FTXN Options History — January 2024 In January 2024, FTXN traded between $26.87 and $29.00. ATM implied volatility averaged 27.4%, placing in the 2.1% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 8.1% (HV 20d: 19.3%). Max pain ranged from $25.00 to $29.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-01-19 : Highest Volume — 4 contracts2024-01-10 : Largest IV drop — 18.1% change2024-01-09 : Highest IV Rank — 4.2%2024-01-02 : Largest Expected Move — 8.7%Monthly Statistics Metric Avg Min Max Open Close Price $27.78 $26.87 $29.00 $28.48 $28.16 Max Pain $27.90 $25.00 $29.00 $25.00 $26.00 ATM IV 27.4% 24.6% 32.5% 30.5% 29.2% Expected Move 7.6% 6.8% 8.7% 8.7% 8.4% HV 20d 19.3% 17.3% 21.3% 19.8% 20.7% HV 60d 19.4% 18.9% 19.8% 19.8% 19.5% IV Rank 2.1% 1.0% 4.2% 3.4% 2.9% IV Percentile 27.0% 6.0% 64.3% 48.0% 47.2% Term Structure -2.3% -6.5% 2.8% -6.5% -6.0% Skew 25d -2.7% -18.0% 2.6% -12.4% -18.0% Skew 10d -3.4% -19.6% 3.0% -18.8% -0.5% Call IV 25d 28.5% 25.4% 33.6% 32.0% 33.6% Put IV 25d 25.8% 13.8% 32.2% 19.6% 15.6% Bid-Ask Spread % 126.30 114.01 132.41 118.05 125.05 Gamma HHI 0.31 0.27 0.39 0.29 0.32 Net GEX 659 486 778 678 597 Net DEX -13.3K -21.4K -5.1K -20.0K -7.1K Net VEX -28 -33 -23 -33 -25 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 4 0 0 Total OI 8.714 6 10 10 7
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 2024-01-02 $28.48 $25.00 30.5% 8.7% 19.8% 3.4% 0.0% -12.4% -6.5% 678 -20.0K -33 0.00 118.05 N/A N/A 0 0 10 0 2024-01-03 $29.00 $25.00 28.4% 8.1% 20.5% 2.5% 0.0% -17.1% -5.0% 621 -21.4K -32 0.00 114.01 N/A N/A 0 0 10 0 2024-01-04 $28.38 $29.00 29.9% 7.6% 21.3% 3.1% 0.0% -0.1% -5.0% 625 -19.9K -32 0.00 126.44 N/A N/A 0 0 10 0 2024-01-05 $28.34 $29.00 29.3% 6.8% 19.5% 2.9% 0.0% 1.0% 2.8% 673 -19.4K -32 0.00 128.87 N/A N/A 0 0 10 0 2024-01-08 $28.08 $29.00 30.2% 7.4% 19.7% 3.2% 0.0% 1.4% 0.2% 679 -18.0K -31 0.00 128.44 N/A N/A 0 0 10 0 2024-01-09 $27.77 $29.00 32.5% 7.1% 19.8% 4.2% 0.0% 0.7% 0.6% 717 -17.6K -30 0.00 129.63 N/A N/A 0 0 10 0 2024-01-10 $27.41 $29.00 26.6% 7.6% 20.3% 1.8% 0.0% 1.7% -0.3% 746 -16.3K -30 0.00 130.74 N/A N/A 0 0 10 0 2024-01-11 $27.49 $29.00 26.5% 7.6% 19.6% 1.7% 0.0% 0.2% -3.8% 739 -16.7K -30 0.00 131.29 N/A N/A 0 0 10 0 2024-01-12 $27.84 $29.00 24.7% 7.1% 19.6% 1.0% 0.0% 1.3% 0.4% 697 -17.8K -29 0.00 129.48 N/A N/A 0 0 10 0 2024-01-16 $27.16 $29.00 25.9% 7.4% 18.8% 1.5% 0.0% -1.2% -1.3% 743 -15.9K -27 0.00 128.47 N/A N/A 0 0 10 0 2024-01-17 $26.87 $29.00 26.4% 7.6% 19.0% 1.7% 0.0% 1.3% -1.1% 766 -14.8K -25 0.00 131.48 N/A N/A 0 0 10 0 2024-01-18 $26.88 $29.00 26.0% 7.4% 18.0% 1.5% 0.0% 1.7% 0.5% 767 -14.7K -25 0.00 128.50 N/A N/A 0 0 10 0 2024-01-19 $26.88 $29.00 26.9% 7.7% 17.3% 1.9% 0.0% 1.8% -1.3% 778 -14.7K -24 0.00 131.28 N/A N/A 4 0 10 0 2024-01-22 $27.06 $29.00 25.7% 7.4% 17.7% 1.4% 0.0% 1.4% -0.5% 486 -5.1K -23 0.00 130.12 N/A N/A 0 0 6 0 2024-01-23 $27.14 $29.00 27.5% 7.9% 17.8% 2.1% 0.0% 0.9% -3.7% 506 -5.3K -23 0.00 132.41 N/A N/A 0 0 6 0 2024-01-24 $27.51 $29.00 25.9% 7.4% 18.7% 1.5% 0.0% -9.1% -3.3% 575 -5.7K -24 0.00 122.94 N/A N/A 0 0 6 0 2024-01-25 $27.95 $26.00 24.6% 7.1% 19.2% 1.0% 0.0% -1.1% -2.7% 562 -6.2K -26 0.00 117.19 N/A N/A 0 0 6 1 2024-01-26 $28.21 $26.00 25.0% 7.2% 19.3% 1.1% 0.0% 1.5% -2.6% 615 -7.0K -27 0.00 119.28 N/A N/A 0 0 6 1 2024-01-29 $28.14 $26.00 28.1% 8.0% 19.0% 2.4% 0.0% -14.8% -5.1% 609 -6.8K -25 0.00 122.22 N/A N/A 0 0 6 1 2024-01-30 $28.63 $26.00 26.1% 7.5% 19.9% 1.6% 0.0% 2.6% -4.9% 654 -8.2K -26 0.00 126.34 N/A N/A 0 0 6 1 2024-01-31 $28.16 $26.00 29.2% 8.4% 20.7% 2.9% 0.0% -18.0% -6.0% 597 -7.1K -25 0.00 125.05 N/A N/A 0 0 6 1
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