FTXN Options History — May 2023 In May 2023, FTXN traded between $24.87 and $26.95. ATM implied volatility averaged 33.9%, placing in the 2.5% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 5.8% (HV 20d: 28.1%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2023-05-04 : Highest Volume — 1 contracts2023-05-03 : Largest IV spike — 21.4% change2023-05-04 : Highest IV Rank — 4.6%2023-05-03 : Largest Expected Move — 11.1%Monthly Statistics Metric Avg Min Max Open Close Price $25.59 $24.87 $26.95 $26.95 $24.91 Max Pain $20.00 $20.00 $20.00 $20.00 $20.00 ATM IV 33.9% 30.8% 38.9% 31.4% 36.0% Expected Move 9.5% 8.8% 11.1% 9.0% 10.3% HV 20d 28.1% 23.0% 30.6% 29.3% 23.0% HV 60d 32.0% 30.3% 34.2% 32.8% 30.4% IV Rank 2.5% 1.2% 4.6% 1.5% 3.4% IV Percentile 18.8% 6.3% 34.5% 7.5% 30.6% Term Structure 0.4% -8.0% 5.6% 0.6% -1.4% Skew 25d 2.8% -2.1% 5.5% 3.2% 3.5% Skew 10d 3.5% -13.5% 6.2% 4.3% 5.7% Call IV 25d 32.6% 29.5% 40.7% 32.1% 38.4% Put IV 25d 35.4% 32.2% 42.0% 35.3% 41.9% Bid-Ask Spread % 121.06 116.62 125.09 121.92 124.50 Gamma HHI 0.24 0.20 0.37 0.37 0.20 Net GEX 760 390 2.6K 2.6K 390 Net DEX -10.7K -22.0K -6.7K -22.0K -6.7K Net VEX -39 -77 -27 -77 -27 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 0.045 0 1 0 0 Total OI 57.409 9 80 80 9
Daily Data (22 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 2023-05-01 $26.95 $20.00 31.4% 9.0% 29.3% 1.5% 0.0% 3.2% 0.6% 2.6K -22.0K -77 0.00 121.92 N/A N/A 0 0 80 0 2023-05-02 $25.77 $20.00 31.8% 9.1% 28.3% 1.6% 0.0% -0.6% -3.2% 1.3K -14.1K -55 0.00 117.73 N/A N/A 0 0 80 0 2023-05-03 $25.20 $20.00 38.6% 11.1% 27.6% 4.5% 0.0% -2.1% -8.0% 1.1K -13.1K -52 0.00 119.64 N/A N/A 0 0 80 0 2023-05-04 $24.87 $0.00 38.9% 10.5% 26.1% 4.6% 0.0% 1.9% -1.5% 874 -10.6K -42 0.00 116.62 N/A N/A 1 0 80 0 2023-05-05 $25.66 $0.00 35.2% 9.1% 28.8% 3.1% 0.0% 3.2% 1.6% 1.1K -12.7K -49 0.00 122.55 N/A N/A 0 0 80 0 2023-05-08 $25.69 $0.00 38.3% 9.0% 28.0% 4.4% 0.0% 3.3% 2.4% 1.0K -12.5K -46 0.00 121.60 N/A N/A 0 0 80 0 2023-05-09 $25.76 $0.00 37.2% 9.2% 27.6% 3.9% 0.0% 3.8% 2.7% 931 -12.1K -44 0.00 121.04 N/A N/A 0 0 80 0 2023-05-10 $25.48 $0.00 34.8% 10.0% 27.7% 2.9% 0.0% 2.6% 2.1% 789 -11.7K -42 0.00 121.23 N/A N/A 0 0 80 0 2023-05-11 $25.11 $0.00 34.5% 9.9% 27.6% 2.8% 0.0% 3.4% 2.4% 637 -9.5K -33 0.00 121.94 N/A N/A 0 0 80 0 2023-05-12 $25.20 $0.00 33.5% 9.6% 27.8% 2.4% 0.0% 2.8% 2.0% 617 -8.9K -29 0.00 120.32 N/A N/A 0 0 80 0 2023-05-15 $25.48 $0.00 31.2% 9.0% 28.1% 1.4% 0.0% 2.4% 2.9% 632 -10.7K -36 0.00 120.23 N/A N/A 0 0 80 0 2023-05-16 $24.91 $0.00 31.8% 9.1% 28.9% 1.6% 0.0% 2.4% 1.3% 434 -9.7K -32 0.00 117.46 N/A N/A 0 0 80 0 2023-05-17 $25.41 $0.00 33.6% 9.6% 30.2% 2.4% 0.0% 3.2% 1.2% 530 -10.5K -34 0.00 119.32 N/A N/A 0 0 80 0 2023-05-18 $25.70 $0.00 31.2% 8.9% 30.5% 1.4% 0.0% 4.8% 5.6% 599 -10.7K -34 0.00 119.33 N/A N/A 0 0 80 0 2023-05-19 $25.83 $0.00 30.8% 8.8% 30.6% 1.2% 0.0% 2.4% 0.5% 501 -11.1K -35 0.00 125.09 N/A N/A 0 0 80 0 2023-05-22 $26.02 $0.00 31.3% 9.0% 29.6% 1.4% 0.0% 3.6% -0.1% 461 -8.4K -34 0.00 122.57 N/A N/A 0 0 9 0 2023-05-23 $26.21 $0.00 30.8% 8.8% 28.2% 1.2% 0.0% 1.4% -1.0% 472 -8.9K -34 0.00 122.58 N/A N/A 0 0 9 0 2023-05-24 $26.20 $0.00 32.9% 9.4% 27.8% 2.1% 0.0% 4.4% 0.2% 470 -8.9K -34 0.00 123.96 N/A N/A 0 0 9 0 2023-05-25 $25.77 $0.00 33.0% 9.5% 28.2% 2.2% 0.0% 3.8% 0.8% 428 -8.4K -33 0.00 123.19 N/A N/A 0 0 9 0 2023-05-26 $25.67 $0.00 32.3% 9.3% 27.0% 1.9% 0.0% 2.2% -0.7% 424 -7.9K -32 0.00 120.24 N/A N/A 0 0 9 0 2023-05-30 $25.26 $0.00 37.4% 10.7% 27.4% 4.0% 0.0% 5.5% -2.4% 402 -7.1K -29 0.00 120.19 N/A N/A 0 0 9 0 2023-05-31 $24.91 $0.00 36.0% 10.3% 23.0% 3.4% 0.0% 3.5% -1.4% 390 -6.7K -27 0.00 124.50 N/A N/A 0 0 9 0
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