FTC Options History — October 2016 In October 2016, FTC traded between $48.18 and $50.22. ATM implied volatility averaged 14.9%, placing in the 25.2% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 3.7% (HV 20d: 11.2%). Max pain ranged from $51.00 to $51.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.18.
Notable Days 2016-10-03 : Highest Volume — 13 contracts2016-10-28 : Largest IV spike — 33.1% change2016-10-28 : Highest IV Rank — 59.5%2016-10-28 : Largest Expected Move — 6.4%Monthly Statistics Metric Avg Min Max Open Close Price $49.05 $48.18 $50.22 $50.22 $48.36 Max Pain $51.00 $51.00 $51.00 $51.00 $51.00 ATM IV 14.9% 11.4% 22.2% 13.9% 18.7% Expected Move 4.4% 3.6% 6.4% 4.0% 5.4% HV 20d 11.2% 9.4% 15.1% 14.9% 9.6% HV 60d 10.5% 9.9% 10.7% 9.9% 10.7% IV Rank 25.2% 8.0% 59.5% 16.2% 43.8% IV Percentile 47.3% 10.7% 88.5% 38.9% 75.4% Term Structure -0.2% -4.8% 1.2% 1.2% -1.9% VWIV 14.5% 13.7% 15.5% 13.7% 15.5% Skew 25d 5.0% 0.5% 8.8% 2.0% 6.7% Skew 10d 4.1% -1.1% 9.6% 0.9% 5.4% Call IV 25d 13.5% 10.2% 20.2% 12.1% 18.1% Put IV 25d 18.4% 14.1% 24.8% 14.1% 24.8% Bid-Ask Spread % 125.09 108.72 144.62 123.44 135.49 Gamma HHI 0.83 0.63 1.00 0.63 1.00 Net GEX -2.9K -8.2K 0 -7.8K 0 Net DEX 63.1K 0 97.8K 63.7K 0 Net VEX -22 -101 0 -101 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.18 0.18 0.18 0.18 0.18 Total Volume 9.286 0 13 13 0 Total OI 22.857 0 32 32 0
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 2016-10-03 $50.22 $51.00 13.9% 4.0% 14.9% 16.2% 13.7% 2.0% 1.2% -7.8K 63.7K -101 0.18 123.44 N/A N/A 11 2 11 21 2016-10-04 $49.76 $51.00 14.6% 4.2% 15.1% 18.7% 14.4% 2.0% -0.2% -6.9K 71.2K -88 0.18 119.77 N/A N/A 11 2 11 21 2016-10-05 $49.73 $51.00 13.4% 3.9% 15.1% 14.8% 15.5% 3.5% -0.9% -8.2K 79.8K -64 0.18 123.55 N/A N/A 11 2 11 21 2016-10-06 $49.76 $0.00 11.4% 4.0% 15.0% 8.0% 0.0% 8.8% 0.2% -7.2K 85.0K -50 0.18 111.75 N/A N/A 11 2 11 21 2016-10-07 $49.46 $0.00 12.4% 4.4% 11.8% 11.4% 0.0% 4.2% 0.3% -6.0K 79.4K -62 0.18 114.83 N/A N/A 11 2 11 21 2016-10-10 $49.70 $0.00 12.2% 3.7% 11.0% 13.9% 0.0% 8.3% 0.8% -8.0K 83.5K -46 0.18 119.80 N/A N/A 11 2 11 21 2016-10-11 $48.83 $0.00 13.9% 4.4% 11.4% 21.6% 0.0% 5.8% -0.6% -3.4K 93.4K -17 0.18 108.72 N/A N/A 11 2 11 21 2016-10-12 $48.90 $0.00 14.4% 4.1% 11.4% 23.9% 0.0% 6.1% 0.7% -3.7K 92.9K -18 0.18 120.75 N/A N/A 11 2 11 21 2016-10-13 $48.79 $0.00 15.2% 4.4% 10.5% 27.8% 0.0% 8.0% -0.3% -2.5K 95.0K -9 0.18 122.26 N/A N/A 11 2 11 21 2016-10-14 $48.82 $0.00 15.0% 4.3% 10.4% 27.1% 0.0% 4.5% 0.3% -3.1K 94.2K -12 0.18 113.63 N/A N/A 11 2 11 21 2016-10-17 $48.64 $0.00 15.2% 4.3% 10.4% 27.7% 0.0% 8.2% -0.3% -1.0K 96.5K -2 0.18 120.06 N/A N/A 11 2 11 21 2016-10-18 $49.01 $0.00 14.7% 4.2% 10.8% 25.5% 0.0% 3.8% 0.4% -840 97.6K -1 0.18 125.84 N/A N/A 11 2 11 21 2016-10-19 $49.13 $0.00 14.0% 4.0% 10.1% 22.3% 0.0% 4.9% 1.2% -1.3K 97.5K -1 0.18 124.18 N/A N/A 11 2 11 21 2016-10-20 $48.97 $0.00 14.0% 4.0% 9.4% 22.5% 0.0% 2.7% 0.4% -226 97.8K 0 0.18 122.88 N/A N/A 11 2 11 21 2016-10-21 $48.92 $0.00 12.7% 3.6% 9.4% 16.7% 0.0% 5.5% 0.7% 0 97.8K 0 0.18 122.93 N/A N/A 11 2 11 21 2016-10-24 $49.25 $0.00 14.9% 4.3% 9.7% 26.6% 0.0% 2.9% -0.7% 0 0 0 0.00 144.38 N/A N/A 0 0 0 0 2016-10-25 $48.83 $0.00 15.7% 4.5% 9.9% 30.3% 0.0% 4.1% -4.8% 0 0 0 0.00 137.91 N/A N/A 0 0 0 0 2016-10-26 $48.50 $0.00 17.2% 4.9% 10.0% 37.0% 0.0% 7.6% 0.7% 0 0 0 0.00 131.91 N/A N/A 0 0 0 0 2016-10-27 $48.18 $0.00 16.7% 4.8% 10.1% 34.6% 0.0% 0.5% 0.8% 0 0 0 0.00 138.24 N/A N/A 0 0 0 0 2016-10-28 $48.26 $0.00 22.2% 6.4% 9.8% 59.5% 0.0% 4.6% -3.2% 0 0 0 0.00 144.62 N/A N/A 0 0 0 0 2016-10-31 $48.36 $0.00 18.7% 5.4% 9.6% 43.8% 0.0% 6.7% -1.9% 0 0 0 0.00 135.49 N/A N/A 0 0 0 0
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