FTLS Options History — October 2024

In October 2024, FTLS traded between $63.01 and $64.87. ATM implied volatility averaged 21.6%, placing in the 24.0% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 15.4% (HV 20d: 6.1%). Max pain ranged from $63.00 to $63.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2024-10-16: Highest Volume — 1 contracts
  • 2024-10-09: Largest IV drop — 40.1% change
  • 2024-10-08: Highest IV Rank — 42.5%
  • 2024-10-31: Largest Expected Move — 7.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$64.08$63.01$64.87$63.01$63.95
Max Pain$63.00$63.00$63.00$63.00$63.00
ATM IV21.6%17.4%29.0%22.3%25.1%
Expected Move5.7%4.7%7.2%6.4%7.2%
HV 20d6.1%5.2%6.9%6.8%6.9%
HV 60d8.5%6.8%9.0%9.0%6.8%
IV Rank24.0%13.5%42.5%25.9%32.8%
IV Percentile53.8%13.9%89.7%65.1%79.8%
Term Structure-4.5%-8.1%-1.6%-4.7%-8.1%
Skew 25d1.3%0.7%1.8%0.7%1.7%
Skew 10d5.7%4.0%6.9%4.6%5.8%
Call IV 25d22.7%18.6%28.9%27.2%28.9%
Put IV 25d24.1%20.4%30.7%28.0%30.7%
Bid-Ask Spread %175.95174.56178.91177.90176.64
Gamma HHI0.960.551.001.001.00
Net GEX374211704422238
Net DEX-4.7K-10.0K-3.3K-3.3K-4.6K
Net VEX-8-14-2-5-13
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.0430100
Total OI1.0871211

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$63.01$63.0022.3%6.4%6.8%25.9%0.0%0.7%-4.7%422-3.3K-50.00177.90N/AN/A0010
2024-10-02$63.14$63.0022.7%6.5%6.8%26.9%0.0%1.3%-5.5%427-3.4K-50.00178.91N/AN/A0010
2024-10-03$63.17$0.0023.9%5.1%6.5%30.0%0.0%1.6%-3.6%421-3.4K-50.00176.26N/AN/A0010
2024-10-04$63.52$0.0024.8%4.7%5.7%32.0%0.0%1.8%-2.2%425-3.7K-50.00176.70N/AN/A0010
2024-10-07$63.30$0.0028.5%5.2%5.9%41.3%0.0%1.5%-1.6%429-3.5K-40.00175.87N/AN/A0010
2024-10-08$63.53$0.0029.0%5.0%5.9%42.5%0.0%1.6%-3.0%434-3.7K-40.00176.34N/AN/A0010
2024-10-09$63.71$0.0017.4%5.0%5.9%13.5%0.0%1.5%-2.8%446-3.8K-40.00176.69N/AN/A0010
2024-10-10$63.61$0.0017.6%5.0%5.7%14.2%0.0%1.6%-2.6%445-3.7K-40.00177.03N/AN/A0010
2024-10-11$64.14$0.0017.9%5.1%6.2%15.0%0.0%1.8%-3.6%449-4.2K-30.00175.45N/AN/A0010
2024-10-14$64.52$0.0017.8%5.1%6.4%14.5%0.0%1.3%-3.8%434-4.4K-20.00175.40N/AN/A0010
2024-10-15$64.47$0.0020.0%5.7%6.4%20.0%0.0%1.5%-4.0%437-4.4K-20.00174.77N/AN/A0010
2024-10-16$64.62$0.0018.3%5.3%6.4%15.9%0.0%1.1%-4.0%437-4.5K-20.00174.99N/AN/A1010
2024-10-17$64.84$0.0018.6%5.3%5.6%16.7%0.0%1.4%-3.7%657-9.8K-130.00174.56N/AN/A0020
2024-10-18$64.82$0.0018.4%5.3%5.2%16.2%0.0%1.1%-4.2%704-10.0K-120.00175.64N/AN/A0020
2024-10-21$64.66$0.0019.0%5.4%5.2%17.5%0.0%0.9%-4.5%215-4.9K-130.00174.83N/AN/A0010
2024-10-22$64.87$0.0019.5%5.6%5.3%18.9%0.0%1.4%-4.9%211-4.9K-130.00174.85N/AN/A0010
2024-10-23$64.29$0.0020.9%6.0%6.1%22.4%0.0%0.7%-5.3%224-4.7K-140.00176.01N/AN/A0010
2024-10-24$64.38$0.0022.5%6.5%6.1%26.4%0.0%1.4%-6.8%227-4.8K-130.00175.49N/AN/A0010
2024-10-25$64.20$0.0021.5%6.2%6.2%23.9%0.0%0.8%-5.4%228-4.7K-140.00174.82N/AN/A0010
2024-10-28$64.58$0.0022.1%6.3%6.5%25.4%0.0%1.4%-6.6%224-4.9K-130.00175.67N/AN/A0010
2024-10-29$64.32$0.0023.4%6.7%6.6%28.6%0.0%1.3%-5.9%225-4.7K-130.00175.68N/AN/A0010
2024-10-30$64.19$0.0024.4%7.0%6.7%31.1%0.0%1.3%-7.9%233-4.7K-130.00176.29N/AN/A0010
2024-10-31$63.95$0.0025.1%7.2%6.9%32.8%0.0%1.7%-8.1%238-4.6K-130.00176.64N/AN/A0010