FTC Options History — December 2014 In December 2014, FTC traded between $44.75 and $47.17. ATM implied volatility averaged 15.3%, placing in the 9.9% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 3.9% (HV 20d: 11.4%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 21 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2014-12-01 : Highest Volume — 3 contracts2014-12-10 : Largest IV spike — 57.7% change2014-12-16 : Highest IV Rank — 18.2%2014-12-16 : Largest Expected Move — 6.4%Monthly Statistics Metric Avg Min Max Open Close Price $46.40 $44.75 $47.17 $46.11 $46.46 ATM IV 15.3% 11.8% 20.6% 15.4% 18.4% Expected Move 5.0% 4.1% 6.4% 4.9% 5.6% HV 20d 11.4% 6.8% 15.3% 7.2% 15.0% HV 60d 15.9% 15.3% 16.7% 15.5% 16.1% IV Rank 9.9% 4.4% 18.2% 10.0% 14.7% IV Percentile 59.9% 25.4% 88.5% 69.4% 82.9% Term Structure 1.5% -1.5% 3.6% 0.7% 0.5% VWIV 19.1% 14.7% 25.6% 14.7% 17.4% Skew 25d 6.7% 1.7% 10.4% 3.3% 7.2% Skew 10d 11.4% 2.1% 21.5% 2.3% 11.2% Call IV 25d 11.8% 7.8% 18.7% 12.6% 12.7% Put IV 25d 18.5% 12.1% 25.9% 15.8% 19.9% Bid-Ask Spread % 57.92 43.01 83.31 48.58 71.72 Gamma HHI 0.99 0.76 1.00 1.00 0.76 Net GEX 1.7K 1.4K 3.0K 1.6K 2.0K Net DEX -20.5K -26.9K -12.5K -17.8K -25.7K Net VEX -27 -45 -6 -37 -45 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 2.545 0 3 3 0 Total OI 6.091 6 8 6 8
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 2014-12-01 $46.11 $0.00 15.4% 4.9% 7.2% 10.0% 14.7% 3.3% 0.7% 1.6K -17.8K -37 0.00 48.58 N/A N/A 3 0 6 0 2014-12-02 $46.37 $0.00 14.8% 4.8% 7.3% 9.1% 14.7% 4.9% 0.7% 1.7K -19.1K -35 0.00 46.70 N/A N/A 3 0 6 0 2014-12-03 $46.64 $0.00 13.1% 4.5% 7.3% 6.4% 15.2% 5.8% 0.3% 1.5K -20.3K -33 0.00 49.36 N/A N/A 3 0 6 0 2014-12-04 $46.65 $0.00 12.6% 4.6% 7.3% 5.6% 0.0% 1.7% 0.8% 1.6K -20.6K -31 0.00 51.27 N/A N/A 0 0 6 0 2014-12-05 $46.74 $0.00 12.3% 4.5% 6.8% 5.1% 15.1% 4.4% 2.9% 1.6K -21.1K -31 0.00 54.55 N/A N/A 3 0 6 0 2014-12-08 $46.51 $0.00 11.8% 4.7% 7.0% 4.4% 15.5% 5.0% 3.3% 1.6K -19.9K -31 0.00 48.86 N/A N/A 3 0 6 0 2014-12-09 $46.51 $0.00 12.4% 4.7% 6.9% 5.2% 15.7% 9.9% 2.7% 1.6K -19.6K -31 0.00 49.57 N/A N/A 3 0 6 0 2014-12-10 $45.83 $0.00 19.5% 5.4% 8.9% 16.5% 22.6% 7.1% 1.3% 1.7K -16.9K -34 0.00 53.91 N/A N/A 3 0 6 0 2014-12-11 $46.19 $0.00 18.1% 5.5% 9.3% 14.2% 16.4% 9.6% 1.2% 1.6K -17.9K -33 0.00 45.23 N/A N/A 3 0 6 0 2014-12-12 $45.51 $0.00 19.3% 5.8% 10.8% 16.2% 25.2% 7.4% 0.9% 1.7K -15.5K -34 0.00 44.40 N/A N/A 3 0 6 0 2014-12-15 $45.29 $0.00 20.0% 6.2% 10.9% 17.2% 24.8% 8.3% 2.0% 1.7K -14.7K -32 0.00 43.01 N/A N/A 3 0 6 0 2014-12-16 $44.75 $0.00 20.6% 6.4% 11.7% 18.2% 25.4% 7.1% 0.3% 1.8K -12.5K -31 0.00 45.64 N/A N/A 3 0 6 0 2014-12-17 $45.69 $0.00 17.4% 5.6% 13.5% 13.1% 25.6% 10.4% 2.2% 1.8K -16.0K -31 0.00 47.06 N/A N/A 3 0 6 0 2014-12-18 $46.57 $0.00 13.0% 5.1% 15.1% 6.1% 17.4% 9.5% 3.6% 3.0K -22.5K -20 0.00 49.13 N/A N/A 3 0 6 0 2014-12-19 $46.88 $0.00 14.1% 5.0% 15.3% 7.9% 0.0% 8.9% 3.4% 1.6K -21.2K -25 0.00 52.02 N/A N/A 0 0 6 0 2014-12-22 $46.94 $0.00 14.6% 4.4% 15.2% 8.7% 0.0% 7.9% 0.7% 1.7K -22.1K -22 0.00 68.55 N/A N/A 3 0 6 0 2014-12-23 $46.91 $0.00 13.9% 4.4% 15.0% 7.7% 0.0% 7.6% 1.5% 1.6K -22.4K -20 0.00 76.64 N/A N/A 3 0 6 0 2014-12-24 $46.98 $0.00 13.7% 4.4% 15.0% 7.3% 0.0% 6.4% 1.4% 1.4K -25.3K -13 0.00 83.31 N/A N/A 3 0 6 0 2014-12-26 $47.17 $0.00 13.4% 4.4% 15.1% 6.8% 0.0% 6.5% 2.1% 1.5K -26.7K -7 0.00 81.22 N/A N/A 3 0 6 0 2014-12-29 $47.16 $0.00 14.1% 4.4% 15.1% 8.0% 0.0% 6.2% 1.6% 1.5K -26.9K -6 0.00 81.33 N/A N/A 3 0 6 0 2014-12-30 $46.88 $0.00 14.4% 4.1% 14.8% 8.3% 0.0% 2.6% -1.5% 1.5K -25.5K -11 0.00 82.20 N/A N/A 2 0 6 0 2014-12-31 $46.46 $0.00 18.4% 5.6% 15.0% 14.7% 0.0% 7.2% 0.5% 2.0K -25.7K -45 0.00 71.72 N/A N/A 0 0 8 0
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