FTC Options History — April 2014 In April 2014, FTC traded between $39.84 and $42.51. ATM implied volatility averaged 15.7%, placing in the 6.5% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded below realized volatility by 2.0% (HV 20d: 17.6%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 13 of 21 days.
Notable Days 2014-04-23 : Largest IV spike — 95.5% change2014-04-30 : Highest IV Rank — 13.9%2014-04-30 : Largest Expected Move — 6.8%Monthly Statistics Metric Avg Min Max Open Close Price $41.10 $39.84 $42.51 $42.27 $41.22 ATM IV 15.7% 10.1% 23.6% 12.0% 23.6% Expected Move 4.5% 2.9% 6.8% 3.4% 6.8% HV 20d 17.6% 12.1% 19.8% 12.1% 19.3% HV 60d 16.9% 15.3% 17.9% 15.9% 15.3% IV Rank 6.5% 1.2% 13.9% 3.1% 13.9% IV Percentile 60.8% 8.3% 94.8% 31.0% 94.8% Term Structure -0.8% -8.7% 1.9% 0.9% -8.7% Skew 25d 1.7% -26.2% 5.6% 3.2% 2.8% Skew 10d -11.5% -71.9% 9.1% 3.6% -71.9% Call IV 25d 13.7% 10.0% 41.4% 10.8% 12.0% Put IV 25d 15.3% 14.0% 18.0% 14.0% 14.7% Bid-Ask Spread % 128.73 63.15 200.00 137.17 196.77 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 2014-04-01 $42.27 $0.00 12.0% 3.4% 12.1% 3.1% 0.0% 3.2% 0.9% 0 0 0 0.00 137.17 N/A N/A 0 0 0 0 2014-04-02 $42.51 $0.00 10.1% 2.9% 12.3% 1.2% 0.0% 4.1% 1.9% 0 0 0 0.00 132.90 N/A N/A 0 0 0 0 2014-04-03 $42.23 $0.00 11.8% 3.4% 12.5% 2.9% 0.0% 2.2% 1.5% 0 0 0 0.00 136.03 N/A N/A 0 0 0 0 2014-04-04 $41.41 $0.00 13.3% 4.1% 14.1% 4.3% 0.0% 4.1% 0.6% 0 0 0 0.00 63.15 N/A N/A 0 0 0 0 2014-04-07 $40.65 $0.00 12.9% 4.0% 15.3% 3.9% 0.0% 3.4% 1.0% 0 0 0 0.00 91.20 N/A N/A 0 0 0 0 2014-04-08 $40.78 $0.00 12.4% 3.9% 15.4% 3.5% 0.0% 4.0% 0.8% 0 0 0 0.00 89.75 N/A N/A 0 0 0 0 2014-04-09 $41.49 $0.00 12.2% 3.9% 16.9% 3.2% 0.0% 3.7% 1.3% 0 0 0 0.00 70.68 N/A N/A 0 0 0 0 2014-04-10 $40.34 $0.00 15.7% 4.5% 18.8% 6.5% 0.0% 2.5% 0.0% 0 0 0 0.00 98.29 N/A N/A 0 0 0 0 2014-04-11 $39.84 $0.00 16.1% 4.6% 19.1% 6.9% 0.0% 2.3% -0.4% 0 0 0 0.00 120.24 N/A N/A 0 0 0 0 2014-04-14 $39.98 $0.00 15.8% 4.5% 18.7% 6.7% 0.0% 5.6% -0.4% 0 0 0 0.00 88.57 N/A N/A 0 0 0 0 2014-04-15 $40.32 $0.00 15.7% 4.5% 18.7% 6.6% 0.0% 4.3% 0.4% 0 0 0 0.00 84.56 N/A N/A 0 0 0 0 2014-04-16 $40.87 $0.00 13.1% 3.7% 19.6% 4.1% 0.0% 4.8% 1.4% 0 0 0 0.00 85.06 N/A N/A 0 0 0 0 2014-04-17 $41.17 $0.00 12.7% 3.6% 19.8% 3.7% 0.0% 4.4% 1.6% 0 0 0 0.00 87.22 N/A N/A 0 0 0 0 2014-04-21 $41.25 $0.00 13.2% 3.8% 19.6% 4.2% 0.0% 3.7% 0.8% 0 0 0 0.00 93.38 N/A N/A 0 0 0 0 2014-04-22 $41.54 $0.00 10.4% 3.0% 19.5% 1.6% 0.0% 4.3% 1.1% 0 0 0 0.00 138.93 N/A N/A 0 0 0 0 2014-04-23 $41.55 $0.00 20.3% 5.8% 19.5% 10.9% 0.0% 4.4% -1.4% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2014-04-24 $41.43 $0.00 21.7% 6.2% 19.1% 12.2% 0.0% -8.8% -6.8% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2014-04-25 $40.81 $0.00 21.5% 6.2% 19.8% 12.0% 0.0% 3.6% -4.0% 0 0 0 0.00 198.21 N/A N/A 0 0 0 0 2014-04-28 $40.55 $0.00 21.4% 6.1% 19.8% 11.9% 0.0% -26.2% -3.2% 0 0 0 0.00 194.91 N/A N/A 0 0 0 0 2014-04-29 $40.89 $0.00 22.7% 6.5% 19.7% 13.1% 0.0% 2.9% -5.7% 0 0 0 0.00 196.35 N/A N/A 0 0 0 0 2014-04-30 $41.22 $0.00 23.6% 6.8% 19.3% 13.9% 0.0% 2.8% -8.7% 0 0 0 0.00 196.77 N/A N/A 0 0 0 0
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