FTXN Options History — November 2023 In November 2023, FTXN traded between $27.93 and $29.87. ATM implied volatility averaged 27.5%, placing in the 2.2% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 7.3% (HV 20d: 20.2%). Max pain ranged from $29.00 to $30.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-11-02 : Highest Volume — 2 contracts2023-11-08 : Largest IV drop — 25.3% change2023-11-07 : Highest IV Rank — 5.9%2023-11-29 : Largest Expected Move — 9.1%Monthly Statistics Metric Avg Min Max Open Close Price $28.65 $27.93 $29.87 $29.19 $28.59 Max Pain $29.17 $29.00 $30.00 $30.00 $29.00 ATM IV 27.5% 23.4% 36.5% 29.7% 28.8% Expected Move 7.5% 6.6% 9.1% 8.5% 8.3% HV 20d 20.2% 18.1% 21.8% 19.4% 20.7% HV 60d 21.9% 21.0% 22.6% 21.0% 22.1% IV Rank 2.2% 0.5% 5.9% 3.0% 2.7% IV Percentile 21.0% 0.8% 71.8% 30.6% 33.3% Term Structure 1.5% -11.4% 31.4% -2.5% -4.7% VWIV 26.0% 26.0% 26.0% 26.0% 26.0% Skew 25d 1.6% -1.2% 5.6% 1.2% 2.8% Skew 10d 2.4% 0.9% 5.1% 2.2% 0.9% Call IV 25d 27.9% 21.3% 34.1% 32.5% 32.0% Put IV 25d 29.5% 26.7% 34.8% 33.7% 34.8% Bid-Ask Spread % 127.07 119.25 132.09 129.56 132.07 Gamma HHI 0.69 0.34 1.00 0.50 1.00 Net GEX 246 -61 554 310 214 Net DEX -3.1K -5.7K 1.0K -4.4K -2.7K Net VEX -14 -22 -10 -15 -10 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 0.19 0 2 0 0 Total OI 3.381 2 5 3 2
Daily Data (21 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 2023-11-01 $29.19 $30.00 29.7% 8.5% 19.4% 3.0% 0.0% 1.2% -2.5% 310 -4.4K -15 0.00 129.56 N/A N/A 0 0 3 0 2023-11-02 $29.87 $0.00 28.3% 7.1% 20.8% 2.5% 26.0% 5.6% 3.5% 334 -5.2K -15 0.00 125.03 N/A N/A 0 2 3 0 2023-11-03 $29.61 $29.00 28.8% 6.6% 20.5% 2.7% 0.0% 3.4% 4.8% 107 -2.9K -22 0.00 124.83 N/A N/A 0 0 3 2 2023-11-06 $29.14 $29.00 30.9% 7.3% 18.1% 3.6% 0.0% 2.0% -0.9% 75 -2.2K -21 0.00 119.25 N/A N/A 0 0 3 2 2023-11-07 $28.42 $29.00 36.5% 7.2% 20.0% 5.9% 0.0% 1.0% 2.5% 33 -319 -20 0.00 124.92 N/A N/A 0 0 3 2 2023-11-08 $28.09 $29.00 27.3% 7.8% 20.2% 2.1% 0.0% 3.0% -0.4% 20 259 -20 0.00 122.71 N/A N/A 0 0 3 2 2023-11-09 $27.93 $29.00 25.7% 7.4% 20.2% 1.4% 0.0% -1.0% -0.7% -61 1.0K -18 0.00 125.33 N/A N/A 1 0 3 2 2023-11-10 $28.19 $0.00 24.8% 7.1% 18.9% 1.0% 0.0% 2.6% 2.4% 468 -4.6K -14 0.00 127.61 N/A N/A 0 0 4 0 2023-11-13 $28.39 $0.00 25.3% 7.3% 18.8% 1.3% 0.0% 0.8% 1.0% 516 -4.9K -13 0.00 126.48 N/A N/A 0 0 4 0 2023-11-14 $28.74 $0.00 24.5% 7.0% 19.2% 0.9% 0.0% 1.8% 0.7% 554 -5.5K -13 0.00 130.08 N/A N/A 0 0 4 0 2023-11-15 $28.73 $0.00 23.4% 6.7% 18.9% 0.5% 0.0% 0.3% -0.9% 550 -5.6K -13 0.00 127.51 N/A N/A 0 0 4 0 2023-11-16 $28.02 $0.00 24.7% 7.1% 20.3% 1.0% 0.0% 0.3% 27.5% 493 -4.1K -12 0.00 126.23 N/A N/A 0 0 4 0 2023-11-17 $28.62 $0.00 23.9% 6.8% 21.8% 0.7% 0.0% 1.7% 31.4% 186 -5.7K -11 0.00 127.26 N/A N/A 1 0 4 0 2023-11-20 $28.77 $0.00 26.1% 7.5% 21.4% 1.6% 0.0% 0.8% -2.9% 189 -3.0K -11 0.00 128.55 N/A N/A 0 0 2 0 2023-11-21 $28.57 $0.00 26.2% 7.5% 21.4% 1.6% 0.0% 2.1% -4.1% 192 -2.7K -11 0.00 126.49 N/A N/A 0 0 2 0 2023-11-22 $28.59 $0.00 27.1% 7.8% 21.4% 2.0% 0.0% 2.7% -2.0% 189 -2.7K -11 0.00 126.03 N/A N/A 0 0 2 0 2023-11-24 $28.69 $0.00 26.6% 7.6% 21.3% 1.8% 0.0% 1.0% -4.1% 198 -3.0K -11 0.00 126.90 N/A N/A 0 0 2 0 2023-11-27 $28.56 $0.00 28.8% 8.2% 20.6% 2.7% 0.0% 1.8% -3.6% 203 -2.7K -11 0.00 128.60 N/A N/A 0 0 2 0 2023-11-28 $28.54 $0.00 29.1% 8.3% 20.6% 2.8% 0.0% 0.1% -5.0% 202 -2.8K -11 0.00 132.09 N/A N/A 0 0 2 0 2023-11-29 $28.34 $0.00 31.7% 9.1% 20.5% 3.9% 0.0% -1.2% -11.4% 191 -2.6K -11 0.00 130.97 N/A N/A 0 0 2 0 2023-11-30 $28.59 $0.00 28.8% 8.3% 20.7% 2.7% 0.0% 2.8% -4.7% 214 -2.7K -10 0.00 132.07 N/A N/A 0 0 2 0
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