FTC Options History — December 2016 In December 2016, FTC traded between $48.46 and $50.25. ATM implied volatility averaged 15.4%, placing in the 28.9% IV rank vs the trailing year. The 30-day expected move averaged 3.7%. IV traded above realized volatility by 4.0% (HV 20d: 11.4%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 15 of 21 days.
Notable Days 2016-12-14 : Largest IV drop — 52.4% change2016-12-13 : Highest IV Rank — 76.6%2016-12-01 : Largest Expected Move — 4.8%Monthly Statistics Metric Avg Min Max Open Close Price $49.55 $48.46 $50.25 $48.46 $49.00 ATM IV 15.4% 11.4% 26.0% 16.8% 13.9% Expected Move 3.7% 3.3% 4.8% 4.8% 4.0% HV 20d 11.4% 9.7% 12.7% 12.7% 9.7% HV 60d 11.2% 10.8% 12.7% 12.7% 10.9% IV Rank 28.9% 10.8% 76.6% 35.1% 21.9% IV Percentile 49.6% 10.7% 95.6% 65.5% 48.4% Term Structure 17.1% -5.3% 54.4% -5.3% 0.7% Skew 25d 2.5% -0.1% 7.1% 2.5% 0.7% Skew 10d 2.5% 0.4% 5.0% 0.8% 4.1% Call IV 25d 13.4% 7.9% 17.9% 17.9% 15.2% Put IV 25d 15.9% 11.2% 20.3% 20.3% 15.9% Bid-Ask Spread % 151.18 132.01 174.66 139.62 137.53 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 2016-12-01 $48.46 $0.00 16.8% 4.8% 12.7% 35.1% 0.0% 2.5% -5.3% 0 0 0 0.00 139.62 N/A N/A 0 0 0 0 2016-12-02 $48.66 $0.00 14.9% 4.3% 12.4% 26.7% 0.0% 1.1% -1.6% 0 0 0 0.00 140.23 N/A N/A 0 0 0 0 2016-12-05 $49.04 $0.00 18.4% 3.5% 12.6% 42.5% 0.0% 7.1% 35.3% 0 0 0 0.00 132.01 N/A N/A 0 0 0 0 2016-12-06 $49.19 $0.00 16.0% 3.3% 10.8% 31.6% 0.0% 2.6% 34.2% 0 0 0 0.00 160.86 N/A N/A 0 0 0 0 2016-12-07 $49.80 $0.00 14.7% 3.3% 11.2% 25.7% 0.0% 3.3% 38.2% 0 0 0 0.00 151.62 N/A N/A 0 0 0 0 2016-12-08 $50.03 $0.00 17.9% 3.4% 11.2% 39.9% 0.0% 5.5% 27.9% 0 0 0 0.00 157.57 N/A N/A 0 0 0 0 2016-12-09 $50.00 $0.00 19.0% 3.5% 11.1% 45.0% 0.0% 2.2% 36.0% 0 0 0 0.00 160.49 N/A N/A 0 0 0 0 2016-12-12 $49.82 $0.00 24.1% 4.0% 11.2% 68.0% 0.0% 1.0% 36.7% 0 0 0 0.00 149.32 N/A N/A 0 0 0 0 2016-12-13 $50.25 $0.00 26.0% 3.3% 11.4% 76.6% 0.0% 3.9% 31.4% 0 0 0 0.00 173.66 N/A N/A 0 0 0 0 2016-12-14 $49.84 $0.00 12.4% 3.5% 11.3% 15.1% 0.0% 0.8% 36.5% 0 0 0 0.00 148.24 N/A N/A 0 0 0 0 2016-12-15 $49.98 $0.00 12.2% 3.5% 11.3% 14.5% 0.0% 4.8% 36.5% 0 0 0 0.00 174.66 N/A N/A 0 0 0 0 2016-12-16 $49.70 $0.00 11.4% 3.3% 11.3% 10.8% 0.0% 3.3% -1.5% 0 0 0 0.00 161.31 N/A N/A 0 0 0 0 2016-12-19 $49.81 $0.00 11.8% 3.4% 11.3% 12.6% 0.0% 1.9% 54.4% 0 0 0 0.00 169.45 N/A N/A 0 0 0 0 2016-12-20 $49.90 $0.00 12.2% 3.5% 11.2% 14.2% 0.0% 3.3% 0.3% 0 0 0 0.00 170.84 N/A N/A 0 0 0 0 2016-12-21 $49.67 $0.00 13.3% 3.8% 11.3% 19.4% 0.0% 2.3% -2.5% 0 0 0 0.00 141.02 N/A N/A 0 0 0 0 2016-12-22 $49.41 $0.00 13.5% 3.9% 11.5% 20.3% 0.0% 1.1% 2.8% 0 0 0 0.00 140.93 N/A N/A 0 0 0 0 2016-12-23 $49.57 $0.00 13.1% 3.7% 11.4% 18.3% 0.0% 1.8% 0.9% 0 0 0 0.00 144.04 N/A N/A 0 0 0 0 2016-12-27 $49.83 $0.00 13.6% 3.9% 11.3% 20.7% 0.0% 2.6% -2.1% 0 0 0 0.00 140.37 N/A N/A 0 0 0 0 2016-12-28 $49.30 $0.00 13.4% 3.8% 11.9% 19.7% 0.0% -0.1% -1.7% 0 0 0 0.00 140.95 N/A N/A 0 0 0 0 2016-12-29 $49.37 $0.00 15.4% 4.4% 11.8% 28.6% 0.0% 1.0% 1.2% 0 0 0 0.00 140.13 N/A N/A 0 0 0 0 2016-12-30 $49.00 $0.00 13.9% 4.0% 9.7% 21.9% 0.0% 0.7% 0.7% 0 0 0 0.00 137.53 N/A N/A 0 0 0 0
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