FTC Options History — July 2014 In July 2014, FTC traded between $42.85 and $44.54. ATM implied volatility averaged 13.1%, placing in the 4.1% IV rank vs the trailing year. The 30-day expected move averaged 3.8%. IV traded above realized volatility by 2.8% (HV 20d: 10.3%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2014-07-17 : Highest Volume — 1 contracts2014-07-02 : Largest IV spike — 72.7% change2014-07-02 : Highest IV Rank — 8.7%2014-07-02 : Largest Expected Move — 5.2%Monthly Statistics Metric Avg Min Max Open Close Price $43.94 $42.85 $44.54 $44.36 $42.85 ATM IV 13.1% 10.4% 18.0% 10.4% 16.6% Expected Move 3.8% 3.0% 5.2% 3.0% 4.8% HV 20d 10.3% 8.2% 13.0% 8.2% 13.0% HV 60d 10.8% 10.0% 13.0% 13.0% 11.1% IV Rank 4.1% 1.6% 8.7% 1.6% 7.4% IV Percentile 45.4% 10.3% 82.9% 10.3% 79.8% Term Structure 1.5% -0.5% 4.3% 2.9% 0.7% Skew 25d 0.6% -53.1% 9.3% 2.4% 5.6% Skew 10d 1.6% -53.5% 10.1% 2.1% 4.5% Call IV 25d 13.7% 8.3% 67.0% 8.8% 12.4% Put IV 25d 14.4% 11.2% 17.9% 11.2% 17.9% Bid-Ask Spread % 115.47 96.07 181.54 112.91 104.09 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 870 737 992 831 888 Net DEX -9.8K -11.7K -8.0K -9.8K -8.7K Net VEX -66 -73 -59 -65 -62 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 0.045 0 1 0 0 Total OI 5.455 5 6 5 6
Daily Data (22 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 2014-07-01 $44.36 $0.00 10.4% 3.0% 8.2% 1.6% 0.0% 2.4% 2.9% 831 -9.8K -65 0.00 112.91 N/A N/A 0 0 5 0 2014-07-02 $44.21 $0.00 18.0% 5.2% 8.3% 8.7% 0.0% -53.1% -0.4% 790 -9.7K -65 0.00 153.10 N/A N/A 0 0 5 0 2014-07-03 $44.54 $0.00 10.4% 3.0% 8.5% 1.6% 0.0% 3.8% -0.5% 812 -10.2K -65 0.00 139.24 N/A N/A 0 0 5 0 2014-07-07 $44.18 $0.00 11.7% 3.9% 9.0% 2.8% 0.0% 3.6% 1.1% 802 -9.5K -63 0.00 96.07 N/A N/A 0 0 5 0 2014-07-08 $43.76 $0.00 11.7% 3.7% 9.7% 2.8% 0.0% 6.6% 1.4% 769 -8.6K -62 0.00 96.57 N/A N/A 0 0 5 0 2014-07-09 $44.06 $0.00 12.3% 3.8% 10.0% 3.3% 0.0% -24.8% 1.9% 790 -9.2K -62 0.00 132.71 N/A N/A 0 0 5 0 2014-07-10 $43.76 $0.00 13.2% 3.8% 10.3% 4.2% 0.0% 9.3% 4.3% 785 -8.0K -59 0.00 181.54 N/A N/A 0 0 5 0 2014-07-11 $43.86 $0.00 13.4% 3.9% 9.7% 4.4% 0.0% 6.8% 0.7% 796 -8.6K -61 0.00 96.69 N/A N/A 0 0 5 0 2014-07-14 $44.04 $0.00 13.7% 3.9% 9.7% 4.7% 0.0% 5.8% 1.4% 801 -9.3K -61 0.00 105.48 N/A N/A 0 0 5 0 2014-07-15 $43.85 $0.00 12.8% 3.7% 9.9% 3.8% 0.0% 4.3% 2.2% 802 -8.8K -61 0.00 118.80 N/A N/A 0 0 5 0 2014-07-16 $43.93 $0.00 12.9% 3.7% 9.7% 3.9% 0.0% 4.3% 2.2% 797 -9.0K -61 0.00 103.71 N/A N/A 0 0 5 0 2014-07-17 $43.35 $0.00 15.3% 4.4% 10.6% 6.1% 0.0% 5.0% 1.0% 737 -8.3K -59 0.00 110.67 N/A N/A 1 0 5 0 2014-07-18 $43.89 $0.00 12.3% 3.5% 11.6% 3.4% 0.0% 7.4% 2.4% 965 -10.5K -72 0.00 98.93 N/A N/A 0 0 6 0 2014-07-21 $43.78 $0.00 12.3% 3.5% 11.4% 3.3% 0.0% 3.5% 2.6% 982 -10.1K -69 0.00 103.98 N/A N/A 0 0 6 0 2014-07-22 $44.09 $0.00 13.0% 3.7% 11.7% 4.0% 0.0% 5.8% 0.1% 973 -11.1K -72 0.00 108.12 N/A N/A 0 0 6 0 2014-07-23 $44.20 $0.00 13.2% 3.8% 11.2% 4.2% 0.0% 2.3% 1.0% 982 -11.3K -72 0.00 112.76 N/A N/A 0 0 6 0 2014-07-24 $44.28 $0.00 13.3% 3.8% 11.0% 4.3% 0.0% 2.7% 1.4% 984 -11.7K -73 0.00 113.49 N/A N/A 0 0 6 0 2014-07-25 $44.09 $0.00 12.7% 3.6% 11.1% 3.7% 0.0% 2.5% 2.6% 951 -11.3K -71 0.00 113.15 N/A N/A 0 0 6 0 2014-07-28 $44.01 $0.00 13.1% 3.7% 11.1% 4.1% 0.0% 4.8% 1.4% 964 -11.1K -71 0.00 112.25 N/A N/A 0 0 6 0 2014-07-29 $43.81 $0.00 12.7% 3.6% 11.2% 3.7% 0.0% 1.1% 1.8% 956 -10.6K -71 0.00 113.44 N/A N/A 0 0 6 0 2014-07-30 $43.86 $0.00 13.3% 3.8% 10.3% 4.3% 0.0% 3.7% 0.8% 992 -10.6K -70 0.00 112.76 N/A N/A 0 0 6 0 2014-07-31 $42.85 $0.00 16.6% 4.8% 13.0% 7.4% 0.0% 5.6% 0.7% 888 -8.7K -62 0.00 104.09 N/A N/A 0 0 6 0
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