FTLS Options History — November 2024 In November 2024, FTLS traded between $63.77 and $66.43. ATM implied volatility averaged 30.1%, placing in the 44.9% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 14.3% (HV 20d: 15.9%). Max pain ranged from $65.00 to $65.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days.
Notable Days 2024-11-13 : Largest IV drop — 54.3% change2024-11-12 : Highest IV Rank — 95.1%2024-11-20 : Largest Expected Move — 9.8%Monthly Statistics Metric Avg Min Max Open Close Price $65.06 $63.77 $66.43 $63.78 $66.43 Max Pain $65.00 $65.00 $65.00 $65.00 $65.00 ATM IV 30.1% 22.8% 50.1% 25.5% 31.4% Expected Move 7.4% 6.0% 9.8% 7.3% 9.0% HV 20d 15.9% 6.6% 24.2% 6.7% 24.2% HV 60d 10.8% 6.6% 14.8% 6.6% 14.8% IV Rank 44.9% 26.2% 95.1% 33.7% 47.9% IV Percentile 86.3% 67.5% 99.6% 81.3% 92.5% Term Structure -3.6% -12.4% 5.8% -8.3% -5.3% Skew 25d 20.9% 1.3% 29.6% 1.3% 29.6% Skew 10d 29.2% 5.1% 40.9% 5.1% 40.9% Call IV 25d 21.3% 17.0% 29.9% 29.9% 22.6% Put IV 25d 42.2% 31.2% 52.2% 31.2% 52.2% Bid-Ask Spread % 164.57 159.97 177.00 177.00 162.79 Gamma HHI 0.75 0.50 1.00 1.00 0.53 Net GEX 411 189 945 240 505 Net DEX -6.9K -9.8K -4.5K -4.5K -9.8K Net VEX -16 -21 -10 -13 -15 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1.55 1 2 1 2
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 2024-11-01 $63.78 $0.00 25.5% 7.3% 6.7% 33.7% 0.0% 1.3% -8.3% 240 -4.5K -13 0.00 177.00 N/A N/A 0 0 1 0 2024-11-04 $63.77 $0.00 28.8% 6.4% 6.6% 42.0% 0.0% 17.4% -3.6% 236 -4.5K -14 0.00 167.00 N/A N/A 0 0 1 0 2024-11-05 $64.14 $0.00 28.9% 6.5% 6.8% 42.3% 0.0% 17.7% -2.9% 230 -4.6K -13 0.00 166.93 N/A N/A 0 0 1 0 2024-11-06 $64.16 $0.00 35.8% 7.6% 6.7% 59.4% 0.0% 18.0% -8.8% 226 -4.6K -13 0.00 165.80 N/A N/A 0 0 1 0 2024-11-07 $66.00 $0.00 30.8% 6.0% 11.9% 47.0% 0.0% 20.0% -2.5% 191 -5.4K -11 0.00 164.19 N/A N/A 0 0 1 0 2024-11-08 $65.50 $0.00 33.1% 7.0% 12.1% 52.8% 0.0% 19.6% -5.1% 202 -5.2K -12 0.00 164.32 N/A N/A 0 0 1 0 2024-11-11 $65.64 $0.00 41.7% 6.4% 12.0% 74.2% 0.0% 20.8% -3.5% 199 -5.2K -11 0.00 164.33 N/A N/A 0 0 1 0 2024-11-12 $65.42 $0.00 50.1% 7.3% 12.1% 95.1% 0.0% 20.5% -5.4% 203 -5.1K -12 0.00 164.13 N/A N/A 0 0 1 0 2024-11-13 $66.14 $0.00 22.9% 6.6% 12.6% 26.5% 0.0% 22.0% -3.5% 189 -5.4K -10 0.00 164.31 N/A N/A 0 0 1 0 2024-11-14 $66.07 $65.00 22.8% 6.5% 12.6% 26.2% 0.0% 26.5% -2.1% 402 -9.3K -19 0.00 163.68 N/A N/A 0 0 2 0 2024-11-15 $63.88 $65.00 28.8% 8.3% 17.6% 41.4% 0.0% 19.0% -4.6% 687 -7.1K -21 0.00 162.51 N/A N/A 0 0 2 0 2024-11-18 $65.43 $65.00 23.9% 6.9% 19.6% 29.1% 0.0% 26.0% 5.8% 441 -8.8K -19 0.00 165.58 N/A N/A 0 0 2 0 2024-11-19 $64.02 $65.00 30.9% 8.9% 21.1% 46.7% 0.0% 21.8% -5.6% 525 -7.5K -20 0.00 166.25 N/A N/A 0 0 2 0 2024-11-20 $63.97 $65.00 34.2% 9.8% 20.9% 55.0% 0.0% 22.2% -12.4% 513 -7.4K -20 0.00 165.48 N/A N/A 0 0 2 0 2024-11-21 $65.61 $65.00 25.2% 7.2% 22.8% 32.3% 0.0% 20.2% -5.7% 589 -8.7K -18 0.00 161.96 N/A N/A 0 0 2 0 2024-11-22 $65.84 $65.00 25.6% 7.3% 22.8% 33.3% 0.0% 26.8% -4.3% 442 -8.9K -18 0.00 161.04 N/A N/A 0 0 2 0 2024-11-25 $65.44 $65.00 26.3% 7.5% 22.9% 35.0% 0.0% 19.3% 1.0% 945 -8.6K -18 0.00 159.97 N/A N/A 0 0 2 0 2024-11-26 $65.12 $65.00 29.2% 8.4% 22.9% 42.3% 0.0% 23.3% 0.5% 729 -8.5K -18 0.00 161.40 N/A N/A 0 0 2 0 2024-11-27 $64.91 $65.00 27.1% 7.8% 22.9% 37.0% 0.0% 25.6% 5.0% 521 -8.2K -18 0.00 162.78 N/A N/A 0 0 2 0 2024-11-29 $66.43 $65.00 31.4% 9.0% 24.2% 47.9% 0.0% 29.6% -5.3% 505 -9.8K -15 0.00 162.79 N/A N/A 0 0 2 0
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