FTXN Options History — November 2021 In November 2021, FTXN traded between $19.21 and $21.70. ATM implied volatility averaged 43.5%. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 13.2% (HV 20d: 30.3%). Max pain ranged from $18.00 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 3.84.
Notable Days 2021-11-16 : Highest Volume — 177 contracts2021-11-18 : Largest IV spike — 32.1% change2021-11-03 : Largest Expected Move — 16.8%Monthly Statistics Metric Avg Min Max Open Close Price $20.72 $19.21 $21.70 $21.39 $19.21 Max Pain $19.71 $18.00 $20.00 $20.00 $20.00 ATM IV 43.5% 34.1% 58.5% 42.4% 47.9% Expected Move 12.2% 9.8% 16.8% 12.2% 13.7% HV 20d 30.3% 24.2% 39.2% 26.8% 38.7% HV 60d 32.8% 31.1% 35.4% 33.0% 35.4% Term Structure 0.1% -14.0% 6.8% 2.3% 2.7% VWIV 45.2% 32.6% 67.0% 43.9% 47.4% Skew 25d 1.2% -14.1% 31.0% 0.7% -1.9% Skew 10d 3.4% -7.9% 40.5% 5.4% -3.2% Call IV 25d 42.4% 30.3% 57.2% 47.0% 45.2% Put IV 25d 43.6% 30.0% 78.1% 47.7% 43.3% Bid-Ask Spread % 119.49 111.54 129.41 123.21 120.32 Gamma HHI 0.37 0.30 0.49 0.49 0.37 Net GEX 1.0K 431 1.7K 1.7K 782 Net DEX -47.3K -63.1K -23.7K -62.3K -29.0K Net VEX -257 -298 -203 -203 -279 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.84 0.97 4.90 0.97 4.15 Total Volume 139.333 57 177 57 139 Total OI 131.381 72 175 72 155
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 2021-11-01 $21.39 $20.00 42.4% 12.2% 26.8% 0.0% 43.9% 0.7% 2.3% 1.7K -62.3K -203 0.97 123.21 N/A N/A 29 28 65 7 2021-11-02 $21.26 $20.00 44.6% 12.8% 27.0% 0.0% 67.0% 10.6% -2.4% 1.6K -63.1K -220 3.10 112.36 N/A N/A 29 90 65 7 2021-11-03 $21.13 $18.00 58.5% 16.8% 25.2% 0.0% 57.6% -14.1% -10.1% 1.5K -56.5K -222 4.14 114.71 N/A N/A 29 120 65 26 2021-11-04 $21.00 $19.00 41.2% 10.2% 24.2% 0.0% 32.6% -1.8% 3.7% 1.2K -52.0K -255 4.30 117.99 N/A N/A 27 116 65 39 2021-11-05 $21.49 $19.00 45.5% 12.2% 24.8% 0.0% 42.1% -1.2% 3.1% 1.3K -58.0K -246 4.30 120.64 N/A N/A 27 116 66 41 2021-11-08 $21.70 $19.00 41.9% 10.5% 24.9% 0.0% 36.7% 2.9% 3.1% 1.3K -62.9K -225 4.30 119.81 N/A N/A 27 116 66 41 2021-11-09 $21.65 $19.00 45.3% 11.2% 24.7% 0.0% 37.0% 1.5% 4.1% 1.2K -59.3K -219 4.56 111.71 N/A N/A 27 123 66 41 2021-11-10 $20.79 $20.00 45.9% 13.2% 29.2% 0.0% 39.7% -5.8% 1.6% 784 -46.2K -245 4.00 119.54 N/A N/A 27 108 66 53 2021-11-11 $21.05 $20.00 34.1% 9.8% 29.2% 0.0% 34.5% 2.3% 3.9% 926 -50.6K -225 4.00 122.08 N/A N/A 27 108 66 56 2021-11-12 $20.78 $20.00 40.6% 11.6% 29.5% 0.0% 56.7% 31.0% -2.5% 980 -44.0K -255 3.63 111.54 N/A N/A 27 98 66 56 2021-11-15 $21.02 $20.00 40.8% 11.7% 29.8% 0.0% 46.4% 4.0% 2.2% 906 -44.9K -276 3.00 121.94 N/A N/A 30 90 66 75 2021-11-16 $21.06 $20.00 35.2% 10.1% 29.8% 0.0% 47.3% 0.5% 6.8% 1.1K -46.4K -298 4.90 113.41 N/A N/A 30 147 70 80 2021-11-17 $20.51 $20.00 36.4% 10.4% 31.1% 0.0% 42.5% 5.5% 0.9% 431 -40.4K -269 4.00 120.35 N/A N/A 32 128 70 104 2021-11-18 $20.53 $20.00 48.1% 13.8% 30.0% 0.0% 48.2% 20.2% -14.0% 574 -43.5K -286 4.00 115.71 N/A N/A 32 128 71 104 2021-11-19 $19.59 $20.00 42.1% 12.1% 33.5% 0.0% 47.5% 2.1% -1.3% 800 -23.7K -291 4.13 122.89 N/A N/A 32 132 71 104 2021-11-22 $20.03 $20.00 42.1% 12.1% 32.9% 0.0% 41.2% -6.3% 1.2% 891 -39.3K -274 3.61 121.00 N/A N/A 31 112 69 83 2021-11-23 $20.51 $20.00 43.4% 12.4% 34.1% 0.0% 42.2% -5.9% -2.4% 1.1K -45.7K -275 3.61 123.93 N/A N/A 31 112 69 84 2021-11-24 $20.91 $20.00 42.3% 12.1% 33.0% 0.0% 43.3% -4.1% 2.9% 1.2K -49.8K -281 3.61 129.41 N/A N/A 31 112 69 84 2021-11-26 $19.72 $20.00 49.0% 14.1% 39.0% 0.0% 48.6% -8.1% -3.2% 738 -34.7K -284 4.15 123.93 N/A N/A 27 112 69 84 2021-11-29 $19.88 $20.00 46.9% 13.4% 39.2% 0.0% 47.6% -6.5% -1.1% 954 -40.3K -272 4.15 122.70 N/A N/A 27 112 71 84 2021-11-30 $19.21 $20.00 47.9% 13.7% 38.7% 0.0% 47.4% -1.9% 2.7% 782 -29.0K -279 4.15 120.32 N/A N/A 27 112 71 84
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