FTC Options History — January 2017 In January 2017, FTC traded between $49.37 and $51.00. ATM implied volatility averaged 13.5%, placing in the 20.0% IV rank vs the trailing year. The 30-day expected move averaged 3.7%. IV traded above realized volatility by 4.4% (HV 20d: 9.0%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 12 of 20 days.
Notable Days 2017-01-11 : Largest IV drop — 26.1% change2017-01-09 : Highest IV Rank — 30.7%2017-01-03 : Largest Expected Move — 4.4%Monthly Statistics Metric Avg Min Max Open Close Price $50.33 $49.37 $51.00 $49.37 $50.72 ATM IV 13.5% 11.0% 15.8% 15.3% 13.4% Expected Move 3.7% 3.1% 4.4% 4.4% 3.8% HV 20d 9.0% 7.4% 10.5% 10.0% 7.4% HV 60d 10.5% 10.0% 11.2% 11.0% 10.0% IV Rank 20.0% 8.8% 30.7% 28.5% 19.6% IV Percentile 40.4% 3.2% 66.3% 61.5% 42.1% Term Structure 20.4% -3.1% 48.1% -0.1% -0.6% Skew 25d 3.4% 0.6% 8.1% 0.6% 5.5% Skew 10d 3.8% -0.7% 8.1% 1.4% 3.8% Call IV 25d 20.9% 10.2% 58.9% 16.0% 11.5% Put IV 25d 24.3% 14.9% 66.6% 16.6% 17.0% Bid-Ask Spread % 149.56 136.61 159.35 136.61 159.35 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 (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 2017-01-03 $49.37 $0.00 15.3% 4.4% 10.0% 28.5% 0.0% 0.6% -0.1% 0 0 0 0.00 136.61 N/A N/A 0 0 0 0 2017-01-04 $49.98 $0.00 13.4% 3.8% 10.5% 19.6% 0.0% 0.6% -2.7% 0 0 0 0.00 138.88 N/A N/A 0 0 0 0 2017-01-05 $49.99 $0.00 15.4% 3.7% 10.5% 28.9% 0.0% 1.4% 41.0% 0 0 0 0.00 143.68 N/A N/A 0 0 0 0 2017-01-06 $50.32 $0.00 14.7% 3.4% 9.8% 25.7% 0.0% 3.0% 40.6% 0 0 0 0.00 146.04 N/A N/A 0 0 0 0 2017-01-09 $50.15 $0.00 15.8% 3.5% 9.8% 30.7% 0.0% 1.4% 41.0% 0 0 0 0.00 148.46 N/A N/A 0 0 0 0 2017-01-10 $50.16 $0.00 15.1% 3.6% 9.8% 27.2% 0.0% 1.3% 46.0% 0 0 0 0.00 149.91 N/A N/A 0 0 0 0 2017-01-11 $50.22 $0.00 11.1% 3.2% 9.7% 9.5% 0.0% 1.6% 43.1% 0 0 0 0.00 147.16 N/A N/A 0 0 0 0 2017-01-12 $50.13 $0.00 11.0% 3.2% 9.2% 9.0% 0.0% 1.6% 41.9% 0 0 0 0.00 143.77 N/A N/A 0 0 0 0 2017-01-13 $50.32 $0.00 12.9% 3.7% 8.8% 17.7% 0.0% 2.2% 41.4% 0 0 0 0.00 153.23 N/A N/A 0 0 0 0 2017-01-17 $50.14 $0.00 12.5% 3.6% 8.9% 15.5% 0.0% 4.6% 9.3% 0 0 0 0.00 152.54 N/A N/A 0 0 0 0 2017-01-18 $50.30 $0.00 13.0% 3.7% 8.7% 18.1% 0.0% 5.8% 42.3% 0 0 0 0.00 155.59 N/A N/A 0 0 0 0 2017-01-19 $50.18 $0.00 13.3% 3.8% 8.7% 19.1% 0.0% 8.1% 25.3% 0 0 0 0.00 148.09 N/A N/A 0 0 0 0 2017-01-20 $50.29 $0.00 13.3% 3.8% 8.7% 19.1% 0.0% 7.7% 48.1% 0 0 0 0.00 151.51 N/A N/A 0 0 0 0 2017-01-23 $50.30 $0.00 12.9% 3.7% 8.5% 17.4% 0.0% 5.5% -0.5% 0 0 0 0.00 154.59 N/A N/A 0 0 0 0 2017-01-24 $50.75 $0.00 11.0% 3.1% 8.7% 8.8% 0.0% 4.7% -0.2% 0 0 0 0.00 152.30 N/A N/A 0 0 0 0 2017-01-25 $51.00 $0.00 13.7% 3.9% 8.8% 20.9% 0.0% 3.4% -3.1% 0 0 0 0.00 148.28 N/A N/A 0 0 0 0 2017-01-26 $50.86 $0.00 12.5% 3.6% 8.8% 15.7% 0.0% 3.3% -2.1% 0 0 0 0.00 156.34 N/A N/A 0 0 0 0 2017-01-27 $50.90 $0.00 14.3% 4.1% 7.6% 23.8% 0.0% 3.1% -3.1% 0 0 0 0.00 149.44 N/A N/A 0 0 0 0 2017-01-30 $50.60 $0.00 14.7% 4.2% 8.0% 25.6% 0.0% 3.1% 1.3% 0 0 0 0.00 155.39 N/A N/A 0 0 0 0 2017-01-31 $50.72 $0.00 13.4% 3.8% 7.4% 19.6% 0.0% 5.5% -0.6% 0 0 0 0.00 159.35 N/A N/A 0 0 0 0
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