FTC Options History — November 2013 In November 2013, FTC traded between $38.11 and $39.84. ATM implied volatility averaged 11.4%, placing in the 2.9% IV rank vs the trailing year. The 30-day expected move averaged 3.4%. IV traded below realized volatility by 1.2% (HV 20d: 12.5%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 20 of 20 days.
Notable Days 2013-11-07 : Largest IV spike — 52.3% change2013-11-07 : Highest IV Rank — 4.9%2013-11-07 : Largest Expected Move — 4.0%Monthly Statistics Metric Avg Min Max Open Close Price $39.16 $38.11 $39.84 $38.74 $39.77 ATM IV 11.4% 8.9% 13.5% 10.2% 11.6% Expected Move 3.4% 2.9% 4.0% 2.9% 3.3% HV 20d 12.5% 11.7% 15.6% 15.6% 12.0% HV 60d 13.3% 12.7% 13.9% 13.4% 12.7% IV Rank 2.9% 0.7% 4.9% 1.9% 3.1% IV Percentile 23.0% 1.6% 52.9% 9.6% 24.3% Term Structure 0.7% 0.1% 2.5% 2.5% 0.5% Skew 25d 3.5% 1.9% 4.9% 1.9% 3.9% Skew 10d 6.8% 2.1% 9.2% 2.1% 8.2% Call IV 25d 10.9% 9.3% 11.7% 10.7% 10.3% Put IV 25d 14.4% 12.6% 16.1% 12.6% 14.3% Bid-Ask Spread % 92.78 48.42 156.29 156.29 111.56 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 2013-11-01 $38.74 $0.00 10.2% 2.9% 15.6% 1.9% 0.0% 1.9% 2.5% 0 0 0 0.00 156.29 N/A N/A 0 0 0 0 2013-11-04 $38.95 $0.00 10.4% 3.6% 14.9% 2.1% 0.0% 3.4% 0.5% 0 0 0 0.00 63.66 N/A N/A 0 0 0 0 2013-11-05 $38.89 $0.00 11.4% 3.7% 12.3% 3.0% 0.0% 3.5% 0.4% 0 0 0 0.00 48.42 N/A N/A 0 0 0 0 2013-11-06 $38.81 $0.00 8.9% 3.5% 12.2% 0.7% 0.0% 3.1% 0.5% 0 0 0 0.00 66.49 N/A N/A 0 0 0 0 2013-11-07 $38.11 $0.00 13.5% 4.0% 12.0% 4.9% 0.0% 4.8% 0.2% 0 0 0 0.00 72.19 N/A N/A 0 0 0 0 2013-11-08 $38.73 $0.00 9.5% 3.5% 13.0% 1.2% 0.0% 3.4% 0.5% 0 0 0 0.00 75.53 N/A N/A 0 0 0 0 2013-11-11 $38.83 $0.00 11.8% 3.6% 12.9% 3.3% 0.0% 3.9% 0.4% 0 0 0 0.00 73.18 N/A N/A 0 0 0 0 2013-11-12 $38.76 $0.00 11.1% 3.6% 12.2% 2.7% 0.0% 3.8% 0.4% 0 0 0 0.00 71.65 N/A N/A 0 0 0 0 2013-11-13 $39.21 $0.00 12.4% 3.7% 12.0% 3.8% 0.0% 4.9% 0.7% 0 0 0 0.00 72.47 N/A N/A 0 0 0 0 2013-11-14 $39.45 $0.00 13.0% 3.7% 11.8% 4.4% 0.0% 2.5% 0.4% 0 0 0 0.00 75.48 N/A N/A 0 0 0 0 2013-11-15 $39.59 $0.00 10.9% 3.1% 11.7% 2.5% 0.0% 3.3% 1.1% 0 0 0 0.00 93.68 N/A N/A 0 0 0 0 2013-11-18 $39.26 $0.00 12.7% 3.6% 12.2% 4.1% 0.0% 2.4% 0.6% 0 0 0 0.00 75.84 N/A N/A 0 0 0 0 2013-11-19 $39.09 $0.00 12.4% 3.6% 12.3% 3.9% 0.0% 4.0% 0.6% 0 0 0 0.00 92.70 N/A N/A 0 0 0 0 2013-11-20 $38.97 $0.00 12.0% 3.4% 12.0% 3.5% 0.0% 3.1% 0.3% 0 0 0 0.00 94.81 N/A N/A 0 0 0 0 2013-11-21 $39.43 $0.00 12.4% 3.6% 12.5% 3.9% 0.0% 3.5% 0.1% 0 0 0 0.00 115.82 N/A N/A 0 0 0 0 2013-11-22 $39.63 $0.00 10.5% 3.0% 12.5% 2.2% 0.0% 3.7% 1.2% 0 0 0 0.00 128.19 N/A N/A 0 0 0 0 2013-11-25 $39.52 $0.00 10.9% 3.1% 12.5% 2.5% 0.0% 3.2% 0.8% 0 0 0 0.00 127.12 N/A N/A 0 0 0 0 2013-11-26 $39.65 $0.00 11.1% 3.2% 12.1% 2.7% 0.0% 4.3% 0.9% 0 0 0 0.00 128.69 N/A N/A 0 0 0 0 2013-11-27 $39.84 $0.00 10.9% 3.1% 12.0% 2.5% 0.0% 3.6% 1.2% 0 0 0 0.00 111.74 N/A N/A 0 0 0 0 2013-11-29 $39.77 $0.00 11.6% 3.3% 12.0% 3.1% 0.0% 3.9% 0.5% 0 0 0 0.00 111.56 N/A N/A 0 0 0 0
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