FTC Options History — March 2017 In March 2017, FTC traded between $52.11 and $53.03. ATM implied volatility averaged 14.4%, placing in the 31.5% IV rank vs the trailing year. The 30-day expected move averaged 3.6%. IV traded above realized volatility by 5.8% (HV 20d: 8.6%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 17 of 23 days.
Notable Days 2017-03-15 : Largest IV drop — 49.6% change2017-03-14 : Highest IV Rank — 100.0%2017-03-03 : Largest Expected Move — 4.2%Monthly Statistics Metric Avg Min Max Open Close Price $52.53 $52.11 $53.03 $53.01 $52.72 ATM IV 14.4% 10.9% 26.0% 13.5% 10.9% Expected Move 3.6% 3.1% 4.2% 3.9% 3.1% HV 20d 8.6% 7.0% 10.0% 7.0% 8.0% HV 60d 8.0% 7.3% 8.3% 8.1% 7.3% IV Rank 31.5% 11.0% 100.0% 26.2% 11.0% IV Percentile 50.4% 2.4% 100.0% 50.4% 2.4% Term Structure 0.9% -3.4% 3.3% -3.4% 0.7% Skew 25d 1.8% -4.5% 4.5% 3.4% -3.6% Skew 10d 3.6% -3.1% 6.2% 1.4% 3.2% Call IV 25d 12.6% 10.5% 15.3% 14.9% 13.4% Put IV 25d 14.5% 8.4% 18.2% 18.2% 9.8% Bid-Ask Spread % 128.37 115.47 143.02 115.47 128.11 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 (23 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 2017-03-01 $53.01 $0.00 13.5% 3.9% 7.0% 26.2% 0.0% 3.4% -3.4% 0 0 0 0.00 115.47 N/A N/A 0 0 0 0 2017-03-02 $52.55 $0.00 14.4% 4.1% 7.8% 32.0% 0.0% 1.0% -1.3% 0 0 0 0.00 131.68 N/A N/A 0 0 0 0 2017-03-03 $52.62 $0.00 14.8% 4.2% 7.8% 34.1% 0.0% 2.1% 1.4% 0 0 0 0.00 143.02 N/A N/A 0 0 0 0 2017-03-06 $52.51 $0.00 15.5% 3.2% 7.6% 38.1% 0.0% 3.6% 2.1% 0 0 0 0.00 126.37 N/A N/A 0 0 0 0 2017-03-07 $52.34 $0.00 15.4% 3.7% 7.7% 37.9% 0.0% 2.9% 3.3% 0 0 0 0.00 128.40 N/A N/A 0 0 0 0 2017-03-08 $52.11 $0.00 16.7% 3.4% 8.0% 45.3% 0.0% 2.9% 2.8% 0 0 0 0.00 129.38 N/A N/A 0 0 0 0 2017-03-09 $52.22 $0.00 15.3% 3.4% 7.9% 37.3% 0.0% 3.2% 2.7% 0 0 0 0.00 129.57 N/A N/A 0 0 0 0 2017-03-10 $52.41 $0.00 16.2% 3.7% 7.8% 42.2% 0.0% 3.8% 3.1% 0 0 0 0.00 126.83 N/A N/A 0 0 0 0 2017-03-13 $52.58 $0.00 22.9% 3.5% 7.8% 81.7% 0.0% 2.2% -1.0% 0 0 0 0.00 129.20 N/A N/A 0 0 0 0 2017-03-14 $52.43 $0.00 26.0% 3.7% 7.8% 100.0% 0.0% 1.8% 2.7% 0 0 0 0.00 128.79 N/A N/A 0 0 0 0 2017-03-15 $53.03 $0.00 13.1% 3.8% 8.7% 24.1% 0.0% 4.5% -0.3% 0 0 0 0.00 126.13 N/A N/A 0 0 0 0 2017-03-16 $52.75 $0.00 10.9% 3.1% 8.9% 11.2% 0.0% -0.1% 1.4% 0 0 0 0.00 130.87 N/A N/A 0 0 0 0 2017-03-17 $52.97 $0.00 11.5% 3.3% 8.9% 14.3% 0.0% 2.6% 0.5% 0 0 0 0.00 128.18 N/A N/A 0 0 0 0 2017-03-20 $52.84 $0.00 11.7% 3.3% 9.0% 15.6% 0.0% 3.0% -1.7% 0 0 0 0.00 128.38 N/A N/A 0 0 0 0 2017-03-21 $52.17 $0.00 12.9% 3.7% 9.9% 22.8% 0.0% -0.3% 0.2% 0 0 0 0.00 126.31 N/A N/A 0 0 0 0 2017-03-22 $52.37 $0.00 12.4% 3.6% 9.9% 19.9% 0.0% 2.8% 0.9% 0 0 0 0.00 127.82 N/A N/A 0 0 0 0 2017-03-23 $52.28 $0.00 13.7% 3.9% 9.9% 27.6% 0.0% 3.5% 1.0% 0 0 0 0.00 123.88 N/A N/A 0 0 0 0 2017-03-24 $52.36 $0.00 13.9% 4.0% 9.9% 28.6% 0.0% 3.4% 0.6% 0 0 0 0.00 124.31 N/A N/A 0 0 0 0 2017-03-27 $52.21 $0.00 14.3% 4.1% 9.9% 31.3% 0.0% 0.1% -0.5% 0 0 0 0.00 129.39 N/A N/A 0 0 0 0 2017-03-28 $52.53 $0.00 11.2% 3.2% 10.0% 12.6% 0.0% -4.5% 0.7% 0 0 0 0.00 127.29 N/A N/A 0 0 0 0 2017-03-29 $52.56 $0.00 12.2% 3.5% 8.6% 18.6% 0.0% 2.8% 2.9% 0 0 0 0.00 133.47 N/A N/A 0 0 0 0 2017-03-30 $52.66 $0.00 11.0% 3.2% 8.0% 11.6% 0.0% 0.7% 1.3% 0 0 0 0.00 129.70 N/A N/A 0 0 0 0 2017-03-31 $52.72 $0.00 10.9% 3.1% 8.0% 11.0% 0.0% -3.6% 0.7% 0 0 0 0.00 128.11 N/A N/A 0 0 0 0
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