FTLS Options History — February 2024 In February 2024, FTLS traded between $58.18 and $60.27. ATM implied volatility averaged 20.6%, placing in the 22.7% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 10.3% (HV 20d: 10.3%). Max pain ranged from $52.00 to $56.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2024-02-07 : Largest IV drop — 44.3% change2024-02-06 : Highest IV Rank — 47.9%2024-02-26 : Largest Expected Move — 6.6%Monthly Statistics Metric Avg Min Max Open Close Price $59.36 $58.18 $60.27 $58.18 $60.27 Max Pain $52.20 $52.00 $56.00 $52.00 $56.00 ATM IV 20.6% 16.0% 30.2% 23.6% 22.8% Expected Move 5.4% 4.2% 6.6% 4.8% 6.5% HV 20d 10.3% 8.6% 12.5% 8.6% 10.3% HV 60d 7.6% 7.0% 8.3% 7.0% 8.3% IV Rank 22.7% 10.7% 47.9% 30.7% 28.6% IV Percentile 44.0% 8.5% 95.1% 71.1% 66.9% Term Structure -4.0% -7.8% 7.4% -3.8% -6.0% Skew 25d -0.4% -3.4% 1.1% -3.4% 0.1% Skew 10d -4.1% -19.3% 2.4% 0.8% -19.3% Call IV 25d 22.8% 14.0% 29.5% 18.2% 29.5% Put IV 25d 22.4% 12.2% 29.5% 14.8% 29.5% Bid-Ask Spread % 145.01 143.74 147.50 144.66 144.14 Gamma HHI 1.00 0.99 1.00 1.00 1.00 Net GEX 11.8K 9.1K 18.6K 18.6K 9.1K Net DEX -266.9K -287.6K -243.1K -250.0K -281.5K Net VEX -205 -294 -107 -282 -107 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 52.95 52 53 53 52
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 2024-02-01 $58.18 $52.00 23.6% 4.8% 8.6% 30.7% 0.0% -3.4% -3.8% 18.6K -250.0K -282 0.00 144.66 N/A N/A 0 0 53 0 2024-02-02 $58.58 $52.00 22.2% 4.2% 8.7% 27.1% 0.0% -1.8% -2.4% 13.8K -253.2K -281 0.00 144.74 N/A N/A 0 0 53 0 2024-02-05 $58.70 $52.00 21.7% 4.6% 8.7% 25.7% 0.0% -1.9% -3.1% 13.2K -250.7K -275 0.00 146.41 N/A N/A 0 0 53 0 2024-02-06 $58.52 $52.00 30.2% 4.8% 8.6% 47.9% 0.0% 0.6% -4.5% 13.5K -243.1K -294 0.00 147.50 N/A N/A 0 0 53 0 2024-02-07 $59.01 $52.00 16.8% 4.8% 8.9% 12.8% 0.0% 0.4% -3.9% 12.4K -258.4K -247 0.00 145.00 N/A N/A 0 0 53 0 2024-02-08 $59.38 $52.00 18.4% 5.3% 9.0% 17.1% 0.0% 0.7% -6.1% 11.4K -265.1K -244 0.00 143.79 N/A N/A 0 0 53 0 2024-02-09 $59.76 $52.00 16.0% 4.6% 9.0% 10.7% 0.0% 0.6% -3.7% 10.3K -275.3K -218 0.00 143.99 N/A N/A 0 0 53 0 2024-02-12 $59.45 $52.00 19.7% 5.6% 9.4% 20.4% 0.0% 0.2% -7.4% 11.3K -268.1K -211 0.00 146.09 N/A N/A 0 0 53 0 2024-02-13 $58.89 $52.00 18.0% 5.2% 10.2% 16.0% 0.0% -2.4% -5.8% 12.9K -255.3K -248 0.00 145.57 N/A N/A 0 0 53 0 2024-02-14 $59.39 $52.00 17.8% 5.1% 10.4% 15.4% 0.0% 1.1% -3.3% 11.5K -266.8K -205 0.00 144.98 N/A N/A 0 0 53 0 2024-02-15 $59.59 $52.00 17.8% 5.1% 10.4% 15.4% 0.0% 1.1% 7.4% 10.9K -272.0K -202 0.00 144.52 N/A N/A 0 0 53 0 2024-02-16 $59.25 $52.00 20.6% 5.9% 10.6% 22.7% 0.0% 0.5% 1.0% 12.0K -263.9K -218 0.00 145.45 N/A N/A 0 0 53 0 2024-02-20 $58.85 $52.00 19.5% 5.6% 10.9% 19.8% 0.0% -2.8% -4.9% 13.4K -255.4K -203 0.00 145.21 N/A N/A 0 0 53 0 2024-02-21 $58.86 $52.00 20.1% 5.8% 10.8% 21.5% 0.0% -3.0% -5.4% 13.3K -255.0K -200 0.00 145.42 N/A N/A 0 0 53 0 2024-02-22 $59.92 $52.00 19.4% 5.5% 12.4% 19.5% 0.0% 1.0% -4.2% 10.0K -281.3K -144 0.00 145.10 N/A N/A 0 0 53 0 2024-02-23 $60.23 $52.00 19.7% 5.6% 12.5% 20.4% 0.0% 0.5% -3.3% 9.1K -287.6K -141 0.00 144.76 N/A N/A 0 0 53 0 2024-02-26 $60.22 $52.00 22.9% 6.6% 12.4% 28.9% 0.0% 0.5% -7.8% 9.3K -285.7K -132 0.00 143.74 N/A N/A 0 0 53 0 2024-02-27 $60.20 $52.00 22.2% 6.4% 12.3% 26.9% 0.0% -0.0% -6.1% 9.3K -286.4K -128 0.00 144.49 N/A N/A 0 0 53 0 2024-02-28 $60.01 $52.00 22.2% 6.4% 12.3% 27.0% 0.0% 0.4% -7.1% 9.9K -282.6K -125 0.00 144.58 N/A N/A 0 0 53 0 2024-02-29 $60.27 $56.00 22.8% 6.5% 10.3% 28.6% 0.0% 0.1% -6.0% 9.1K -281.5K -107 0.00 144.14 N/A N/A 0 0 52 0
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