FTXN Options History — February 2024 In February 2024, FTXN traded between $27.94 and $29.16. ATM implied volatility averaged 26.1%, placing in the 1.6% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 8.0% (HV 20d: 18.1%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days.
Notable Days 2024-02-07 : Largest IV drop — 28.8% change2024-02-06 : Highest IV Rank — 4.2%2024-02-29 : Largest Expected Move — 8.2%Monthly Statistics Metric Avg Min Max Open Close Price $28.51 $27.94 $29.16 $27.98 $29.13 ATM IV 26.1% 22.3% 32.5% 28.7% 28.7% Expected Move 7.1% 6.4% 8.2% 6.7% 8.2% HV 20d 18.1% 15.2% 20.1% 19.5% 17.4% HV 60d 18.7% 18.0% 19.4% 19.4% 19.1% IV Rank 1.6% 0.0% 4.2% 2.6% 2.6% IV Percentile 23.2% 0.4% 68.3% 42.5% 48.4% Term Structure 2.4% -6.3% 32.7% 1.8% -5.6% Skew 25d 0.4% -1.2% 2.5% 0.5% -0.3% Skew 10d 1.7% 0.3% 3.2% 1.4% 1.1% Call IV 25d 27.4% 24.6% 32.7% 24.6% 32.5% Put IV 25d 27.8% 25.0% 32.2% 25.1% 32.2% Bid-Ask Spread % 130.21 119.91 132.47 128.84 132.47 Gamma HHI 0.60 0.31 1.00 0.31 1.00 Net GEX 521 263 1.0K 560 292 Net DEX -6.4K -8.8K -5.0K -6.5K -5.8K Net VEX -19 -24 -14 -24 -15 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 5.4 3 7 7 3
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 2024-02-01 $27.98 $0.00 28.7% 6.7% 19.5% 2.6% 0.0% 0.5% 1.8% 560 -6.5K -24 0.00 128.84 N/A N/A 0 0 6 1 2024-02-02 $27.94 $0.00 29.1% 6.7% 18.1% 2.8% 0.0% 0.6% 1.8% 550 -6.4K -24 0.00 130.45 N/A N/A 0 0 6 1 2024-02-05 $27.95 $0.00 31.6% 6.8% 18.1% 3.8% 0.0% 1.7% 3.6% 576 -6.0K -23 0.00 129.40 N/A N/A 0 0 6 1 2024-02-06 $27.95 $0.00 32.5% 6.7% 17.8% 4.2% 0.0% -0.1% 1.6% 573 -6.3K -22 0.00 131.11 N/A N/A 0 0 6 1 2024-02-07 $28.13 $0.00 23.1% 6.6% 17.4% 0.3% 0.0% 0.3% 1.9% 655 -6.6K -22 0.00 131.82 N/A N/A 0 0 6 1 2024-02-08 $28.39 $0.00 22.8% 6.5% 16.9% 0.2% 0.0% 0.9% 2.2% 710 -7.5K -22 0.00 130.76 N/A N/A 0 0 6 1 2024-02-09 $28.00 $0.00 22.8% 6.5% 17.8% 0.2% 0.0% -0.5% -0.0% 605 -6.5K -21 0.00 130.71 N/A N/A 0 0 6 1 2024-02-12 $28.38 $0.00 24.6% 7.1% 17.9% 1.0% 0.0% 1.4% 0.2% 723 -7.3K -20 0.00 131.29 N/A N/A 0 0 6 1 2024-02-13 $28.05 $0.00 23.4% 6.7% 15.9% 0.5% 0.0% -0.9% 0.7% 647 -6.3K -19 0.00 128.46 N/A N/A 0 0 6 1 2024-02-14 $27.99 $0.00 23.8% 6.8% 15.2% 0.6% 0.0% 0.8% 0.2% 629 -6.1K -19 0.00 130.43 N/A N/A 0 0 6 1 2024-02-15 $28.80 $0.00 22.3% 6.4% 17.9% 0.0% 0.0% 2.5% 32.7% 968 -8.3K -18 0.00 119.91 N/A N/A 0 0 6 1 2024-02-16 $28.89 $0.00 23.4% 6.7% 17.8% 0.5% 0.0% 0.8% 29.8% 1.0K -8.8K -16 0.00 130.96 N/A N/A 0 0 6 1 2024-02-20 $28.44 $0.00 27.5% 7.9% 19.1% 2.1% 0.0% -0.2% -6.3% 273 -5.0K -16 0.00 130.52 N/A N/A 0 0 3 0 2024-02-21 $29.02 $0.00 24.5% 7.0% 20.1% 0.9% 0.0% 1.4% -0.2% 275 -5.5K -15 0.00 129.77 N/A N/A 0 0 3 0 2024-02-22 $29.09 $0.00 25.9% 7.4% 19.7% 1.5% 0.0% 0.8% -3.2% 263 -5.7K -15 0.00 131.43 N/A N/A 0 0 3 0 2024-02-23 $29.02 $0.00 24.8% 7.1% 19.2% 1.0% 0.0% 1.0% -1.2% 276 -5.6K -15 0.00 132.37 N/A N/A 0 0 3 0 2024-02-26 $29.16 $0.00 25.6% 7.4% 19.0% 1.4% 0.0% -0.1% -1.6% 283 -5.9K -15 0.00 131.37 N/A N/A 0 0 3 0 2024-02-27 $29.02 $0.00 27.5% 7.9% 19.1% 2.2% 0.0% -1.2% -3.7% 280 -5.8K -14 0.00 131.30 N/A N/A 0 0 3 0 2024-02-28 $28.86 $0.00 28.4% 8.2% 18.3% 2.5% 0.0% -1.0% -6.0% 290 -5.5K -15 0.00 130.90 N/A N/A 0 0 3 0 2024-02-29 $29.13 $0.00 28.7% 8.2% 17.4% 2.6% 0.0% -0.3% -5.6% 292 -5.8K -15 0.00 132.47 N/A N/A 0 0 3 0
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