FTC Options History — April 2015

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

In April 2015, FTC traded between $47.39 and $49.04. ATM implied volatility averaged 13.7%, placing in the 7.5% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 1.4% (HV 20d: 12.3%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.31.

Notable Days

2015-04-09: Highest Volume — 12 contracts
2015-04-02: Largest IV drop — 20.9% change
2015-04-30: Highest IV Rank — 13.9%
2015-04-30: Largest Expected Move — 4.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$48.58	$47.39	$49.04	$48.27	$47.39
ATM IV	13.7%	11.6%	17.1%	15.9%	17.1%
Expected Move	4.0%	3.3%	4.9%	4.6%	4.9%
HV 20d	12.3%	9.2%	15.9%	15.9%	9.8%
HV 60d	13.1%	12.3%	14.3%	14.3%	12.5%
IV Rank	7.5%	3.5%	13.9%	11.7%	13.9%
IV Percentile	36.9%	12.7%	74.2%	65.5%	74.2%
Term Structure	1.5%	-1.3%	2.8%	0.7%	0.3%
Skew 25d	5.8%	3.7%	8.5%	4.4%	4.4%
Skew 10d	7.3%	1.7%	11.1%	3.1%	6.1%
Call IV 25d	10.8%	7.5%	14.1%	14.1%	12.8%
Put IV 25d	16.6%	13.8%	19.0%	18.5%	17.2%
Bid-Ask Spread %	97.75	75.10	113.91	104.67	111.29
Gamma HHI	0.40	0.35	0.56	0.56	0.36
Net GEX	832	643	1.2K	1.2K	851
Net DEX	-19.1K	-23.2K	-12.8K	-21.4K	-12.8K
Net VEX	-80	-91	-63	-67	-84
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.31	0.00	0.43	0.00	0.43
Total Volume	10.143	3	12	9	10
Total OI	9.286	7	10	7	10

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
2015-04-01	$48.27	$0.00	15.9%	4.6%	15.9%	11.7%	0.0%	4.4%	0.7%	1.2K	-21.4K	-67	0.00	104.67	N/A	N/A	9	0	7	0
2015-04-02	$48.54	$0.00	12.6%	4.1%	15.9%	5.4%	0.0%	5.8%	2.8%	1.2K	-22.2K	-67	0.00	80.88	N/A	N/A	9	0	7	0
2015-04-06	$48.70	$0.00	12.0%	4.3%	14.6%	4.4%	0.0%	7.0%	2.5%	1.2K	-22.7K	-63	0.00	80.51	N/A	N/A	9	0	7	0
2015-04-07	$48.53	$0.00	12.7%	4.3%	14.6%	5.5%	0.0%	6.3%	1.2%	1.2K	-22.7K	-65	0.00	75.10	N/A	N/A	9	0	7	0
2015-04-08	$48.88	$0.00	14.5%	4.1%	14.1%	8.9%	0.0%	5.8%	1.9%	1.2K	-23.2K	-63	0.00	83.57	N/A	N/A	0	3	7	0
2015-04-09	$48.89	$0.00	14.1%	4.0%	14.0%	8.2%	0.0%	6.1%	2.1%	660	-18.5K	-91	0.33	86.17	N/A	N/A	9	3	7	3
2015-04-10	$49.04	$0.00	13.3%	3.8%	13.1%	6.8%	0.0%	5.5%	2.1%	653	-19.3K	-86	0.33	95.05	N/A	N/A	9	3	7	3
2015-04-13	$48.80	$0.00	13.7%	3.9%	13.2%	7.5%	0.0%	6.1%	2.5%	643	-19.0K	-88	0.33	89.53	N/A	N/A	9	3	7	3
2015-04-14	$48.70	$0.00	14.1%	4.0%	12.0%	8.2%	0.0%	4.3%	2.0%	693	-18.0K	-88	0.33	86.75	N/A	N/A	9	3	7	3
2015-04-15	$48.73	$0.00	13.0%	3.7%	12.0%	6.2%	0.0%	8.5%	1.6%	684	-18.9K	-87	0.33	98.82	N/A	N/A	9	3	7	3
2015-04-16	$48.71	$0.00	12.8%	3.7%	11.3%	5.8%	0.0%	7.0%	2.4%	699	-18.6K	-87	0.33	97.82	N/A	N/A	9	3	7	3
2015-04-17	$48.12	$0.00	15.3%	4.4%	12.0%	10.4%	0.0%	5.7%	1.3%	746	-15.9K	-89	0.33	93.38	N/A	N/A	9	3	7	3
2015-04-20	$48.57	$0.00	12.6%	3.6%	12.2%	5.4%	0.0%	4.5%	1.7%	730	-18.1K	-85	0.43	109.72	N/A	N/A	7	3	7	3
2015-04-21	$48.82	$0.00	12.5%	3.6%	12.4%	5.3%	0.0%	6.0%	1.7%	729	-19.3K	-81	0.43	110.32	N/A	N/A	7	3	7	3
2015-04-22	$48.84	$0.00	12.7%	3.6%	12.2%	5.5%	0.0%	6.4%	1.1%	748	-19.3K	-81	0.43	104.43	N/A	N/A	7	3	7	3
2015-04-23	$48.99	$0.00	11.6%	3.3%	9.7%	3.5%	0.0%	4.8%	2.5%	704	-20.1K	-80	0.43	107.51	N/A	N/A	7	3	7	3
2015-04-24	$48.92	$0.00	13.0%	3.7%	9.7%	6.2%	0.0%	7.4%	1.0%	712	-20.0K	-80	0.43	110.07	N/A	N/A	7	3	7	3
2015-04-27	$48.42	$0.00	15.6%	4.5%	10.0%	11.0%	0.0%	5.4%	-1.3%	738	-18.5K	-80	0.43	106.03	N/A	N/A	7	3	7	3
2015-04-28	$48.36	$0.00	13.7%	3.9%	9.2%	7.4%	0.0%	3.7%	2.0%	802	-17.4K	-81	0.43	107.32	N/A	N/A	7	3	7	3
2015-04-29	$48.01	$0.00	14.6%	4.2%	9.2%	9.2%	0.0%	6.4%	0.4%	833	-16.2K	-81	0.43	113.91	N/A	N/A	7	3	7	3
2015-04-30	$47.39	$0.00	17.1%	4.9%	9.8%	13.9%	0.0%	4.4%	0.3%	851	-12.8K	-84	0.43	111.29	N/A	N/A	7	3	7	3