FTC Options History — November 2015

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

In November 2015, FTC traded between $47.18 and $49.14. ATM implied volatility averaged 16.2%, placing in the 14.8% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 4.8% (HV 20d: 11.4%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.38.

Notable Days

2015-11-12: Highest Volume — 15 contracts
2015-11-11: Largest IV drop — 34.1% change
2015-11-10: Highest IV Rank — 30.1%
2015-11-13: Largest Expected Move — 5.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$48.59	$47.18	$49.14	$49.10	$48.78
ATM IV	16.2%	13.4%	22.3%	14.8%	15.9%
Expected Move	4.6%	4.0%	5.8%	4.2%	4.6%
HV 20d	11.4%	8.9%	13.4%	11.0%	12.9%
HV 60d	19.8%	16.5%	21.7%	21.5%	16.5%
IV Rank	14.8%	8.8%	30.1%	12.1%	13.7%
IV Percentile	59.8%	29.8%	90.1%	52.0%	62.3%
Term Structure	0.5%	-0.3%	2.1%	0.4%	-0.1%
Skew 25d	5.6%	0.6%	8.8%	7.4%	3.6%
Skew 10d	5.7%	-4.5%	16.2%	5.1%	5.7%
Call IV 25d	13.4%	11.1%	18.4%	12.4%	12.7%
Put IV 25d	19.0%	14.7%	22.6%	19.8%	16.3%
Bid-Ask Spread %	136.30	84.61	158.36	147.33	158.36
Gamma HHI	0.46	0.41	0.53	0.46	0.48
Net GEX	5.6K	354	12.6K	5.7K	8.2K
Net DEX	-15.6K	-54.6K	33.9K	-19.6K	-54.6K
Net VEX	-753	-819	-637	-805	-637
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.38	0.36	0.40	0.40	0.36
Total Volume	10.2	0	15	14	0
Total OI	111.05	105	116	105	116

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	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2015-11-02	$49.10	$0.00	14.8%	4.2%	11.0%	12.1%	0.0%	7.4%	0.4%	5.7K	-19.6K	-805	0.40	147.33	N/A	N/A	10	4	50	55
2015-11-03	$49.04	$0.00	14.0%	4.0%	9.5%	10.2%	0.0%	0.6%	2.1%	4.0K	-26.0K	-819	0.40	138.96	N/A	N/A	10	4	50	55
2015-11-04	$48.80	$0.00	14.6%	4.2%	9.7%	11.7%	0.0%	5.7%	0.8%	6.3K	-8.6K	-794	0.40	158.13	N/A	N/A	10	4	50	55
2015-11-05	$49.03	$0.00	15.7%	4.6%	9.3%	14.3%	0.0%	2.4%	0.4%	6.0K	-11.0K	-787	0.40	126.00	N/A	N/A	10	4	50	55
2015-11-06	$48.86	$0.00	13.4%	4.5%	9.5%	8.8%	0.0%	3.6%	0.2%	3.6K	-20.5K	-770	0.00	144.07	N/A	N/A	0	0	50	55
2015-11-09	$48.35	$0.00	17.1%	4.9%	10.1%	17.7%	0.0%	5.5%	0.6%	2.4K	3.0K	-763	0.00	141.73	N/A	N/A	0	0	50	55
2015-11-10	$48.59	$0.00	22.3%	4.3%	9.7%	30.1%	0.0%	8.3%	1.0%	3.4K	582	-763	0.40	126.29	N/A	N/A	10	4	50	55
2015-11-11	$48.75	$0.00	14.7%	4.2%	8.9%	12.0%	0.0%	6.0%	0.3%	3.1K	-19.8K	-765	0.40	84.61	N/A	N/A	10	4	50	55
2015-11-12	$47.93	$0.00	18.2%	5.2%	10.5%	19.9%	0.0%	3.6%	0.3%	815	11.3K	-751	0.36	125.22	N/A	N/A	11	4	50	55
2015-11-13	$47.18	$0.00	20.3%	5.8%	11.7%	24.3%	0.0%	5.1%	-0.1%	693	33.9K	-759	0.36	119.27	N/A	N/A	11	4	61	55
2015-11-16	$47.75	$0.00	17.9%	5.1%	12.4%	18.5%	0.0%	6.6%	-0.2%	354	23.7K	-754	0.00	115.72	N/A	N/A	0	0	61	55
2015-11-17	$47.87	$0.00	18.6%	5.3%	12.4%	20.1%	0.0%	8.5%	-0.3%	4.5K	6.7K	-779	0.36	126.25	N/A	N/A	11	4	61	55
2015-11-18	$48.56	$0.00	15.1%	4.3%	13.4%	11.7%	0.0%	7.2%	0.9%	6.5K	-4.2K	-745	0.36	129.16	N/A	N/A	11	4	61	55
2015-11-19	$48.49	$0.00	17.5%	5.0%	12.8%	17.4%	0.0%	8.8%	0.3%	5.7K	-23.1K	-775	0.36	136.07	N/A	N/A	11	4	61	55
2015-11-20	$48.75	$0.00	15.3%	4.4%	12.9%	12.2%	0.0%	7.3%	0.8%	10.3K	-23.3K	-751	0.36	148.17	N/A	N/A	11	4	61	55
2015-11-23	$48.88	$0.00	15.1%	4.3%	12.9%	11.7%	0.0%	5.0%	0.9%	9.2K	-49.6K	-721	0.00	150.73	N/A	N/A	0	0	61	55
2015-11-24	$48.85	$0.00	14.3%	4.1%	12.8%	9.8%	0.0%	3.0%	0.7%	7.3K	-40.2K	-684	0.00	146.88	N/A	N/A	0	0	61	55
2015-11-25	$49.02	$0.00	14.5%	4.1%	12.6%	10.1%	0.0%	6.4%	0.8%	11.7K	-43.2K	-720	0.36	154.17	N/A	N/A	11	4	61	55
2015-11-27	$49.14	$0.00	14.7%	4.2%	12.6%	10.7%	0.0%	7.9%	0.4%	12.6K	-48.1K	-715	0.36	148.88	N/A	N/A	11	4	61	55
2015-11-30	$48.78	$0.00	15.9%	4.6%	12.9%	13.7%	0.0%	3.6%	-0.1%	8.2K	-54.6K	-637	0.00	158.36	N/A	N/A	0	0	61	55