FTLS Options History — September 2024 In September 2024, FTLS traded between $61.74 and $63.59. ATM implied volatility averaged 21.8%, placing in the 24.7% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 14.2% (HV 20d: 7.6%). Max pain ranged from $63.00 to $63.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-09-13 : Highest Volume — 1 contracts2024-09-18 : Largest IV spike — 69.9% change2024-09-18 : Highest IV Rank — 48.2%2024-09-18 : Largest Expected Move — 9.0%Monthly Statistics Metric Avg Min Max Open Close Price $62.70 $61.74 $63.59 $62.66 $63.17 Max Pain $63.00 $63.00 $63.00 $63.00 $63.00 ATM IV 21.8% 12.8% 31.3% 22.1% 22.1% Expected Move 5.7% 3.7% 9.0% 6.3% 6.3% HV 20d 7.6% 7.0% 8.2% 8.2% 8.1% HV 60d 8.8% 8.6% 9.0% 8.6% 9.0% IV Rank 24.7% 2.2% 48.2% 25.4% 25.3% IV Percentile 53.1% 0.8% 94.0% 63.1% 63.1% Term Structure -4.0% -12.8% 4.8% -6.0% -4.8% VWIV 8.3% 8.3% 8.3% 8.3% 8.3% Skew 25d 1.1% 0.5% 1.9% 0.5% 0.8% Skew 10d 4.6% 0.8% 9.9% 0.8% 5.0% Call IV 25d 23.7% 19.1% 37.1% 27.8% 26.4% Put IV 25d 24.7% 20.7% 39.0% 28.3% 27.2% Bid-Ask Spread % 174.81 147.28 180.65 147.28 177.46 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 212 0 420 0 420 Net DEX -1.9K -3.8K 0 0 -3.4K Net VEX -4 -7 0 0 -6 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 0.05 0 1 0 0 Total OI 0.55 0 1 0 1
Daily Data (20 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 2024-09-03 $62.66 $0.00 22.1% 6.3% 8.2% 25.4% 0.0% 0.5% -6.0% 0 0 0 0.00 147.28 N/A N/A 0 0 0 0 2024-09-04 $62.58 $0.00 23.3% 6.7% 7.3% 28.3% 0.0% 1.1% -7.3% 0 0 0 0.00 147.87 N/A N/A 0 0 0 0 2024-09-05 $62.28 $0.00 26.5% 5.2% 7.4% 36.4% 0.0% 1.5% -4.1% 0 0 0 0.00 177.56 N/A N/A 0 0 0 0 2024-09-06 $61.74 $0.00 25.3% 5.0% 7.4% 33.3% 0.0% 1.3% -3.0% 0 0 0 0.00 177.34 N/A N/A 0 0 0 0 2024-09-09 $61.83 $0.00 27.1% 5.0% 7.4% 37.7% 0.0% 1.1% -3.0% 0 0 0 0.00 178.16 N/A N/A 0 0 0 0 2024-09-10 $61.77 $0.00 28.7% 5.0% 7.3% 41.8% 0.0% 1.8% -3.4% 0 0 0 0.00 178.05 N/A N/A 0 0 0 0 2024-09-11 $61.95 $0.00 17.4% 5.0% 7.1% 13.7% 0.0% 1.4% -3.6% 0 0 0 0.00 178.31 N/A N/A 0 0 0 0 2024-09-12 $62.34 $0.00 18.5% 5.3% 7.4% 16.4% 0.0% 0.9% -4.2% 0 0 0 0.00 178.17 N/A N/A 0 0 0 0 2024-09-13 $62.62 $0.00 12.8% 3.7% 7.2% 2.2% 8.3% 1.1% 4.8% 0 0 0 0.00 177.98 N/A N/A 1 0 0 0 2024-09-16 $62.69 $63.00 17.6% 5.1% 7.1% 14.2% 0.0% 1.3% -3.4% 392 -3.2K -7 0.00 177.62 N/A N/A 0 0 1 0 2024-09-17 $62.84 $63.00 18.4% 5.3% 7.0% 16.2% 0.0% 1.1% -4.7% 392 -3.3K -7 0.00 177.78 N/A N/A 0 0 1 0 2024-09-18 $62.94 $63.00 31.3% 9.0% 7.0% 48.2% 0.0% 1.9% -12.8% 271 -3.3K -7 0.00 178.55 N/A N/A 0 0 1 0 2024-09-19 $63.59 $63.00 19.3% 5.5% 7.9% 18.4% 0.0% 1.1% -2.9% 392 -3.8K -7 0.00 176.85 N/A N/A 0 0 1 0 2024-09-20 $63.28 $63.00 18.5% 5.3% 8.1% 16.5% 0.0% 0.9% -2.3% 399 -3.6K -7 0.00 177.79 N/A N/A 0 0 1 0 2024-09-23 $63.20 $63.00 19.3% 5.5% 8.0% 18.3% 0.0% 0.7% -2.9% 410 -3.5K -7 0.00 176.69 N/A N/A 0 0 1 0 2024-09-24 $63.36 $63.00 20.8% 6.0% 8.1% 22.1% 0.0% 0.8% -3.9% 407 -3.6K -6 0.00 177.36 N/A N/A 0 0 1 0 2024-09-25 $63.10 $63.00 19.8% 5.7% 8.1% 19.5% 0.0% 0.7% -2.7% 409 -3.4K -6 0.00 177.72 N/A N/A 0 0 1 0 2024-09-26 $63.11 $63.00 27.9% 8.0% 8.1% 39.8% 0.0% 0.5% -6.8% 326 -3.4K -6 0.00 180.65 N/A N/A 0 0 1 0 2024-09-27 $63.04 $63.00 20.3% 5.8% 8.1% 20.8% 0.0% 0.7% -3.9% 418 -3.4K -6 0.00 177.00 N/A N/A 0 0 1 0 2024-09-30 $63.17 $63.00 22.1% 6.3% 8.1% 25.3% 0.0% 0.8% -4.8% 420 -3.4K -6 0.00 177.46 N/A N/A 0 0 1 0
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