FTC Options History — February 2015 In February 2015, FTC traded between $46.11 and $48.50. ATM implied volatility averaged 15.0%, placing in the 9.9% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 0.3% (HV 20d: 14.6%). Max pain ranged from $47.00 to $47.00. 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 2015-02-03 : Highest Volume — 10 contracts2015-02-11 : Largest IV spike — 30.1% change2015-02-11 : Highest IV Rank — 15.4%2015-02-09 : Largest Expected Move — 5.7%Monthly Statistics Metric Avg Min Max Open Close Price $47.58 $46.11 $48.50 $46.11 $48.38 Max Pain $47.00 $47.00 $47.00 $47.00 $47.00 ATM IV 15.0% 12.8% 17.9% 17.2% 13.4% Expected Move 4.4% 3.7% 5.7% 4.9% 3.8% HV 20d 14.6% 12.8% 16.9% 16.9% 12.8% HV 60d 14.3% 13.6% 14.6% 13.6% 14.3% IV Rank 9.9% 5.8% 15.4% 13.7% 6.8% IV Percentile 55.1% 27.4% 76.6% 72.2% 36.5% Term Structure 1.3% 0.3% 2.6% 1.3% 1.9% VWIV 17.0% 13.0% 18.2% 18.2% 17.2% Skew 25d 4.9% -0.3% 8.8% 6.5% 0.7% Skew 10d 7.4% 0.5% 14.5% 8.9% 4.0% Call IV 25d 13.3% 10.8% 16.0% 13.1% 11.0% Put IV 25d 18.3% 11.7% 23.7% 19.6% 11.7% Bid-Ask Spread % 104.39 61.79 152.68 117.12 152.68 Gamma HHI 0.38 0.36 0.41 0.41 0.37 Net GEX 1.4K 1.2K 1.5K 1.2K 1.4K Net DEX -22.0K -25.6K -16.5K -16.5K -25.3K Net VEX -88 -93 -82 -91 -82 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 8.421 0 10 0 10 Total OI 8 8 8 8 8
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 2015-02-02 $46.11 $0.00 17.2% 4.9% 16.9% 13.7% 0.0% 6.5% 1.3% 1.2K -16.5K -91 0.00 117.12 N/A N/A 0 0 8 0 2015-02-03 $46.62 $0.00 14.1% 4.1% 16.0% 8.3% 0.0% 5.8% 1.8% 1.3K -18.1K -92 0.00 102.52 N/A N/A 10 0 8 0 2015-02-04 $46.52 $0.00 14.6% 4.2% 15.4% 9.2% 0.0% 8.8% 1.5% 1.3K -19.0K -92 0.00 116.74 N/A N/A 10 0 8 0 2015-02-05 $47.23 $47.00 16.8% 5.2% 15.4% 13.3% 18.2% 6.3% 0.3% 1.3K -20.6K -93 0.00 71.52 N/A N/A 10 0 8 0 2015-02-06 $46.79 $47.00 15.8% 5.2% 14.5% 11.4% 18.0% 6.2% 0.6% 1.3K -19.8K -92 0.00 61.79 N/A N/A 10 0 8 0 2015-02-09 $46.50 $47.00 17.9% 5.7% 14.5% 15.4% 17.6% 7.9% 0.4% 1.3K -18.5K -91 0.00 71.31 N/A N/A 10 0 8 0 2015-02-10 $47.21 $47.00 13.8% 5.0% 15.2% 7.6% 17.3% 6.4% 0.7% 1.3K -20.3K -91 0.00 65.09 N/A N/A 10 0 8 0 2015-02-11 $47.18 $47.00 17.9% 5.1% 15.1% 15.4% 17.9% 5.5% 0.3% 1.3K -20.6K -90 0.00 71.30 N/A N/A 10 0 8 0 2015-02-12 $47.72 $47.00 15.0% 4.3% 15.4% 9.9% 16.3% 4.5% 0.6% 1.4K -22.0K -90 0.00 86.31 N/A N/A 10 0 8 0 2015-02-13 $47.75 $47.00 14.5% 4.2% 15.0% 9.0% 15.8% 5.5% 1.3% 1.4K -22.3K -89 0.00 90.98 N/A N/A 10 0 8 0 2015-02-17 $47.79 $47.00 15.4% 4.4% 14.5% 10.6% 16.5% 5.8% 0.8% 1.4K -22.8K -87 0.00 99.71 N/A N/A 10 0 8 0 2015-02-18 $47.99 $47.00 15.1% 4.3% 14.5% 10.2% 13.0% 6.5% 1.0% 1.4K -23.1K -87 0.00 92.72 N/A N/A 10 0 8 0 2015-02-19 $47.94 $47.00 15.3% 4.4% 14.5% 10.4% 0.0% 6.4% 0.5% 1.4K -23.4K -87 0.00 105.27 N/A N/A 0 0 8 0 2015-02-20 $48.41 $47.00 14.1% 4.0% 14.1% 8.2% 0.0% 4.2% 1.8% 1.5K -24.6K -84 0.00 108.33 N/A N/A 0 0 8 0 2015-02-23 $48.50 $47.00 14.2% 4.1% 14.0% 8.4% 17.5% 4.0% 2.4% 1.4K -25.1K -84 0.00 130.73 N/A N/A 10 0 8 0 2015-02-24 $48.48 $47.00 13.6% 3.9% 14.0% 7.4% 17.8% 2.0% 2.6% 1.4K -25.3K -83 0.00 137.14 N/A N/A 10 0 8 0 2015-02-25 $48.42 $47.00 12.8% 3.7% 13.5% 5.8% 16.4% -0.3% 2.1% 1.4K -25.6K -82 0.00 151.98 N/A N/A 10 0 8 0 2015-02-26 $48.45 $47.00 13.4% 3.8% 13.1% 6.8% 18.2% 0.6% 2.1% 1.5K -25.3K -82 0.00 150.19 N/A N/A 10 0 8 0 2015-02-27 $48.38 $47.00 13.4% 3.8% 12.8% 6.8% 17.2% 0.7% 1.9% 1.4K -25.3K -82 0.00 152.68 N/A N/A 10 0 8 0
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