FTC Options History — November 2014 In November 2014, FTC traded between $44.75 and $46.60. ATM implied volatility averaged 13.3%, placing in the 6.7% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 0.7% (HV 20d: 12.6%). Max pain ranged from $42.00 to $42.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 19 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2014-11-03 : Highest Volume — 3 contracts2014-11-13 : Largest IV spike — 33.8% change2014-11-04 : Highest IV Rank — 10.3%2014-11-04 : Largest Expected Move — 5.1%Monthly Statistics Metric Avg Min Max Open Close Price $45.70 $44.75 $46.60 $44.89 $46.58 Max Pain $42.00 $42.00 $42.00 $42.00 $42.00 ATM IV 13.3% 9.7% 15.5% 15.2% 13.0% Expected Move 4.8% 4.3% 5.1% 5.1% 4.6% HV 20d 12.6% 6.9% 22.8% 22.8% 6.9% HV 60d 15.4% 15.3% 15.4% 15.4% 15.4% IV Rank 6.7% 1.1% 10.3% 9.9% 6.2% IV Percentile 46.5% 1.2% 69.8% 66.7% 40.1% Term Structure 0.9% 0.0% 1.8% 1.0% 1.3% VWIV 18.9% 13.9% 20.8% 20.6% 14.5% Skew 25d 5.5% 0.7% 8.3% 6.6% 4.9% Skew 10d 7.0% -0.1% 13.0% 7.2% 6.2% Call IV 25d 10.3% 7.6% 13.7% 10.3% 10.0% Put IV 25d 15.9% 11.6% 18.0% 16.8% 15.0% Bid-Ask Spread % 47.19 42.80 51.72 42.95 48.64 Gamma HHI 0.87 0.76 1.00 0.76 1.00 Net GEX 1.7K 1.5K 2.0K 1.7K 1.5K Net DEX -19.9K -24.5K -15.6K -19.3K -20.0K Net VEX -55 -70 -35 -70 -35 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 2.211 0 3 3 0 Total OI 7.105 6 8 8 6
Daily Data (19 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 2014-11-03 $44.89 $42.00 15.2% 5.1% 22.8% 9.9% 20.6% 6.6% 1.0% 1.7K -19.3K -70 0.00 42.95 N/A N/A 3 0 8 0 2014-11-04 $44.75 $42.00 15.5% 5.1% 21.9% 10.3% 20.7% 7.1% 1.2% 1.7K -18.7K -69 0.00 48.18 N/A N/A 3 0 8 0 2014-11-05 $44.90 $42.00 15.0% 5.0% 21.0% 9.7% 20.7% 5.8% 1.3% 1.8K -19.2K -69 0.00 44.02 N/A N/A 3 0 8 0 2014-11-06 $45.30 $42.00 14.8% 5.0% 19.5% 9.4% 20.1% 6.6% 1.5% 1.8K -20.9K -69 0.00 42.80 N/A N/A 3 0 8 0 2014-11-07 $45.19 $42.00 13.5% 4.9% 19.1% 7.0% 20.2% 4.0% 0.6% 1.8K -20.6K -67 0.00 45.15 N/A N/A 3 0 8 0 2014-11-10 $45.45 $42.00 12.2% 4.9% 13.6% 4.9% 19.3% 2.4% 0.9% 1.9K -21.7K -66 0.00 45.82 N/A N/A 3 0 8 0 2014-11-11 $45.53 $42.00 9.7% 4.6% 13.4% 1.1% 20.0% 2.9% 0.0% 1.7K -19.6K -58 0.00 46.83 N/A N/A 3 0 7 0 2014-11-12 $45.59 $42.00 10.0% 4.7% 11.5% 1.4% 19.6% 7.4% 0.3% 1.9K -22.5K -65 0.00 46.85 N/A N/A 3 0 8 0 2014-11-13 $45.61 $42.00 13.3% 4.7% 11.6% 6.7% 20.8% 8.1% 0.7% 1.9K -22.6K -65 0.00 47.56 N/A N/A 3 0 8 0 2014-11-14 $45.56 $0.00 13.7% 4.6% 11.4% 7.3% 0.0% 7.7% 0.3% 1.6K -15.6K -45 0.00 47.41 N/A N/A 0 0 6 0 2014-11-17 $45.54 $42.00 13.6% 4.6% 11.1% 7.1% 20.1% 7.1% 0.6% 2.0K -22.4K -63 0.00 47.83 N/A N/A 3 0 8 0 2014-11-18 $45.99 $42.00 14.4% 4.6% 9.2% 8.5% 13.9% 7.2% 0.5% 1.9K -24.5K -60 0.00 48.35 N/A N/A 3 0 8 0 2014-11-19 $45.86 $0.00 14.4% 4.7% 8.7% 8.4% 0.0% 7.8% 0.5% 1.6K -16.9K -43 0.00 47.50 N/A N/A 0 0 6 0 2014-11-20 $45.89 $0.00 14.0% 4.7% 8.1% 7.7% 20.5% 8.3% 0.2% 1.6K -17.0K -42 0.00 47.68 N/A N/A 3 0 6 0 2014-11-21 $46.10 $0.00 13.5% 4.8% 7.6% 7.0% 14.1% 4.0% 0.6% 1.7K -18.0K -41 0.00 48.09 N/A N/A 3 0 6 0 2014-11-24 $46.41 $0.00 13.0% 4.7% 7.5% 6.2% 0.0% 3.0% 1.7% 1.6K -19.1K -38 0.00 49.93 N/A N/A 0 0 6 0 2014-11-25 $46.48 $0.00 13.1% 4.7% 7.0% 6.4% 14.5% 3.5% 1.7% 1.6K -19.4K -38 0.00 49.30 N/A N/A 3 0 6 0 2014-11-26 $46.60 $0.00 10.8% 4.3% 6.9% 2.7% 0.0% 0.7% 1.8% 1.6K -19.8K -36 0.00 51.72 N/A N/A 0 0 6 0 2014-11-28 $46.58 $0.00 13.0% 4.6% 6.9% 6.2% 0.0% 4.9% 1.3% 1.5K -20.0K -35 0.00 48.64 N/A N/A 0 0 6 0
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