FTC Options History — January 2014 In January 2014, FTC traded between $39.22 and $41.11. ATM implied volatility averaged 17.4%, placing in the 8.3% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 4.9% (HV 20d: 12.4%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 18 of 21 days.
Notable Days 2014-01-13 : Largest IV spike — 620.3% change2014-01-13 : Highest IV Rank — 58.3%2014-01-31 : Largest Expected Move — 18.4%Monthly Statistics Metric Avg Min Max Open Close Price $40.42 $39.22 $41.11 $40.54 $39.78 ATM IV 17.4% 9.0% 72.7% 9.6% 64.2% Expected Move 4.6% 2.7% 18.4% 2.7% 18.4% HV 20d 12.4% 8.1% 17.6% 10.2% 17.3% HV 60d 11.7% 10.3% 13.4% 12.5% 13.4% IV Rank 8.3% 0.8% 58.3% 1.3% 50.7% IV Percentile 40.0% 3.0% 96.2% 5.7% 95.2% Term Structure -1.0% -24.0% 2.4% 1.7% -21.9% Skew 25d 4.2% 1.3% 8.3% 4.8% 1.3% Skew 10d 7.0% 1.3% 10.8% 7.6% 1.3% Call IV 25d 14.0% 8.0% 75.8% 11.0% 75.8% Put IV 25d 18.3% 12.4% 77.2% 15.8% 77.2% Bid-Ask Spread % 86.52 45.18 200.00 134.32 200.00 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 2014-01-02 $40.54 $0.00 9.6% 2.7% 10.2% 1.3% 0.0% 4.8% 1.7% 0 0 0 0.00 134.32 N/A N/A 0 0 0 0 2014-01-03 $40.54 $0.00 9.8% 2.8% 10.1% 1.5% 0.0% 1.4% 1.7% 0 0 0 0.00 139.99 N/A N/A 0 0 0 0 2014-01-06 $40.37 $0.00 11.7% 3.8% 10.2% 3.2% 0.0% 3.2% 1.3% 0 0 0 0.00 48.12 N/A N/A 0 0 0 0 2014-01-07 $40.64 $0.00 9.0% 3.3% 9.8% 0.8% 0.0% 3.9% 1.8% 0 0 0 0.00 45.18 N/A N/A 0 0 0 0 2014-01-08 $40.84 $0.00 11.2% 3.5% 9.9% 2.7% 0.0% 3.8% 1.4% 0 0 0 0.00 49.79 N/A N/A 0 0 0 0 2014-01-09 $40.97 $0.00 10.4% 3.4% 9.9% 2.1% 0.0% 4.1% 1.4% 0 0 0 0.00 52.36 N/A N/A 0 0 0 0 2014-01-10 $41.11 $0.00 10.1% 3.2% 8.1% 1.8% 0.0% 3.2% 2.0% 0 0 0 0.00 66.37 N/A N/A 0 0 0 0 2014-01-13 $40.30 $0.00 72.7% 9.2% 11.3% 58.3% 0.0% 8.3% -24.0% 0 0 0 0.00 78.69 N/A N/A 0 0 0 0 2014-01-14 $40.96 $0.00 10.6% 3.3% 12.5% 2.2% 0.0% 3.5% 1.7% 0 0 0 0.00 69.55 N/A N/A 0 0 0 0 2014-01-15 $41.04 $0.00 9.2% 3.4% 12.3% 1.0% 0.0% 4.1% 1.6% 0 0 0 0.00 73.62 N/A N/A 0 0 0 0 2014-01-16 $40.86 $0.00 11.5% 3.3% 12.5% 3.0% 0.0% 3.8% 2.0% 0 0 0 0.00 76.34 N/A N/A 0 0 0 0 2014-01-17 $40.79 $0.00 10.7% 3.1% 11.6% 2.3% 0.0% 3.0% 2.4% 0 0 0 0.00 74.34 N/A N/A 0 0 0 0 2014-01-21 $40.89 $0.00 11.0% 3.1% 11.6% 2.6% 0.0% 2.8% 1.6% 0 0 0 0.00 76.52 N/A N/A 0 0 0 0 2014-01-22 $41.07 $0.00 11.2% 3.2% 11.5% 2.8% 0.0% 3.4% 1.3% 0 0 0 0.00 91.09 N/A N/A 0 0 0 0 2014-01-23 $40.50 $0.00 13.4% 3.8% 12.6% 4.8% 0.0% 5.6% 0.8% 0 0 0 0.00 67.17 N/A N/A 0 0 0 0 2014-01-24 $39.48 $0.00 16.4% 4.7% 15.4% 7.5% 0.0% 7.6% 0.1% 0 0 0 0.00 93.60 N/A N/A 0 0 0 0 2014-01-27 $39.25 $0.00 16.3% 4.7% 15.2% 7.4% 0.0% 5.5% -0.1% 0 0 0 0.00 106.98 N/A N/A 0 0 0 0 2014-01-28 $39.62 $0.00 13.9% 4.0% 15.8% 5.2% 0.0% 3.9% 0.4% 0 0 0 0.00 81.64 N/A N/A 0 0 0 0 2014-01-29 $39.22 $0.00 16.4% 4.7% 16.0% 7.5% 0.0% 6.5% 0.7% 0 0 0 0.00 104.97 N/A N/A 0 0 0 0 2014-01-30 $39.97 $0.00 15.3% 4.4% 17.6% 6.4% 0.0% 4.9% 0.1% 0 0 0 0.00 86.33 N/A N/A 0 0 0 0 2014-01-31 $39.78 $0.00 64.2% 18.4% 17.3% 50.7% 0.0% 1.3% -21.9% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0
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