FTC Options History — August 2014 In August 2014, FTC traded between $42.50 and $44.78. ATM implied volatility averaged 13.2%, placing in the 5.0% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 0.8% (HV 20d: 12.4%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days.
Notable Days 2014-08-15 : Largest IV drop — 21.9% change2014-08-12 : Highest IV Rank — 8.6%2014-08-07 : Largest Expected Move — 5.2%Monthly Statistics Metric Avg Min Max Open Close Price $43.76 $42.50 $44.78 $42.89 $44.78 ATM IV 13.2% 9.9% 16.8% 16.8% 10.7% Expected Move 4.5% 3.3% 5.2% 4.8% 4.6% HV 20d 12.4% 8.6% 13.8% 12.6% 8.7% HV 60d 10.6% 10.3% 11.4% 11.1% 10.3% IV Rank 5.0% 1.4% 8.6% 7.5% 2.5% IV Percentile 44.9% 5.2% 80.2% 80.2% 12.7% Term Structure 0.9% -0.9% 2.3% -0.5% 1.7% Skew 25d 4.7% 1.3% 9.1% 7.2% 2.0% Skew 10d 5.0% 1.8% 9.8% 7.7% 2.5% Call IV 25d 10.6% 7.6% 13.4% 13.4% 10.1% Put IV 25d 15.2% 11.2% 20.6% 20.6% 12.1% Bid-Ask Spread % 81.00 58.73 114.25 103.31 58.73 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 1.1K 850 1.2K 858 1.2K Net DEX -10.1K -12.6K -7.7K -8.3K -12.5K Net VEX -64 -67 -60 -64 -66 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 6 6 6 6 6
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 2014-08-01 $42.89 $0.00 16.8% 4.8% 12.6% 7.5% 0.0% 7.2% -0.5% 858 -8.3K -64 0.00 103.31 N/A N/A 0 0 6 0 2014-08-04 $43.30 $0.00 15.9% 4.8% 13.0% 6.7% 0.0% 9.1% 0.5% 920 -8.9K -63 0.00 83.50 N/A N/A 0 0 6 0 2014-08-05 $42.87 $0.00 14.9% 4.7% 13.1% 5.8% 0.0% 5.8% 0.4% 872 -8.0K -62 0.00 88.52 N/A N/A 0 0 6 0 2014-08-06 $42.75 $0.00 15.4% 4.6% 12.8% 6.2% 0.0% 5.0% 0.5% 890 -7.9K -60 0.00 98.59 N/A N/A 0 0 6 0 2014-08-07 $42.50 $0.00 14.2% 5.2% 12.7% 5.1% 0.0% 8.0% -0.9% 850 -7.7K -61 0.00 99.32 N/A N/A 0 0 6 0 2014-08-08 $42.99 $0.00 13.4% 4.3% 13.5% 4.4% 0.0% 6.9% 0.4% 904 -7.8K -61 0.00 97.55 N/A N/A 0 0 6 0 2014-08-11 $43.15 $0.00 16.2% 4.6% 13.4% 6.9% 0.0% 6.5% -0.1% 959 -9.0K -63 0.00 97.99 N/A N/A 0 0 6 0 2014-08-12 $43.01 $0.00 15.3% 4.3% 13.4% 8.6% 0.0% 6.1% 1.0% 915 -8.6K -62 0.00 102.27 N/A N/A 0 0 6 0 2014-08-13 $43.38 $0.00 15.2% 4.4% 13.8% 8.5% 0.0% 5.3% 1.0% 1.0K -9.1K -62 0.00 109.39 N/A N/A 0 0 6 0 2014-08-14 $43.47 $0.00 14.8% 4.2% 13.0% 8.0% 0.0% 6.1% 0.3% 1.0K -9.3K -64 0.00 114.25 N/A N/A 0 0 6 0 2014-08-15 $43.66 $0.00 11.6% 3.3% 12.3% 3.6% 0.0% 5.0% 2.0% 1.0K -9.3K -63 0.00 99.31 N/A N/A 0 0 6 0 2014-08-18 $43.99 $0.00 12.3% 4.8% 12.5% 4.6% 0.0% 5.1% 1.1% 1.1K -10.5K -66 0.00 59.07 N/A N/A 0 0 6 0 2014-08-19 $44.23 $0.00 11.6% 4.6% 12.4% 3.7% 0.0% 6.1% 1.8% 1.2K -11.0K -66 0.00 61.14 N/A N/A 0 0 6 0 2014-08-20 $44.49 $0.00 12.6% 4.8% 12.6% 5.0% 0.0% 2.2% 0.9% 1.2K -11.4K -67 0.00 60.01 N/A N/A 0 0 6 0 2014-08-21 $44.46 $0.00 12.5% 4.7% 12.6% 4.9% 0.0% 1.5% 0.7% 1.2K -11.6K -67 0.00 60.98 N/A N/A 0 0 6 0 2014-08-22 $44.46 $0.00 12.2% 4.7% 12.5% 4.5% 0.0% 1.8% 2.0% 1.2K -11.9K -67 0.00 60.58 N/A N/A 0 0 6 0 2014-08-25 $44.66 $0.00 10.8% 4.5% 12.5% 2.6% 0.0% 2.3% 1.9% 1.2K -12.3K -67 0.00 61.39 N/A N/A 0 0 6 0 2014-08-26 $44.74 $0.00 10.5% 4.4% 12.4% 2.2% 0.0% 2.7% 1.7% 1.2K -12.6K -67 0.00 62.58 N/A N/A 0 0 6 0 2014-08-27 $44.61 $0.00 11.0% 4.4% 12.4% 2.9% 0.0% 1.3% 0.7% 1.2K -12.4K -66 0.00 62.49 N/A N/A 0 0 6 0 2014-08-28 $44.58 $0.00 9.9% 4.5% 8.6% 1.4% 0.0% 2.5% 2.3% 1.2K -11.9K -66 0.00 59.92 N/A N/A 0 0 6 0 2014-08-29 $44.78 $0.00 10.7% 4.6% 8.7% 2.5% 0.0% 2.0% 1.7% 1.2K -12.5K -66 0.00 58.73 N/A N/A 0 0 6 0
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