FTLS Options History — September 2023

In September 2023, FTLS traded between $52.81 and $54.42. ATM implied volatility averaged 25.8%. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 18.6% (HV 20d: 7.2%). Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-09-18: Highest Volume — 1 contracts
  • 2023-09-11: Largest IV spike — 83.8% change
  • 2023-09-26: Largest Expected Move — 8.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.64$52.81$54.42$53.88$53.09
ATM IV25.8%18.1%50.0%24.9%22.9%
Expected Move5.8%4.8%8.6%7.1%6.6%
HV 20d7.2%5.5%8.7%6.1%8.3%
HV 60d6.0%5.4%6.5%5.4%6.4%
Term Structure-3.7%-17.0%4.3%-17.0%-5.4%
Skew 25d2.0%-1.4%11.2%-0.2%-0.4%
Skew 10d0.1%-6.3%1.6%0.4%0.2%
Call IV 25d17.0%11.4%27.0%19.1%16.7%
Put IV 25d19.0%12.4%29.2%18.9%16.3%
Bid-Ask Spread %148.18145.19153.09153.09145.19
Gamma HHI1.001.001.001.001.00
Net GEX9802400223
Net DEX-1.8K-4.3K00-3.9K
Net VEX-5-1300-12
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.050100
Total OI0.450101

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-09-01$53.88$0.0024.9%7.1%6.1%0.0%0.0%-0.2%-17.0%0000.00153.09N/AN/A0000
2023-09-05$53.95$0.0022.1%4.8%5.5%0.0%0.0%1.0%-2.0%0000.00147.36N/AN/A0000
2023-09-06$53.64$0.0034.4%5.0%5.7%0.0%0.0%0.4%-2.3%0000.00149.18N/AN/A0000
2023-09-07$53.80$0.0032.9%5.0%5.7%0.0%0.0%1.2%-2.5%0000.00149.35N/AN/A0000
2023-09-08$53.92$0.0027.2%5.0%5.8%0.0%0.0%1.0%-2.7%0000.00147.41N/AN/A0000
2023-09-11$54.42$0.0050.0%5.4%6.6%0.0%0.0%5.4%-3.9%0000.00146.80N/AN/A0000
2023-09-12$54.16$0.0049.7%5.1%6.8%0.0%0.0%0.6%-2.1%0000.00148.17N/AN/A0000
2023-09-13$54.16$0.0018.1%5.2%6.5%0.0%0.0%3.2%-3.3%0000.00148.43N/AN/A0000
2023-09-14$54.25$0.0019.3%5.5%6.4%0.0%0.0%1.0%-3.1%0000.00148.74N/AN/A0000
2023-09-15$53.70$0.0018.2%5.2%7.2%0.0%0.0%1.7%-2.8%0000.00147.45N/AN/A0000
2023-09-18$53.97$0.0019.0%5.4%7.3%0.0%0.0%0.9%-2.9%0000.00147.47N/AN/A1000
2023-09-19$53.91$0.0019.1%5.5%7.3%0.0%0.0%0.7%-3.1%190-4.3K-110.00148.40N/AN/A0010
2023-09-20$53.59$0.0019.4%5.6%7.6%0.0%0.0%0.8%-4.1%174-3.9K-130.00147.17N/AN/A0010
2023-09-21$53.08$0.0020.3%5.8%8.4%0.0%0.0%-1.4%-3.1%240-4.1K-110.00148.59N/AN/A0010
2023-09-22$52.98$0.0020.3%5.8%8.4%0.0%0.0%10.1%-3.7%203-3.7K-130.00147.30N/AN/A0010
2023-09-25$53.14$0.0022.1%6.3%8.4%0.0%0.0%1.2%-4.6%225-4.0K-120.00148.25N/AN/A0010
2023-09-26$52.81$0.0030.0%8.6%8.7%0.0%0.0%11.2%4.3%238-3.8K-120.00150.61N/AN/A0010
2023-09-27$53.06$0.0023.0%6.6%8.1%0.0%0.0%0.3%-5.4%225-3.9K-120.00148.26N/AN/A0010
2023-09-28$53.31$0.0022.9%6.6%8.3%0.0%0.0%0.7%-5.0%234-4.2K-110.00146.34N/AN/A0010
2023-09-29$53.09$0.0022.9%6.6%8.3%0.0%0.0%-0.4%-5.4%223-3.9K-120.00145.19N/AN/A0010