FTXN Options History — June 2021

In June 2021, FTXN traded between $18.01 and $18.84. ATM implied volatility averaged 45.0%. The 30-day expected move averaged 12.9%. Net GEX was positive for 7 of 7 trading days. Term structure was in contango for 0 of 7 days. Put/call ratio averaged 0.00.

Notable Days

  • 2021-06-29: Highest Volume — 51 contracts
  • 2021-06-28: Largest IV spike — 39.5% change
  • 2021-06-28: Largest Expected Move — 17.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.36$18.01$18.84$18.22$18.30
ATM IV45.0%37.7%59.7%39.1%48.5%
Expected Move12.9%10.8%17.1%11.2%13.9%
Term Structure-5.8%-12.8%-0.8%-11.1%-7.6%
Skew 25d-0.5%-5.0%3.3%-5.0%-0.4%
Skew 10d2.0%-4.4%7.4%-4.4%2.6%
Call IV 25d50.5%39.4%66.9%39.4%53.2%
Put IV 25d50.0%34.4%68.6%34.4%52.7%
Bid-Ask Spread %127.36122.70136.17126.44127.55
Gamma HHI0.890.601.001.000.60
Net GEX2895288156881
Net DEX-8.1K-25.0K-1.4K-1.4K-25.0K
Net VEX-65-215-9-9-215
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume14.57105100
Total OI16.286252252

Daily Data (7 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-22$18.22$0.0039.1%11.2%0.0%0.0%0.0%-5.0%-11.1%56-1.4K-90.00126.44N/AN/A0020
2021-06-23$18.51$0.0043.2%12.4%0.0%0.0%0.0%-3.7%-4.6%62-1.4K-90.00126.72N/AN/A1020
2021-06-24$18.61$0.0044.0%12.6%0.0%0.0%0.0%3.3%-2.2%58-1.5K-90.00125.93N/AN/A0020
2021-06-25$18.84$0.0042.8%12.3%0.0%0.0%0.0%2.2%-1.1%59-1.7K-90.00126.00N/AN/A0020
2021-06-28$18.01$0.0059.7%17.1%0.0%0.0%0.0%1.7%-12.8%52-1.4K-90.00136.17N/AN/A50020
2021-06-29$18.02$0.0037.7%10.8%0.0%0.0%0.0%-1.9%-0.8%852-24.4K-1980.00122.70N/AN/A510520
2021-06-30$18.30$0.0048.5%13.9%0.0%0.0%0.0%-0.4%-7.6%881-25.0K-2150.00127.55N/AN/A00520