FTLS Options History — December 2023 In December 2023, FTLS traded between $55.16 and $56.89. ATM implied volatility averaged 23.3%, placing in the 19.2% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 17.4% (HV 20d: 5.9%). Max pain ranged from $60.00 to $60.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2023-12-20 : Highest Volume — 1 contracts2023-12-13 : Largest IV drop — 33.4% change2023-12-29 : Highest IV Rank — 31.1%2023-12-29 : Largest Expected Move — 6.8%Monthly Statistics Metric Avg Min Max Open Close Price $56.22 $55.16 $56.89 $55.26 $56.47 Max Pain $60.00 $60.00 $60.00 $60.00 $60.00 ATM IV 23.3% 16.7% 43.3% 21.6% 23.8% Expected Move 5.3% 4.7% 6.8% 6.2% 6.8% HV 20d 5.9% 5.0% 7.1% 6.6% 5.1% HV 60d 8.1% 7.5% 8.6% 8.6% 7.5% IV Rank 19.2% 12.5% 31.1% 19.3% 31.1% IV Percentile 29.4% 9.7% 72.3% 29.4% 72.3% Term Structure -5.6% -14.1% -1.0% -11.3% -6.5% VWIV 30.7% 30.7% 30.7% 30.7% 30.7% Skew 25d -4.0% -17.8% 4.2% -7.0% -17.8% Skew 10d -2.4% -17.6% 1.6% -9.5% 0.8% Call IV 25d 22.7% 14.1% 31.9% 31.9% 26.6% Put IV 25d 18.6% 8.6% 25.1% 24.9% 8.8% Bid-Ask Spread % 147.84 138.76 151.03 144.34 141.83 Gamma HHI 0.97 0.95 1.00 0.99 0.95 Net GEX 17.0K 13.8K 28.0K 25.7K 15.1K Net DEX -178.9K -199.3K -137.0K -156.8K -182.6K Net VEX -564 -625 -520 -625 -520 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.05 0 1 0 0 Total OI 53.3 53 54 53 54
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 2023-12-01 $55.26 $0.00 21.6% 6.2% 6.6% 0.0% 0.0% -7.0% -11.3% 25.7K -156.8K -625 0.00 144.34 N/A N/A 0 0 53 0 2023-12-04 $55.16 $0.00 21.2% 4.8% 6.7% 0.0% 0.0% 0.8% -1.0% 26.0K -150.8K -607 0.00 150.93 N/A N/A 0 0 53 0 2023-12-05 $55.58 $0.00 25.0% 4.8% 7.1% 0.0% 0.0% 1.0% -8.1% 28.0K -173.0K -600 0.00 150.86 N/A N/A 0 0 53 0 2023-12-06 $55.48 $0.00 27.6% 5.2% 7.1% 0.0% 0.0% 0.6% -3.4% 26.9K -166.3K -594 0.00 151.03 N/A N/A 0 0 53 0 2023-12-07 $55.58 $0.00 35.2% 4.7% 7.1% 0.0% 0.0% 0.8% -4.7% 19.7K -137.0K -595 0.00 150.82 N/A N/A 0 0 53 0 2023-12-08 $55.83 $0.00 32.7% 4.7% 7.0% 0.0% 0.0% 0.5% -9.8% 14.0K -170.4K -598 0.00 150.85 N/A N/A 0 0 53 0 2023-12-11 $55.85 $0.00 43.3% 4.9% 6.3% 0.0% 0.0% 1.0% -10.7% 14.1K -170.5K -588 0.00 150.64 N/A N/A 0 0 53 0 2023-12-12 $56.03 $0.00 28.9% 4.9% 6.3% 0.0% 0.0% 0.9% -10.2% 14.1K -175.5K -582 0.00 150.52 N/A N/A 0 0 53 0 2023-12-13 $56.48 $0.00 19.3% 5.5% 6.0% 19.3% 0.0% 4.2% -14.1% 14.5K -189.5K -564 0.00 149.61 N/A N/A 0 0 53 0 2023-12-14 $56.56 $0.00 18.4% 5.3% 5.5% 17.0% 0.0% 0.7% -2.6% 14.6K -191.6K -559 0.00 150.31 N/A N/A 0 0 53 0 2023-12-15 $56.55 $0.00 18.3% 5.2% 5.4% 16.7% 0.0% 0.4% -2.3% 14.1K -190.3K -558 0.00 150.11 N/A N/A 0 0 53 0 2023-12-18 $56.83 $0.00 17.8% 5.1% 5.5% 15.4% 0.0% 0.4% -2.5% 13.9K -197.7K -545 0.00 149.84 N/A N/A 0 0 53 0 2023-12-19 $56.89 $0.00 18.3% 5.2% 5.4% 16.7% 0.0% -13.6% -2.5% 13.9K -199.3K -541 0.00 145.92 N/A N/A 0 0 53 0 2023-12-20 $56.72 $0.00 19.0% 5.4% 5.3% 18.5% 30.7% -6.4% -3.0% 13.8K -193.5K -542 0.00 148.30 N/A N/A 0 1 53 0 2023-12-21 $56.60 $60.00 20.5% 5.9% 5.4% 22.5% 0.0% -13.7% -3.3% 14.0K -186.2K -545 0.00 148.46 N/A N/A 0 0 53 1 2023-12-22 $56.59 $60.00 18.7% 5.4% 5.3% 17.7% 0.0% -14.7% -3.0% 13.9K -185.5K -542 0.00 144.48 N/A N/A 0 0 53 1 2023-12-26 $56.72 $60.00 16.7% 4.8% 5.2% 12.5% 0.0% -15.9% -3.6% 14.0K -188.7K -528 0.00 138.76 N/A N/A 0 0 53 1 2023-12-27 $56.57 $60.00 19.9% 5.7% 5.0% 21.0% 0.0% -1.4% -4.1% 14.9K -185.9K -525 0.00 146.42 N/A N/A 0 0 53 1 2023-12-28 $56.59 $60.00 20.2% 5.8% 5.0% 21.6% 0.0% -1.4% -4.8% 14.9K -186.4K -521 0.00 142.71 N/A N/A 0 0 53 1 2023-12-29 $56.47 $60.00 23.8% 6.8% 5.1% 31.1% 0.0% -17.8% -6.5% 15.1K -182.6K -520 0.00 141.83 N/A N/A 0 0 53 1
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