FTLS Options History — June 2024

In June 2024, FTLS traded between $61.31 and $63.09. ATM implied volatility averaged 20.1%, placing in the 21.4% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 15.0% (HV 20d: 5.1%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.

Notable Days

  • 2024-06-12: Largest IV drop — 37.3% change
  • 2024-06-11: Highest IV Rank — 36.8%
  • 2024-06-05: Largest Expected Move — 6.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$62.30$61.31$63.09$61.31$62.56
ATM IV20.1%16.3%25.9%23.2%19.1%
Expected Move5.2%4.4%6.7%6.7%5.5%
HV 20d5.1%4.4%5.8%5.8%4.8%
HV 60d7.9%7.6%8.4%8.4%7.8%
IV Rank21.4%11.4%36.8%29.6%18.8%
IV Percentile39.4%6.0%82.7%70.0%32.1%
Term Structure-4.0%-7.6%-2.2%-7.6%-4.5%
Skew 25d0.6%0.2%1.3%0.4%0.5%
Skew 10d5.1%2.4%6.9%2.6%5.6%
Call IV 25d22.2%18.5%28.6%27.2%24.5%
Put IV 25d22.8%19.3%28.8%27.6%25.0%
Bid-Ask Spread %171.74145.71178.40145.91174.44
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$61.31$0.0023.2%6.7%5.8%29.6%0.0%0.4%-7.6%0000.00145.91N/AN/A0000
2024-06-04$61.31$0.0021.5%6.2%5.3%25.1%0.0%0.5%-3.4%0000.00145.71N/AN/A0000
2024-06-05$61.55$0.0023.4%6.7%5.4%30.2%0.0%0.2%-5.8%0000.00146.00N/AN/A0000
2024-06-06$61.61$0.0022.7%4.4%5.4%28.3%0.0%0.7%-2.5%0000.00178.07N/AN/A0000
2024-06-07$61.73$0.0023.2%4.5%5.2%29.7%0.0%0.8%-3.2%0000.00178.40N/AN/A0000
2024-06-10$61.78$0.0025.3%4.5%5.1%35.2%0.0%0.7%-3.3%0000.00178.25N/AN/A0000
2024-06-11$61.81$0.0025.9%4.7%5.1%36.8%0.0%0.6%-3.7%0000.00178.03N/AN/A0000
2024-06-12$62.08$0.0016.3%4.7%5.2%11.4%0.0%0.6%-2.2%0000.00177.84N/AN/A0000
2024-06-13$62.40$0.0017.5%5.0%4.9%14.6%0.0%0.6%-4.0%0000.00177.11N/AN/A0000
2024-06-14$62.41$0.0017.9%5.1%4.6%15.7%0.0%0.6%-4.6%0000.00176.50N/AN/A0000
2024-06-17$62.95$0.0017.3%4.9%5.3%14.0%0.0%1.3%-4.2%0000.00175.98N/AN/A0000
2024-06-18$62.84$0.0017.2%4.9%5.4%13.9%0.0%0.6%-4.3%0000.00175.92N/AN/A0000
2024-06-20$62.82$0.0017.8%5.1%5.4%15.4%0.0%0.4%-3.1%0000.00176.77N/AN/A0000
2024-06-21$62.87$0.0017.9%5.1%4.9%15.8%0.0%0.5%-3.5%0000.00175.99N/AN/A0000
2024-06-24$62.98$0.0018.6%5.3%4.5%17.5%0.0%0.6%-3.4%0000.00175.71N/AN/A0000
2024-06-25$63.09$0.0018.7%5.4%4.4%17.9%0.0%0.4%-3.7%0000.00174.45N/AN/A0000
2024-06-26$62.99$0.0019.4%5.6%4.5%19.6%0.0%0.3%-4.2%0000.00175.71N/AN/A0000
2024-06-27$62.69$0.0018.8%5.4%5.0%18.1%0.0%0.4%-4.4%0000.00176.37N/AN/A0000
2024-06-28$62.56$0.0019.1%5.5%4.8%18.8%0.0%0.5%-4.5%0000.00174.44N/AN/A0000