FTC Options History — June 2014 In June 2014, FTC traded between $42.83 and $44.04. ATM implied volatility averaged 14.2%, placing in the 5.1% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 5.6% (HV 20d: 8.6%). Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2014-06-19 : Highest Volume — 5 contracts2014-06-09 : Largest IV drop — 58.9% change2014-06-06 : Highest IV Rank — 14.1%2014-06-05 : Largest Expected Move — 6.7%Monthly Statistics Metric Avg Min Max Open Close Price $43.48 $42.83 $44.04 $42.87 $43.83 ATM IV 14.2% 9.8% 23.8% 21.1% 11.1% Expected Move 4.1% 2.8% 6.7% 6.0% 3.2% HV 20d 8.6% 6.1% 11.7% 11.7% 7.3% HV 60d 14.2% 13.5% 14.7% 14.7% 13.5% IV Rank 5.1% 1.0% 14.1% 11.6% 2.2% IV Percentile 41.3% 4.0% 92.9% 89.7% 19.0% Term Structure 0.2% -8.6% 3.9% -4.2% 1.4% Skew 25d 4.8% 0.3% 34.4% 3.4% 1.6% Skew 10d 5.5% -0.5% 12.4% 9.7% 4.0% Call IV 25d 9.7% 8.1% 12.4% 9.2% 8.9% Put IV 25d 14.5% 9.7% 44.1% 12.6% 10.5% Bid-Ask Spread % 138.49 106.36 188.68 188.68 112.57 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 257 0 792 0 779 Net DEX -2.9K -9.2K 0 0 -8.9K Net VEX -21 -64 0 0 -63 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.238 0 5 0 0 Total OI 1.667 0 5 0 5
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 2014-06-02 $42.87 $0.00 21.1% 6.0% 11.7% 11.6% 0.0% 3.4% -4.2% 0 0 0 0.00 188.68 N/A N/A 0 0 0 0 2014-06-03 $42.83 $0.00 21.7% 6.2% 11.7% 12.1% 0.0% 3.2% -4.4% 0 0 0 0.00 187.62 N/A N/A 0 0 0 0 2014-06-04 $43.00 $0.00 22.6% 6.5% 11.1% 13.0% 0.0% 2.8% -6.1% 0 0 0 0.00 187.62 N/A N/A 0 0 0 0 2014-06-05 $43.23 $0.00 23.2% 6.7% 11.1% 13.6% 0.0% 1.5% -8.6% 0 0 0 0.00 185.90 N/A N/A 0 0 0 0 2014-06-06 $43.46 $0.00 23.8% 4.8% 10.9% 14.1% 0.0% 0.3% -4.5% 0 0 0 0.00 177.59 N/A N/A 0 0 0 0 2014-06-09 $43.51 $0.00 9.8% 3.6% 10.9% 1.0% 0.0% 1.9% 2.3% 0 0 0 0.00 114.74 N/A N/A 0 0 0 0 2014-06-10 $43.43 $0.00 13.5% 4.6% 9.5% 4.4% 0.0% 4.0% 0.4% 0 0 0 0.00 145.98 N/A N/A 0 0 0 0 2014-06-11 $43.37 $0.00 10.2% 3.9% 9.5% 1.4% 0.0% 4.8% 1.9% 0 0 0 0.00 117.75 N/A N/A 0 0 0 0 2014-06-12 $42.99 $0.00 14.2% 4.1% 9.6% 5.1% 0.0% 5.2% 0.9% 0 0 0 0.00 110.18 N/A N/A 0 0 0 0 2014-06-13 $43.16 $0.00 14.1% 4.0% 8.1% 5.0% 0.0% 5.7% 1.2% 0 0 0 0.00 116.34 N/A N/A 0 0 0 0 2014-06-16 $43.30 $0.00 13.9% 4.0% 8.1% 4.8% 0.0% 4.9% 1.8% 0 0 0 0.00 117.47 N/A N/A 0 0 0 0 2014-06-17 $43.54 $0.00 11.2% 3.2% 7.9% 2.3% 0.0% 34.4% 3.4% 0 0 0 0.00 147.38 N/A N/A 0 0 0 0 2014-06-18 $43.79 $0.00 12.4% 3.6% 6.7% 3.5% 0.0% 4.1% 2.5% 0 0 0 0.00 119.34 N/A N/A 0 0 0 0 2014-06-19 $43.80 $0.00 10.8% 3.1% 6.1% 1.9% 0.0% 3.9% 3.9% 0 0 0 0.00 144.29 N/A N/A 5 0 0 0 2014-06-20 $44.04 $0.00 10.8% 3.1% 6.2% 1.9% 0.0% 1.7% 3.6% 766 -9.2K -64 0.00 130.04 N/A N/A 0 0 5 0 2014-06-23 $43.94 $0.00 11.2% 3.2% 6.2% 2.3% 0.0% 3.7% 1.5% 774 -8.9K -64 0.00 108.49 N/A N/A 0 0 5 0 2014-06-24 $43.53 $0.00 11.0% 3.1% 7.0% 2.1% 0.0% 2.4% 1.4% 754 -8.3K -62 0.00 106.36 N/A N/A 0 0 5 0 2014-06-25 $43.81 $0.00 11.1% 3.2% 7.3% 2.2% 0.0% 3.3% 1.9% 770 -8.7K -64 0.00 139.00 N/A N/A 0 0 5 0 2014-06-26 $43.75 $0.00 10.9% 3.1% 7.2% 2.0% 0.0% 3.3% 1.9% 753 -8.7K -63 0.00 138.91 N/A N/A 0 0 5 0 2014-06-27 $43.87 $0.00 9.8% 2.8% 7.2% 1.0% 0.0% 4.5% 1.8% 792 -8.7K -63 0.00 112.05 N/A N/A 0 0 5 0 2014-06-30 $43.83 $0.00 11.1% 3.2% 7.3% 2.2% 0.0% 1.6% 1.4% 779 -8.9K -63 0.00 112.57 N/A N/A 0 0 5 0
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