FTXN Options History — October 2021 In October 2021, FTXN traded between $19.52 and $21.58. ATM implied volatility averaged 48.7%. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 17.2% (HV 20d: 31.5%). Max pain ranged from $19.00 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.15.
Notable Days 2021-10-29 : Highest Volume — 57 contracts2021-10-11 : Largest IV spike — 47.9% change2021-10-01 : Largest Expected Move — 15.3%Monthly Statistics Metric Avg Min Max Open Close Price $20.57 $19.52 $21.58 $19.52 $20.73 Max Pain $19.95 $19.00 $20.00 $19.00 $20.00 ATM IV 48.7% 39.2% 78.1% 53.5% 44.2% Expected Move 12.6% 11.2% 15.3% 15.3% 12.7% HV 20d 31.5% 22.7% 39.5% 37.4% 25.9% HV 60d 33.6% 31.4% 36.6% 36.2% 32.5% Term Structure -2.2% -12.0% 5.1% 4.6% -3.0% VWIV 40.6% 37.5% 42.9% 37.7% 39.7% Skew 25d 1.9% -0.5% 9.4% 9.4% 1.6% Skew 10d 3.4% -1.0% 13.2% 7.2% 2.8% Call IV 25d 43.6% 40.0% 60.4% 60.4% 45.3% Put IV 25d 45.4% 41.2% 69.8% 69.8% 46.8% Bid-Ask Spread % 122.37 117.22 134.38 134.38 120.25 Gamma HHI 0.50 0.44 0.56 0.52 0.48 Net GEX 1.5K 1.2K 1.7K 1.2K 1.6K Net DEX -49.7K -64.9K -32.4K -32.4K -57.0K Net VEX -203 -218 -177 -182 -215 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.15 0.00 0.97 0.00 0.97 Total Volume 14.238 0 57 2 57 Total OI 61.429 53 70 53 70
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 2021-10-01 $19.52 $19.00 53.5% 15.3% 37.4% 0.0% 0.0% 9.4% 4.6% 1.2K -32.4K -182 0.00 134.38 N/A N/A 2 0 53 0 2021-10-04 $20.01 $20.00 67.8% 14.2% 37.7% 0.0% 0.0% 2.2% -12.0% 1.2K -35.1K -177 0.00 134.33 N/A N/A 1 0 53 0 2021-10-05 $20.12 $20.00 50.9% 13.0% 37.4% 0.0% 0.0% 0.9% -6.7% 1.3K -38.2K -188 0.00 117.22 N/A N/A 0 0 55 0 2021-10-06 $19.63 $20.00 56.5% 13.6% 39.1% 0.0% 0.0% 3.0% -7.6% 1.3K -36.0K -179 0.00 120.94 N/A N/A 0 0 56 0 2021-10-07 $20.11 $20.00 59.1% 14.0% 39.5% 0.0% 0.0% 1.7% -8.5% 1.4K -40.1K -195 0.00 118.22 N/A N/A 0 0 56 0 2021-10-08 $20.46 $20.00 47.3% 13.5% 39.2% 0.0% 0.0% 2.1% -9.0% 1.4K -43.7K -196 0.00 119.38 N/A N/A 0 0 56 0 2021-10-11 $20.48 $20.00 70.0% 13.8% 38.7% 0.0% 0.0% 1.3% -7.1% 1.5K -43.8K -193 0.17 118.44 N/A N/A 6 1 56 0 2021-10-12 $20.35 $20.00 78.1% 13.5% 37.7% 0.0% 0.0% 2.8% -5.4% 1.4K -41.4K -181 0.00 118.89 N/A N/A 1 0 56 0 2021-10-13 $20.36 $20.00 44.2% 12.7% 33.1% 0.0% 0.0% 2.6% -2.2% 1.5K -45.2K -203 0.00 122.78 N/A N/A 0 0 62 1 2021-10-14 $20.61 $20.00 42.8% 12.3% 32.6% 0.0% 0.0% 2.7% -0.4% 1.6K -50.4K -211 0.00 123.73 N/A N/A 4 0 63 1 2021-10-15 $20.79 $20.00 39.2% 11.2% 31.2% 0.0% 0.0% 1.7% 0.2% 1.6K -51.7K -211 0.00 123.66 N/A N/A 0 0 63 1 2021-10-18 $20.79 $20.00 39.7% 11.4% 26.6% 0.0% 0.0% 1.7% 2.8% 1.7K -56.5K -218 0.00 125.04 N/A N/A 0 0 65 0 2021-10-19 $20.82 $20.00 39.7% 11.4% 26.8% 0.0% 0.0% 0.6% 1.6% 1.6K -56.9K -210 0.00 122.40 N/A N/A 0 0 65 0 2021-10-20 $20.98 $20.00 39.8% 11.4% 25.6% 0.0% 37.7% 0.5% 1.3% 1.7K -58.2K -217 0.00 121.98 N/A N/A 29 0 65 0 2021-10-21 $20.50 $20.00 39.3% 11.3% 26.9% 0.0% 40.4% 0.8% 1.2% 1.6K -54.8K -212 0.00 120.77 N/A N/A 29 0 65 0 2021-10-22 $20.87 $20.00 41.8% 12.0% 27.2% 0.0% 37.5% 1.1% 0.4% 1.7K -56.7K -213 0.00 119.88 N/A N/A 29 0 65 0 2021-10-25 $21.46 $20.00 40.4% 11.6% 23.1% 0.0% 42.2% 1.8% 5.1% 1.6K -64.2K -216 0.03 122.25 N/A N/A 29 1 65 0 2021-10-26 $21.58 $20.00 40.8% 11.7% 22.7% 0.0% 42.3% 1.5% 2.6% 1.7K -64.9K -216 0.03 123.02 N/A N/A 29 1 65 1 2021-10-27 $20.89 $20.00 44.3% 12.7% 26.4% 0.0% 42.1% -0.5% -2.7% 1.6K -58.7K -205 0.03 119.55 N/A N/A 29 1 65 1 2021-10-28 $20.91 $20.00 43.5% 12.5% 26.3% 0.0% 42.9% -0.1% -1.2% 1.7K -58.0K -215 0.72 122.73 N/A N/A 29 21 65 1 2021-10-29 $20.73 $20.00 44.2% 12.7% 25.9% 0.0% 39.7% 1.6% -3.0% 1.6K -57.0K -215 0.97 120.25 N/A N/A 29 28 65 5
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