FTLS Options History — August 2024 In August 2024, FTLS traded between $60.44 and $63.62. ATM implied volatility averaged 26.8%, placing in the 37.4% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 15.4% (HV 20d: 11.4%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 11 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-08-05 : Highest Volume — 4 contracts2024-08-05 : Largest IV spike — 70.6% change2024-08-06 : Highest IV Rank — 100.0%2024-08-06 : Largest Expected Move — 8.0%Monthly Statistics Metric Avg Min Max Open Close Price $62.53 $60.44 $63.62 $62.31 $63.43 Max Pain $50.00 $50.00 $50.00 $50.00 $50.00 ATM IV 26.8% 16.4% 52.0% 24.3% 21.6% Expected Move 5.8% 4.7% 8.0% 7.0% 6.2% HV 20d 11.4% 8.1% 12.4% 8.1% 9.6% HV 60d 8.1% 6.2% 8.4% 6.2% 8.2% IV Rank 37.4% 11.3% 100.0% 32.4% 24.0% IV Percentile 58.7% 7.5% 100.0% 76.6% 59.1% Term Structure -4.6% -12.9% 6.2% -6.7% -5.6% VWIV 53.1% 50.1% 56.2% 50.1% 56.2% Skew 25d 0.9% -0.1% 1.7% -0.1% 0.9% Skew 10d 1.5% -1.9% 5.6% 0.3% 1.2% Call IV 25d 23.3% 19.6% 33.7% 29.3% 24.7% Put IV 25d 24.2% 20.6% 34.9% 29.2% 25.5% Bid-Ask Spread % 150.47 146.48 175.79 171.05 147.03 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 10 0 107 0 0 Net DEX -12.4K -25.3K 0 0 0 Net VEX -0 -4 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.364 0 4 0 0 Total OI 2 0 4 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 2024-08-01 $62.31 $0.00 24.3% 7.0% 8.1% 32.4% 0.0% -0.1% -6.7% 0 0 0 0.00 171.05 N/A N/A 0 0 0 0 2024-08-02 $61.52 $0.00 24.5% 7.0% 9.1% 33.1% 0.0% 0.8% -8.3% 0 0 0 0.00 175.79 N/A N/A 0 0 0 0 2024-08-05 $60.44 $0.00 41.9% 7.2% 10.8% 78.6% 50.1% 1.6% -5.8% 0 0 0 0.00 158.02 N/A N/A 4 0 0 0 2024-08-06 $61.18 $50.00 52.0% 8.0% 11.8% 100.0% 0.0% 1.2% -12.9% 107 -24.0K -4 0.00 151.12 N/A N/A 0 0 4 0 2024-08-07 $60.95 $50.00 31.1% 5.0% 11.8% 47.7% 0.0% 0.7% -4.4% 24 -24.3K -1 0.00 148.01 N/A N/A 0 0 4 0 2024-08-08 $61.56 $50.00 46.5% 6.6% 12.2% 86.2% 0.0% 1.7% -7.0% 50 -24.5K -2 0.00 151.03 N/A N/A 0 0 4 0 2024-08-09 $61.70 $50.00 32.1% 4.8% 12.2% 50.3% 0.0% 1.2% -3.1% 12 -24.7K 0 0.00 148.22 N/A N/A 0 0 4 0 2024-08-12 $61.93 $50.00 41.0% 4.9% 12.3% 72.4% 0.0% 0.9% -4.2% 9 -24.8K 0 0.00 147.69 N/A N/A 0 0 4 0 2024-08-13 $62.27 $50.00 47.1% 5.0% 12.4% 87.6% 0.0% 1.2% -2.8% 7 -24.9K 0 0.00 147.67 N/A N/A 0 0 4 0 2024-08-14 $62.41 $50.00 17.9% 5.1% 12.2% 14.9% 0.0% 1.2% -4.7% 4 -25.0K 0 0.00 147.74 N/A N/A 0 0 4 0 2024-08-15 $62.79 $50.00 16.4% 4.7% 12.3% 11.3% 0.0% 0.8% 6.2% 3 -25.1K 0 0.00 147.36 N/A N/A 0 0 4 0 2024-08-16 $63.00 $50.00 16.7% 4.8% 12.3% 11.8% 0.0% 1.0% -2.7% 2 -25.2K 0 0.00 147.18 N/A N/A 0 0 4 0 2024-08-19 $63.27 $50.00 16.8% 4.8% 12.2% 12.2% 0.0% 0.9% -0.9% 1 -25.3K 0 0.00 146.58 N/A N/A 0 0 4 0 2024-08-20 $63.19 $50.00 18.8% 5.4% 12.2% 17.2% 56.2% 0.5% -4.2% 2 -25.3K 0 0.00 146.56 N/A N/A 4 0 4 0 2024-08-21 $63.30 $0.00 19.1% 5.5% 11.6% 17.9% 0.0% 0.5% -3.3% 0 0 0 0.00 147.00 N/A N/A 0 0 0 0 2024-08-22 $63.20 $0.00 19.5% 5.6% 11.5% 18.8% 0.0% 0.8% -4.6% 0 0 0 0.00 147.27 N/A N/A 0 0 0 0 2024-08-23 $63.44 $0.00 19.7% 5.7% 11.6% 19.4% 0.0% 0.7% -4.8% 0 0 0 0.00 146.81 N/A N/A 0 0 0 0 2024-08-26 $63.45 $0.00 20.3% 5.8% 11.5% 20.9% 0.0% 0.6% -4.3% 0 0 0 0.00 147.03 N/A N/A 0 0 0 0 2024-08-27 $63.62 $0.00 18.9% 5.4% 11.5% 17.4% 0.0% 0.7% -4.5% 0 0 0 0.00 146.74 N/A N/A 0 0 0 0 2024-08-28 $63.49 $0.00 21.8% 6.2% 11.4% 24.5% 0.0% 0.8% -6.7% 0 0 0 0.00 146.48 N/A N/A 0 0 0 0 2024-08-29 $63.30 $0.00 21.5% 6.2% 10.9% 23.9% 0.0% 0.7% -6.2% 0 0 0 0.00 147.93 N/A N/A 0 0 0 0 2024-08-30 $63.43 $0.00 21.6% 6.2% 9.6% 24.0% 0.0% 0.9% -5.6% 0 0 0 0.00 147.03 N/A N/A 0 0 0 0
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