FTXN Options History — July 2023

In July 2023, FTXN traded between $25.68 and $28.91. ATM implied volatility averaged 28.8%, placing in the 1.1% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 6.0% (HV 20d: 22.9%). Max pain ranged from $20.00 to $22.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.00.

Notable Days

2023-07-12: Highest Volume — 3 contracts
2023-07-10: Largest IV spike — 27.0% change
2023-07-10: Highest IV Rank — 3.6%
2023-07-05: Largest Expected Move — 8.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$27.30	$25.68	$28.91	$26.40	$28.91
Max Pain	$20.20	$20.00	$22.00	$22.00	$20.00
ATM IV	28.8%	25.6%	36.0%	29.8%	28.1%
Expected Move	8.0%	7.2%	8.8%	8.5%	8.0%
HV 20d	22.9%	20.9%	25.4%	20.9%	22.7%
HV 60d	24.7%	22.5%	25.9%	24.0%	22.5%
IV Rank	1.1%	0.0%	3.6%	1.0%	1.0%
IV Percentile	8.1%	0.0%	38.5%	6.7%	4.8%
Term Structure	-0.7%	-6.8%	6.9%	-4.1%	-6.8%
Skew 25d	1.1%	-2.8%	4.5%	0.7%	0.4%
Skew 10d	2.4%	-2.2%	13.1%	2.7%	13.1%
Call IV 25d	28.5%	24.3%	35.5%	32.8%	32.3%
Put IV 25d	29.6%	26.9%	34.7%	33.4%	32.7%
Bid-Ask Spread %	119.80	115.53	126.08	126.08	123.83
Gamma HHI	0.23	0.19	0.30	0.19	0.22
Net GEX	1.3K	757	2.1K	904	1.4K
Net DEX	-14.7K	-20.6K	-8.3K	-11.3K	-20.6K
Net VEX	-30	-40	-24	-35	-24
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	0.15	0	3	0	0
Total OI	15.15	12	18	15	12

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2023-07-03	$26.40	$22.00	29.8%	8.5%	20.9%	1.0%	0.0%	0.7%	-4.1%	904	-11.3K	-35	126.08	N/A	N/A	0	13	2
2023-07-05	$26.20	$22.00	30.8%	8.8%	20.9%	1.4%	0.0%	-0.8%	-4.4%	901	-9.7K	-30	125.80	N/A	N/A	0	13	2
2023-07-06	$25.68	$20.00	28.6%	7.3%	22.0%	0.5%	0.0%	3.7%	1.6%	757	-8.3K	-27	117.21	N/A	N/A	0	13	2
2023-07-07	$26.38	$20.00	28.4%	7.6%	21.5%	0.4%	0.0%	1.4%	3.3%	893	-9.8K	-30	115.53	N/A	N/A	0	13	2
2023-07-10	$26.45	$20.00	36.0%	7.7%	21.5%	3.6%	0.0%	4.5%	3.4%	981	-10.4K	-29	121.69	N/A	N/A	0	13	2
2023-07-11	$27.16	$20.00	32.0%	7.2%	23.4%	1.9%	0.0%	3.9%	6.9%	1.1K	-13.0K	-33	116.76	N/A	N/A	0	13	2
2023-07-12	$27.31	$20.00	25.6%	7.3%	23.0%	0.0%	0.0%	2.9%	1.7%	1.1K	-14.7K	-36	117.86	N/A	N/A	3	13	2
2023-07-13	$27.37	$20.00	25.9%	7.4%	22.9%	0.1%	0.0%	2.5%	4.1%	1.7K	-17.8K	-40	119.28	N/A	N/A	0	16	2
2023-07-14	$26.55	$20.00	26.5%	7.6%	25.1%	0.4%	0.0%	0.8%	-0.8%	1.4K	-12.7K	-32	117.36	N/A	N/A	0	16	2
2023-07-17	$26.55	$20.00	26.8%	7.7%	24.4%	0.5%	0.0%	3.4%	1.3%	1.4K	-12.0K	-29	123.29	N/A	N/A	0	16	2
2023-07-18	$27.09	$20.00	27.0%	7.7%	25.4%	0.6%	0.0%	1.1%	1.6%	1.7K	-14.1K	-30	115.80	N/A	N/A	0	16	2
2023-07-19	$27.15	$20.00	27.0%	7.7%	24.0%	0.6%	0.0%	2.7%	1.2%	1.7K	-15.6K	-32	119.01	N/A	N/A	0	16	2
2023-07-20	$27.45	$20.00	27.5%	7.9%	24.1%	0.8%	0.0%	2.4%	-3.1%	1.9K	-17.6K	-33	119.22	N/A	N/A	0	16	2
2023-07-21	$27.71	$20.00	28.4%	8.1%	23.0%	1.2%	0.0%	-1.4%	-2.7%	2.1K	-18.2K	-29	120.35	N/A	N/A	0	16	2
2023-07-24	$28.21	$20.00	28.8%	8.3%	23.0%	1.3%	0.0%	-1.1%	-3.2%	1.3K	-16.8K	-29	120.01	N/A	N/A	0	12	0
2023-07-25	$28.42	$20.00	30.3%	8.7%	22.6%	2.0%	0.0%	-0.9%	-4.7%	1.3K	-17.8K	-29	120.93	N/A	N/A	0	12	0
2023-07-26	$28.44	$20.00	29.9%	8.6%	21.8%	1.8%	0.0%	-1.1%	-6.0%	1.4K	-18.0K	-27	120.98	N/A	N/A	0	12	0
2023-07-27	$28.15	$20.00	28.9%	8.3%	22.4%	1.4%	0.0%	-2.8%	1.5%	1.4K	-16.5K	-27	116.85	N/A	N/A	0	12	0
2023-07-28	$28.48	$20.00	29.8%	8.5%	22.5%	1.7%	0.0%	0.4%	-4.9%	1.4K	-18.2K	-26	118.14	N/A	N/A	0	12	0
2023-07-31	$28.91	$20.00	28.1%	8.0%	22.7%	1.0%	0.0%	0.4%	-6.8%	1.4K	-20.6K	-24	123.83	N/A	N/A	0	12	0