FTLS Options History — July 2024 In July 2024, FTLS traded between $62.00 and $63.42. ATM implied volatility averaged 20.2%, placing in the 21.8% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 14.4% (HV 20d: 5.8%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-07-10 : Largest IV drop — 32.2% change2024-07-09 : Highest IV Rank — 36.9%2024-07-30 : Largest Expected Move — 6.9%Monthly Statistics Metric Avg Min Max Open Close Price $62.75 $62.00 $63.42 $62.81 $62.89 ATM IV 20.2% 15.6% 26.0% 20.6% 22.6% Expected Move 5.5% 4.3% 6.9% 5.9% 6.5% HV 20d 5.8% 4.6% 7.4% 4.9% 7.4% HV 60d 6.7% 6.0% 7.6% 7.6% 6.0% IV Rank 21.8% 9.7% 36.9% 22.7% 27.9% IV Percentile 43.4% 4.8% 83.3% 51.6% 65.1% Term Structure -4.2% -8.2% -0.4% -5.8% -7.1% Skew 25d 0.5% -0.1% 1.2% 0.2% 0.5% Skew 10d 2.2% -0.0% 6.9% 6.4% 1.3% Call IV 25d 22.8% 18.2% 28.0% 26.2% 28.0% Put IV 25d 23.3% 18.6% 28.6% 26.4% 28.6% Bid-Ask Spread % 176.08 173.58 178.46 174.51 177.68 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 2024-07-01 $62.81 $0.00 20.6% 5.9% 4.9% 22.7% 0.0% 0.2% -5.8% 0 0 0 0.00 174.51 N/A N/A 0 0 0 0 2024-07-02 $62.88 $0.00 20.7% 5.9% 4.7% 23.1% 0.0% 0.3% -6.1% 0 0 0 0.00 174.78 N/A N/A 0 0 0 0 2024-07-03 $62.96 $0.00 21.0% 6.0% 4.7% 23.9% 0.0% -0.1% -6.1% 0 0 0 0.00 175.44 N/A N/A 0 0 0 0 2024-07-05 $63.08 $0.00 22.5% 4.3% 4.6% 27.9% 0.0% 0.4% -0.4% 0 0 0 0.00 176.44 N/A N/A 0 0 0 0 2024-07-08 $63.08 $0.00 25.1% 4.6% 4.6% 34.7% 0.0% 0.5% -1.3% 0 0 0 0.00 177.01 N/A N/A 0 0 0 0 2024-07-09 $63.28 $0.00 26.0% 5.0% 4.6% 36.9% 0.0% 0.4% -3.2% 0 0 0 0.00 175.91 N/A N/A 0 0 0 0 2024-07-10 $63.42 $0.00 17.6% 5.0% 4.6% 14.9% 0.0% 0.7% -4.3% 0 0 0 0.00 176.14 N/A N/A 0 0 0 0 2024-07-11 $62.84 $0.00 15.6% 4.5% 6.0% 9.7% 0.0% 0.1% -2.6% 0 0 0 0.00 176.24 N/A N/A 0 0 0 0 2024-07-12 $62.91 $0.00 16.0% 4.6% 5.8% 10.7% 0.0% 0.7% -2.7% 0 0 0 0.00 176.92 N/A N/A 0 0 0 0 2024-07-15 $62.93 $0.00 16.3% 4.7% 5.6% 11.3% 0.0% 0.5% -2.7% 0 0 0 0.00 175.86 N/A N/A 0 0 0 0 2024-07-16 $63.16 $0.00 17.0% 4.9% 5.7% 13.2% 0.0% 0.2% -1.4% 0 0 0 0.00 177.42 N/A N/A 0 0 0 0 2024-07-17 $62.67 $0.00 17.5% 5.0% 5.6% 14.7% 0.0% 0.3% -3.2% 0 0 0 0.00 176.92 N/A N/A 0 0 0 0 2024-07-18 $62.46 $0.00 19.1% 5.5% 5.7% 19.0% 0.0% 0.2% -4.5% 0 0 0 0.00 173.58 N/A N/A 0 0 0 0 2024-07-19 $62.34 $0.00 20.4% 5.9% 5.7% 22.4% 0.0% 0.5% -5.4% 0 0 0 0.00 175.56 N/A N/A 0 0 0 0 2024-07-22 $62.70 $0.00 18.8% 5.4% 6.1% 18.1% 0.0% 1.1% -4.8% 0 0 0 0.00 175.99 N/A N/A 0 0 0 0 2024-07-23 $62.79 $0.00 19.0% 5.4% 6.1% 18.6% 0.0% 0.6% -3.9% 0 0 0 0.00 178.46 N/A N/A 0 0 0 0 2024-07-24 $62.13 $0.00 20.1% 5.7% 7.1% 21.3% 0.0% 0.7% -2.7% 0 0 0 0.00 175.68 N/A N/A 0 0 0 0 2024-07-25 $62.00 $0.00 19.9% 5.7% 7.1% 21.0% 0.0% 0.6% -4.6% 0 0 0 0.00 174.55 N/A N/A 0 0 0 0 2024-07-26 $62.20 $0.00 20.7% 5.9% 7.1% 23.1% 0.0% 1.2% -4.8% 0 0 0 0.00 175.36 N/A N/A 0 0 0 0 2024-07-29 $62.45 $0.00 23.9% 6.9% 7.2% 31.4% 0.0% 0.7% -8.2% 0 0 0 0.00 176.64 N/A N/A 0 0 0 0 2024-07-30 $62.47 $0.00 24.1% 6.9% 7.0% 32.0% 0.0% 0.5% -7.8% 0 0 0 0.00 176.68 N/A N/A 0 0 0 0 2024-07-31 $62.89 $0.00 22.6% 6.5% 7.4% 27.9% 0.0% 0.5% -7.1% 0 0 0 0.00 177.68 N/A N/A 0 0 0 0
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