FTC Options History — January 2015

Name: FTC Options Analytics - January 2015
Creator: Options Analysis Suite

In January 2015, FTC traded between $45.14 and $46.98. ATM implied volatility averaged 18.5%, placing in the 15.7% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 2.3% (HV 20d: 16.2%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.00.

Notable Days

2015-01-15: Highest Volume — 14 contracts
2015-01-28: Largest IV spike — 37.0% change
2015-01-15: Highest IV Rank — 24.7%
2015-01-15: Largest Expected Move — 6.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$46.19	$45.14	$46.98	$46.48	$45.86
ATM IV	18.5%	12.9%	22.8%	17.8%	22.6%
Expected Move	5.4%	4.0%	6.5%	5.4%	6.5%
HV 20d	16.2%	14.1%	18.8%	14.9%	16.8%
HV 60d	13.8%	12.9%	15.8%	15.7%	13.5%
IV Rank	15.7%	5.8%	24.7%	13.7%	23.6%
IV Percentile	76.7%	34.1%	93.7%	78.6%	91.7%
Term Structure	0.6%	-1.4%	1.7%	1.6%	-1.4%
Skew 25d	8.3%	5.8%	12.2%	7.7%	12.2%
Skew 10d	10.6%	7.0%	15.7%	12.7%	15.7%
Call IV 25d	14.3%	9.7%	17.7%	12.8%	14.9%
Put IV 25d	22.6%	18.3%	27.1%	20.6%	27.1%
Bid-Ask Spread %	81.66	66.62	95.39	66.62	92.99
Gamma HHI	0.70	0.45	0.88	0.80	0.58
Net GEX	2.1K	896	4.0K	2.5K	915
Net DEX	-21.3K	-41.7K	-15.2K	-25.8K	-15.4K
Net VEX	-63	-90	-32	-43	-85
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	4.5	0	14	5	10
Total OI	7.8	7	13	8	7

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2015-01-02	$46.48	$0.00	17.8%	5.4%	14.9%	13.7%	0.0%	7.7%	1.6%	2.5K	-25.8K	-43	66.62	N/A	N/A	5	8
2015-01-05	$45.64	$0.00	16.2%	5.4%	16.2%	11.3%	0.0%	10.6%	0.8%	2.7K	-22.2K	-42	71.09	N/A	N/A	0	8
2015-01-06	$45.14	$0.00	20.4%	6.1%	16.5%	17.8%	0.0%	7.2%	0.7%	3.3K	-18.4K	-43	73.89	N/A	N/A	0	8
2015-01-07	$45.82	$0.00	17.5%	5.4%	17.5%	13.3%	0.0%	6.7%	0.5%	3.1K	-22.5K	-41	81.91	N/A	N/A	0	8
2015-01-08	$46.68	$0.00	12.9%	4.6%	18.8%	5.8%	0.0%	7.3%	1.6%	3.1K	-27.3K	-36	77.15	N/A	N/A	5	8
2015-01-09	$46.41	$0.00	15.7%	5.2%	18.1%	10.2%	0.0%	8.0%	0.9%	2.4K	-26.7K	-37	74.33	N/A	N/A	5	8
2015-01-12	$46.11	$0.00	19.7%	5.7%	18.1%	16.5%	0.0%	8.8%	0.1%	2.8K	-25.4K	-35	79.75	N/A	N/A	5	8
2015-01-13	$45.92	$0.00	22.8%	5.8%	17.3%	21.4%	0.0%	6.6%	0.5%	3.5K	-24.6K	-33	74.59	N/A	N/A	5	8
2015-01-14	$45.79	$0.00	21.1%	6.1%	17.2%	21.6%	0.0%	6.4%	-0.1%	4.0K	-23.7K	-33	78.57	N/A	N/A	5	8
2015-01-15	$45.44	$0.00	22.8%	6.5%	16.9%	24.7%	0.0%	7.5%	-0.8%	3.3K	-20.2K	-32	77.29	N/A	N/A	14	8
2015-01-16	$46.04	$0.00	20.0%	5.7%	15.9%	18.8%	0.0%	7.2%	0.9%	2.2K	-41.7K	-89	81.89	N/A	N/A	0	13
2015-01-20	$46.01	$0.00	20.2%	5.8%	14.2%	19.2%	0.0%	11.3%	0.3%	896	-15.2K	-89	81.91	N/A	N/A	0	7
2015-01-21	$46.22	$0.00	20.1%	5.7%	14.1%	19.0%	0.0%	11.6%	-0.3%	910	-15.6K	-89	86.78	N/A	N/A	0	7
2015-01-22	$46.87	$0.00	13.9%	4.0%	15.0%	7.6%	0.0%	6.4%	1.4%	992	-16.9K	-90	82.41	N/A	N/A	9	7
2015-01-23	$46.82	$0.00	15.3%	4.4%	15.0%	10.3%	0.0%	5.8%	1.7%	1.0K	-17.3K	-89	91.07	N/A	N/A	9	7
2015-01-26	$46.98	$0.00	15.4%	4.4%	15.1%	10.5%	0.0%	8.6%	1.2%	994	-17.2K	-89	95.39	N/A	N/A	0	7
2015-01-27	$46.57	$0.00	16.3%	4.7%	15.3%	12.0%	0.0%	9.5%	0.8%	971	-16.6K	-88	86.74	N/A	N/A	0	7
2015-01-28	$46.22	$0.00	22.3%	6.4%	15.5%	23.0%	0.0%	9.5%	-0.3%	955	-16.3K	-87	90.28	N/A	N/A	9	7
2015-01-29	$46.68	$0.00	16.8%	4.8%	15.9%	13.0%	0.0%	6.5%	1.0%	946	-16.6K	-87	88.63	N/A	N/A	9	7
2015-01-30	$45.86	$0.00	22.6%	6.5%	16.8%	23.6%	0.0%	12.2%	-1.4%	915	-15.4K	-85	92.99	N/A	N/A	10	7