FTC Options History — March 2014 In March 2014, FTC traded between $41.10 and $43.00. ATM implied volatility averaged 12.9%, placing in the 3.9% IV rank vs the trailing year. The 30-day expected move averaged 3.7%. IV traded above realized volatility by 0.8% (HV 20d: 12.0%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 19 of 21 days.
Notable Days 2014-03-13 : Largest IV spike — 27.7% change2014-03-14 : Highest IV Rank — 6.4%2014-03-14 : Largest Expected Move — 4.5%Monthly Statistics Metric Avg Min Max Open Close Price $42.22 $41.10 $43.00 $42.13 $41.74 ATM IV 12.9% 10.4% 15.6% 15.3% 11.7% Expected Move 3.7% 3.2% 4.5% 4.4% 3.4% HV 20d 12.0% 9.9% 16.4% 16.4% 13.3% HV 60d 15.4% 14.9% 15.7% 14.9% 15.7% IV Rank 3.9% 1.5% 6.4% 6.1% 2.8% IV Percentile 45.4% 11.5% 80.2% 78.6% 25.8% Term Structure 1.3% -0.8% 2.5% -0.8% 0.9% Skew 25d 4.8% 3.2% 6.5% 5.3% 4.7% Skew 10d 11.1% 6.6% 19.6% 12.5% 7.6% Call IV 25d 11.6% 9.6% 14.0% 12.8% 10.5% Put IV 25d 16.4% 13.6% 20.6% 18.1% 15.2% Bid-Ask Spread % 107.85 81.64 136.75 106.34 135.11 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 2014-03-03 $42.13 $0.00 15.3% 4.4% 16.4% 6.1% 0.0% 5.3% -0.8% 0 0 0 0.00 106.34 N/A N/A 0 0 0 0 2014-03-04 $42.95 $0.00 12.7% 3.6% 11.5% 3.7% 0.0% 4.9% -0.3% 0 0 0 0.00 117.17 N/A N/A 0 0 0 0 2014-03-05 $42.92 $0.00 12.3% 3.5% 11.5% 3.3% 0.0% 4.8% 0.5% 0 0 0 0.00 127.75 N/A N/A 0 0 0 0 2014-03-06 $43.00 $0.00 12.7% 3.6% 11.3% 3.7% 0.0% 3.6% 0.0% 0 0 0 0.00 136.75 N/A N/A 0 0 0 0 2014-03-07 $42.94 $0.00 12.4% 3.6% 11.1% 3.5% 0.0% 5.6% 2.3% 0 0 0 0.00 91.01 N/A N/A 0 0 0 0 2014-03-10 $42.86 $0.00 12.0% 3.6% 9.9% 3.1% 0.0% 4.7% 2.3% 0 0 0 0.00 94.43 N/A N/A 0 0 0 0 2014-03-11 $42.58 $0.00 10.4% 3.5% 10.4% 1.5% 0.0% 5.1% 2.2% 0 0 0 0.00 92.99 N/A N/A 0 0 0 0 2014-03-12 $42.57 $0.00 10.9% 3.4% 10.1% 2.0% 0.0% 5.2% 2.5% 0 0 0 0.00 97.30 N/A N/A 0 0 0 0 2014-03-13 $41.92 $0.00 13.9% 4.0% 11.9% 4.9% 0.0% 5.9% 1.9% 0 0 0 0.00 108.19 N/A N/A 0 0 0 0 2014-03-14 $41.83 $0.00 15.6% 4.5% 11.5% 6.4% 0.0% 6.5% 0.5% 0 0 0 0.00 81.64 N/A N/A 0 0 0 0 2014-03-17 $42.24 $0.00 14.5% 4.2% 12.0% 5.4% 0.0% 6.0% 1.4% 0 0 0 0.00 88.82 N/A N/A 0 0 0 0 2014-03-18 $42.61 $0.00 12.2% 3.5% 12.1% 3.2% 0.0% 3.9% 2.1% 0 0 0 0.00 94.74 N/A N/A 0 0 0 0 2014-03-19 $42.40 $0.00 14.0% 4.0% 12.1% 4.9% 0.0% 5.5% 1.4% 0 0 0 0.00 97.77 N/A N/A 0 0 0 0 2014-03-20 $42.55 $0.00 11.1% 3.2% 11.9% 2.2% 0.0% 5.6% 2.5% 0 0 0 0.00 102.07 N/A N/A 0 0 0 0 2014-03-21 $42.20 $0.00 13.1% 3.8% 12.3% 4.1% 0.0% 4.8% 2.0% 0 0 0 0.00 106.24 N/A N/A 0 0 0 0 2014-03-24 $41.77 $0.00 12.1% 3.5% 12.4% 3.1% 0.0% 3.2% 1.7% 0 0 0 0.00 106.79 N/A N/A 0 0 0 0 2014-03-25 $41.77 $0.00 11.8% 3.4% 12.4% 2.8% 0.0% 3.3% 1.6% 0 0 0 0.00 115.39 N/A N/A 0 0 0 0 2014-03-26 $41.30 $0.00 14.3% 4.1% 13.0% 5.2% 0.0% 4.2% 0.4% 0 0 0 0.00 129.35 N/A N/A 0 0 0 0 2014-03-27 $41.10 $0.00 13.3% 3.8% 12.7% 4.3% 0.0% 4.2% 0.8% 0 0 0 0.00 115.94 N/A N/A 0 0 0 0 2014-03-28 $41.31 $0.00 13.7% 3.9% 12.9% 4.6% 0.0% 4.1% 0.7% 0 0 0 0.00 119.15 N/A N/A 0 0 0 0 2014-03-31 $41.74 $0.00 11.7% 3.4% 13.3% 2.8% 0.0% 4.7% 0.9% 0 0 0 0.00 135.11 N/A N/A 0 0 0 0
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