FTXN Options History — April 2023

In April 2023, FTXN traded between $26.45 and $28.27. ATM implied volatility averaged 31.7%, placing in the 1.5% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded below realized volatility by 1.2% (HV 20d: 32.9%). Max pain ranged from $18.00 to $28.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-04-12: Highest Volume — 3 contracts
  • 2023-04-10: Largest IV spike — 26.2% change
  • 2023-04-10: Highest IV Rank — 5.2%
  • 2023-04-13: Largest Expected Move — 10.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.56$26.45$28.27$28.18$27.16
Max Pain$19.67$18.00$28.00$28.00$20.00
ATM IV31.7%27.9%40.7%32.0%30.8%
Expected Move9.0%8.0%10.4%9.2%8.8%
HV 20d32.9%26.9%40.5%38.9%29.2%
HV 60d33.5%33.1%33.9%33.1%33.3%
IV Rank1.5%0.0%5.2%1.6%1.2%
IV Percentile8.6%0.0%35.7%5.6%6.0%
Term Structure-0.5%-4.5%4.2%0.8%-0.3%
VWIV32.0%27.3%39.9%32.0%27.3%
Skew 25d4.3%0.0%14.1%3.7%3.7%
Skew 10d9.6%2.1%23.8%6.5%2.1%
Call IV 25d29.6%19.8%38.7%30.4%30.0%
Put IV 25d33.9%30.6%40.5%34.0%33.7%
Bid-Ask Spread %121.86116.86145.24116.86120.95
Gamma HHI0.530.330.640.630.34
Net GEX4.2K2.3K5.4K5.0K2.7K
Net DEX-45.6K-69.1K-20.5K-62.6K-23.1K
Net VEX-159-232-81-232-81
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.6320311
Total OI80.89578877881

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-04-03$28.18$0.0032.0%9.2%38.9%1.6%32.0%3.7%0.8%5.0K-62.6K-2320.00116.86N/AN/A10780
2023-04-04$27.36$28.0033.0%9.5%39.9%2.0%0.0%1.8%-1.8%4.1K-50.1K-1890.00121.76N/AN/A00790
2023-04-05$27.93$28.0033.0%9.5%40.1%2.0%0.0%4.3%0.8%4.4K-50.9K-1960.00120.04N/AN/A00790
2023-04-06$27.45$18.0032.2%9.3%40.5%1.7%0.0%4.1%4.0%4.4K-50.4K-1930.00117.94N/AN/A00790
2023-04-10$27.88$18.0040.7%9.7%40.0%5.2%0.0%9.6%-4.5%4.9K-57.2K-1950.00124.29N/AN/A00790
2023-04-11$28.18$18.0030.2%9.6%38.7%0.8%0.0%4.2%-2.7%5.1K-58.3K-2030.00117.08N/AN/A00790
2023-04-12$28.11$18.0032.5%9.3%38.7%1.8%28.2%3.1%-3.3%5.2K-56.8K-1920.00119.15N/AN/A30790
2023-04-13$28.27$18.0036.1%10.4%31.6%3.3%0.0%14.1%0.5%5.4K-69.1K-2260.00145.24N/AN/A10810
2023-04-14$28.23$18.0029.8%8.5%30.9%0.7%0.0%4.8%0.6%5.4K-55.4K-1840.00122.59N/AN/A00820
2023-04-17$27.81$18.0029.1%8.3%30.6%0.4%0.0%1.5%-1.8%5.0K-50.2K-1630.00118.81N/AN/A00820
2023-04-18$27.74$18.0028.2%8.1%29.9%0.0%0.0%3.8%0.4%4.4K-44.0K-1400.00121.22N/AN/A00820
2023-04-19$27.54$18.0027.9%8.0%28.3%0.0%32.4%0.4%-0.1%4.3K-45.7K-1490.00122.70N/AN/A20820
2023-04-20$27.19$18.0028.6%8.2%28.0%0.3%39.9%2.1%4.2%4.2K-48.0K-1570.00119.62N/AN/A30840
2023-04-21$27.05$18.0030.8%8.8%26.9%1.2%0.0%2.7%-0.9%3.7K-38.7K-1250.00121.81N/AN/A01870
2023-04-24$27.61$20.0027.9%8.0%27.4%0.0%0.0%3.4%0.9%4.1K-32.9K-1200.00119.35N/AN/A00810
2023-04-25$26.82$20.0034.5%9.9%28.5%2.8%0.0%2.6%-4.3%3.1K-27.7K-1070.00127.11N/AN/A00810
2023-04-26$26.45$20.0034.7%9.9%28.6%2.9%0.0%0.0%-4.3%2.7K-24.2K-960.00118.72N/AN/A00810
2023-04-27$26.61$20.0030.4%8.7%28.3%1.1%0.0%12.2%2.3%2.3K-20.5K-810.00120.05N/AN/A00810
2023-04-28$27.16$20.0030.8%8.8%29.2%1.2%27.3%3.7%-0.3%2.7K-23.1K-810.00120.95N/AN/A10810