FTLS Options History — July 2023 In July 2023, FTLS traded between $52.28 and $54.02. ATM implied volatility averaged 21.0%. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 15.5% (HV 20d: 5.5%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days.
Notable Days 2023-07-10 : Largest IV spike — 32.5% change2023-07-05 : Largest Expected Move — 7.2%Monthly Statistics Metric Avg Min Max Open Close Price $53.20 $52.28 $54.02 $52.77 $53.92 ATM IV 21.0% 14.7% 30.3% 23.6% 23.8% Expected Move 5.5% 4.1% 7.2% 6.8% 6.8% HV 20d 5.5% 4.8% 6.1% 6.1% 4.8% Term Structure -3.7% -10.1% 4.0% -6.4% -7.2% Skew 25d 1.0% -1.2% 2.6% 1.1% 1.7% Skew 10d 0.5% -9.8% 6.3% 2.7% 0.3% Call IV 25d 17.7% 12.1% 32.5% 16.9% 17.0% Put IV 25d 18.7% 13.3% 32.8% 18.0% 18.6% Bid-Ask Spread % 145.88 141.57 169.98 168.28 143.47 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 (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 2023-07-03 $52.77 $0.00 23.6% 6.8% 0.0% 0.0% 0.0% 1.1% -6.4% 0 0 0 0.00 168.28 N/A N/A 0 0 0 0 2023-07-05 $52.60 $0.00 25.2% 7.2% 0.0% 0.0% 0.0% 0.3% -7.1% 0 0 0 0.00 169.98 N/A N/A 0 0 0 0 2023-07-06 $52.28 $0.00 21.8% 4.4% 0.0% 0.0% 0.0% 1.1% -1.7% 0 0 0 0.00 142.92 N/A N/A 0 0 0 0 2023-07-07 $52.28 $0.00 22.9% 4.5% 6.1% 0.0% 0.0% 1.4% -1.4% 0 0 0 0.00 142.96 N/A N/A 0 0 0 0 2023-07-10 $52.33 $0.00 30.3% 5.5% 5.9% 0.0% 0.0% 1.3% -2.3% 0 0 0 0.00 143.57 N/A N/A 0 0 0 0 2023-07-11 $52.52 $0.00 24.6% 4.1% 5.9% 0.0% 0.0% 2.0% -2.2% 0 0 0 0.00 144.06 N/A N/A 0 0 0 0 2023-07-12 $52.66 $0.00 18.2% 5.2% 5.8% 0.0% 0.0% 0.6% -2.5% 0 0 0 0.00 143.01 N/A N/A 0 0 0 0 2023-07-13 $52.91 $0.00 18.4% 5.3% 5.8% 0.0% 0.0% 0.9% -2.2% 0 0 0 0.00 144.32 N/A N/A 0 0 0 0 2023-07-14 $52.97 $0.00 18.9% 5.4% 5.6% 0.0% 0.0% 1.1% -3.1% 0 0 0 0.00 143.35 N/A N/A 0 0 0 0 2023-07-17 $53.14 $0.00 19.5% 5.6% 5.0% 0.0% 0.0% 1.4% -2.9% 0 0 0 0.00 143.32 N/A N/A 0 0 0 0 2023-07-18 $53.53 $0.00 14.7% 4.2% 5.5% 0.0% 0.0% 1.4% -2.4% 0 0 0 0.00 142.78 N/A N/A 0 0 0 0 2023-07-19 $53.64 $0.00 19.2% 5.5% 5.3% 0.0% 0.0% -1.2% -10.1% 0 0 0 0.00 143.82 N/A N/A 0 0 0 0 2023-07-20 $53.55 $0.00 15.8% 4.5% 5.4% 0.0% 0.0% 0.9% -3.2% 0 0 0 0.00 143.57 N/A N/A 0 0 0 0 2023-07-21 $53.61 $0.00 20.1% 5.8% 5.4% 0.0% 0.0% 0.6% -4.3% 0 0 0 0.00 144.02 N/A N/A 0 0 0 0 2023-07-24 $53.72 $0.00 20.8% 6.0% 5.3% 0.0% 0.0% 0.7% -4.9% 0 0 0 0.00 142.78 N/A N/A 0 0 0 0 2023-07-25 $53.88 $0.00 21.0% 6.0% 5.3% 0.0% 0.0% 0.8% -4.5% 0 0 0 0.00 143.04 N/A N/A 0 0 0 0 2023-07-26 $53.77 $0.00 21.7% 6.2% 5.3% 0.0% 0.0% 1.0% -4.9% 0 0 0 0.00 143.55 N/A N/A 0 0 0 0 2023-07-27 $53.83 $0.00 17.0% 4.9% 5.3% 0.0% 0.0% 2.6% 4.0% 0 0 0 0.00 141.57 N/A N/A 0 0 0 0 2023-07-28 $54.02 $0.00 22.2% 6.4% 5.3% 0.0% 0.0% 0.3% -5.6% 0 0 0 0.00 143.17 N/A N/A 0 0 0 0 2023-07-31 $53.92 $0.00 23.8% 6.8% 4.8% 0.0% 0.0% 1.7% -7.2% 0 0 0 0.00 143.47 N/A N/A 0 0 0 0
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