FTLS Options History — March 2024 In March 2024, FTLS traded between $60.03 and $61.53. ATM implied volatility averaged 24.4%, placing in the 32.7% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 14.2% (HV 20d: 10.2%). Max pain ranged from $56.00 to $56.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-03-13 : Largest IV drop — 61.6% change2024-03-11 : Highest IV Rank — 84.6%2024-03-01 : Largest Expected Move — 7.2%Monthly Statistics Metric Avg Min Max Open Close Price $60.90 $60.03 $61.53 $60.53 $61.53 Max Pain $56.00 $56.00 $56.00 $56.00 $56.00 ATM IV 24.4% 16.7% 44.1% 25.0% 19.1% Expected Move 5.2% 4.4% 7.2% 7.2% 5.5% HV 20d 10.2% 8.8% 11.5% 10.3% 8.8% HV 60d 9.0% 8.2% 9.3% 8.3% 9.1% IV Rank 32.7% 12.6% 84.6% 34.3% 19.0% IV Percentile 53.8% 9.6% 98.9% 81.0% 30.8% Term Structure -3.9% -8.9% -2.2% -8.9% -4.7% Skew 25d 0.6% 0.3% 1.0% 0.7% 0.4% Skew 10d 0.1% -15.4% 1.3% -15.4% 0.7% Call IV 25d 21.6% 18.7% 30.0% 30.0% 24.7% Put IV 25d 22.3% 19.6% 30.7% 30.7% 25.1% Bid-Ask Spread % 149.91 144.08 150.90 144.08 149.45 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 4.5K 0 10.0K 8.5K 0 Net DEX -158.7K -299.0K 0 -285.6K 0 Net VEX -33 -104 0 -104 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 28.6 0 52 52 0
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 2024-03-01 $60.53 $56.00 25.0% 7.2% 10.3% 34.3% 0.0% 0.7% -8.9% 8.5K -285.6K -104 0.00 144.08 N/A N/A 0 0 52 0 2024-03-04 $60.61 $0.00 25.5% 4.4% 10.2% 35.6% 0.0% 0.9% -2.5% 8.2K -287.7K -82 0.00 150.66 N/A N/A 0 0 52 0 2024-03-05 $60.03 $0.00 27.8% 4.6% 10.9% 41.6% 0.0% 0.6% -2.2% 10.0K -276.0K -100 0.00 150.68 N/A N/A 0 0 52 0 2024-03-06 $60.45 $0.00 31.4% 4.9% 11.0% 51.1% 0.0% 0.5% -4.0% 8.8K -284.1K -85 0.00 150.56 N/A N/A 0 0 52 0 2024-03-07 $60.91 $0.00 30.6% 4.6% 10.9% 49.0% 0.0% 0.7% -3.1% 7.5K -292.2K -70 0.00 150.90 N/A N/A 0 0 52 0 2024-03-08 $60.53 $0.00 35.4% 4.6% 11.1% 61.5% 0.0% 0.5% -3.2% 8.6K -285.2K -75 0.00 150.83 N/A N/A 0 0 52 0 2024-03-11 $60.27 $0.00 44.1% 5.1% 11.1% 84.6% 0.0% 0.7% -4.1% 9.3K -282.4K -57 0.00 150.28 N/A N/A 0 0 52 0 2024-03-12 $60.95 $0.00 43.6% 4.7% 11.5% 83.1% 0.0% 1.0% -3.2% 6.6K -299.0K -33 0.00 150.53 N/A N/A 0 0 52 0 2024-03-13 $60.97 $0.00 16.7% 4.8% 10.8% 12.6% 0.0% 0.7% -3.3% 6.9K -297.3K -27 0.00 150.64 N/A N/A 0 0 52 0 2024-03-14 $60.59 $0.00 16.9% 4.8% 10.8% 12.9% 0.0% 0.6% -2.5% 8.5K -286.4K -26 0.00 150.55 N/A N/A 0 0 52 0 2024-03-15 $60.51 $0.00 17.8% 5.1% 10.8% 15.3% 0.0% 0.7% -2.5% 7.1K -297.2K -4 0.00 150.43 N/A N/A 0 0 52 0 2024-03-18 $60.66 $0.00 17.2% 4.9% 10.6% 13.8% 0.0% 0.7% -3.1% 0 0 0 0.00 150.33 N/A N/A 0 0 0 0 2024-03-19 $60.84 $0.00 17.4% 5.0% 10.2% 14.4% 0.0% 0.8% -3.2% 0 0 0 0.00 149.82 N/A N/A 0 0 0 0 2024-03-20 $61.53 $0.00 18.2% 5.2% 10.7% 16.4% 0.0% 1.0% -2.9% 0 0 0 0.00 150.10 N/A N/A 0 0 0 0 2024-03-21 $61.50 $0.00 19.4% 5.6% 9.0% 19.7% 0.0% 0.6% -4.7% 0 0 0 0.00 149.85 N/A N/A 0 0 0 0 2024-03-22 $61.33 $0.00 19.7% 5.6% 9.0% 20.3% 0.0% 0.4% -5.4% 0 0 0 0.00 149.98 N/A N/A 0 0 0 0 2024-03-25 $61.41 $0.00 20.2% 5.8% 9.0% 21.7% 0.0% 0.4% -4.8% 0 0 0 0.00 149.44 N/A N/A 0 0 0 0 2024-03-26 $61.46 $0.00 20.4% 5.9% 8.9% 22.3% 0.0% 0.4% -4.5% 0 0 0 0.00 149.61 N/A N/A 0 0 0 0 2024-03-27 $61.39 $0.00 21.3% 6.1% 8.8% 24.6% 0.0% 0.3% -6.0% 0 0 0 0.00 149.46 N/A N/A 0 0 0 0 2024-03-28 $61.53 $0.00 19.1% 5.5% 8.8% 19.0% 0.0% 0.4% -4.7% 0 0 0 0.00 149.45 N/A N/A 0 0 0 0
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