FTLS Options History — August 2023 In August 2023, FTLS traded between $52.96 and $54.16. ATM implied volatility averaged 22.2%. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 17.2% (HV 20d: 5.0%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 1 of 23 days.
Notable Days 2023-08-09 : Largest IV drop — 37.2% change2023-08-30 : Largest Expected Move — 7.1%Monthly Statistics Metric Avg Min Max Open Close Price $53.51 $52.96 $54.16 $53.97 $53.78 ATM IV 22.2% 16.4% 30.1% 24.4% 19.4% Expected Move 5.9% 4.7% 7.1% 7.0% 5.6% HV 20d 5.0% 3.9% 6.1% 4.8% 6.1% HV 60d 5.4% 5.2% 5.6% 5.5% 5.5% Term Structure -4.9% -8.7% 6.4% -7.1% -5.8% Skew 25d 1.9% -0.1% 12.5% 0.4% 0.4% Skew 10d 1.1% 0.1% 13.8% 1.0% 0.3% Call IV 25d 18.4% 11.2% 32.6% 30.9% 18.3% Put IV 25d 20.3% 12.6% 32.5% 31.3% 18.7% Bid-Ask Spread % 149.70 141.95 155.74 143.03 155.74 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 (23 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 2023-08-01 $53.97 $0.00 24.4% 7.0% 4.8% 0.0% 0.0% 0.4% -7.1% 0 0 0 0.00 143.03 N/A N/A 0 0 0 0 2023-08-02 $53.84 $0.00 24.4% 7.0% 4.7% 0.0% 0.0% 0.3% -7.4% 0 0 0 0.00 141.95 N/A N/A 0 0 0 0 2023-08-03 $53.88 $0.00 24.0% 5.0% 3.9% 0.0% 0.0% -0.1% -3.6% 0 0 0 0.00 148.68 N/A N/A 0 0 0 0 2023-08-04 $53.77 $0.00 25.2% 5.0% 4.0% 0.0% 0.0% 0.9% -4.3% 0 0 0 0.00 146.56 N/A N/A 0 0 0 0 2023-08-07 $54.16 $0.00 29.0% 5.3% 4.5% 0.0% 0.0% 4.6% -4.6% 0 0 0 0.00 147.67 N/A N/A 0 0 0 0 2023-08-08 $53.90 $0.00 30.1% 5.3% 5.0% 0.0% 0.0% 2.2% -4.2% 0 0 0 0.00 147.02 N/A N/A 0 0 0 0 2023-08-09 $53.80 $0.00 18.9% 5.4% 5.1% 0.0% 0.0% 0.6% -4.9% 0 0 0 0.00 148.52 N/A N/A 0 0 0 0 2023-08-10 $53.73 $0.00 18.5% 5.3% 5.0% 0.0% 0.0% 0.7% -5.3% 0 0 0 0.00 145.63 N/A N/A 0 0 0 0 2023-08-11 $53.67 $0.00 18.6% 5.3% 5.0% 0.0% 0.0% 0.9% -4.5% 0 0 0 0.00 148.04 N/A N/A 0 0 0 0 2023-08-14 $53.67 $0.00 19.4% 5.6% 4.9% 0.0% 0.0% 2.8% -5.6% 0 0 0 0.00 146.99 N/A N/A 0 0 0 0 2023-08-15 $53.39 $0.00 16.4% 4.7% 4.6% 0.0% 0.0% 0.2% -6.5% 0 0 0 0.00 147.79 N/A N/A 0 0 0 0 2023-08-16 $53.28 $0.00 20.9% 6.0% 4.6% 0.0% 0.0% 5.9% -6.6% 0 0 0 0.00 147.23 N/A N/A 0 0 0 0 2023-08-17 $52.96 $0.00 20.3% 5.8% 5.0% 0.0% 0.0% 0.3% 6.4% 0 0 0 0.00 145.03 N/A N/A 0 0 0 0 2023-08-18 $53.15 $0.00 20.8% 6.0% 5.2% 0.0% 0.0% 0.9% -3.8% 0 0 0 0.00 148.43 N/A N/A 0 0 0 0 2023-08-21 $53.19 $0.00 21.6% 6.2% 5.1% 0.0% 0.0% 3.2% -4.1% 0 0 0 0.00 154.15 N/A N/A 0 0 0 0 2023-08-22 $53.05 $0.00 22.3% 6.4% 5.0% 0.0% 0.0% 1.4% -5.6% 0 0 0 0.00 154.05 N/A N/A 0 0 0 0 2023-08-23 $53.13 $0.00 22.3% 6.4% 5.1% 0.0% 0.0% 2.5% -5.4% 0 0 0 0.00 154.66 N/A N/A 0 0 0 0 2023-08-24 $53.06 $0.00 22.8% 6.5% 5.0% 0.0% 0.0% 1.4% -5.3% 0 0 0 0.00 155.20 N/A N/A 0 0 0 0 2023-08-25 $53.02 $0.00 22.9% 6.6% 4.8% 0.0% 0.0% 0.4% -6.4% 0 0 0 0.00 154.70 N/A N/A 0 0 0 0 2023-08-28 $53.03 $0.00 24.5% 7.0% 4.8% 0.0% 0.0% 12.5% -7.5% 0 0 0 0.00 155.71 N/A N/A 0 0 0 0 2023-08-29 $53.55 $0.00 19.6% 5.6% 6.1% 0.0% 0.0% 1.3% -2.2% 0 0 0 0.00 151.71 N/A N/A 0 0 0 0 2023-08-30 $53.67 $0.00 24.7% 7.1% 6.1% 0.0% 0.0% -0.1% -8.7% 0 0 0 0.00 154.57 N/A N/A 0 0 0 0 2023-08-31 $53.78 $0.00 19.4% 5.6% 6.1% 0.0% 0.0% 0.4% -5.8% 0 0 0 0.00 155.74 N/A N/A 0 0 0 0
« Jul 2023 | All History | Sep 2023 » Home FTLS History August 2023