FTC Options History — July 2017 In July 2017, FTC traded between $54.53 and $56.45. ATM implied volatility averaged 12.2%, placing in the 23.3% IV rank vs the trailing year. The 30-day expected move averaged 3.3%. IV traded above realized volatility by 2.5% (HV 20d: 9.7%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2017-07-03 : Highest Volume — 10 contracts2017-07-12 : Largest IV drop — 20.7% change2017-07-10 : Highest IV Rank — 42.6%2017-07-05 : Largest Expected Move — 3.9%Monthly Statistics Metric Avg Min Max Open Close Price $55.78 $54.53 $56.45 $54.83 $55.93 ATM IV 12.2% 10.4% 15.7% 12.5% 12.0% Expected Move 3.3% 3.0% 3.9% 3.6% 3.4% HV 20d 9.7% 7.6% 10.9% 9.7% 7.6% HV 60d 9.8% 9.5% 10.1% 9.8% 9.6% IV Rank 23.3% 13.1% 42.6% 25.0% 21.9% IV Percentile 33.2% 1.6% 86.1% 41.3% 27.8% Term Structure -0.7% -3.8% 2.4% -1.9% -2.3% Skew 25d 2.2% -0.5% 5.4% 1.7% 0.7% Skew 10d 2.8% -3.4% 6.2% 0.3% -3.4% Call IV 25d 11.5% 9.7% 13.0% 11.9% 12.2% Put IV 25d 13.7% 11.6% 17.0% 13.6% 12.9% Bid-Ask Spread % 142.37 127.59 153.67 127.59 151.76 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 3.9K 3.0K 4.6K 3.0K 4.5K Net DEX -21.5K -26.2K -15.0K -16.7K -22.2K Net VEX -107 -113 -99 -103 -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 10 10 10 10 10 Total OI 10 10 10 10 10
Daily Data (20 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 2017-07-03 $54.83 $0.00 12.5% 3.6% 9.7% 25.0% 0.0% 1.7% -1.9% 3.0K -16.7K -103 0.00 127.59 N/A N/A 10 0 10 0 2017-07-05 $55.02 $0.00 13.5% 3.9% 9.7% 30.6% 0.0% 3.1% -3.1% 3.6K -17.4K -107 0.00 131.62 N/A N/A 10 0 10 0 2017-07-06 $54.53 $0.00 13.4% 3.2% 10.2% 30.0% 0.0% 4.9% -0.2% 3.2K -16.1K -103 0.00 128.31 N/A N/A 10 0 10 0 2017-07-07 $55.11 $0.00 13.6% 3.3% 10.9% 31.0% 0.0% 4.0% 1.1% 3.1K -18.7K -107 0.00 135.42 N/A N/A 10 0 10 0 2017-07-10 $55.28 $0.00 15.7% 3.2% 10.5% 42.6% 0.0% 5.4% 1.8% 3.5K -18.0K -106 0.00 138.56 N/A N/A 10 0 10 0 2017-07-11 $55.28 $0.00 14.0% 3.2% 10.5% 33.0% 0.0% 3.4% 2.4% 4.0K -15.0K -99 0.00 138.96 N/A N/A 10 0 10 0 2017-07-12 $55.84 $0.00 11.1% 3.2% 10.6% 16.9% 0.0% 2.3% -1.1% 3.9K -21.4K -110 0.00 144.43 N/A N/A 10 0 10 0 2017-07-13 $55.81 $0.00 11.5% 3.3% 10.5% 19.2% 0.0% 2.3% -2.0% 3.9K -22.2K -110 0.00 143.23 N/A N/A 10 0 10 0 2017-07-14 $56.03 $0.00 10.4% 3.0% 10.3% 13.1% 0.0% 3.6% 0.2% 4.1K -22.0K -112 0.00 147.52 N/A N/A 10 0 10 0 2017-07-17 $55.92 $0.00 11.1% 3.2% 10.4% 17.0% 0.0% 1.2% -0.1% 4.2K -21.8K -112 0.00 137.91 N/A N/A 10 0 10 0 2017-07-18 $56.02 $0.00 10.9% 3.1% 9.6% 15.9% 0.0% 2.9% -1.0% 4.2K -22.1K -110 0.00 142.65 N/A N/A 10 0 10 0 2017-07-19 $56.32 $0.00 11.2% 3.2% 9.6% 17.7% 0.0% 1.3% -0.3% 4.0K -25.7K -113 0.00 150.84 N/A N/A 10 0 10 0 2017-07-20 $56.33 $0.00 10.4% 3.0% 9.6% 13.2% 0.0% 2.9% 0.7% 4.1K -23.9K -110 0.00 153.67 N/A N/A 10 0 10 0 2017-07-21 $56.25 $0.00 11.9% 3.4% 9.6% 21.8% 0.0% 0.4% 1.0% 4.0K -24.8K -111 0.00 140.52 N/A N/A 10 0 10 0 2017-07-24 $56.45 $0.00 12.6% 3.6% 9.6% 25.4% 0.0% -0.5% -1.5% 4.1K -25.4K -111 0.00 144.23 N/A N/A 10 0 10 0 2017-07-25 $56.35 $0.00 11.0% 3.2% 9.7% 16.5% 0.0% 1.7% -1.6% 4.6K -26.2K -110 0.00 151.81 N/A N/A 10 0 10 0 2017-07-26 $56.39 $0.00 12.9% 3.7% 8.7% 26.9% 0.0% 0.6% -1.2% 4.6K -25.4K -108 0.00 149.49 N/A N/A 10 0 10 0 2017-07-27 $55.93 $0.00 12.1% 3.5% 8.6% 22.8% 0.0% 1.8% -3.8% 4.4K -23.2K -103 0.00 141.70 N/A N/A 10 0 10 0 2017-07-28 $55.99 $0.00 12.5% 3.6% 7.6% 24.7% 0.0% 1.3% -1.4% 4.1K -22.2K -104 0.00 147.12 N/A N/A 10 0 10 0 2017-07-31 $55.93 $0.00 12.0% 3.4% 7.6% 21.9% 0.0% 0.7% -2.3% 4.5K -22.2K -100 0.00 151.76 N/A N/A 10 0 10 0
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