FTC Options History — May 2014 In May 2014, FTC traded between $41.06 and $42.75. ATM implied volatility averaged 24.8%, placing in the 15.1% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 11.0% (HV 20d: 13.8%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2014-05-15 : Largest IV drop — 61.9% change2014-05-14 : Highest IV Rank — 36.1%2014-05-02 : Largest Expected Move — 7.0%Monthly Statistics Metric Avg Min Max Open Close Price $41.67 $41.06 $42.75 $41.26 $42.75 ATM IV 24.8% 17.7% 47.2% 23.6% 19.9% Expected Move 5.4% 4.8% 7.0% 6.8% 5.7% HV 20d 13.8% 11.7% 19.2% 19.2% 11.7% HV 60d 14.9% 14.5% 15.3% 15.1% 14.7% IV Rank 15.1% 8.4% 36.1% 13.9% 10.5% IV Percentile 91.0% 83.3% 95.6% 94.8% 88.5% Term Structure -3.7% -10.3% -1.6% -9.2% -2.9% Skew 25d 2.7% -3.9% 5.0% 2.9% -3.9% Skew 10d -3.6% -75.3% 5.9% -73.6% 0.0% Call IV 25d 11.0% 8.8% 16.3% 12.3% 16.3% Put IV 25d 13.7% 12.4% 15.3% 15.2% 12.4% Bid-Ask Spread % 192.84 187.30 200.00 200.00 187.30 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 2014-05-01 $41.26 $0.00 23.6% 6.8% 19.2% 13.9% 0.0% 2.9% -9.2% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2014-05-02 $41.32 $0.00 24.3% 7.0% 19.1% 14.6% 0.0% 3.0% -10.3% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2014-05-05 $41.49 $0.00 27.0% 5.0% 17.8% 17.1% 0.0% 4.0% -3.8% 0 0 0 0.00 191.81 N/A N/A 0 0 0 0 2014-05-06 $41.13 $0.00 27.7% 4.9% 16.8% 17.7% 0.0% 4.3% -2.3% 0 0 0 0.00 191.46 N/A N/A 0 0 0 0 2014-05-07 $41.25 $0.00 28.0% 4.8% 16.8% 18.1% 0.0% 4.2% -2.2% 0 0 0 0.00 193.18 N/A N/A 0 0 0 0 2014-05-08 $41.09 $0.00 29.1% 5.0% 15.6% 19.1% 0.0% 3.7% -2.3% 0 0 0 0.00 192.06 N/A N/A 0 0 0 0 2014-05-09 $41.20 $0.00 30.8% 5.0% 11.8% 20.7% 0.0% 3.7% -2.5% 0 0 0 0.00 193.95 N/A N/A 0 0 0 0 2014-05-12 $41.93 $0.00 37.0% 4.8% 12.0% 26.5% 0.0% 2.9% -1.9% 0 0 0 0.00 191.72 N/A N/A 0 0 0 0 2014-05-13 $41.91 $0.00 39.2% 5.0% 12.1% 28.5% 0.0% 2.8% -2.3% 0 0 0 0.00 191.45 N/A N/A 0 0 0 0 2014-05-14 $41.56 $0.00 47.2% 5.0% 12.4% 36.1% 0.0% 3.8% -1.6% 0 0 0 0.00 191.15 N/A N/A 0 0 0 0 2014-05-15 $41.06 $0.00 18.0% 5.2% 12.4% 8.7% 0.0% 4.3% -2.9% 0 0 0 0.00 195.39 N/A N/A 0 0 0 0 2014-05-16 $41.25 $0.00 18.2% 5.2% 12.3% 8.8% 0.0% 4.3% -3.6% 0 0 0 0.00 195.14 N/A N/A 0 0 0 0 2014-05-19 $41.58 $0.00 17.9% 5.1% 12.6% 8.6% 0.0% 3.9% -1.6% 0 0 0 0.00 192.87 N/A N/A 0 0 0 0 2014-05-20 $41.20 $0.00 19.0% 5.5% 12.8% 9.6% 0.0% 4.1% -4.4% 0 0 0 0.00 193.48 N/A N/A 0 0 0 0 2014-05-21 $41.64 $0.00 18.2% 5.2% 13.4% 8.9% 0.0% 5.0% -2.1% 0 0 0 0.00 195.96 N/A N/A 0 0 0 0 2014-05-22 $41.81 $0.00 17.7% 5.1% 13.4% 8.4% 0.0% 4.0% -1.6% 0 0 0 0.00 193.67 N/A N/A 0 0 0 0 2014-05-23 $42.12 $0.00 18.8% 5.4% 12.2% 9.4% 0.0% 2.3% -4.3% 0 0 0 0.00 192.51 N/A N/A 0 0 0 0 2014-05-27 $42.44 $0.00 20.0% 5.7% 12.0% 10.6% 0.0% -0.1% -6.4% 0 0 0 0.00 189.61 N/A N/A 0 0 0 0 2014-05-28 $42.45 $0.00 20.4% 5.9% 11.8% 11.0% 0.0% -0.1% -6.9% 0 0 0 0.00 188.61 N/A N/A 0 0 0 0 2014-05-29 $42.66 $0.00 19.7% 5.7% 11.7% 10.3% 0.0% -2.3% -2.1% 0 0 0 0.00 188.39 N/A N/A 0 0 0 0 2014-05-30 $42.75 $0.00 19.9% 5.7% 11.7% 10.5% 0.0% -3.9% -2.9% 0 0 0 0.00 187.30 N/A N/A 0 0 0 0
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