FTC Options History — September 2013 In September 2013, FTC traded between $35.62 and $37.82. ATM implied volatility averaged 17.4%, placing in the 8.4% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 4.7% (HV 20d: 12.7%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 18 of 20 days.
Notable Days 2013-09-05 : Largest IV spike — 446.7% change2013-09-05 : Highest IV Rank — 67.9%2013-09-05 : Largest Expected Move — 23.9%Monthly Statistics Metric Avg Min Max Open Close Price $36.97 $35.62 $37.82 $35.62 $37.17 ATM IV 17.4% 10.3% 83.3% 15.0% 17.2% Expected Move 5.0% 3.0% 23.9% 4.3% 4.9% HV 20d 12.7% 9.4% 14.8% 13.6% 9.5% HV 60d 12.4% 11.2% 14.3% 14.1% 11.3% IV Rank 8.4% 2.0% 67.9% 6.3% 8.2% IV Percentile 59.5% 10.2% 96.6% 77.1% 87.7% Term Structure -0.4% -32.6% 4.0% 1.2% -0.4% Skew 25d 4.7% -0.5% 7.4% 5.8% 6.3% Skew 10d 7.7% 0.2% 36.4% 8.8% 11.3% Call IV 25d 15.9% 7.6% 95.6% 13.2% 13.4% Put IV 25d 20.6% 12.1% 103.0% 19.1% 19.7% Bid-Ask Spread % 135.43 112.21 200.00 132.01 135.15 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 (20 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 2013-09-03 $35.62 $0.00 15.0% 4.3% 13.6% 6.3% 0.0% 5.8% 1.2% 0 0 0 0.00 132.01 N/A N/A 0 0 0 0 2013-09-04 $36.05 $0.00 15.2% 4.4% 14.4% 6.4% 0.0% 6.3% 0.9% 0 0 0 0.00 145.94 N/A N/A 0 0 0 0 2013-09-05 $36.17 $0.00 83.3% 23.9% 14.2% 67.9% 0.0% 7.4% -32.6% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2013-09-06 $36.17 $0.00 14.8% 4.5% 14.1% 6.1% 0.0% 6.3% 1.0% 0 0 0 0.00 115.33 N/A N/A 0 0 0 0 2013-09-09 $36.47 $0.00 15.4% 4.7% 14.4% 6.6% 0.0% 7.4% 0.1% 0 0 0 0.00 112.21 N/A N/A 0 0 0 0 2013-09-10 $36.80 $0.00 13.3% 4.0% 14.8% 4.7% 0.0% 3.8% 2.0% 0 0 0 0.00 121.29 N/A N/A 0 0 0 0 2013-09-11 $36.97 $0.00 11.9% 3.9% 14.8% 3.5% 0.0% 3.8% 1.5% 0 0 0 0.00 124.87 N/A N/A 0 0 0 0 2013-09-12 $36.87 $0.00 13.2% 3.8% 14.5% 4.6% 0.0% 4.1% 1.8% 0 0 0 0.00 122.80 N/A N/A 0 0 0 0 2013-09-13 $36.99 $0.00 13.7% 3.9% 12.9% 5.0% 0.0% 4.5% 1.7% 0 0 0 0.00 123.92 N/A N/A 0 0 0 0 2013-09-16 $37.23 $0.00 14.5% 4.2% 13.0% 5.8% 0.0% 4.0% 1.1% 0 0 0 0.00 119.61 N/A N/A 0 0 0 0 2013-09-17 $37.37 $0.00 14.8% 4.2% 12.5% 6.0% 0.0% 4.5% 1.1% 0 0 0 0.00 121.25 N/A N/A 0 0 0 0 2013-09-18 $37.82 $0.00 12.2% 3.5% 12.7% 3.6% 0.0% -0.5% 1.5% 0 0 0 0.00 156.21 N/A N/A 0 0 0 0 2013-09-19 $37.81 $0.00 11.9% 3.4% 12.2% 3.4% 0.0% 2.3% 2.5% 0 0 0 0.00 130.61 N/A N/A 0 0 0 0 2013-09-20 $37.56 $0.00 10.3% 3.0% 12.2% 2.0% 0.0% 4.4% 4.0% 0 0 0 0.00 135.60 N/A N/A 0 0 0 0 2013-09-23 $37.18 $0.00 13.8% 4.0% 12.9% 5.1% 0.0% 4.2% 1.6% 0 0 0 0.00 134.87 N/A N/A 0 0 0 0 2013-09-24 $37.25 $0.00 14.2% 4.1% 12.8% 5.5% 0.0% 3.2% 1.5% 0 0 0 0.00 148.79 N/A N/A 0 0 0 0 2013-09-25 $37.15 $0.00 13.3% 3.8% 9.4% 4.7% 0.0% 7.0% 1.2% 0 0 0 0.00 141.06 N/A N/A 0 0 0 0 2013-09-26 $37.36 $0.00 13.7% 3.9% 9.5% 5.1% 0.0% 4.0% 0.7% 0 0 0 0.00 145.94 N/A N/A 0 0 0 0 2013-09-27 $37.36 $0.00 15.6% 4.5% 9.5% 6.8% 0.0% 5.0% 0.3% 0 0 0 0.00 141.08 N/A N/A 0 0 0 0 2013-09-30 $37.17 $0.00 17.2% 4.9% 9.5% 8.2% 0.0% 6.3% -0.4% 0 0 0 0.00 135.15 N/A N/A 0 0 0 0
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