FTLS Options History — April 2024

In April 2024, FTLS traded between $59.08 and $61.48. ATM implied volatility averaged 21.2%, placing in the 24.4% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 12.5% (HV 20d: 8.7%). Net GEX was positive for 11 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2024-04-04: Highest Volume — 1 contracts
  • 2024-04-10: Largest IV drop — 35.3% change
  • 2024-04-08: Highest IV Rank — 43.7%
  • 2024-04-03: Largest Expected Move — 6.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$60.40$59.08$61.48$61.48$59.64
ATM IV21.2%17.0%28.6%23.1%23.0%
Expected Move5.6%4.6%6.8%6.6%6.6%
HV 20d8.7%6.9%10.6%8.7%10.6%
HV 60d9.7%9.1%10.5%9.1%9.9%
IV Rank24.4%13.4%43.7%29.4%29.1%
IV Percentile49.4%11.1%89.7%70.4%70.5%
Term Structure-4.3%-7.3%-2.2%-7.1%-7.3%
Skew 25d0.6%-0.1%1.6%-0.1%0.1%
Skew 10d0.5%-2.8%3.5%0.7%-1.8%
Call IV 25d23.4%18.9%28.9%27.3%28.6%
Put IV 25d24.1%19.2%28.9%27.3%28.7%
Bid-Ask Spread %173.35149.34177.85149.61177.41
Gamma HHI1.001.001.001.001.00
Net GEX188051500
Net DEX-2.0K-4.6K000
Net VEX-1-4000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.0450100
Total OI0.50100

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$61.48$0.0023.1%6.6%8.7%29.4%0.0%-0.1%-7.1%0000.00149.61N/AN/A0000
2024-04-02$61.30$0.0021.7%6.2%8.8%25.7%0.0%0.4%-6.4%0000.00149.34N/AN/A0000
2024-04-03$61.40$0.0023.8%6.8%7.9%31.3%0.0%-0.0%-6.9%0000.00149.46N/AN/A0000
2024-04-04$60.81$0.0022.5%4.6%8.5%27.9%0.0%0.1%-2.2%0000.00176.45N/AN/A1000
2024-04-05$61.17$0.0025.9%5.0%8.3%36.6%0.0%1.2%-2.3%317-4.5K-40.00176.97N/AN/A0010
2024-04-08$61.23$0.0028.6%5.2%8.0%43.7%0.0%0.4%-3.3%320-4.6K-30.00177.45N/AN/A0010
2024-04-09$61.17$0.0026.9%4.8%7.8%39.3%0.0%0.6%-2.8%331-4.6K-30.00177.04N/AN/A0010
2024-04-10$60.92$0.0017.4%5.0%6.9%14.3%0.0%0.7%-3.0%345-4.4K-30.00177.50N/AN/A0010
2024-04-11$61.23$0.0017.0%4.9%7.1%13.4%0.0%1.1%-3.2%332-4.6K-30.00177.18N/AN/A0010
2024-04-12$60.55$0.0017.6%5.0%7.9%14.9%0.0%0.4%-3.2%362-4.2K-30.00177.73N/AN/A0010
2024-04-15$59.95$0.0019.4%5.6%8.6%19.5%0.0%0.9%-3.5%387-3.7K-20.00176.76N/AN/A0010
2024-04-16$60.04$0.0019.3%5.5%8.6%19.4%0.0%1.6%-3.8%401-3.8K-20.00177.23N/AN/A0010
2024-04-17$59.72$0.0018.8%5.4%8.7%17.9%0.0%0.4%-3.5%411-3.6K-20.00177.14N/AN/A0010
2024-04-18$59.70$0.0019.4%5.6%7.4%19.8%0.0%0.9%-4.2%413-3.6K-10.00176.36N/AN/A0010
2024-04-19$59.08$0.0019.7%5.6%8.0%20.4%0.0%0.6%-3.9%515-3.1K00.00175.60N/AN/A0010
2024-04-22$59.60$0.0019.2%5.5%8.9%19.0%0.0%1.2%-4.6%0000.00176.68N/AN/A0000
2024-04-23$60.21$0.0020.3%5.8%9.7%21.8%0.0%1.1%-3.4%0000.00177.78N/AN/A0000
2024-04-24$59.87$0.0020.2%5.8%9.9%21.6%0.0%0.5%-5.3%0000.00177.28N/AN/A0000
2024-04-25$59.62$0.0020.2%5.8%9.9%21.8%0.0%0.8%-5.3%0000.00177.52N/AN/A0000
2024-04-26$60.14$0.0020.8%6.0%10.5%23.3%0.0%0.8%-3.3%0000.00177.85N/AN/A0000
2024-04-29$60.02$0.0021.8%6.3%10.5%26.0%0.0%0.3%-6.1%0000.00177.34N/AN/A0000
2024-04-30$59.64$0.0023.0%6.6%10.6%29.1%0.0%0.1%-7.3%0000.00177.41N/AN/A0000