FTXN Options History — October 2023 In October 2023, FTXN traded between $28.09 and $30.87. ATM implied volatility averaged 29.0%, placing in the 2.8% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 3.0% (HV 20d: 26.1%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2023-10-04 : Highest Volume — 2 contracts2023-10-11 : Largest IV drop — 19.2% change2023-10-30 : Highest IV Rank — 4.7%2023-10-10 : Largest Expected Move — 9.8%Monthly Statistics Metric Avg Min Max Open Close Price $29.54 $28.09 $30.87 $29.20 $29.03 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 29.0% 25.7% 33.7% 27.1% 30.0% Expected Move 8.2% 7.4% 9.8% 7.8% 8.6% HV 20d 26.1% 22.7% 28.4% 22.9% 23.6% HV 60d 20.9% 20.2% 21.2% 20.2% 21.0% IV Rank 2.8% 1.4% 4.7% 2.0% 3.2% IV Percentile 25.8% 6.3% 60.7% 13.1% 33.3% Term Structure -0.0% -8.2% 5.9% -8.2% -1.1% VWIV 23.6% 23.6% 23.6% 23.6% 23.6% Skew 25d 1.5% -2.4% 4.2% -2.4% 1.6% Skew 10d 2.3% -0.2% 4.0% -0.2% 2.5% Call IV 25d 28.3% 24.6% 33.3% 31.8% 32.0% Put IV 25d 29.9% 27.4% 35.2% 29.4% 33.7% Bid-Ask Spread % 125.66 122.54 130.50 128.35 130.50 Gamma HHI 0.45 0.37 0.56 0.50 0.50 Net GEX 128 -113 348 254 296 Net DEX -5.1K -8.3K -113 -4.9K -4.2K Net VEX -21 -28 -15 -18 -15 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 0.182 0 2 0 0 Total OI 4.591 3 6 3 3
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 2023-10-02 $29.20 $0.00 27.1% 7.8% 22.9% 2.0% 0.0% -2.4% -8.2% 254 -4.9K -18 0.00 128.35 N/A N/A 0 0 3 0 2023-10-03 $29.13 $0.00 29.9% 8.6% 22.7% 3.1% 0.0% 1.8% 0.4% 239 -4.4K -18 0.00 127.81 N/A N/A 0 0 3 0 2023-10-04 $28.09 $0.00 30.9% 8.9% 25.7% 3.5% 23.6% 1.3% -1.4% 214 -3.6K -17 0.00 123.80 N/A N/A 0 2 3 0 2023-10-05 $28.13 $30.00 33.0% 8.6% 25.8% 4.4% 0.0% 4.2% 0.2% -75 -113 -21 0.00 124.61 N/A N/A 0 0 3 2 2023-10-06 $28.62 $30.00 28.7% 8.0% 26.2% 2.6% 0.0% 2.2% 5.9% -113 -794 -22 0.00 122.58 N/A N/A 1 0 3 2 2023-10-09 $29.53 $30.00 33.7% 7.9% 28.4% 4.7% 0.0% 2.1% 2.0% -37 -4.6K -28 0.00 122.54 N/A N/A 0 0 4 2 2023-10-10 $29.67 $30.00 32.2% 9.8% 27.1% 4.1% 0.0% 2.8% -5.4% -53 -5.2K -27 0.00 122.57 N/A N/A 0 0 4 2 2023-10-11 $29.49 $30.00 26.0% 7.5% 27.0% 1.5% 0.0% 2.7% 3.2% -15 -4.6K -27 0.00 128.00 N/A N/A 0 0 4 2 2023-10-12 $29.56 $30.00 25.7% 7.4% 26.6% 1.4% 0.0% 1.5% 1.5% -21 -4.8K -26 0.00 125.86 N/A N/A 0 0 4 2 2023-10-13 $30.14 $30.00 28.0% 8.0% 27.3% 2.4% 0.0% 2.7% 0.9% 10 -6.3K -25 0.00 124.47 N/A N/A 0 0 4 2 2023-10-16 $30.40 $30.00 27.9% 8.0% 27.4% 2.3% 0.0% 1.1% 1.4% 41 -6.8K -24 0.00 123.61 N/A N/A 0 0 4 2 2023-10-17 $30.66 $30.00 26.3% 7.5% 27.3% 1.7% 0.0% 3.0% 1.2% 77 -7.6K -23 0.00 125.93 N/A N/A 0 0 4 2 2023-10-18 $30.86 $30.00 26.6% 7.6% 27.1% 1.8% 0.0% 3.1% 1.7% 100 -8.2K -22 0.00 126.77 N/A N/A 0 0 4 2 2023-10-19 $30.87 $30.00 27.7% 8.0% 26.5% 2.2% 0.0% 0.5% -0.2% 116 -8.3K -21 0.00 124.83 N/A N/A 0 0 4 2 2023-10-20 $30.38 $30.00 28.3% 8.1% 27.1% 2.5% 0.0% -0.2% -3.3% 6 -7.3K -21 0.00 122.76 N/A N/A 0 0 4 2 2023-10-23 $29.88 $30.00 27.9% 8.0% 27.5% 2.3% 0.0% 0.9% 1.0% 348 -7.5K -22 0.00 125.09 N/A N/A 1 0 4 0 2023-10-24 $29.70 $30.00 28.1% 8.1% 27.5% 2.4% 0.0% 0.7% 0.1% 299 -5.1K -16 0.00 126.66 N/A N/A 0 0 3 0 2023-10-25 $29.55 $30.00 28.4% 8.1% 25.6% 2.5% 0.0% 2.0% 0.7% 286 -4.9K -16 0.00 127.92 N/A N/A 0 0 3 0 2023-10-26 $29.33 $30.00 29.1% 8.4% 25.5% 2.8% 0.0% 2.0% -1.0% 290 -4.6K -16 0.00 127.58 N/A N/A 0 0 3 0 2023-10-27 $28.84 $30.00 29.5% 8.4% 25.2% 3.0% 0.0% -1.6% -1.5% 288 -4.1K -15 0.00 128.07 N/A N/A 0 0 3 0 2023-10-30 $28.86 $30.00 33.7% 9.7% 23.5% 4.7% 0.0% 1.9% 0.9% 266 -4.1K -15 0.00 124.17 N/A N/A 0 0 3 0 2023-10-31 $29.03 $30.00 30.0% 8.6% 23.6% 3.2% 0.0% 1.6% -1.1% 296 -4.2K -15 0.00 130.50 N/A N/A 0 0 3 0
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