FTXN Options History — August 2021

In August 2021, FTXN traded between $14.85 and $16.57. ATM implied volatility averaged 48.7%. The 30-day expected move averaged 13.2%. IV traded above realized volatility by 16.0% (HV 20d: 32.7%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days.

Notable Days

  • 2021-08-24: Largest IV spike — 72.2% change
  • 2021-08-24: Largest Expected Move — 17.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.03$14.85$16.57$16.23$16.33
ATM IV48.7%31.9%75.5%50.7%50.1%
Expected Move13.2%9.1%17.4%14.5%14.4%
HV 20d32.7%26.0%37.0%36.3%33.3%
HV 60d34.5%34.1%35.1%34.4%34.3%
Term Structure-3.9%-11.6%8.6%-6.4%-10.2%
Skew 25d3.8%-0.4%19.1%2.0%2.7%
Skew 10d5.8%-19.5%21.1%3.1%5.8%
Call IV 25d49.5%30.1%80.7%55.2%54.4%
Put IV 25d53.3%45.2%86.2%57.2%57.1%
Bid-Ask Spread %127.97120.45141.61139.11125.95
Gamma HHI0.770.680.910.690.78
Net GEX570413655608605
Net DEX-11.8K-15.8K-7.8K-15.1K-12.2K
Net VEX-111-141-79-141-108
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI5252525252

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$16.23$0.0050.7%14.5%36.3%0.0%0.0%2.0%-6.4%608-15.1K-1410.00139.11N/AN/A00520
2021-08-03$16.44$0.0052.5%15.0%35.7%0.0%0.0%3.3%-9.8%638-15.8K-1410.00141.61N/AN/A00520
2021-08-04$16.07$0.0052.3%15.0%36.1%0.0%0.0%2.1%-7.1%575-13.5K-1310.00139.52N/AN/A00520
2021-08-05$16.21$0.0052.7%12.2%36.4%0.0%0.0%2.4%0.1%600-14.2K-1330.00124.13N/AN/A00520
2021-08-06$16.34$0.0053.2%12.1%35.4%0.0%0.0%1.2%-1.1%618-14.3K-1330.00125.08N/AN/A00520
2021-08-09$16.09$0.0075.5%15.3%35.6%0.0%0.0%3.7%-8.9%564-10.0K-1010.00134.88N/AN/A00520
2021-08-10$16.49$0.0058.7%12.3%37.0%0.0%0.0%3.3%-4.7%655-15.5K-1360.00126.62N/AN/A00520
2021-08-11$16.55$0.0042.1%12.1%35.0%0.0%0.0%1.1%-2.3%652-14.4K-1310.00127.09N/AN/A00520
2021-08-12$16.57$0.0041.5%11.9%34.6%0.0%0.0%4.6%-0.4%635-13.6K-1270.00126.16N/AN/A00520
2021-08-13$16.20$0.0042.8%12.3%33.6%0.0%0.0%2.1%-3.7%603-13.0K-1200.00127.32N/AN/A00520
2021-08-16$15.78$0.0043.8%12.5%30.8%0.0%0.0%9.2%-9.7%533-10.1K-1010.00124.20N/AN/A00520
2021-08-17$15.68$0.0044.1%12.6%28.4%0.0%0.0%2.8%-3.8%527-11.0K-1050.00123.75N/AN/A00520
2021-08-18$15.36$0.0046.7%13.4%26.0%0.0%0.0%-0.4%-6.8%492-10.0K-950.00124.15N/AN/A00520
2021-08-19$14.85$0.0048.5%13.9%27.9%0.0%0.0%5.8%4.9%413-8.4K-890.00125.45N/AN/A00520
2021-08-20$14.97$0.0048.4%13.9%28.2%0.0%0.0%3.1%1.9%435-8.8K-920.00126.56N/AN/A00520
2021-08-23$15.57$0.0035.3%10.1%30.1%0.0%0.0%0.9%8.6%485-7.8K-790.00120.45N/AN/A00520
2021-08-24$15.89$0.0060.7%17.4%30.2%0.0%0.0%5.4%-11.6%529-8.4K-870.00135.23N/AN/A00520
2021-08-25$16.14$0.0040.6%11.6%30.5%0.0%0.0%1.8%3.8%563-9.5K-940.00122.04N/AN/A00520
2021-08-26$15.89$0.0031.9%9.1%30.9%0.0%0.0%19.1%0.3%539-8.2K-800.00122.58N/AN/A00520
2021-08-27$16.51$0.0048.7%14.0%33.7%0.0%0.0%5.8%-8.0%640-12.4K-1130.00126.35N/AN/A00520
2021-08-30$16.40$0.0050.3%14.4%33.6%0.0%0.0%1.4%-10.0%626-13.2K-1140.00127.09N/AN/A00520
2021-08-31$16.33$0.0050.1%14.4%33.3%0.0%0.0%2.7%-10.2%605-12.2K-1080.00125.95N/AN/A00520