FTXN Options History — December 2023 In December 2023, FTXN traded between $27.23 and $29.04. ATM implied volatility averaged 31.0%, placing in the 3.6% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 11.9% (HV 20d: 19.1%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-12-06 : Highest Volume — 5 contracts2023-12-13 : Largest IV drop — 55.3% change2023-12-12 : Highest IV Rank — 12.6%2023-12-01 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $28.24 $27.23 $29.04 $28.73 $28.30 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 31.0% 22.7% 53.1% 29.3% 28.1% Expected Move 7.2% 6.5% 8.4% 8.4% 8.1% HV 20d 19.1% 18.1% 21.5% 18.8% 19.8% HV 60d 21.8% 19.7% 22.6% 22.1% 19.7% IV Rank 3.6% 0.2% 12.6% 2.9% 2.4% IV Percentile 36.3% 0.4% 97.2% 36.9% 31.0% Term Structure -1.2% -6.5% 1.5% -6.5% -6.1% VWIV 44.2% 44.2% 44.2% 44.2% 44.2% Skew 25d -1.5% -11.6% 3.2% 1.5% 0.9% Skew 10d -2.6% -18.1% 4.0% 1.6% -18.1% Call IV 25d 26.6% 24.5% 32.5% 32.5% 28.9% Put IV 25d 25.2% 17.7% 33.9% 33.9% 29.8% Bid-Ask Spread % 127.81 117.77 132.99 132.60 121.54 Gamma HHI 0.55 0.27 1.00 1.00 0.27 Net GEX 415 184 685 222 685 Net DEX -10.4K -20.4K -1.8K -2.8K -19.2K Net VEX -26 -35 -9 -10 -35 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 0.5 0 5 0 0 Total OI 5.85 2 10 2 10
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-12-01 $28.73 $0.00 29.3% 8.4% 18.8% 2.9% 0.0% 1.5% -6.5% 222 -2.8K -10 0.00 132.60 N/A N/A 0 0 2 0 2023-12-04 $28.43 $0.00 35.5% 6.7% 18.9% 5.4% 0.0% 1.5% 1.1% 207 -2.6K -10 0.00 130.41 N/A N/A 0 0 2 0 2023-12-05 $28.01 $0.00 32.4% 7.0% 18.8% 4.2% 0.0% 1.5% -2.6% 207 -2.5K -10 0.00 129.94 N/A N/A 0 0 2 0 2023-12-06 $27.39 $0.00 39.3% 7.2% 18.4% 7.0% 0.0% 1.5% -0.9% 184 -1.8K -9 0.00 131.16 N/A N/A 5 0 2 0 2023-12-07 $27.23 $0.00 38.1% 7.3% 18.1% 6.5% 0.0% 2.4% -0.1% 349 -5.8K -30 0.00 130.16 N/A N/A 0 0 5 0 2023-12-08 $27.56 $0.00 41.1% 6.9% 18.7% 7.7% 0.0% 3.2% 0.9% 378 -6.1K -31 0.00 132.19 N/A N/A 0 0 5 0 2023-12-11 $27.66 $0.00 52.3% 7.0% 18.4% 12.3% 0.0% 2.9% 0.4% 388 -6.1K -30 0.00 131.60 N/A N/A 0 0 5 0 2023-12-12 $27.26 $0.00 53.1% 7.1% 18.7% 12.6% 0.0% 3.0% 0.6% 371 -5.5K -29 0.00 132.27 N/A N/A 0 0 5 0 2023-12-13 $27.62 $0.00 23.7% 6.8% 18.8% 0.6% 0.0% 2.8% -1.1% 390 -6.1K -30 0.00 131.75 N/A N/A 0 0 5 0 2023-12-14 $28.38 $0.00 24.5% 7.0% 21.5% 0.9% 0.0% 2.9% -1.7% 414 -7.4K -31 0.00 131.95 N/A N/A 0 0 5 0 2023-12-15 $28.20 $0.00 24.6% 7.0% 19.6% 1.0% 0.0% 1.9% -1.8% 409 -7.2K -30 0.00 132.99 N/A N/A 0 0 5 0 2023-12-18 $28.62 $0.00 23.5% 6.7% 18.8% 0.5% 0.0% 0.0% -0.1% 428 -8.2K -30 0.00 131.06 N/A N/A 0 0 5 0 2023-12-19 $28.91 $0.00 23.5% 6.7% 19.1% 0.5% 44.2% -5.6% 1.5% 441 -8.2K -30 0.00 124.59 N/A N/A 4 0 5 0 2023-12-20 $28.77 $25.00 22.7% 6.5% 19.0% 0.2% 0.0% -8.4% -0.8% 577 -19.8K -31 0.00 117.77 N/A N/A 0 0 9 0 2023-12-21 $28.76 $25.00 25.0% 7.2% 19.0% 1.1% 0.0% -8.4% 0.1% 575 -19.3K -31 0.00 126.86 N/A N/A 0 0 9 0 2023-12-22 $28.69 $25.00 24.6% 7.1% 19.0% 1.0% 0.0% -8.2% -0.6% 535 -19.6K -32 0.00 121.70 N/A N/A 0 0 9 0 2023-12-26 $29.04 $25.00 25.7% 7.4% 19.3% 1.4% 0.0% -5.8% -1.0% 460 -20.4K -29 0.00 120.76 N/A N/A 0 0 9 0 2023-12-27 $28.77 $25.00 25.0% 7.2% 19.7% 1.1% 0.0% -7.5% -1.7% 547 -19.8K -30 0.00 124.08 N/A N/A 0 0 9 0 2023-12-28 $28.45 $25.00 27.8% 8.0% 19.9% 2.3% 0.0% -11.6% -4.2% 539 -19.0K -30 0.00 120.88 N/A N/A 1 0 9 0 2023-12-29 $28.30 $25.00 28.1% 8.1% 19.8% 2.4% 0.0% 0.9% -6.1% 685 -19.2K -35 0.00 121.54 N/A N/A 0 0 10 0
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