FTXN Options History — March 2024 In March 2024, FTXN traded between $29.25 and $32.30. ATM implied volatility averaged 28.1%, placing in the 3.9% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 13.3% (HV 20d: 14.8%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-03-15 : Highest Volume — 1 contracts2024-03-13 : Largest IV drop — 54.3% change2024-03-12 : Highest IV Rank — 10.1%2024-03-01 : Largest Expected Move — 8.1%Monthly Statistics Metric Avg Min Max Open Close Price $30.79 $29.25 $32.30 $29.54 $32.30 ATM IV 28.1% 20.9% 46.9% 28.3% 23.3% Expected Move 6.5% 6.0% 8.1% 8.1% 6.7% HV 20d 14.8% 10.9% 18.3% 17.6% 11.9% HV 60d 17.7% 17.0% 19.1% 19.1% 17.2% IV Rank 3.9% 0.0% 10.1% 2.5% 5.2% IV Percentile 34.2% 0.0% 97.2% 43.3% 6.3% Term Structure 0.6% -6.1% 5.0% -6.1% -1.9% Skew 25d 0.8% -0.8% 1.7% 1.6% 0.8% Skew 10d 1.5% 0.4% 2.2% 1.7% 0.8% Call IV 25d 24.6% 23.2% 31.6% 31.6% 24.8% Put IV 25d 25.4% 23.9% 33.2% 33.2% 25.6% Bid-Ask Spread % 131.70 130.37 132.64 132.22 132.19 Gamma HHI 0.78 0.50 1.00 1.00 0.50 Net GEX 285 208 473 275 258 Net DEX -8.7K -11.8K -6.0K -6.4K -11.8K Net VEX -10 -14 -4 -13 -4 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 0.05 0 1 0 0 Total OI 3.45 3 4 3 4
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 2024-03-01 $29.54 $0.00 28.3% 8.1% 17.6% 2.5% 0.0% 1.6% -6.1% 275 -6.4K -13 0.00 132.22 N/A N/A 0 0 3 0 2024-03-04 $29.25 $0.00 34.0% 6.9% 18.1% 4.8% 0.0% 0.6% -0.2% 278 -6.0K -14 0.00 130.38 N/A N/A 0 0 3 0 2024-03-05 $29.32 $0.00 34.9% 6.4% 18.1% 5.2% 0.0% 0.6% 1.2% 280 -6.1K -14 0.00 130.77 N/A N/A 0 0 3 0 2024-03-06 $29.51 $0.00 36.6% 6.5% 18.2% 5.9% 0.0% 0.6% 0.4% 274 -6.4K -13 0.00 131.01 N/A N/A 0 0 3 0 2024-03-07 $29.78 $0.00 34.7% 6.5% 18.3% 5.1% 0.0% 1.6% 1.3% 269 -6.6K -13 0.00 131.82 N/A N/A 0 0 3 0 2024-03-08 $29.79 $0.00 36.3% 6.6% 18.1% 5.8% 0.0% 0.8% 0.6% 267 -6.7K -13 0.00 132.18 N/A N/A 0 0 3 0 2024-03-11 $30.06 $0.00 43.8% 6.5% 17.2% 8.8% 0.0% 0.8% 1.2% 289 -6.9K -11 0.00 130.37 N/A N/A 0 0 3 0 2024-03-12 $30.18 $0.00 46.9% 6.4% 16.8% 10.1% 0.0% 1.5% 0.8% 266 -7.2K -11 0.00 131.25 N/A N/A 0 0 3 0 2024-03-13 $30.76 $0.00 21.4% 6.1% 16.7% 0.0% 0.0% 0.4% 1.0% 223 -7.8K -9 0.00 131.56 N/A N/A 0 0 3 0 2024-03-14 $30.86 $0.00 21.4% 6.1% 16.6% 0.0% 0.0% 0.6% 0.9% 212 -8.0K -8 0.00 131.44 N/A N/A 0 0 3 0 2024-03-15 $31.13 $0.00 22.6% 6.5% 14.1% 2.7% 0.0% 1.7% 5.0% 208 -7.8K -9 0.00 132.64 N/A N/A 1 0 3 0 2024-03-18 $31.22 $0.00 22.9% 6.6% 14.1% 3.3% 0.0% 0.8% 1.1% 473 -10.3K -9 0.00 131.62 N/A N/A 0 0 4 0 2024-03-19 $31.55 $0.00 22.6% 6.5% 12.3% 2.7% 0.0% 1.0% 0.7% 302 -11.2K -5 0.00 132.63 N/A N/A 0 0 4 0 2024-03-20 $31.75 $0.00 22.3% 6.4% 10.9% 2.1% 0.0% 1.5% -0.1% 236 -11.4K -5 0.00 131.97 N/A N/A 0 0 4 0 2024-03-21 $31.78 $0.00 20.9% 6.0% 11.0% 0.0% 0.0% 0.8% 1.9% 310 -10.7K -10 0.00 131.60 N/A N/A 0 0 4 0 2024-03-22 $31.64 $0.00 20.9% 6.0% 11.2% 0.1% 0.0% 0.1% 0.8% 284 -10.7K -10 0.00 132.42 N/A N/A 0 0 4 0 2024-03-25 $31.92 $0.00 22.1% 6.3% 11.3% 2.6% 0.0% -0.2% 2.9% 335 -11.2K -7 0.00 131.93 N/A N/A 0 0 4 0 2024-03-26 $31.61 $0.00 25.3% 7.2% 11.9% 9.7% 0.0% -0.8% 1.5% 288 -10.7K -10 0.00 131.74 N/A N/A 0 0 4 0 2024-03-27 $31.79 $0.00 21.9% 6.3% 11.4% 2.2% 0.0% 0.7% -0.3% 363 -11.2K -7 0.00 132.18 N/A N/A 0 0 4 0 2024-03-28 $32.30 $0.00 23.3% 6.7% 11.9% 5.2% 0.0% 0.8% -1.9% 258 -11.8K -4 0.00 132.19 N/A N/A 0 0 4 0
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