FTXN Options History — July 2021 In July 2021, FTXN traded between $15.64 and $18.74. ATM implied volatility averaged 54.6%. The 30-day expected move averaged 13.7%. IV traded above realized volatility by 17.6% (HV 20d: 37.0%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2021-07-14 : Highest Volume — 1 contracts2021-07-19 : Largest IV spike — 62.0% change2021-07-19 : Largest Expected Move — 20.9%Monthly Statistics Metric Avg Min Max Open Close Price $17.12 $15.64 $18.74 $18.74 $16.40 ATM IV 54.6% 36.9% 82.7% 47.4% 36.9% Expected Move 13.7% 10.6% 20.9% 13.6% 10.6% HV 20d 37.0% 33.0% 40.0% 33.7% 36.3% Term Structure -4.0% -19.0% 6.2% -5.9% 4.3% Skew 25d 3.9% -8.1% 28.1% 0.2% 7.5% Skew 10d 9.4% 2.8% 18.9% 2.8% 14.2% Call IV 25d 48.3% 34.3% 77.1% 52.9% 35.4% Put IV 25d 52.3% 28.3% 81.5% 53.1% 42.9% Bid-Ask Spread % 136.64 123.93 150.98 125.06 123.93 Gamma HHI 0.67 0.62 0.74 0.66 0.73 Net GEX 731 583 917 917 602 Net DEX -18.3K -25.2K -12.4K -25.2K -12.4K Net VEX -163 -198 -124 -198 -124 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 0.048 0 1 0 0 Total OI 52 52 52 52 52
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 2021-07-01 $18.74 $0.00 47.4% 13.6% 0.0% 0.0% 0.0% 0.2% -5.9% 917 -25.2K -198 0.00 125.06 N/A N/A 0 0 52 0 2021-07-02 $18.62 $0.00 48.3% 13.8% 0.0% 0.0% 0.0% 2.2% -10.8% 913 -24.4K -191 0.00 128.24 N/A N/A 0 0 52 0 2021-07-06 $18.04 $0.00 56.8% 12.5% 0.0% 0.0% 0.0% 2.8% -1.7% 849 -23.4K -198 0.00 134.82 N/A N/A 0 0 52 0 2021-07-07 $17.77 $0.00 75.8% 14.4% 0.0% 0.0% 0.0% 3.9% -7.9% 844 -19.7K -173 0.00 149.21 N/A N/A 0 0 52 0 2021-07-08 $17.75 $0.00 80.4% 14.4% 0.0% 0.0% 0.0% 4.8% -7.3% 841 -19.6K -173 0.00 150.98 N/A N/A 0 0 52 0 2021-07-09 $18.14 $0.00 62.5% 12.1% 0.0% 0.0% 0.0% 2.0% -0.2% 866 -23.6K -198 0.00 134.86 N/A N/A 0 0 52 0 2021-07-12 $18.09 $0.00 52.9% 10.9% 0.0% 0.0% 0.0% 10.6% 0.3% 841 -21.6K -177 0.00 127.60 N/A N/A 0 0 52 0 2021-07-13 $17.82 $0.00 82.7% 12.1% 0.0% 0.0% 0.0% 1.9% -1.6% 829 -21.5K -187 0.00 135.45 N/A N/A 0 0 52 0 2021-07-14 $17.19 $0.00 42.6% 12.2% 33.7% 0.0% 0.0% 0.4% -2.8% 741 -18.6K -168 0.00 136.95 N/A N/A 1 0 52 0 2021-07-15 $16.90 $0.00 53.2% 15.2% 33.0% 0.0% 0.0% 1.2% -6.1% 710 -15.6K -146 0.00 149.68 N/A N/A 0 0 52 0 2021-07-16 $16.37 $0.00 44.9% 12.9% 33.6% 0.0% 0.0% 0.4% -2.5% 645 -15.4K -150 0.00 134.15 N/A N/A 0 0 52 0 2021-07-19 $15.64 $0.00 72.7% 20.9% 35.8% 0.0% 0.0% 4.5% -6.0% 583 -14.1K -147 0.00 141.31 N/A N/A 0 0 52 0 2021-07-20 $16.16 $0.00 50.8% 14.6% 37.8% 0.0% 0.0% 8.8% 6.2% 603 -14.8K -146 0.00 132.92 N/A N/A 0 0 52 0 2021-07-21 $16.70 $0.00 49.1% 14.1% 39.4% 0.0% 0.0% 28.1% -19.0% 676 -17.9K -160 0.00 141.82 N/A N/A 0 0 52 0 2021-07-22 $16.46 $0.00 49.1% 14.1% 38.8% 0.0% 0.0% 1.4% -6.8% 639 -16.2K -151 0.00 136.81 N/A N/A 0 0 52 0 2021-07-23 $16.33 $0.00 45.4% 13.0% 38.6% 0.0% 0.0% 3.4% -4.1% 606 -14.9K -140 0.00 137.04 N/A N/A 0 0 52 0 2021-07-26 $16.80 $0.00 45.3% 13.0% 40.0% 0.0% 0.0% 3.2% -0.2% 677 -17.0K -154 0.00 135.40 N/A N/A 0 0 52 0 2021-07-27 $16.39 $0.00 51.2% 14.7% 37.9% 0.0% 0.0% 1.3% -2.2% 622 -15.6K -141 0.00 136.94 N/A N/A 0 0 52 0 2021-07-28 $16.58 $0.00 50.2% 14.4% 38.3% 0.0% 0.0% 2.2% -13.0% 653 -16.5K -155 0.00 135.49 N/A N/A 0 0 52 0 2021-07-29 $16.62 $0.00 48.9% 14.0% 37.7% 0.0% 0.0% -8.1% 3.1% 690 -16.1K -146 0.00 140.79 N/A N/A 0 0 52 0 2021-07-30 $16.40 $0.00 36.9% 10.6% 36.3% 0.0% 0.0% 7.5% 4.3% 602 -12.4K -124 0.00 123.93 N/A N/A 0 0 52 0
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