FTXN Options History — August 2023

In August 2023, FTXN traded between $28.44 and $29.93. ATM implied volatility averaged 27.4%, placing in the 1.0% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 9.2% (HV 20d: 18.2%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 14 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-08-08: Highest Volume — 1 contracts
  • 2023-08-02: Largest IV spike — 23.1% change
  • 2023-08-02: Highest IV Rank — 3.1%
  • 2023-08-02: Largest Expected Move — 9.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.29$28.44$29.93$28.88$29.66
Max Pain$20.00$20.00$20.00$20.00$20.00
ATM IV27.4%24.4%33.1%26.9%25.3%
Expected Move7.7%7.0%9.5%7.7%7.2%
HV 20d18.2%14.6%23.5%22.8%14.6%
HV 60d21.3%19.9%22.3%22.3%19.9%
IV Rank1.0%0.0%3.1%0.6%0.4%
IV Percentile7.3%0.0%35.3%1.6%0.4%
Term Structure1.5%-5.7%22.7%-3.6%-1.1%
Skew 25d1.8%-1.3%4.2%2.6%2.4%
Skew 10d2.1%-1.9%4.0%-1.9%2.0%
Call IV 25d27.1%22.9%33.7%31.1%28.7%
Put IV 25d28.8%25.7%33.7%33.7%31.1%
Bid-Ask Spread %123.38117.40131.13120.45129.46
Gamma HHI0.570.201.000.211.00
Net GEX862821.6K1.4K108
Net DEX-14.6K-27.1K-1.3K-20.5K-1.5K
Net VEX-12-24-5-24-5
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.130100
Total OI7.696112121

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$28.88$20.0026.9%7.7%22.8%0.6%0.0%2.6%-3.6%1.4K-20.5K-240.00120.45N/AN/A00120
2023-08-02$28.44$20.0033.1%9.5%23.5%3.1%0.0%-0.9%-5.7%1.4K-18.1K-240.00117.40N/AN/A00120
2023-08-03$28.84$0.0026.4%7.5%21.9%0.4%0.0%3.0%2.3%1.4K-20.3K-220.00117.72N/AN/A00120
2023-08-04$28.97$0.0027.9%7.2%20.4%1.0%0.0%3.7%3.0%1.4K-21.7K-220.00120.37N/AN/A00120
2023-08-07$29.02$0.0032.3%7.5%20.4%2.8%0.0%2.9%1.8%1.5K-21.9K-200.00122.49N/AN/A00120
2023-08-08$29.22$0.0031.6%7.5%18.8%2.5%0.0%2.1%4.0%1.4K-22.9K-200.00117.98N/AN/A10120
2023-08-09$29.70$0.0025.6%7.3%19.3%0.0%0.0%0.8%1.6%1.4K-25.7K-180.00123.24N/AN/A00120
2023-08-10$29.49$0.0025.8%7.4%19.7%0.1%0.0%0.4%0.7%1.5K-24.7K-170.00118.92N/AN/A00120
2023-08-11$29.93$0.0026.1%7.5%15.4%0.2%0.0%4.2%1.9%1.4K-27.1K-150.00120.41N/AN/A00120
2023-08-14$29.77$0.0024.4%7.0%15.8%0.0%0.0%3.0%3.8%1.4K-26.3K-130.00122.89N/AN/A10120
2023-08-15$29.12$0.0026.1%7.5%17.6%0.7%0.0%-1.3%-1.4%1.6K-22.5K-120.00122.26N/AN/A00120
2023-08-16$29.02$0.0026.9%7.7%17.8%1.0%0.0%0.4%-2.9%1.6K-21.9K-110.00119.79N/AN/A00120
2023-08-17$29.37$0.0026.5%7.6%17.9%0.9%0.0%0.8%22.7%1.6K-24.1K-90.00120.55N/AN/A00120
2023-08-18$29.61$0.0025.4%7.3%17.8%0.4%0.0%2.9%3.2%84-25.2K-60.00121.10N/AN/A10120
2023-08-21$29.58$0.0031.0%8.9%17.0%2.7%0.0%-0.3%1.2%83-1.5K-60.00122.28N/AN/A0010
2023-08-22$29.34$0.0027.1%7.8%17.3%1.1%0.0%0.3%-0.1%84-1.5K-60.00129.04N/AN/A0010
2023-08-23$29.10$0.0026.6%7.6%17.7%0.9%0.0%3.3%4.0%82-1.3K-60.00127.06N/AN/A0010
2023-08-24$28.99$0.0027.1%7.8%17.2%1.1%0.0%4.1%-0.5%86-1.3K-60.00123.81N/AN/A0010
2023-08-25$29.27$0.0027.2%7.8%17.1%1.2%0.0%1.6%4.0%87-1.4K-60.00129.85N/AN/A0010
2023-08-28$29.34$0.0027.4%7.8%16.3%1.2%0.0%1.3%-2.6%88-1.4K-50.00130.79N/AN/A0010
2023-08-29$29.48$0.0026.4%7.6%16.4%0.8%0.0%1.9%1.2%94-1.4K-50.00128.66N/AN/A0010
2023-08-30$29.64$0.0026.0%7.4%15.2%0.6%0.0%1.3%-2.3%100-1.5K-50.00131.13N/AN/A0010
2023-08-31$29.66$0.0025.3%7.2%14.6%0.4%0.0%2.4%-1.1%108-1.5K-50.00129.46N/AN/A0010