FTC Options History — November 2016 In November 2016, FTC traded between $47.23 and $49.80. ATM implied volatility averaged 15.6%, placing in the 29.5% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 4.5% (HV 20d: 11.1%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 6 of 21 days.
Notable Days 2016-11-09 : Largest IV drop — 40.9% change2016-11-08 : Highest IV Rank — 53.4%2016-11-01 : Largest Expected Move — 5.6%Monthly Statistics Metric Avg Min Max Open Close Price $48.80 $47.23 $49.80 $47.96 $49.43 ATM IV 15.6% 12.3% 20.8% 19.6% 15.7% Expected Move 4.3% 3.5% 5.6% 5.6% 4.5% HV 20d 11.1% 9.5% 12.2% 9.5% 10.7% HV 60d 11.7% 10.8% 12.1% 10.8% 12.1% IV Rank 29.5% 14.9% 53.4% 47.5% 29.9% IV Percentile 50.9% 22.6% 81.7% 78.2% 59.5% Term Structure -1.3% -5.2% 0.5% -1.5% -4.8% Skew 25d 4.1% 0.6% 10.3% 3.8% 0.6% Skew 10d 4.7% 0.1% 10.7% 3.7% 4.7% Call IV 25d 14.3% 10.5% 20.5% 20.5% 16.9% Put IV 25d 18.4% 13.6% 25.4% 24.3% 17.5% Bid-Ask Spread % 131.29 105.84 162.35 121.94 149.31 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 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 2016-11-01 $47.96 $0.00 19.6% 5.6% 9.5% 47.5% 0.0% 3.8% -1.5% 0 0 0 0.00 121.94 N/A N/A 0 0 0 0 2016-11-02 $47.54 $0.00 19.3% 5.5% 9.8% 46.5% 0.0% 6.0% -5.2% 0 0 0 0.00 131.96 N/A N/A 0 0 0 0 2016-11-03 $47.23 $0.00 20.3% 5.4% 9.9% 51.1% 0.0% 4.0% -0.5% 0 0 0 0.00 123.74 N/A N/A 0 0 0 0 2016-11-04 $47.29 $0.00 19.7% 4.7% 9.9% 48.3% 0.0% 2.6% 0.5% 0 0 0 0.00 110.18 N/A N/A 0 0 0 0 2016-11-07 $48.20 $0.00 20.6% 4.7% 12.2% 52.1% 0.0% 8.6% -1.4% 0 0 0 0.00 122.72 N/A N/A 0 0 0 0 2016-11-08 $48.66 $0.00 20.8% 4.3% 11.3% 53.4% 0.0% 8.4% -1.1% 0 0 0 0.00 122.02 N/A N/A 0 0 0 0 2016-11-09 $48.76 $0.00 12.3% 3.5% 11.3% 14.9% 0.0% 10.3% -0.8% 0 0 0 0.00 121.13 N/A N/A 0 0 0 0 2016-11-10 $48.59 $0.00 13.6% 3.9% 11.3% 20.7% 0.0% 2.2% -0.9% 0 0 0 0.00 105.84 N/A N/A 0 0 0 0 2016-11-11 $48.52 $0.00 13.7% 3.9% 11.3% 21.1% 0.0% 5.3% -2.4% 0 0 0 0.00 133.61 N/A N/A 0 0 0 0 2016-11-14 $48.42 $0.00 15.4% 4.4% 11.3% 28.7% 0.0% 4.3% 0.3% 0 0 0 0.00 124.34 N/A N/A 0 0 0 0 2016-11-15 $49.02 $0.00 12.9% 3.7% 11.8% 17.4% 0.0% 3.9% 0.3% 0 0 0 0.00 126.06 N/A N/A 0 0 0 0 2016-11-16 $49.04 $0.00 13.7% 3.9% 11.8% 21.0% 0.0% 5.9% -1.9% 0 0 0 0.00 141.44 N/A N/A 0 0 0 0 2016-11-17 $49.34 $0.00 14.0% 4.0% 11.9% 22.5% 0.0% 3.4% -0.0% 0 0 0 0.00 138.27 N/A N/A 0 0 0 0 2016-11-18 $49.25 $0.00 12.6% 3.6% 11.9% 16.3% 0.0% 2.2% 0.4% 0 0 0 0.00 110.84 N/A N/A 0 0 0 0 2016-11-21 $49.53 $0.00 13.4% 3.8% 11.9% 19.7% 0.0% 5.1% -1.0% 0 0 0 0.00 144.16 N/A N/A 0 0 0 0 2016-11-22 $49.59 $0.00 13.0% 3.7% 11.4% 17.8% 0.0% 2.8% -2.1% 0 0 0 0.00 132.12 N/A N/A 0 0 0 0 2016-11-23 $49.62 $0.00 12.6% 3.6% 11.0% 16.1% 0.0% 1.2% 0.0% 0 0 0 0.00 148.76 N/A N/A 0 0 0 0 2016-11-25 $49.80 $0.00 13.9% 4.0% 10.7% 21.9% 0.0% 2.4% -2.9% 0 0 0 0.00 143.26 N/A N/A 0 0 0 0 2016-11-28 $49.43 $0.00 16.2% 4.7% 11.2% 32.6% 0.0% 1.7% -1.7% 0 0 0 0.00 143.02 N/A N/A 0 0 0 0 2016-11-29 $49.58 $0.00 13.4% 3.8% 11.2% 19.6% 0.0% 1.7% 0.0% 0 0 0 0.00 162.35 N/A N/A 0 0 0 0 2016-11-30 $49.43 $0.00 15.7% 4.5% 10.7% 29.9% 0.0% 0.6% -4.8% 0 0 0 0.00 149.31 N/A N/A 0 0 0 0
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