FTXN Options History — March 2023

In March 2023, FTXN traded between $24.80 and $28.84. ATM implied volatility averaged 49.3%, placing in the 13.1% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 14.4% (HV 20d: 34.9%). Max pain ranged from $28.00 to $28.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-03-06: Highest Volume — 20 contracts
  • 2023-03-14: Largest IV spike — 269.4% change
  • 2023-03-14: Highest IV Rank — 100.0%
  • 2023-03-14: Largest Expected Move — 21.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.67$24.80$28.84$28.16$26.94
Max Pain$28.00$28.00$28.00$28.00$28.00
ATM IV49.3%30.4%266.6%31.9%33.0%
Expected Move11.0%8.7%21.6%9.2%9.5%
HV 20d34.9%29.4%37.1%36.7%35.0%
HV 60d32.9%31.3%34.7%33.2%32.0%
IV Rank13.1%1.4%100.0%4.8%2.0%
IV Percentile32.3%2.4%100.0%4.4%10.7%
Term Structure-1.2%-18.3%4.6%2.6%-0.8%
Skew 25d4.6%-13.7%10.2%5.6%9.6%
Skew 10d6.6%2.5%23.4%7.1%2.7%
Call IV 25d35.5%26.7%99.9%31.6%34.5%
Put IV 25d40.1%30.5%86.2%37.2%44.1%
Bid-Ask Spread %123.09116.97155.88123.21122.43
Gamma HHI0.530.370.600.410.60
Net GEX3.2K1.9K5.3K3.6K3.5K
Net DEX-45.8K-69.9K-26.6K-46.6K-44.2K
Net VEX-209-322-133-204-181
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume1.26102000
Total OI78.56563856378

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-03-01$28.16$28.0031.9%9.2%36.7%4.8%0.0%5.6%2.6%3.6K-46.6K-2040.00123.21N/AN/A00621
2023-03-02$28.48$28.0033.1%9.5%36.4%6.3%0.0%8.1%2.2%3.9K-62.0K-2530.00122.00N/AN/A00621
2023-03-03$28.84$28.0030.4%8.7%35.0%2.8%0.0%6.5%1.3%4.3K-67.5K-2610.00121.34N/AN/A30621
2023-03-06$28.61$0.0035.0%8.9%35.2%8.7%0.0%3.9%0.3%4.2K-65.5K-2740.00122.22N/AN/A200651
2023-03-07$28.17$0.0037.0%9.3%35.1%11.4%0.0%3.8%1.0%5.3K-69.9K-3220.00123.35N/AN/A10841
2023-03-08$27.66$0.0039.4%9.3%32.8%14.4%0.0%3.7%0.4%4.5K-61.1K-2940.00122.62N/AN/A00841
2023-03-09$27.36$0.0042.7%9.9%32.9%18.7%0.0%2.6%0.1%4.3K-57.1K-2760.00121.46N/AN/A20841
2023-03-10$26.81$0.0045.4%10.3%33.2%22.3%0.0%4.1%-7.1%3.7K-55.2K-2750.00122.18N/AN/A00841
2023-03-13$26.10$0.0072.2%11.7%29.4%56.9%0.0%5.3%-1.3%3.0K-48.3K-2550.00123.29N/AN/A00841
2023-03-14$26.24$0.00266.6%21.6%29.6%100.0%0.0%-13.7%-18.3%3.1K-46.3K-2170.00155.88N/AN/A00841
2023-03-15$24.80$0.0043.7%12.5%34.5%6.5%0.0%4.9%-1.9%1.9K-28.1K-1540.00119.75N/AN/A00841
2023-03-16$25.45$0.0044.1%12.6%36.2%6.6%0.0%7.6%-1.7%2.0K-26.6K-1420.00120.03N/AN/A00841
2023-03-17$25.01$0.0044.5%12.7%36.4%6.8%0.0%2.3%-0.1%2.2K-33.4K-1830.00120.03N/AN/A00841
2023-03-20$25.63$0.0037.8%10.8%35.1%4.0%0.0%8.4%1.9%2.3K-33.8K-1640.00121.16N/AN/A00790
2023-03-21$26.44$0.0038.8%11.1%37.1%4.4%0.0%5.1%-0.3%3.0K-42.1K-1900.00123.02N/AN/A00800
2023-03-22$25.99$0.0036.5%10.5%37.0%3.4%0.0%5.8%-1.3%2.8K-39.3K-1860.00122.74N/AN/A00800
2023-03-23$25.48$0.0039.3%11.3%35.3%4.7%0.0%2.2%4.6%2.4K-38.0K-1820.00123.16N/AN/A30800
2023-03-24$25.34$0.0040.7%11.7%35.3%5.2%0.0%-1.8%1.2%2.0K-30.5K-1330.00116.97N/AN/A00780
2023-03-27$26.02$0.0040.8%11.7%36.6%5.3%0.0%8.0%-4.9%2.5K-35.0K-1560.00119.45N/AN/A00780
2023-03-28$26.38$0.0036.9%10.6%36.9%3.6%0.0%4.9%-5.0%3.0K-39.5K-1630.00121.44N/AN/A00780
2023-03-29$26.73$0.0033.1%9.5%35.6%2.0%0.0%10.2%-0.8%3.2K-41.4K-1720.00122.27N/AN/A00780
2023-03-30$26.76$0.0031.5%9.0%35.3%1.4%0.0%9.2%1.0%3.3K-41.7K-1740.00121.14N/AN/A00780
2023-03-31$26.94$0.0033.0%9.5%35.0%2.0%0.0%9.6%-0.8%3.5K-44.2K-1810.00122.43N/AN/A00780