FTC Options History — October 2013 In October 2013, FTC traded between $36.27 and $38.89. ATM implied volatility averaged 17.7%, placing in the 8.7% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 3.1% (HV 20d: 14.6%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 18 of 23 days.
Notable Days 2013-10-21 : Largest IV spike — 399.3% change2013-10-21 : Highest IV Rank — 48.4%2013-10-21 : Largest Expected Move — 17.7%Monthly Statistics Metric Avg Min Max Open Close Price $37.84 $36.27 $38.89 $37.48 $38.68 ATM IV 17.7% 9.3% 61.7% 15.1% 10.4% Expected Move 4.6% 2.7% 17.7% 4.3% 3.0% HV 20d 14.6% 9.0% 16.6% 9.6% 16.0% HV 60d 13.0% 11.2% 13.8% 11.3% 13.5% IV Rank 8.7% 1.1% 48.4% 6.3% 2.0% IV Percentile 53.8% 4.4% 93.8% 76.8% 10.2% Term Structure -0.0% -20.4% 2.5% 2.1% 2.5% Skew 25d 5.0% 1.6% 15.1% 5.1% 2.1% Skew 10d 7.3% 0.6% 15.1% 6.2% 1.8% Call IV 25d 14.4% 9.9% 69.5% 12.3% 10.9% Put IV 25d 19.4% 12.6% 84.6% 17.4% 12.9% Bid-Ask Spread % 119.38 69.36 195.59 146.89 152.43 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 (23 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 2013-10-01 $37.48 $0.00 15.1% 4.3% 9.6% 6.3% 0.0% 5.1% 2.1% 0 0 0 0.00 146.89 N/A N/A 0 0 0 0 2013-10-02 $37.50 $0.00 15.3% 4.4% 9.0% 6.5% 0.0% 4.6% 2.1% 0 0 0 0.00 148.44 N/A N/A 0 0 0 0 2013-10-03 $37.15 $0.00 16.6% 4.8% 9.8% 7.6% 0.0% 9.0% 0.9% 0 0 0 0.00 143.88 N/A N/A 0 0 0 0 2013-10-04 $37.58 $0.00 48.2% 4.3% 10.4% 36.2% 0.0% 5.8% 0.8% 0 0 0 0.00 86.10 N/A N/A 0 0 0 0 2013-10-07 $37.16 $0.00 18.9% 5.2% 11.1% 9.8% 0.0% 5.0% -0.5% 0 0 0 0.00 69.36 N/A N/A 0 0 0 0 2013-10-08 $36.40 $0.00 21.9% 5.8% 13.1% 12.5% 0.0% 4.5% -1.2% 0 0 0 0.00 102.97 N/A N/A 0 0 0 0 2013-10-09 $36.27 $0.00 19.8% 5.6% 13.0% 10.6% 0.0% 3.4% -1.0% 0 0 0 0.00 95.38 N/A N/A 0 0 0 0 2013-10-10 $37.15 $0.00 16.1% 4.6% 15.7% 7.2% 0.0% 6.7% 0.5% 0 0 0 0.00 77.86 N/A N/A 0 0 0 0 2013-10-11 $37.42 $0.00 15.7% 4.5% 15.8% 6.9% 0.0% 6.8% 0.7% 0 0 0 0.00 83.18 N/A N/A 0 0 0 0 2013-10-14 $37.63 $0.00 13.7% 3.9% 15.8% 5.1% 0.0% 7.7% 1.0% 0 0 0 0.00 84.22 N/A N/A 0 0 0 0 2013-10-15 $37.25 $0.00 18.3% 5.3% 16.2% 9.2% 0.0% 8.0% -1.2% 0 0 0 0.00 87.03 N/A N/A 0 0 0 0 2013-10-16 $37.76 $0.00 13.2% 3.8% 16.4% 4.5% 0.0% 4.1% 1.4% 0 0 0 0.00 94.90 N/A N/A 0 0 0 0 2013-10-17 $38.08 $0.00 12.9% 3.7% 16.6% 4.3% 0.0% 3.5% 0.7% 0 0 0 0.00 108.11 N/A N/A 0 0 0 0 2013-10-18 $38.33 $0.00 12.3% 3.5% 16.6% 3.8% 0.0% 3.3% 1.7% 0 0 0 0.00 116.78 N/A N/A 0 0 0 0 2013-10-21 $38.38 $0.00 61.7% 17.7% 16.0% 48.4% 0.0% 15.1% -20.4% 0 0 0 0.00 195.59 N/A N/A 0 0 0 0 2013-10-22 $38.59 $0.00 10.9% 3.1% 16.1% 2.5% 0.0% 3.9% 2.0% 0 0 0 0.00 113.84 N/A N/A 0 0 0 0 2013-10-23 $38.30 $0.00 12.4% 3.6% 16.4% 3.9% 0.0% 3.4% 1.1% 0 0 0 0.00 124.23 N/A N/A 0 0 0 0 2013-10-24 $38.51 $0.00 10.6% 3.0% 16.3% 2.2% 0.0% 3.3% 1.8% 0 0 0 0.00 132.25 N/A N/A 0 0 0 0 2013-10-25 $38.61 $0.00 9.3% 2.7% 16.3% 1.1% 0.0% 3.7% 1.2% 0 0 0 0.00 142.72 N/A N/A 0 0 0 0 2013-10-28 $38.50 $0.00 12.7% 3.6% 16.2% 4.1% 0.0% 1.6% 1.8% 0 0 0 0.00 137.65 N/A N/A 0 0 0 0 2013-10-29 $38.89 $0.00 9.4% 2.7% 16.3% 1.1% 0.0% 2.6% 0.2% 0 0 0 0.00 165.60 N/A N/A 0 0 0 0 2013-10-30 $38.69 $0.00 11.6% 3.3% 16.5% 3.1% 0.0% 2.4% 1.5% 0 0 0 0.00 136.26 N/A N/A 0 0 0 0 2013-10-31 $38.68 $0.00 10.4% 3.0% 16.0% 2.0% 0.0% 2.1% 2.5% 0 0 0 0.00 152.43 N/A N/A 0 0 0 0
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