FTLS Options History — May 2024 In May 2024, FTLS traded between $59.45 and $61.43. ATM implied volatility averaged 24.0%, placing in the 31.6% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 15.2% (HV 20d: 8.8%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2024-05-15 : Largest IV drop — 62.3% change2024-05-14 : Highest IV Rank — 92.0%2024-05-03 : Largest Expected Move — 6.9%Monthly Statistics Metric Avg Min Max Open Close Price $60.79 $59.45 $61.43 $59.45 $61.00 ATM IV 24.0% 17.6% 47.0% 23.4% 20.3% Expected Move 5.2% 4.4% 6.9% 6.7% 5.8% HV 20d 8.8% 6.2% 11.0% 10.6% 6.3% HV 60d 9.3% 8.5% 10.0% 10.0% 8.5% IV Rank 31.6% 14.8% 92.0% 30.0% 22.0% IV Percentile 53.0% 13.0% 99.1% 71.9% 47.1% Term Structure -3.6% -8.5% 3.5% -4.9% -5.0% Skew 25d 0.4% -0.1% 0.7% 0.5% 0.7% Skew 10d 2.0% -2.4% 3.5% -2.4% 2.3% Call IV 25d 22.3% 18.5% 30.4% 29.3% 25.5% Put IV 25d 22.7% 19.0% 30.8% 29.8% 26.2% Bid-Ask Spread % 150.68 145.48 178.42 176.68 146.39 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (22 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 2024-05-01 $59.45 $0.00 23.4% 6.7% 10.6% 30.0% 0.0% 0.5% -4.9% 0 0 0 0.00 176.68 N/A N/A 0 0 0 0 2024-05-02 $59.59 $0.00 23.4% 6.7% 10.2% 30.3% 0.0% 0.1% -7.6% 0 0 0 0.00 177.03 N/A N/A 0 0 0 0 2024-05-03 $60.13 $0.00 23.9% 6.9% 10.6% 31.5% 0.0% 0.4% -8.5% 0 0 0 0.00 178.42 N/A N/A 0 0 0 0 2024-05-06 $60.58 $0.00 28.1% 4.4% 11.0% 42.5% 0.0% 0.5% -2.7% 0 0 0 0.00 146.74 N/A N/A 0 0 0 0 2024-05-07 $60.55 $0.00 29.8% 4.4% 10.9% 47.0% 0.0% 0.5% -2.8% 0 0 0 0.00 146.94 N/A N/A 0 0 0 0 2024-05-08 $60.56 $0.00 30.8% 4.4% 10.9% 49.5% 0.0% 0.7% -3.3% 0 0 0 0.00 146.79 N/A N/A 0 0 0 0 2024-05-09 $60.84 $0.00 29.5% 4.4% 10.8% 46.1% 0.0% 0.6% -1.7% 0 0 0 0.00 146.96 N/A N/A 0 0 0 0 2024-05-10 $60.72 $0.00 30.4% 4.4% 10.1% 48.5% 0.0% 0.3% -3.4% 0 0 0 0.00 146.63 N/A N/A 0 0 0 0 2024-05-13 $60.82 $0.00 39.7% 4.6% 9.4% 72.9% 0.0% 0.4% -2.3% 0 0 0 0.00 146.39 N/A N/A 0 0 0 0 2024-05-14 $60.98 $0.00 47.0% 4.6% 9.4% 92.0% 0.0% 0.7% -2.9% 0 0 0 0.00 146.93 N/A N/A 0 0 0 0 2024-05-15 $61.43 $0.00 17.7% 5.1% 9.4% 15.2% 0.0% 0.5% -5.2% 0 0 0 0.00 145.48 N/A N/A 0 0 0 0 2024-05-16 $61.19 $0.00 17.7% 5.1% 9.5% 15.2% 0.0% 0.1% 3.5% 0 0 0 0.00 146.02 N/A N/A 0 0 0 0 2024-05-17 $61.19 $0.00 17.8% 5.1% 8.5% 15.4% 0.0% -0.1% -3.4% 0 0 0 0.00 146.17 N/A N/A 0 0 0 0 2024-05-20 $61.18 $0.00 17.9% 5.1% 8.1% 15.8% 0.0% 0.2% -2.9% 0 0 0 0.00 145.97 N/A N/A 0 0 0 0 2024-05-21 $61.31 $0.00 18.0% 5.2% 7.4% 15.9% 0.0% 0.2% -3.0% 0 0 0 0.00 145.85 N/A N/A 0 0 0 0 2024-05-22 $61.01 $0.00 17.7% 5.1% 7.3% 15.1% 0.0% 0.2% -4.1% 0 0 0 0.00 146.34 N/A N/A 0 0 0 0 2024-05-23 $60.77 $0.00 18.0% 5.2% 7.3% 16.0% 0.0% 0.4% -3.4% 0 0 0 0.00 147.43 N/A N/A 0 0 0 0 2024-05-24 $61.05 $0.00 17.6% 5.0% 6.9% 14.8% 0.0% 0.6% -3.0% 0 0 0 0.00 146.36 N/A N/A 0 0 0 0 2024-05-28 $61.09 $0.00 19.4% 5.5% 6.8% 19.5% 0.0% 0.3% -4.6% 0 0 0 0.00 146.87 N/A N/A 0 0 0 0 2024-05-29 $61.15 $0.00 19.3% 5.5% 6.2% 19.5% 0.0% 0.7% -2.9% 0 0 0 0.00 146.34 N/A N/A 0 0 0 0 2024-05-30 $60.89 $0.00 20.1% 5.8% 6.3% 21.4% 0.0% 0.5% -5.0% 0 0 0 0.00 146.19 N/A N/A 0 0 0 0 2024-05-31 $61.00 $0.00 20.3% 5.8% 6.3% 22.0% 0.0% 0.7% -5.0% 0 0 0 0.00 146.39 N/A N/A 0 0 0 0
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