FTC Options History — February 2017 In February 2017, FTC traded between $50.55 and $52.43. ATM implied volatility averaged 13.6%, placing in the 23.5% IV rank vs the trailing year. The 30-day expected move averaged 3.7%. IV traded above realized volatility by 7.4% (HV 20d: 6.1%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 14 of 19 days.
Notable Days 2017-02-08 : Largest IV drop — 26.7% change2017-02-27 : Highest IV Rank — 33.0%2017-02-01 : Largest Expected Move — 4.3%Monthly Statistics Metric Avg Min Max Open Close Price $51.68 $50.55 $52.43 $50.55 $52.26 ATM IV 13.6% 11.5% 16.1% 15.0% 14.5% Expected Move 3.7% 3.2% 4.3% 4.3% 4.2% HV 20d 6.1% 5.4% 7.2% 7.2% 5.4% HV 60d 9.1% 8.8% 9.9% 9.9% 8.8% IV Rank 23.5% 11.2% 33.0% 27.1% 32.5% IV Percentile 45.8% 13.9% 75.8% 65.5% 64.7% Term Structure 29.5% -3.8% 49.0% 1.7% -3.8% Skew 25d 2.0% -0.7% 6.3% 4.6% -0.3% Skew 10d 2.5% -5.3% 5.8% 3.9% -5.3% Call IV 25d 12.8% 11.4% 15.0% 11.4% 15.0% Put IV 25d 14.8% 13.1% 17.6% 16.0% 14.7% Bid-Ask Spread % 139.72 119.13 158.64 158.64 132.79 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 (19 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 2017-02-01 $50.55 $0.00 15.0% 4.3% 7.2% 27.1% 0.0% 4.6% 1.7% 0 0 0 0.00 158.64 N/A N/A 0 0 0 0 2017-02-02 $50.73 $0.00 15.1% 3.6% 6.0% 27.5% 0.0% 5.3% 46.8% 0 0 0 0.00 129.71 N/A N/A 0 0 0 0 2017-02-03 $51.10 $0.00 14.3% 3.2% 6.4% 24.0% 0.0% 6.3% 44.9% 0 0 0 0.00 143.41 N/A N/A 0 0 0 0 2017-02-06 $51.00 $0.00 16.1% 3.7% 6.2% 31.7% 0.0% 0.3% 45.5% 0 0 0 0.00 119.13 N/A N/A 0 0 0 0 2017-02-07 $50.96 $0.00 15.7% 3.4% 6.0% 30.1% 0.0% 0.2% 26.6% 0 0 0 0.00 146.73 N/A N/A 0 0 0 0 2017-02-08 $51.16 $0.00 11.5% 3.3% 6.1% 11.2% 0.0% 3.1% 48.3% 0 0 0 0.00 139.71 N/A N/A 0 0 0 0 2017-02-09 $51.46 $0.00 13.3% 3.8% 6.4% 20.2% 0.0% 3.6% 48.0% 0 0 0 0.00 135.70 N/A N/A 0 0 0 0 2017-02-10 $51.61 $0.00 12.8% 3.7% 6.3% 17.8% 0.0% -0.7% 49.0% 0 0 0 0.00 137.09 N/A N/A 0 0 0 0 2017-02-13 $51.79 $0.00 13.0% 3.7% 6.3% 19.7% 0.0% 2.5% 48.5% 0 0 0 0.00 141.58 N/A N/A 0 0 0 0 2017-02-14 $51.82 $0.00 12.2% 3.5% 6.0% 18.1% 0.0% 2.6% 47.7% 0 0 0 0.00 138.65 N/A N/A 0 0 0 0 2017-02-15 $52.05 $0.00 12.5% 3.6% 6.0% 20.4% 0.0% 3.5% 47.1% 0 0 0 0.00 139.28 N/A N/A 0 0 0 0 2017-02-16 $51.92 $0.00 12.0% 3.4% 6.1% 17.6% 0.0% 1.8% 48.4% 0 0 0 0.00 146.73 N/A N/A 0 0 0 0 2017-02-17 $51.99 $0.00 12.2% 3.5% 6.1% 18.5% 0.0% 2.7% 48.3% 0 0 0 0.00 141.31 N/A N/A 0 0 0 0 2017-02-21 $52.36 $0.00 12.8% 3.7% 6.3% 22.0% 0.0% 0.4% 19.2% 0 0 0 0.00 143.24 N/A N/A 0 0 0 0 2017-02-22 $52.25 $0.00 14.0% 4.0% 5.9% 29.2% 0.0% 0.4% -0.9% 0 0 0 0.00 139.30 N/A N/A 0 0 0 0 2017-02-23 $52.12 $0.00 12.8% 3.7% 5.9% 22.0% 0.0% 0.7% -0.5% 0 0 0 0.00 144.06 N/A N/A 0 0 0 0 2017-02-24 $52.27 $0.00 13.3% 3.8% 5.8% 24.9% 0.0% 0.5% -1.2% 0 0 0 0.00 136.43 N/A N/A 0 0 0 0 2017-02-27 $52.43 $0.00 14.6% 4.2% 5.8% 33.0% 0.0% -0.0% -2.6% 0 0 0 0.00 141.22 N/A N/A 0 0 0 0 2017-02-28 $52.26 $0.00 14.5% 4.2% 5.4% 32.5% 0.0% -0.3% -3.8% 0 0 0 0.00 132.79 N/A N/A 0 0 0 0
« Jan 2017 | All History | Mar 2017 » Home FTC History February 2017