -1.7% -50.3% 6.4% -50.3% 4.2% Call IV 25d 20.7% 7.0% 97.5% 8.8% 97.5% Put IV 25d 25.0% 11.6% 101.8% 12.6% 101.8% Bid-Ask Spread % 148.28 123.58 200.00 159.16 200.00 Gamma HHI 0.76 0.57 1.00 0.64 1.00 Net GEX -1.9K -7.1K 1.4K -2.8K 564 Net DEX -11.6K -23.8K 3.3K -9.6K -19.8K Net VEX -65 -86 -42 -84 -54 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 15.136 9 18 18 9
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 2013-04-01 $33.34 $33.00 12.5% 3.6% 11.1% 0.0% 0.0% 3.8% 1.5% -2.8K -9.6K -84 0.00 159.16 N/A N/A 0 0 9 9 2013-04-02 $33.32 $33.00 11.7% 3.4% 10.8% 0.0% 0.0% 2.5% 1.7% -3.2K -9.3K -83 0.00 160.80 N/A N/A 0 0 9 9 2013-04-03 $32.80 $33.00 13.3% 3.8% 11.5% 0.0% 0.0% 2.8% -0.1% -2.7K -1.6K -86 0.00 161.28 N/A N/A 0 0 9 9 2013-04-04 $32.96 $33.00 13.0% 3.7% 11.7% 0.0% 0.0% -0.6% 0.2% -3.0K -3.3K -84 0.00 164.38 N/A N/A 0 0 9 9 2013-04-05 $32.86 $0.00 11.4% 3.7% 11.7% 0.0% 0.0% 6.0% 0.8% -3.5K -798 -82 0.00 130.52 N/A N/A 0 0 9 9 2013-04-08 $33.12 $0.00 11.9% 3.7% 11.7% 0.0% 0.0% 7.1% 0.8% -3.9K -6.6K -78 0.00 137.42 N/A N/A 0 0 9 9 2013-04-09 $33.23 $0.00 12.6% 3.5% 11.8% 0.0% 0.0% 3.7% 1.6% -4.0K -8.5K -76 0.00 130.28 N/A N/A 0 0 9 9 2013-04-10 $33.66 $0.00 11.3% 2.9% 12.7% 0.0% 0.0% 3.6% 2.0% -1.6K -14.4K -67 0.00 133.99 N/A N/A 0 0 9 9 2013-04-11 $33.82 $0.00 11.2% 3.2% 12.7% 0.0% 0.0% 3.8% 1.6% -1.6K -16.4K -64 0.00 123.58 N/A N/A 0 0 9 9 2013-04-12 $33.72 $0.00 11.2% 3.2% 12.6% 0.0% 0.0% 2.8% 1.1% -1.7K -15.9K -62 0.00 123.61 N/A N/A 0 0 9 9 2013-04-15 $32.88 $0.00 14.8% 4.2% 15.5% 0.0% 0.0% 8.2% 0.2% -2.7K -2.5K -70 0.00 140.19 N/A N/A 0 0 9 9 2013-04-16 $33.36 $0.00 13.1% 3.7% 16.3% 0.0% 0.0% 4.2% 0.5% -1.9K -9.8K -63 0.00 137.47 N/A N/A 0 0 9 9 2013-04-17 $32.92 $0.00 14.9% 4.3% 16.8% 0.0% 0.0% 9.1% 0.4% -4.7K -2.6K -66 0.00 124.60 N/A N/A 0 0 9 9 2013-04-18 $32.67 $0.00 14.7% 4.2% 16.2% 0.0% 0.0% 6.0% 0.1% -4.3K 3.3K -64 0.00 125.10 N/A N/A 0 0 9 9 2013-04-19 $33.09 $0.00 14.1% 4.0% 16.2% 0.0% 0.0% 7.7% 0.8% -7.1K -7.0K -61 0.00 130.96 N/A N/A 0 0 9 9 2013-04-22 $33.36 $0.00 14.2% 4.1% 16.5% 0.0% 0.0% 4.7% 0.6% 1.3K -20.8K -52 0.00 128.75 N/A N/A 0 0 9 0 2013-04-23 $33.78 $0.00 10.8% 3.1% 17.0% 0.0% 0.0% 2.4% 1.8% 1.4K -23.8K -43 0.00 137.30 N/A N/A 0 0 9 0 2013-04-24 $33.72 $0.00 73.6% 21.1% 16.8% 0.0% 0.0% 1.5% -29.2% 563 -19.5K -56 0.00 199.60 N/A N/A 0 0 9 0 2013-04-25 $33.97 $0.00 73.9% 21.2% 17.0% 0.0% 0.0% 4.9% -27.4% 564 -20.0K -55 0.00 200.00 N/A N/A 0 0 9 0 2013-04-26 $33.83 $0.00 11.1% 3.2% 17.0% 0.0% 0.0% 2.6% 2.0% 1.2K -23.0K -46 0.00 157.59 N/A N/A 0 0 9 0 2013-04-29 $33.90 $0.00 11.2% 3.2% 16.6% 0.0% 0.0% 3.2% 1.5% 1.2K -23.5K -42 0.00 155.59 N/A N/A 0 0 9 0 2013-04-30 $33.88 $0.00 83.6% 24.0% 16.6% 0.0% 0.0% 4.2% -35.3% 564 -19.8K -54 0.00 200.00 N/A N/A 0 0 9 0
« Mar 2013 | All History | May 2013 » Home FTC History April 2013