FTXN Options History — September 2021 In September 2021, FTXN traded between $16.28 and $19.20. ATM implied volatility averaged 47.4%. The 30-day expected move averaged 13.1%. IV traded above realized volatility by 12.1% (HV 20d: 35.4%). Max pain ranged from $19.00 to $19.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2021-09-28 : Highest Volume — 1 contracts2021-09-08 : Largest IV drop — 46.4% change2021-09-21 : Largest Expected Move — 20.7%Monthly Statistics Metric Avg Min Max Open Close Price $17.49 $16.28 $19.20 $16.28 $19.12 Max Pain $19.00 $19.00 $19.00 $19.00 $19.00 ATM IV 47.4% 30.6% 72.4% 34.3% 65.0% Expected Move 13.1% 8.8% 20.7% 9.8% 18.6% HV 20d 35.4% 32.2% 38.4% 32.2% 38.2% HV 60d 34.8% 32.9% 36.7% 34.0% 36.0% Term Structure -4.1% -21.8% 11.2% 0.8% -15.8% VWIV 69.6% 69.6% 69.6% 69.6% 69.6% Skew 25d 3.5% -39.1% 20.0% 20.0% -39.1% Skew 10d 6.5% -26.0% 27.4% 17.3% -26.0% Call IV 25d 46.8% 27.8% 80.6% 30.0% 68.4% Put IV 25d 50.3% 29.2% 84.7% 50.0% 29.2% Bid-Ask Spread % 129.47 116.79 150.96 116.79 139.72 Gamma HHI 0.74 0.54 0.88 0.88 0.54 Net GEX 806 617 1.1K 617 1.1K Net DEX -17.4K -30.7K -8.9K -10.1K -30.7K Net VEX -128 -181 -84 -98 -181 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 52.048 52 53 52 53
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 2021-09-01 $16.28 $0.00 34.3% 9.8% 32.2% 0.0% 0.0% 20.0% 0.8% 617 -10.1K -98 0.00 116.79 N/A N/A 0 0 52 0 2021-09-02 $16.82 $0.00 47.5% 11.2% 34.1% 0.0% 0.0% 2.6% 0.9% 700 -14.8K -123 0.00 128.60 N/A N/A 0 0 52 0 2021-09-03 $16.79 $0.00 50.1% 11.1% 34.0% 0.0% 0.0% 2.8% 0.6% 679 -14.5K -122 0.00 130.63 N/A N/A 0 0 52 0 2021-09-07 $16.73 $0.00 57.1% 11.7% 33.5% 0.0% 0.0% 3.0% -1.4% 679 -13.9K -119 0.00 130.83 N/A N/A 0 0 52 0 2021-09-08 $16.67 $0.00 30.6% 8.8% 32.5% 0.0% 0.0% 11.6% -0.6% 694 -12.5K -108 0.00 122.57 N/A N/A 0 0 52 0 2021-09-09 $16.72 $0.00 42.2% 12.1% 32.5% 0.0% 0.0% 9.3% -1.0% 680 -12.5K -107 0.00 121.95 N/A N/A 0 0 52 0 2021-09-10 $16.66 $0.00 40.8% 11.7% 32.5% 0.0% 0.0% 2.5% -0.8% 678 -13.7K -116 0.00 129.04 N/A N/A 0 0 52 0 2021-09-13 $17.17 $0.00 41.5% 11.9% 33.0% 0.0% 0.0% 5.2% 0.2% 753 -16.1K -128 0.00 128.92 N/A N/A 0 0 52 0 2021-09-14 $16.84 $0.00 35.9% 10.3% 32.3% 0.0% 0.0% 5.4% -0.4% 626 -8.9K -84 0.00 122.56 N/A N/A 0 0 52 0 2021-09-15 $17.84 $0.00 42.2% 12.1% 37.3% 0.0% 0.0% 6.6% 4.0% 862 -17.5K -131 0.00 124.03 N/A N/A 0 0 52 0 2021-09-16 $17.66 $0.00 43.6% 12.5% 36.5% 0.0% 0.0% 4.0% -1.1% 824 -18.3K -137 0.00 128.42 N/A N/A 0 0 52 0 2021-09-17 $17.35 $0.00 44.0% 12.6% 34.5% 0.0% 0.0% 0.8% -2.7% 795 -17.5K -129 0.00 127.29 N/A N/A 0 0 52 0 2021-09-20 $16.74 $0.00 53.4% 15.3% 37.8% 0.0% 0.0% 5.2% -7.9% 674 -13.8K -115 0.00 124.32 N/A N/A 0 0 52 0 2021-09-21 $16.95 $0.00 72.4% 20.7% 35.8% 0.0% 0.0% 4.1% -15.6% 719 -14.2K -114 0.00 150.96 N/A N/A 0 0 52 0 2021-09-22 $17.49 $0.00 46.8% 13.4% 36.7% 0.0% 0.0% 4.9% -5.5% 810 -17.6K -126 0.00 128.46 N/A N/A 0 0 52 0 2021-09-23 $18.00 $0.00 39.8% 11.4% 37.5% 0.0% 0.0% 5.8% -17.0% 964 -18.6K -127 0.00 125.34 N/A N/A 0 0 52 0 2021-09-24 $18.12 $0.00 36.8% 10.6% 36.6% 0.0% 0.0% 7.9% 1.4% 925 -18.6K -133 0.00 126.22 N/A N/A 0 0 52 0 2021-09-27 $19.08 $0.00 45.2% 13.0% 38.4% 0.0% 0.0% 5.5% 11.2% 1.1K -24.7K -150 0.00 137.47 N/A N/A 0 0 52 0 2021-09-28 $18.98 $0.00 63.7% 18.3% 38.4% 0.0% 69.6% -0.6% -21.8% 1.0K -27.9K -167 0.00 135.77 N/A N/A 1 0 52 0 2021-09-29 $19.20 $0.00 62.7% 18.0% 38.1% 0.0% 0.0% 5.1% -14.5% 1.0K -28.8K -172 0.00 138.88 N/A N/A 0 0 52 0 2021-09-30 $19.12 $19.00 65.0% 18.6% 38.2% 0.0% 0.0% -39.1% -15.8% 1.1K -30.7K -181 0.00 139.72 N/A N/A 0 0 53 0
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