FTC Options History — May 2013 In May 2013, FTC traded between $33.59 and $36.00. ATM implied volatility averaged 20.2%. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 6.3% (HV 20d: 13.8%). Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 13 of 22 days.
Notable Days 2013-05-03 : Largest IV spike — 652.4% change2013-05-03 : Largest Expected Move — 25.6%Monthly Statistics Metric Avg Min Max Open Close Price $35.21 $33.59 $36.00 $33.59 $35.01 ATM IV 20.2% 8.9% 89.2% 10.6% 17.1% Expected Move 5.9% 3.0% 25.6% 3.0% 4.9% HV 20d 13.8% 11.2% 16.8% 15.8% 13.2% HV 60d 14.0% 13.3% 14.6% 14.1% 13.7% Term Structure -3.6% -42.3% 2.0% 2.0% -2.6% Skew 25d 5.0% 1.9% 18.2% 2.8% 2.4% Skew 10d 5.9% -12.1% 24.6% 1.4% 2.1% Call IV 25d 20.2% 8.9% 100.8% 11.6% 11.9% Put IV 25d 25.2% 12.7% 115.8% 14.4% 14.3% Bid-Ask Spread % 140.07 96.26 200.00 138.43 173.81 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 602 0 1.3K 1.3K 618 Net DEX -28.1K -32.2K -21.3K -22.2K -29.6K Net VEX -23 -52 0 -45 -14 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 9 9 9 9 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 2013-05-01 $33.59 $0.00 10.6% 3.0% 15.8% 0.0% 0.0% 2.8% 2.0% 1.3K -22.2K -45 0.00 138.43 N/A N/A 0 0 9 0 2013-05-02 $34.02 $0.00 11.9% 3.4% 16.3% 0.0% 0.0% 4.1% 1.2% 1.2K -23.9K -41 0.00 153.60 N/A N/A 0 0 9 0 2013-05-03 $34.51 $0.00 89.2% 25.6% 16.8% 0.0% 0.0% 14.9% -42.3% 559 -21.3K -52 0.00 200.00 N/A N/A 0 0 9 0 2013-05-06 $34.62 $0.00 8.9% 3.4% 16.7% 0.0% 0.0% 4.9% 0.1% 921 -26.5K -35 0.00 102.21 N/A N/A 0 0 9 0 2013-05-07 $34.84 $0.00 10.2% 3.3% 16.8% 0.0% 0.0% 3.0% 0.4% 853 -27.0K -31 0.00 96.33 N/A N/A 0 0 9 0 2013-05-08 $34.90 $0.00 9.9% 3.4% 16.3% 0.0% 0.0% 2.9% 0.6% 818 -27.8K -28 0.00 98.92 N/A N/A 0 0 9 0 2013-05-09 $34.82 $0.00 9.0% 3.5% 16.3% 0.0% 0.0% 2.9% 0.8% 850 -27.5K -28 0.00 96.26 N/A N/A 0 0 9 0 2013-05-10 $35.08 $0.00 9.3% 3.4% 16.4% 0.0% 0.0% 4.0% 0.5% 789 -27.4K -31 0.00 105.36 N/A N/A 0 0 9 0 2013-05-13 $35.12 $0.00 11.2% 3.7% 12.9% 0.0% 0.0% 2.5% 0.1% 777 -27.6K -27 0.00 98.36 N/A N/A 0 0 9 0 2013-05-14 $35.58 $0.00 13.9% 3.4% 12.7% 0.0% 0.0% 2.9% 0.8% 618 -29.4K -21 0.00 119.56 N/A N/A 0 0 9 0 2013-05-15 $35.90 $0.00 14.3% 3.4% 11.2% 0.0% 0.0% 1.9% 1.0% 415 -31.0K -11 0.00 119.59 N/A N/A 0 0 9 0 2013-05-16 $35.51 $0.00 11.9% 3.4% 11.8% 0.0% 0.0% 4.5% 0.7% 619 -29.5K -21 0.00 122.44 N/A N/A 0 0 9 0 2013-05-17 $36.00 $0.00 12.1% 3.5% 11.8% 0.0% 0.0% 2.2% 0.3% 396 -31.2K -11 0.00 123.61 N/A N/A 0 0 9 0 2013-05-20 $35.90 $0.00 12.9% 3.7% 12.0% 0.0% 0.0% 5.6% -0.3% 381 -31.2K -11 0.00 121.65 N/A N/A 0 0 9 0 2013-05-21 $35.96 $0.00 12.6% 3.6% 11.6% 0.0% 0.0% 2.1% 1.1% 394 -31.2K -11 0.00 121.75 N/A N/A 0 0 9 0 2013-05-22 $35.59 $0.00 60.3% 17.3% 12.4% 0.0% 0.0% 18.1% -17.3% 537 -23.7K -42 0.00 188.27 N/A N/A 0 0 9 0 2013-05-23 $35.53 $0.00 61.3% 17.6% 12.4% 0.0% 0.0% 18.2% -18.0% 537 -23.6K -41 0.00 190.05 N/A N/A 0 0 9 0 2013-05-24 $35.46 $0.00 14.6% 4.2% 12.2% 0.0% 0.0% 3.0% -2.2% 627 -31.4K -4 0.00 177.32 N/A N/A 0 0 9 0 2013-05-28 $35.77 $0.00 13.3% 3.8% 12.4% 0.0% 0.0% 3.0% -0.9% 0 -32.2K 0 0.00 169.83 N/A N/A 0 0 9 0 2013-05-29 $35.44 $0.00 14.3% 4.1% 13.1% 0.0% 0.0% 2.8% -2.8% 7 -31.9K 0 0.00 179.90 N/A N/A 0 0 9 0 2013-05-30 $35.50 $0.00 14.6% 4.2% 12.5% 0.0% 0.0% 2.3% -2.9% 0 -31.9K 0 0.00 184.34 N/A N/A 0 0 9 0 2013-05-31 $35.01 $0.00 17.1% 4.9% 13.2% 0.0% 0.0% 2.4% -2.6% 618 -29.6K -14 0.00 173.81 N/A N/A 0 0 9 0
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