FTC Options History — August 2013 In August 2013, FTC traded between $35.22 and $37.01. ATM implied volatility averaged 18.2%, placing in the 10.7% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 7.3% (HV 20d: 11.0%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 21 of 22 days.
Notable Days 2013-08-09 : Largest IV spike — 1219.8% change2013-08-09 : Highest IV Rank — 96.9%2013-08-09 : Largest Expected Move — 14.3%Monthly Statistics Metric Avg Min Max Open Close Price $36.13 $35.22 $37.01 $36.98 $35.38 ATM IV 18.2% 8.7% 115.3% 12.1% 16.9% Expected Move 4.4% 3.0% 14.3% 3.5% 4.8% HV 20d 11.0% 8.6% 14.5% 9.5% 13.2% HV 60d 14.6% 14.0% 15.1% 14.7% 14.4% IV Rank 10.7% 0.6% 96.9% 4.3% 7.9% IV Percentile 67.6% 0.8% 99.2% 50.0% 85.3% Term Structure 0.2% -11.5% 1.5% 0.2% 1.5% Skew 25d 4.8% 0.4% 8.6% 2.4% 5.0% Skew 10d 7.5% 1.3% 11.7% 3.1% 7.9% Call IV 25d 13.6% 9.1% 56.0% 12.2% 14.2% Put IV 25d 18.5% 10.6% 64.5% 14.6% 19.2% Bid-Ask Spread % 102.23 61.06 197.86 148.76 134.58 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
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 2013-08-01 $36.98 $0.00 12.1% 3.5% 9.5% 0.0% 0.0% 2.4% 0.2% 0 0 0 0.00 148.76 N/A N/A 0 0 0 0 2013-08-02 $37.01 $0.00 10.4% 3.0% 9.4% 0.0% 0.0% 0.4% 1.2% 0 0 0 0.00 162.37 N/A N/A 0 0 0 0 2013-08-05 $36.99 $0.00 8.8% 3.4% 9.3% 0.0% 0.0% 3.2% 0.3% 0 0 0 0.00 85.35 N/A N/A 0 0 0 0 2013-08-06 $36.78 $0.00 9.9% 3.6% 9.5% 0.0% 0.0% 4.6% 0.7% 0 0 0 0.00 61.06 N/A N/A 0 0 0 0 2013-08-07 $36.49 $0.00 12.9% 3.9% 10.1% 4.3% 0.0% 5.6% 0.8% 0 0 0 0.00 69.03 N/A N/A 0 0 0 0 2013-08-08 $36.67 $0.00 8.7% 3.4% 9.0% 0.6% 0.0% 4.1% 1.1% 0 0 0 0.00 61.07 N/A N/A 0 0 0 0 2013-08-09 $36.61 $0.00 115.3% 14.3% 9.0% 96.9% 0.0% 8.6% -11.5% 0 0 0 0.00 197.86 N/A N/A 0 0 0 0 2013-08-12 $36.57 $0.00 13.6% 3.7% 9.0% 5.0% 0.0% 6.5% 0.5% 0 0 0 0.00 69.12 N/A N/A 0 0 0 0 2013-08-13 $36.66 $0.00 13.1% 3.5% 8.6% 4.5% 0.0% 6.1% 1.2% 0 0 0 0.00 87.21 N/A N/A 0 0 0 0 2013-08-14 $36.33 $0.00 16.4% 3.9% 9.2% 7.5% 0.0% 4.9% 0.8% 0 0 0 0.00 90.84 N/A N/A 0 0 0 0 2013-08-15 $35.73 $0.00 14.0% 4.0% 10.8% 5.3% 0.0% 4.6% 0.5% 0 0 0 0.00 84.24 N/A N/A 0 0 0 0 2013-08-16 $35.71 $0.00 13.3% 3.8% 10.8% 4.7% 0.0% 4.6% 1.2% 0 0 0 0.00 87.43 N/A N/A 0 0 0 0 2013-08-19 $35.44 $0.00 16.0% 4.6% 11.0% 7.1% 0.0% 6.2% 0.2% 0 0 0 0.00 94.67 N/A N/A 0 0 0 0 2013-08-20 $35.79 $0.00 14.5% 4.2% 11.6% 5.8% 0.0% 3.9% 0.1% 0 0 0 0.00 90.24 N/A N/A 0 0 0 0 2013-08-21 $35.52 $0.00 14.2% 4.1% 11.8% 5.5% 0.0% 6.6% 0.6% 0 0 0 0.00 96.02 N/A N/A 0 0 0 0 2013-08-22 $35.92 $0.00 13.8% 4.0% 12.3% 5.2% 0.0% 5.1% 1.0% 0 0 0 0.00 105.72 N/A N/A 0 0 0 0 2013-08-23 $36.11 $0.00 14.1% 4.1% 12.4% 5.4% 0.0% 4.4% 0.8% 0 0 0 0.00 98.78 N/A N/A 0 0 0 0 2013-08-26 $36.01 $0.00 14.3% 4.1% 12.4% 5.6% 0.0% 3.9% 0.7% 0 0 0 0.00 96.64 N/A N/A 0 0 0 0 2013-08-27 $35.22 $0.00 17.1% 4.9% 14.4% 8.1% 0.0% 5.0% 0.2% 0 0 0 0.00 111.82 N/A N/A 0 0 0 0 2013-08-28 $35.40 $0.00 16.7% 4.8% 14.5% 7.8% 0.0% 5.1% 0.3% 0 0 0 0.00 118.26 N/A N/A 0 0 0 0 2013-08-29 $35.55 $0.00 14.6% 4.2% 13.2% 5.9% 0.0% 5.8% 1.1% 0 0 0 0.00 97.88 N/A N/A 0 0 0 0 2013-08-30 $35.38 $0.00 16.9% 4.8% 13.2% 7.9% 0.0% 5.0% 1.5% 0 0 0 0.00 134.58 N/A N/A 0 0 0 0
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