FTC Options History — February 2014 In February 2014, FTC traded between $38.55 and $42.48. ATM implied volatility averaged 14.0%, placing in the 5.2% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded below realized volatility by 6.2% (HV 20d: 20.2%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 13 of 19 days.
Notable Days 2014-02-11 : Largest IV drop — 27.7% change2014-02-03 : Highest IV Rank — 10.3%2014-02-03 : Largest Expected Move — 5.6%Monthly Statistics Metric Avg Min Max Open Close Price $40.96 $38.55 $42.48 $38.55 $42.48 ATM IV 14.0% 10.0% 19.5% 19.5% 13.6% Expected Move 4.1% 3.5% 5.6% 5.6% 3.9% HV 20d 20.2% 16.1% 22.4% 20.4% 16.1% HV 60d 14.9% 14.5% 15.1% 14.9% 14.9% IV Rank 5.2% 1.7% 10.3% 10.3% 4.5% IV Percentile 55.9% 10.7% 91.6% 91.6% 57.1% Term Structure 0.2% -1.3% 0.9% -1.3% 0.4% Skew 25d 4.3% 3.0% 6.6% 4.4% 3.9% Skew 10d 8.3% 5.3% 13.3% 6.9% 8.7% Call IV 25d 12.4% 10.8% 17.8% 17.8% 11.1% Put IV 25d 16.8% 14.4% 22.2% 22.2% 15.0% Bid-Ask Spread % 90.38 66.56 118.14 110.26 118.14 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 (19 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 2014-02-03 $38.55 $0.00 19.5% 5.6% 20.4% 10.3% 0.0% 4.4% -1.3% 0 0 0 0.00 110.26 N/A N/A 0 0 0 0 2014-02-04 $38.97 $0.00 17.3% 5.0% 20.9% 8.3% 0.0% 5.1% 0.3% 0 0 0 0.00 108.26 N/A N/A 0 0 0 0 2014-02-05 $38.94 $0.00 18.1% 5.2% 20.7% 9.1% 0.0% 5.4% 0.1% 0 0 0 0.00 109.19 N/A N/A 0 0 0 0 2014-02-06 $39.47 $0.00 17.6% 5.1% 21.3% 8.6% 0.0% 5.8% -0.2% 0 0 0 0.00 117.06 N/A N/A 0 0 0 0 2014-02-07 $40.21 $0.00 13.6% 4.3% 22.4% 5.1% 0.0% 6.6% -0.2% 0 0 0 0.00 78.84 N/A N/A 0 0 0 0 2014-02-10 $40.26 $0.00 13.8% 4.2% 22.4% 5.3% 0.0% 3.5% -0.2% 0 0 0 0.00 69.96 N/A N/A 0 0 0 0 2014-02-11 $40.68 $0.00 10.0% 3.8% 21.6% 1.7% 0.0% 3.8% -0.0% 0 0 0 0.00 71.47 N/A N/A 0 0 0 0 2014-02-12 $40.81 $0.00 11.2% 3.8% 20.8% 2.8% 0.0% 4.8% -0.0% 0 0 0 0.00 69.18 N/A N/A 0 0 0 0 2014-02-13 $41.19 $0.00 13.6% 3.9% 21.0% 5.1% 0.0% 5.1% 0.2% 0 0 0 0.00 83.81 N/A N/A 0 0 0 0 2014-02-14 $41.31 $0.00 13.2% 3.8% 21.0% 4.7% 0.0% 4.3% 0.5% 0 0 0 0.00 75.34 N/A N/A 0 0 0 0 2014-02-18 $41.59 $0.00 12.3% 3.5% 21.1% 3.9% 0.0% 3.0% 0.4% 0 0 0 0.00 66.56 N/A N/A 0 0 0 0 2014-02-19 $41.40 $0.00 14.8% 4.3% 21.2% 6.3% 0.0% 5.4% 0.1% 0 0 0 0.00 73.04 N/A N/A 0 0 0 0 2014-02-20 $41.75 $0.00 12.5% 3.6% 21.3% 3.6% 0.0% 4.4% 0.5% 0 0 0 0.00 71.56 N/A N/A 0 0 0 0 2014-02-21 $41.78 $0.00 12.3% 3.5% 20.6% 3.3% 0.0% 3.5% 0.9% 0 0 0 0.00 91.34 N/A N/A 0 0 0 0 2014-02-24 $42.17 $0.00 12.8% 3.7% 18.1% 3.8% 0.0% 3.2% 0.7% 0 0 0 0.00 99.47 N/A N/A 0 0 0 0 2014-02-25 $42.18 $0.00 13.0% 3.7% 17.8% 4.0% 0.0% 3.6% 0.6% 0 0 0 0.00 96.01 N/A N/A 0 0 0 0 2014-02-26 $42.13 $0.00 13.0% 3.7% 17.7% 4.0% 0.0% 3.7% 0.7% 0 0 0 0.00 97.56 N/A N/A 0 0 0 0 2014-02-27 $42.42 $0.00 13.5% 3.9% 17.1% 4.4% 0.0% 3.0% 0.1% 0 0 0 0.00 110.21 N/A N/A 0 0 0 0 2014-02-28 $42.48 $0.00 13.6% 3.9% 16.1% 4.5% 0.0% 3.9% 0.4% 0 0 0 0.00 118.14 N/A N/A 0 0 0 0
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