FTLS Options History — June 2023

In June 2023, FTLS traded between $52.01 and $52.72. ATM implied volatility averaged 21.5%. The 30-day expected move averaged 6.2%. Net GEX was positive for 0 of 12 trading days. Term structure was in contango for 0 of 12 days.

Notable Days

  • 2023-06-23: Largest IV spike — 30.5% change
  • 2023-06-23: Largest Expected Move — 7.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$52.32$52.01$52.72$52.01$52.72
ATM IV21.5%19.3%27.1%19.3%22.2%
Expected Move6.2%5.5%7.8%5.5%6.4%
Term Structure-4.5%-10.2%-2.4%-4.4%-6.1%
Skew 25d1.4%0.5%4.1%2.3%0.5%
Skew 10d4.9%1.0%6.7%6.7%5.8%
Call IV 25d23.3%15.8%28.2%22.0%28.2%
Put IV 25d24.7%16.8%28.7%24.3%28.7%
Bid-Ask Spread %169.86166.64172.58171.22166.64
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (12 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-14$52.01$0.0019.3%5.5%0.0%0.0%0.0%2.3%-4.4%0000.00171.22N/AN/A0000
2023-06-15$52.45$0.0019.3%5.5%0.0%0.0%0.0%1.2%-2.4%0000.00169.99N/AN/A0000
2023-06-16$52.41$0.0019.6%5.6%0.0%0.0%0.0%1.1%-2.4%0000.00170.31N/AN/A0000
2023-06-20$52.28$0.0020.5%5.9%0.0%0.0%0.0%1.0%-2.8%0000.00171.02N/AN/A0000
2023-06-21$52.33$0.0020.8%6.0%0.0%0.0%0.0%1.5%-3.7%0000.00170.41N/AN/A0000
2023-06-22$52.40$0.0020.7%5.9%0.0%0.0%0.0%1.3%-3.4%0000.00170.09N/AN/A0000
2023-06-23$52.28$0.0027.1%7.8%0.0%0.0%0.0%0.8%-10.2%0000.00172.58N/AN/A0000
2023-06-26$52.30$0.0021.7%6.2%0.0%0.0%0.0%1.2%-4.0%0000.00169.52N/AN/A0000
2023-06-27$52.22$0.0021.7%6.2%0.0%0.0%0.0%0.7%-4.6%0000.00169.44N/AN/A0000
2023-06-28$52.18$0.0022.2%6.4%0.0%0.0%0.0%4.1%-5.1%0000.00168.85N/AN/A0000
2023-06-29$52.28$0.0022.9%6.6%0.0%0.0%0.0%1.0%-5.3%0000.00168.30N/AN/A0000
2023-06-30$52.72$0.0022.2%6.4%0.0%0.0%0.0%0.5%-6.1%0000.00166.64N/AN/A0000