FTLS Options History — January 2024 In January 2024, FTLS traded between $56.10 and $58.89. ATM implied volatility averaged 20.2%, placing in the 21.7% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 14.4% (HV 20d: 5.8%). Max pain ranged from $60.00 to $60.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-01-05 : Highest Volume — 1 contracts2024-01-18 : Largest IV drop — 39.4% change2024-01-09 : Highest IV Rank — 39.3%2024-01-03 : Largest Expected Move — 7.3%Monthly Statistics Metric Avg Min Max Open Close Price $57.45 $56.10 $58.89 $56.10 $57.89 Max Pain $60.00 $60.00 $60.00 $60.00 $60.00 ATM IV 20.2% 12.4% 26.9% 23.3% 21.9% Expected Move 5.3% 3.6% 7.3% 6.7% 6.3% HV 20d 5.8% 5.1% 8.6% 5.8% 8.6% HV 60d 7.1% 5.9% 7.6% 7.6% 7.0% IV Rank 21.7% 1.3% 39.3% 29.8% 26.2% IV Percentile 41.5% 0.7% 86.7% 68.8% 58.9% Term Structure -3.6% -9.5% 2.5% -7.3% -6.4% Skew 25d 0.5% -2.9% 5.5% -2.9% -0.1% Skew 10d -0.6% -20.5% 8.4% -20.5% 1.0% Call IV 25d 22.7% 13.0% 31.1% 29.6% 30.5% Put IV 25d 23.2% 13.5% 31.0% 26.6% 30.3% Bid-Ask Spread % 148.38 142.63 150.84 145.06 149.69 Gamma HHI 0.97 0.94 1.00 0.97 0.99 Net GEX 17.5K 12.5K 25.4K 24.2K 15.0K Net DEX -212.8K -262.3K -156.2K -158.2K -227.5K Net VEX -403 -518 -262 -518 -335 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.095 0 1 0 0 Total OI 53.619 53 54 54 53
Daily Data (21 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 2024-01-02 $56.10 $60.00 23.3% 6.7% 5.8% 29.8% 0.0% -2.9% -7.3% 24.2K -158.2K -518 0.00 145.06 N/A N/A 0 0 53 1 2024-01-03 $56.19 $60.00 25.5% 7.3% 5.7% 35.7% 0.0% -0.1% -7.6% 24.7K -158.3K -516 0.00 142.63 N/A N/A 0 0 53 1 2024-01-04 $56.12 $0.00 23.9% 5.2% 5.2% 31.5% 0.0% 0.7% -9.5% 25.0K -157.3K -512 0.00 150.76 N/A N/A 0 0 53 1 2024-01-05 $56.16 $0.00 25.0% 4.9% 5.1% 34.4% 0.0% 0.4% -6.7% 25.4K -156.2K -509 0.00 149.80 N/A N/A 0 1 53 1 2024-01-08 $56.63 $0.00 26.3% 4.7% 5.8% 37.7% 0.0% 1.0% -2.4% 15.6K -186.3K -483 0.00 149.40 N/A N/A 0 0 53 1 2024-01-09 $56.79 $0.00 26.9% 4.7% 5.7% 39.3% 0.0% 0.9% -2.2% 15.5K -191.4K -478 0.00 149.24 N/A N/A 0 0 53 1 2024-01-10 $57.09 $0.00 17.2% 4.9% 5.9% 13.8% 0.0% 0.4% -0.5% 14.4K -198.2K -464 0.00 150.38 N/A N/A 1 0 53 1 2024-01-11 $57.40 $0.00 18.5% 5.3% 6.0% 17.3% 0.0% 0.6% -3.3% 14.2K -208.0K -443 0.00 149.88 N/A N/A 0 0 53 1 2024-01-12 $57.44 $0.00 15.0% 4.3% 5.5% 8.1% 0.0% 0.5% -0.6% 15.4K -214.6K -433 0.00 150.03 N/A N/A 0 0 53 1 2024-01-16 $57.47 $0.00 17.1% 4.9% 5.5% 13.6% 0.0% -1.5% -3.8% 14.1K -208.5K -427 0.00 149.89 N/A N/A 0 0 53 1 2024-01-17 $57.36 $0.00 20.5% 5.9% 5.6% 22.6% 0.0% 0.9% -4.6% 14.4K -205.4K -424 0.00 148.72 N/A N/A 0 0 53 1 2024-01-18 $57.60 $0.00 12.4% 3.6% 5.5% 1.3% 0.0% 0.5% -1.0% 20.4K -218.0K -399 0.00 143.56 N/A N/A 0 0 53 1 2024-01-19 $57.95 $0.00 14.8% 4.2% 5.8% 7.5% 0.0% 5.5% -0.7% 15.6K -239.1K -337 0.00 145.08 N/A N/A 0 0 53 1 2024-01-22 $58.22 $0.00 19.7% 5.6% 5.8% 20.4% 0.0% 0.3% -1.1% 17.0K -245.4K -332 0.00 149.91 N/A N/A 0 0 53 0 2024-01-23 $58.08 $0.00 20.0% 5.7% 5.8% 21.1% 0.0% 0.3% -1.7% 18.6K -243.9K -334 0.00 146.22 N/A N/A 0 0 53 0 2024-01-24 $58.08 $0.00 19.3% 5.5% 5.8% 19.4% 0.0% 0.5% -4.6% 14.4K -234.8K -355 0.00 150.84 N/A N/A 0 0 53 0 2024-01-25 $58.24 $0.00 17.7% 5.1% 5.8% 15.1% 0.0% -1.4% -3.7% 17.8K -250.7K -303 0.00 149.29 N/A N/A 0 0 53 0 2024-01-26 $58.18 $0.00 20.2% 5.8% 5.7% 21.6% 0.0% 0.4% -4.8% 18.3K -247.9K -301 0.00 146.25 N/A N/A 0 0 53 0 2024-01-29 $58.53 $0.00 21.8% 6.2% 5.9% 25.9% 0.0% 4.2% -5.0% 15.9K -262.3K -262 0.00 149.71 N/A N/A 0 0 53 0 2024-01-30 $58.89 $0.00 17.4% 5.0% 5.9% 14.5% 0.0% 0.3% 2.5% 12.5K -256.8K -291 0.00 149.55 N/A N/A 0 0 53 0 2024-01-31 $57.89 $0.00 21.9% 6.3% 8.6% 26.2% 0.0% -0.1% -6.4% 15.0K -227.5K -335 0.00 149.69 N/A N/A 0 0 53 0
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