FTC Options History — December 2013 In December 2013, FTC traded between $39.20 and $40.96. ATM implied volatility averaged 12.4%, placing in the 3.9% IV rank vs the trailing year. The 30-day expected move averaged 3.5%. IV traded above realized volatility by 2.1% (HV 20d: 10.3%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 18 of 21 days.
Notable Days 2013-12-11 : Largest IV spike — 32.7% change2013-12-11 : Highest IV Rank — 7.4%2013-12-05 : Largest Expected Move — 4.4%Monthly Statistics Metric Avg Min Max Open Close Price $39.93 $39.20 $40.96 $39.66 $40.96 ATM IV 12.4% 9.7% 16.3% 11.8% 11.6% Expected Move 3.5% 2.8% 4.4% 3.4% 3.3% HV 20d 10.3% 9.3% 12.3% 12.1% 9.7% HV 60d 12.8% 12.5% 13.1% 12.7% 12.5% IV Rank 3.9% 1.5% 7.4% 3.3% 3.1% IV Percentile 39.0% 6.7% 83.2% 26.1% 25.1% Term Structure 1.3% -1.2% 2.4% 0.8% 1.3% Skew 25d 3.9% 2.5% 5.7% 4.0% 3.8% Skew 10d 8.7% 3.0% 15.0% 7.1% 9.9% Call IV 25d 11.2% 8.9% 13.4% 11.3% 9.8% Put IV 25d 15.0% 11.6% 17.7% 15.4% 13.6% Bid-Ask Spread % 114.52 96.67 133.24 129.79 124.01 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 (21 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 2013-12-02 $39.66 $0.00 11.8% 3.4% 12.1% 3.3% 0.0% 4.0% 0.8% 0 0 0 0.00 129.79 N/A N/A 0 0 0 0 2013-12-03 $39.40 $0.00 14.2% 4.1% 12.3% 5.5% 0.0% 5.3% -0.1% 0 0 0 0.00 124.43 N/A N/A 0 0 0 0 2013-12-04 $39.30 $0.00 14.1% 4.1% 12.3% 5.4% 0.0% 4.1% -0.4% 0 0 0 0.00 131.44 N/A N/A 0 0 0 0 2013-12-05 $39.24 $0.00 15.5% 4.4% 12.3% 6.7% 0.0% 4.2% -1.2% 0 0 0 0.00 124.69 N/A N/A 0 0 0 0 2013-12-06 $39.67 $0.00 11.3% 3.4% 10.7% 2.9% 0.0% 4.1% 2.1% 0 0 0 0.00 102.59 N/A N/A 0 0 0 0 2013-12-09 $39.73 $0.00 11.8% 3.4% 9.3% 3.3% 0.0% 3.1% 2.1% 0 0 0 0.00 102.87 N/A N/A 0 0 0 0 2013-12-10 $39.74 $0.00 12.3% 3.5% 9.3% 3.8% 0.0% 3.2% 2.0% 0 0 0 0.00 104.55 N/A N/A 0 0 0 0 2013-12-11 $39.20 $0.00 16.3% 4.0% 10.6% 7.4% 0.0% 5.3% 1.3% 0 0 0 0.00 97.25 N/A N/A 0 0 0 0 2013-12-12 $39.20 $0.00 14.5% 4.2% 9.8% 5.8% 0.0% 5.2% 1.1% 0 0 0 0.00 97.58 N/A N/A 0 0 0 0 2013-12-13 $39.26 $0.00 14.4% 4.1% 9.6% 5.7% 0.0% 5.7% 1.0% 0 0 0 0.00 99.55 N/A N/A 0 0 0 0 2013-12-16 $39.57 $0.00 13.3% 3.8% 9.9% 4.7% 0.0% 4.5% 1.7% 0 0 0 0.00 96.67 N/A N/A 0 0 0 0 2013-12-17 $39.52 $0.00 13.5% 3.9% 9.4% 4.9% 0.0% 3.7% 1.7% 0 0 0 0.00 98.10 N/A N/A 0 0 0 0 2013-12-18 $40.09 $0.00 12.1% 3.5% 10.5% 3.6% 0.0% 2.9% 2.1% 0 0 0 0.00 110.55 N/A N/A 0 0 0 0 2013-12-19 $40.10 $0.00 11.9% 3.4% 10.3% 3.5% 0.0% 4.1% 2.4% 0 0 0 0.00 109.21 N/A N/A 0 0 0 0 2013-12-20 $40.35 $0.00 12.3% 3.5% 9.8% 3.8% 0.0% 2.9% 2.2% 0 0 0 0.00 113.16 N/A N/A 0 0 0 0 2013-12-23 $40.53 $0.00 9.9% 2.8% 9.7% 1.6% 0.0% 3.3% 1.3% 0 0 0 0.00 120.19 N/A N/A 0 0 0 0 2013-12-24 $40.68 $0.00 9.7% 2.8% 9.7% 1.5% 0.0% 3.2% 1.6% 0 0 0 0.00 133.24 N/A N/A 0 0 0 0 2013-12-26 $40.88 $0.00 9.9% 2.8% 9.7% 1.6% 0.0% 2.7% 1.6% 0 0 0 0.00 127.60 N/A N/A 0 0 0 0 2013-12-27 $40.74 $0.00 9.9% 2.8% 9.8% 1.6% 0.0% 2.9% 1.3% 0 0 0 0.00 133.01 N/A N/A 0 0 0 0 2013-12-30 $40.80 $0.00 10.8% 3.1% 9.7% 2.4% 0.0% 2.5% 1.2% 0 0 0 0.00 124.44 N/A N/A 0 0 0 0 2013-12-31 $40.96 $0.00 11.6% 3.3% 9.7% 3.1% 0.0% 3.8% 1.3% 0 0 0 0.00 124.01 N/A N/A 0 0 0 0
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