FTLS Options History — December 2024 In December 2024, FTLS traded between $65.66 and $67.35. ATM implied volatility averaged 24.8%, placing in the 31.3% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 6.3% (HV 20d: 18.5%). Max pain ranged from $65.00 to $65.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-12-09 : Highest Volume — 1 contracts2024-12-11 : Largest IV drop — 39.2% change2024-12-10 : Highest IV Rank — 69.4%2024-12-04 : Largest Expected Move — 9.4%Monthly Statistics Metric Avg Min Max Open Close Price $66.78 $65.66 $67.35 $67.10 $65.98 Max Pain $65.00 $65.00 $65.00 $65.00 $65.00 ATM IV 24.8% 16.1% 39.9% 30.1% 21.8% Expected Move 6.3% 4.6% 9.4% 8.6% 6.2% HV 20d 18.5% 11.0% 24.5% 24.3% 11.0% HV 60d 15.1% 14.7% 15.8% 14.7% 15.8% IV Rank 31.3% 9.4% 69.4% 44.6% 23.5% IV Percentile 56.3% 2.8% 95.6% 88.5% 54.8% Term Structure -4.1% -6.8% -1.4% -4.6% -6.8% Skew 25d 10.9% 0.5% 35.5% 33.9% 0.6% Skew 10d 16.7% 1.8% 48.5% 46.9% 1.9% Call IV 25d 21.4% 18.4% 26.2% 21.8% 26.2% Put IV 25d 32.2% 19.9% 59.6% 55.7% 26.8% Bid-Ask Spread % 175.17 151.38 180.24 162.94 178.12 Gamma HHI 0.75 0.54 1.00 0.55 1.00 Net GEX 229 0 550 484 0 Net DEX -4.1K -10.4K 0 -10.3K 0 Net VEX -5 -15 0 -14 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 0.143 0 1 0 0 Total OI 0.81 0 2 2 0
Daily Data (21 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 2024-12-02 $67.10 $65.00 30.1% 8.6% 24.3% 44.6% 0.0% 33.9% -4.6% 484 -10.3K -14 0.00 162.94 N/A N/A 0 0 2 0 2024-12-03 $66.63 $65.00 31.3% 9.0% 24.5% 47.5% 0.0% 33.7% -5.6% 503 -9.9K -15 0.00 162.78 N/A N/A 0 0 2 0 2024-12-04 $67.00 $65.00 32.9% 9.4% 24.5% 51.5% 0.0% 35.5% -6.0% 480 -10.2K -14 0.00 151.38 N/A N/A 0 0 2 0 2024-12-05 $66.98 $0.00 34.2% 6.3% 24.5% 54.9% 0.0% 18.0% -1.6% 481 -10.3K -13 0.00 180.24 N/A N/A 0 0 2 0 2024-12-06 $67.00 $0.00 35.1% 6.3% 22.5% 57.3% 0.0% 18.2% -1.4% 481 -10.3K -12 0.00 179.59 N/A N/A 0 0 2 0 2024-12-09 $67.06 $0.00 38.5% 6.3% 22.3% 65.8% 0.0% 18.9% -2.1% 489 -10.4K -12 0.00 178.10 N/A N/A 1 0 2 0 2024-12-10 $67.35 $0.00 39.9% 6.4% 22.3% 69.4% 0.0% 19.5% -2.5% 310 -4.7K -4 0.00 180.00 N/A N/A 0 0 1 0 2024-12-11 $67.34 $0.00 24.3% 7.0% 22.2% 29.9% 0.0% 19.9% -3.8% 310 -4.7K -4 0.00 179.20 N/A N/A 0 0 1 0 2024-12-12 $67.34 $0.00 23.6% 6.8% 21.9% 28.1% 0.0% 20.1% -2.2% 313 -4.7K -4 0.00 179.67 N/A N/A 0 0 1 0 2024-12-13 $66.86 $0.00 16.1% 4.6% 22.1% 9.4% 0.0% 0.9% -3.2% 550 -5.6K -2 0.00 176.98 N/A N/A 0 0 1 0 2024-12-16 $67.32 $0.00 17.9% 5.1% 18.1% 13.7% 0.0% 0.7% -4.1% 418 -5.2K -2 0.00 175.41 N/A N/A 1 0 1 0 2024-12-17 $67.06 $0.00 17.4% 5.0% 16.4% 12.6% 0.0% 0.8% -3.6% 0 0 0 0.00 176.77 N/A N/A 0 0 0 0 2024-12-18 $65.66 $0.00 18.2% 5.2% 16.2% 14.6% 0.0% 1.5% -4.8% 0 0 0 0.00 176.75 N/A N/A 1 0 0 0 2024-12-19 $65.91 $0.00 19.5% 5.6% 16.2% 17.9% 0.0% 0.5% -3.5% 0 0 0 0.00 177.48 N/A N/A 0 0 0 0 2024-12-20 $66.34 $0.00 20.1% 5.8% 13.8% 19.3% 0.0% 1.1% -5.0% 0 0 0 0.00 176.86 N/A N/A 0 0 0 0 2024-12-23 $66.58 $0.00 18.9% 5.4% 13.8% 16.5% 0.0% 1.1% -4.0% 0 0 0 0.00 176.53 N/A N/A 0 0 0 0 2024-12-24 $67.00 $0.00 18.5% 5.3% 13.7% 15.4% 0.0% 0.7% -4.3% 0 0 0 0.00 176.57 N/A N/A 0 0 0 0 2024-12-26 $67.10 $0.00 18.8% 5.4% 13.5% 16.1% 0.0% 1.1% -4.3% 0 0 0 0.00 177.61 N/A N/A 0 0 0 0 2024-12-27 $66.38 $0.00 21.6% 6.2% 14.1% 23.2% 0.0% 0.5% -6.2% 0 0 0 0.00 177.60 N/A N/A 0 0 0 0 2024-12-30 $66.38 $0.00 22.7% 6.5% 11.4% 25.9% 0.0% 1.3% -6.7% 0 0 0 0.00 178.05 N/A N/A 0 0 0 0 2024-12-31 $65.98 $0.00 21.8% 6.2% 11.0% 23.5% 0.0% 0.6% -6.8% 0 0 0 0.00 178.12 N/A N/A 0 0 0 0
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