FTLS Options History — October 2023

In October 2023, FTLS traded between $52.26 and $53.75. ATM implied volatility averaged 22.0%. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 13.3% (HV 20d: 8.7%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-10-26: Highest Volume — 52 contracts
  • 2023-10-11: Largest IV drop — 38.2% change
  • 2023-10-31: Largest Expected Move — 7.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.08$52.26$53.75$53.09$52.86
ATM IV22.0%14.7%30.0%24.4%26.0%
Expected Move5.8%4.1%7.5%7.0%7.5%
HV 20d8.7%8.2%9.4%8.3%8.9%
HV 60d7.1%6.4%7.9%6.4%7.8%
Term Structure-3.8%-7.7%5.2%-6.2%-6.7%
Skew 25d1.2%-0.9%9.3%-0.3%-0.4%
Skew 10d0.3%-3.2%3.2%0.3%0.1%
Call IV 25d17.6%12.3%33.3%17.8%18.5%
Put IV 25d18.8%12.9%33.6%17.5%18.1%
Bid-Ask Spread %147.28146.16149.09146.87149.09
Gamma HHI0.990.961.001.000.96
Net GEX2.0K18514.2K23414.2K
Net DEX-14.7K-88.4K-3.4K-4.0K-88.4K
Net VEX-90-595-9-12-594
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume2.36405200
Total OI8.091153153

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$53.09$0.0024.4%7.0%8.3%0.0%0.0%-0.3%-6.2%234-4.0K-120.00146.87N/AN/A0010
2023-10-03$52.62$0.0025.5%7.3%8.7%0.0%0.0%-0.9%-7.4%236-3.6K-120.00147.64N/AN/A0010
2023-10-04$52.95$0.0026.0%7.4%9.0%0.0%0.0%0.3%-6.9%241-3.9K-120.00147.47N/AN/A0010
2023-10-05$53.03$0.0026.8%5.4%8.9%0.0%0.0%1.8%-2.2%205-3.7K-120.00147.43N/AN/A0010
2023-10-06$53.42$0.0026.9%5.3%9.3%0.0%0.0%0.4%-2.2%185-3.8K-120.00146.16N/AN/A0010
2023-10-09$53.44$0.0030.0%5.5%8.6%0.0%0.0%6.7%-2.5%206-4.0K-110.00146.41N/AN/A0010
2023-10-10$53.67$0.0023.8%4.1%8.6%0.0%0.0%1.4%-1.9%225-4.4K-90.00146.40N/AN/A0010
2023-10-11$53.75$0.0014.7%4.2%8.7%0.0%0.0%9.3%5.2%196-4.1K-110.00147.62N/AN/A0010
2023-10-12$53.43$0.0016.3%4.7%8.8%0.0%0.0%-0.2%-3.3%234-4.2K-100.00146.54N/AN/A0010
2023-10-13$53.26$0.0018.0%5.1%8.2%0.0%0.0%0.2%-5.0%192-3.8K-120.00147.31N/AN/A0010
2023-10-16$53.71$0.0015.3%4.4%8.6%0.0%0.0%1.1%0.6%226-4.4K-90.00147.08N/AN/A0010
2023-10-17$53.53$0.0019.9%5.7%8.6%0.0%0.0%0.4%-3.5%235-4.3K-100.00147.77N/AN/A0010
2023-10-18$53.16$0.0018.4%5.3%8.7%0.0%0.0%-0.3%-5.2%243-4.0K-110.00147.46N/AN/A0010
2023-10-19$52.92$0.0020.9%6.0%8.2%0.0%0.0%0.8%-3.4%186-3.5K-120.00146.93N/AN/A0010
2023-10-20$52.69$0.0021.3%6.1%8.3%0.0%0.0%-0.1%-3.9%188-3.4K-120.00146.75N/AN/A0010
2023-10-23$52.89$0.0022.3%6.4%8.3%0.0%0.0%0.8%-4.5%269-3.9K-110.00146.50N/AN/A0010
2023-10-24$53.26$0.0022.7%6.5%8.4%0.0%0.0%4.5%-5.0%244-4.0K-100.00147.29N/AN/A0010
2023-10-25$52.78$0.0023.5%6.7%8.9%0.0%0.0%0.7%-6.1%187-3.5K-120.00148.06N/AN/A0010
2023-10-26$52.42$0.0021.3%6.1%9.0%0.0%0.0%-0.2%-7.3%260-3.5K-120.00147.09N/AN/A52010
2023-10-27$52.26$0.0021.4%6.1%8.9%0.0%0.0%-0.2%-7.7%12.6K-75.8K-5680.00148.81N/AN/A00530
2023-10-30$52.65$0.0019.1%5.5%9.4%0.0%0.0%0.2%1.1%13.3K-85.7K-5950.00147.59N/AN/A00530
2023-10-31$52.86$0.0026.0%7.5%8.9%0.0%0.0%-0.4%-6.7%14.2K-88.4K-5940.00149.09N/AN/A00530