FTC Options History — April 2017 In April 2017, FTC traded between $51.65 and $53.67. ATM implied volatility averaged 12.8%, placing in the 22.3% IV rank vs the trailing year. The 30-day expected move averaged 3.6%. IV traded above realized volatility by 5.5% (HV 20d: 7.3%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 9 of 19 days.
Notable Days 2017-04-18 : Largest IV drop — 31.1% change2017-04-17 : Highest IV Rank — 40.0%2017-04-17 : Largest Expected Move — 4.5%Monthly Statistics Metric Avg Min Max Open Close Price $52.56 $51.65 $53.67 $52.51 $53.40 ATM IV 12.8% 10.8% 15.8% 11.6% 12.2% Expected Move 3.6% 3.1% 4.5% 3.3% 3.5% HV 20d 7.3% 5.2% 8.1% 8.1% 8.1% HV 60d 7.5% 7.2% 8.0% 7.4% 7.9% IV Rank 22.3% 10.5% 40.0% 15.3% 18.4% IV Percentile 37.4% 1.6% 84.1% 17.1% 23.8% Term Structure -0.3% -4.4% 3.7% 1.2% -1.7% Skew 25d 2.8% -0.5% 6.9% -0.3% 1.3% Skew 10d 2.4% -4.1% 9.3% -3.3% -3.8% Call IV 25d 13.2% 11.2% 15.9% 14.0% 12.7% Put IV 25d 16.0% 13.4% 19.0% 13.8% 14.0% Bid-Ask Spread % 136.17 122.17 163.84 124.78 163.84 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 2017-04-03 $52.51 $0.00 11.6% 3.3% 8.1% 15.3% 0.0% -0.3% 1.2% 0 0 0 0.00 124.78 N/A N/A 0 0 0 0 2017-04-04 $52.40 $0.00 13.7% 3.9% 8.1% 27.7% 0.0% 0.6% -1.6% 0 0 0 0.00 130.61 N/A N/A 0 0 0 0 2017-04-05 $52.35 $0.00 12.5% 3.6% 7.9% 20.4% 0.0% 1.1% -2.1% 0 0 0 0.00 136.82 N/A N/A 0 0 0 0 2017-04-06 $52.39 $0.00 14.4% 3.7% 7.9% 31.7% 0.0% 4.7% 0.6% 0 0 0 0.00 135.21 N/A N/A 0 0 0 0 2017-04-07 $52.53 $0.00 13.8% 3.5% 7.8% 27.8% 0.0% 3.6% -1.3% 0 0 0 0.00 137.06 N/A N/A 0 0 0 0 2017-04-10 $52.42 $0.00 15.3% 3.7% 7.8% 37.2% 0.0% 6.9% 2.0% 0 0 0 0.00 130.03 N/A N/A 0 0 0 0 2017-04-11 $52.18 $0.00 13.9% 3.5% 7.9% 28.7% 0.0% 1.4% 2.1% 0 0 0 0.00 124.67 N/A N/A 0 0 0 0 2017-04-12 $51.97 $0.00 13.5% 3.9% 6.7% 26.4% 0.0% 4.5% 1.2% 0 0 0 0.00 135.69 N/A N/A 0 0 0 0 2017-04-13 $51.65 $0.00 12.3% 3.5% 6.8% 19.0% 0.0% 5.4% -0.2% 0 0 0 0.00 128.30 N/A N/A 0 0 0 0 2017-04-17 $51.73 $0.00 15.8% 4.5% 6.5% 40.0% 0.0% 4.1% -4.4% 0 0 0 0.00 132.58 N/A N/A 0 0 0 0 2017-04-18 $51.94 $0.00 10.9% 3.1% 6.8% 11.1% 0.0% -0.5% -0.1% 0 0 0 0.00 127.22 N/A N/A 0 0 0 0 2017-04-19 $52.05 $0.00 13.0% 3.7% 5.2% 23.3% 0.0% 5.8% 0.1% 0 0 0 0.00 122.17 N/A N/A 0 0 0 0 2017-04-20 $52.60 $0.00 12.4% 3.6% 6.3% 20.1% 0.0% 5.2% -4.0% 0 0 0 0.00 131.47 N/A N/A 0 0 0 0 2017-04-21 $52.49 $0.00 12.2% 3.5% 6.3% 18.5% 0.0% 3.9% 3.7% 0 0 0 0.00 132.63 N/A N/A 0 0 0 0 2017-04-24 $53.18 $0.00 11.0% 3.1% 7.8% 11.4% 0.0% 1.3% -0.2% 0 0 0 0.00 142.93 N/A N/A 0 0 0 0 2017-04-25 $53.60 $0.00 12.2% 3.5% 8.0% 18.8% 0.0% 1.8% -4.3% 0 0 0 0.00 149.38 N/A N/A 0 0 0 0 2017-04-26 $53.67 $0.00 10.8% 3.1% 7.8% 10.5% 0.0% 0.5% 1.1% 0 0 0 0.00 146.09 N/A N/A 0 0 0 0 2017-04-27 $53.65 $0.00 11.9% 3.4% 7.9% 17.2% 0.0% 1.7% 2.3% 0 0 0 0.00 155.69 N/A N/A 0 0 0 0 2017-04-28 $53.40 $0.00 12.2% 3.5% 8.1% 18.4% 0.0% 1.3% -1.7% 0 0 0 0.00 163.84 N/A N/A 0 0 0 0
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