FTC Options History — June 2017 In June 2017, FTC traded between $54.71 and $55.45. ATM implied volatility averaged 13.1%, placing in the 28.3% IV rank vs the trailing year. The 30-day expected move averaged 3.3%. IV traded above realized volatility by 3.3% (HV 20d: 9.9%). Net GEX was positive for 8 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2017-06-20 : Highest Volume — 10 contracts2017-06-14 : Largest IV drop — 52.5% change2017-06-13 : Highest IV Rank — 72.5%2017-06-23 : Largest Expected Move — 3.6%Monthly Statistics Metric Avg Min Max Open Close Price $55.10 $54.71 $55.45 $55.06 $54.89 ATM IV 13.1% 10.0% 21.1% 11.8% 12.1% Expected Move 3.3% 2.9% 3.6% 3.4% 3.5% HV 20d 9.9% 7.8% 11.9% 11.2% 9.7% HV 60d 9.2% 8.8% 9.8% 9.2% 9.8% IV Rank 28.3% 11.0% 72.5% 20.6% 22.4% IV Percentile 37.9% 1.2% 97.6% 22.2% 28.6% Term Structure 3.3% -2.2% 44.0% -1.7% -1.9% Skew 25d 1.7% -0.8% 5.7% 2.0% 2.3% Skew 10d 3.1% -0.5% 6.1% 5.0% 0.4% Call IV 25d 11.6% 9.7% 14.5% 13.3% 11.3% Put IV 25d 13.3% 9.9% 16.6% 15.3% 13.6% Bid-Ask Spread % 129.93 114.88 154.59 143.14 131.00 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 918 -1.8K 3.6K 0 3.6K Net DEX -4.2K -20.2K 11.0K 0 -13.5K Net VEX -41 -119 0 0 -100 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 4.636 0 10 0 10 Total OI 4.091 0 10 0 10
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 2017-06-01 $55.06 $0.00 11.8% 3.4% 11.2% 20.6% 0.0% 2.0% -1.7% 0 0 0 0.00 143.14 N/A N/A 0 0 0 0 2017-06-02 $55.38 $0.00 11.8% 3.4% 11.2% 21.1% 0.0% 4.3% -2.2% 0 0 0 0.00 136.31 N/A N/A 0 0 0 0 2017-06-05 $55.23 $0.00 14.7% 3.2% 11.3% 36.9% 0.0% 1.5% 2.1% 0 0 0 0.00 122.75 N/A N/A 0 0 0 0 2017-06-06 $55.16 $0.00 13.2% 3.0% 11.3% 28.4% 0.0% 5.3% 1.6% 0 0 0 0.00 127.96 N/A N/A 0 0 0 0 2017-06-07 $55.21 $0.00 14.6% 2.9% 11.3% 36.8% 0.0% -0.1% 31.4% 0 0 0 0.00 154.59 N/A N/A 0 0 0 0 2017-06-08 $55.34 $0.00 13.2% 3.4% 11.2% 28.9% 0.0% 1.9% 2.4% 0 0 0 0.00 120.86 N/A N/A 0 0 0 0 2017-06-09 $54.86 $0.00 17.3% 3.2% 11.7% 51.6% 0.0% -0.0% 0.1% 0 0 0 0.00 114.88 N/A N/A 0 2 0 0 2017-06-12 $54.77 $0.00 20.6% 3.5% 11.7% 69.9% 0.0% 4.7% -2.0% -1.2K 9.2K -3 0.00 127.93 N/A N/A 0 2 0 2 2017-06-13 $55.27 $0.00 21.1% 3.2% 11.8% 72.5% 0.0% 2.5% 0.7% -1.8K 8.2K -3 0.00 131.05 N/A N/A 0 2 0 2 2017-06-14 $55.05 $0.00 10.0% 2.9% 11.9% 11.0% 0.0% 1.0% 2.4% -1.6K 9.1K -2 0.00 129.67 N/A N/A 0 2 0 2 2017-06-15 $54.79 $0.00 11.6% 3.3% 8.0% 19.5% 0.0% 1.9% -1.6% -1.2K 9.7K -1 0.00 127.11 N/A N/A 0 2 0 2 2017-06-16 $54.81 $0.00 10.7% 3.1% 7.8% 14.5% 0.0% 5.7% 0.1% 0 11.0K 0 0.00 131.77 N/A N/A 0 2 0 2 2017-06-19 $55.45 $0.00 11.8% 3.4% 8.4% 20.7% 0.0% 2.6% 44.0% 0 0 0 0.00 129.52 N/A N/A 0 0 0 0 2017-06-20 $55.21 $0.00 11.4% 3.3% 8.3% 18.8% 0.0% 0.3% 0.3% 0 0 0 0.00 132.26 N/A N/A 10 0 0 0 2017-06-21 $55.25 $0.00 12.1% 3.5% 8.3% 22.8% 0.0% 0.7% -0.6% 3.3K -18.9K -115 0.00 133.81 N/A N/A 10 0 10 0 2017-06-22 $55.23 $0.00 11.6% 3.3% 8.2% 19.8% 0.0% 0.5% 0.5% 2.9K -20.2K -119 0.00 130.74 N/A N/A 10 0 10 0 2017-06-23 $55.24 $0.00 12.6% 3.6% 7.9% 25.6% 0.0% 0.4% 0.3% 3.4K -19.3K -116 0.00 134.38 N/A N/A 10 0 10 0 2017-06-26 $55.28 $0.00 11.2% 3.2% 7.9% 17.5% 0.0% -0.8% -1.6% 3.2K -19.2K -117 0.00 120.85 N/A N/A 10 0 10 0 2017-06-27 $54.71 $0.00 10.8% 3.1% 8.8% 15.5% 0.0% -0.1% -1.8% 3.2K -17.9K -114 0.00 123.21 N/A N/A 10 0 10 0 2017-06-28 $55.31 $0.00 12.5% 3.6% 9.6% 24.6% 0.0% 0.2% 0.5% 3.3K -15.9K -105 0.00 125.52 N/A N/A 10 0 10 0 2017-06-29 $54.74 $0.00 12.4% 3.5% 9.9% 24.1% 0.0% -0.5% -1.6% 3.2K -13.7K -98 0.00 129.12 N/A N/A 10 0 10 0 2017-06-30 $54.89 $0.00 12.1% 3.5% 9.7% 22.4% 0.0% 2.3% -1.9% 3.6K -13.5K -100 0.00 131.00 N/A N/A 10 0 10 0
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