FTXN Options History — September 2023

In September 2023, FTXN traded between $29.49 and $31.02. ATM implied volatility averaged 30.5%, placing in the 3.0% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 12.7% (HV 20d: 17.8%). 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

  • 2023-09-11: Highest Volume — 3 contracts
  • 2023-09-15: Largest IV spike — 198.9% change
  • 2023-09-15: Highest IV Rank — 18.1%
  • 2023-09-15: Largest Expected Move — 19.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.33$29.49$31.02$30.32$29.98
ATM IV30.5%22.3%66.5%26.9%24.8%
Expected Move7.5%6.2%19.1%7.7%7.1%
HV 20d17.8%15.5%22.5%16.3%22.5%
HV 60d19.5%19.2%20.1%19.5%20.0%
IV Rank3.0%0.0%18.1%1.0%1.1%
IV Percentile22.8%0.0%99.2%6.3%2.4%
Term Structure-1.0%-18.6%3.6%-1.2%-3.0%
Skew 25d0.6%-4.2%4.5%1.2%-1.5%
Skew 10d1.3%-2.2%4.0%2.2%0.5%
Call IV 25d25.4%21.3%30.1%30.1%28.8%
Put IV 25d26.0%21.4%31.3%31.3%27.3%
Bid-Ask Spread %131.21125.50157.56129.58125.50
Gamma HHI0.650.501.001.000.50
Net GEX25799619107256
Net DEX-6.4K-15.0K-1.7K-1.8K-5.7K
Net VEX-16-21-5-5-18
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.50300
Total OI3.11613

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-09-01$30.32$0.0026.9%7.7%16.3%1.0%0.0%1.2%-1.2%107-1.8K-50.00129.58N/AN/A0010
2023-09-05$30.49$0.0033.3%6.7%16.3%3.7%0.0%-1.5%0.6%99-1.7K-50.00131.02N/AN/A0010
2023-09-06$30.39$0.0030.7%6.8%16.4%2.6%0.0%0.2%-3.2%114-1.8K-50.00131.64N/AN/A0010
2023-09-07$30.38$0.0035.4%6.6%15.5%4.5%0.0%0.6%2.8%103-1.7K-50.00130.78N/AN/A0010
2023-09-08$30.77$0.0031.4%6.3%15.7%2.9%0.0%2.2%1.3%108-2.0K-50.00131.46N/AN/A2010
2023-09-11$30.24$0.0045.5%6.2%16.4%8.7%0.0%-4.2%-1.7%246-5.4K-200.00131.36N/AN/A3030
2023-09-12$30.94$0.0043.4%6.5%18.0%7.9%0.0%3.8%1.2%524-14.7K-210.00131.51N/AN/A0060
2023-09-13$30.68$0.0023.3%6.7%16.2%0.0%0.0%0.5%0.4%619-14.0K-210.00131.04N/AN/A0060
2023-09-14$31.02$0.0022.3%6.4%16.3%0.0%0.0%-1.7%-1.0%494-15.0K-190.00132.38N/AN/A0060
2023-09-15$30.55$0.0066.5%19.1%17.2%18.1%0.0%-1.1%-18.6%194-14.7K-200.00157.56N/AN/A3060
2023-09-18$30.71$0.0023.5%6.7%17.1%0.5%0.0%0.3%-6.5%300-6.0K-180.00132.37N/AN/A0030
2023-09-19$30.38$0.0024.2%7.0%17.6%0.8%0.0%0.6%0.7%251-5.6K-190.00132.26N/AN/A0030
2023-09-20$30.07$0.0023.6%6.8%17.8%0.6%0.0%-2.2%-2.3%252-5.5K-180.00130.30N/AN/A0030
2023-09-21$29.67$0.0025.6%7.3%18.3%1.4%0.0%1.0%-0.2%253-5.0K-190.00128.94N/AN/A2030
2023-09-22$29.49$0.0027.2%7.8%18.4%2.0%0.0%0.1%1.1%246-5.1K-190.00127.88N/AN/A0030
2023-09-25$29.86$0.0025.2%7.2%18.6%1.2%0.0%4.3%3.5%252-5.2K-190.00126.90N/AN/A0030
2023-09-26$29.63$0.0025.3%7.3%18.8%1.3%0.0%1.5%-0.1%248-5.2K-180.00129.08N/AN/A0030
2023-09-27$30.45$0.0025.3%7.3%21.1%1.3%0.0%4.5%3.6%247-5.8K-180.00125.79N/AN/A0030
2023-09-28$30.60$0.0025.6%7.3%21.0%1.4%0.0%2.7%3.6%232-5.9K-180.00126.81N/AN/A0030
2023-09-29$29.98$0.0024.8%7.1%22.5%1.1%0.0%-1.5%-3.0%256-5.7K-180.00125.50N/AN/A0030