FTC Options History — May 2017 In May 2017, FTC traded between $52.82 and $54.71. ATM implied volatility averaged 12.2%, placing in the 22.3% IV rank vs the trailing year. The 30-day expected move averaged 3.5%. IV traded above realized volatility by 2.6% (HV 20d: 9.6%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 6 of 22 days.
Notable Days 2017-05-08 : Largest IV spike — 32.1% change2017-05-03 : Highest IV Rank — 36.3%2017-05-03 : Largest Expected Move — 4.4%Monthly Statistics Metric Avg Min Max Open Close Price $53.78 $52.82 $54.71 $53.62 $54.61 ATM IV 12.2% 8.0% 15.2% 13.3% 12.7% Expected Move 3.5% 3.1% 4.4% 3.8% 3.6% HV 20d 9.6% 7.7% 12.1% 8.2% 11.0% HV 60d 8.6% 7.9% 9.6% 7.9% 9.1% IV Rank 22.3% 0.0% 36.3% 25.2% 26.0% IV Percentile 31.7% 0.0% 77.4% 47.6% 40.1% Term Structure -1.1% -5.7% 2.3% -5.7% 1.4% Skew 25d 2.4% 0.1% 5.1% 1.8% 1.8% Skew 10d 3.4% -5.6% 6.2% -3.9% 4.9% Call IV 25d 12.1% 8.5% 15.1% 14.1% 13.7% Put IV 25d 14.6% 11.2% 17.3% 15.9% 15.6% Bid-Ask Spread % 140.43 130.83 146.29 139.94 145.47 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 (22 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 2017-05-01 $53.62 $0.00 13.3% 3.8% 8.2% 25.2% 0.0% 1.8% -5.7% 0 0 0 0.00 139.94 N/A N/A 0 0 0 0 2017-05-02 $53.36 $0.00 13.5% 3.9% 8.3% 26.0% 0.0% 0.4% -1.4% 0 0 0 0.00 145.84 N/A N/A 0 0 0 0 2017-05-03 $53.23 $0.00 15.2% 4.4% 8.3% 36.3% 0.0% 1.2% -4.9% 0 0 0 0.00 144.26 N/A N/A 0 0 0 0 2017-05-04 $53.27 $0.00 10.6% 3.2% 8.3% 9.1% 0.0% 2.3% 0.9% 0 0 0 0.00 137.11 N/A N/A 0 0 0 0 2017-05-05 $53.49 $0.00 8.0% 3.3% 8.3% 0.0% 0.0% 3.0% 0.9% 0 0 0 0.00 132.07 N/A N/A 0 0 0 0 2017-05-08 $53.33 $0.00 10.6% 3.3% 8.4% 14.3% 0.0% 3.4% 1.0% 0 0 0 0.00 142.18 N/A N/A 0 0 0 0 2017-05-09 $53.44 $0.00 12.1% 3.1% 8.4% 22.8% 0.0% 2.4% 0.7% 0 0 0 0.00 142.80 N/A N/A 0 0 0 0 2017-05-10 $53.75 $0.00 11.6% 3.3% 8.3% 19.9% 0.0% 3.5% -1.8% 0 0 0 0.00 140.76 N/A N/A 0 0 0 0 2017-05-11 $53.65 $0.00 11.3% 3.2% 8.1% 18.1% 0.0% 5.1% -1.5% 0 0 0 0.00 138.38 N/A N/A 0 0 0 0 2017-05-12 $53.53 $0.00 11.8% 3.4% 7.7% 21.0% 0.0% 1.5% -1.5% 0 0 0 0.00 143.68 N/A N/A 0 0 0 0 2017-05-15 $53.89 $0.00 11.0% 3.2% 7.9% 16.7% 0.0% 3.5% -1.1% 0 0 0 0.00 143.71 N/A N/A 0 0 0 0 2017-05-16 $54.09 $0.00 12.9% 3.7% 7.9% 27.0% 0.0% 1.8% -2.3% 0 0 0 0.00 137.92 N/A N/A 0 0 0 0 2017-05-17 $52.82 $0.00 12.8% 3.7% 12.1% 26.5% 0.0% 0.1% -1.2% 0 0 0 0.00 139.09 N/A N/A 0 0 0 0 2017-05-18 $53.15 $0.00 13.3% 3.8% 11.7% 29.3% 0.0% 4.2% -0.0% 0 0 0 0.00 130.83 N/A N/A 0 0 0 0 2017-05-19 $53.55 $0.00 11.3% 3.2% 11.9% 18.2% 0.0% 4.5% -1.2% 0 0 0 0.00 135.67 N/A N/A 0 0 0 0 2017-05-22 $53.96 $0.00 11.8% 3.4% 11.3% 20.8% 0.0% 3.9% -1.2% 0 0 0 0.00 141.81 N/A N/A 0 0 0 0 2017-05-23 $54.08 $0.00 13.5% 3.9% 11.0% 30.4% 0.0% 2.2% -2.5% 0 0 0 0.00 136.61 N/A N/A 0 0 0 0 2017-05-24 $54.34 $0.00 12.1% 3.5% 11.2% 22.7% 0.0% 0.7% -1.6% 0 0 0 0.00 146.29 N/A N/A 0 0 0 0 2017-05-25 $54.71 $0.00 12.0% 3.4% 11.4% 22.1% 0.0% 3.2% 2.3% 0 0 0 0.00 139.24 N/A N/A 0 0 0 0 2017-05-26 $54.68 $0.00 12.7% 3.6% 11.2% 25.8% 0.0% 1.4% -0.1% 0 0 0 0.00 141.31 N/A N/A 0 0 0 0 2017-05-30 $54.57 $0.00 13.9% 4.0% 11.2% 32.8% 0.0% 2.1% -2.6% 0 0 0 0.00 144.49 N/A N/A 0 0 0 0 2017-05-31 $54.61 $0.00 12.7% 3.6% 11.0% 26.0% 0.0% 1.8% 1.4% 0 0 0 0.00 145.47 N/A N/A 0 0 0 0
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