FTXN Options History — May 2024 In May 2024, FTXN traded between $30.61 and $31.86. ATM implied volatility averaged 24.9%, placing in the 11.5% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 7.6% (HV 20d: 17.4%). Max pain ranged from $28.00 to $28.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days.
Notable Days 2024-05-15 : Largest IV drop — 42.4% change2024-05-14 : Highest IV Rank — 36.5%2024-05-02 : Largest Expected Move — 7.6%Monthly Statistics Metric Avg Min Max Open Close Price $31.27 $30.61 $31.86 $30.96 $31.23 Max Pain $28.00 $28.00 $28.00 $28.00 $28.00 ATM IV 24.9% 19.0% 37.0% 26.5% 24.2% Expected Move 6.2% 5.4% 7.6% 7.6% 6.9% HV 20d 17.4% 15.0% 19.1% 17.4% 16.5% HV 60d 15.8% 14.6% 16.9% 16.8% 16.3% IV Rank 11.5% 0.0% 36.5% 14.0% 11.0% IV Percentile 29.0% 0.0% 93.3% 40.1% 22.2% Term Structure -1.2% -6.4% 23.9% -3.5% -3.7% Skew 25d 0.2% -3.1% 1.9% -2.2% 1.9% Skew 10d 0.7% -3.0% 2.5% -2.0% 2.5% Call IV 25d 24.0% 20.8% 31.1% 30.0% 25.8% Put IV 25d 24.2% 21.3% 28.5% 27.7% 27.7% Bid-Ask Spread % 143.93 125.22 149.06 125.22 148.86 Gamma HHI 0.58 0.44 0.73 0.44 0.50 Net GEX 318 146 516 516 159 Net DEX -9.4K -15.0K -2.3K -13.4K -2.6K Net VEX -17 -20 -14 -20 -15 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 4.364 2 6 6 2
Daily Data (22 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 2024-05-01 $30.96 $28.00 26.5% 7.6% 17.4% 14.0% 0.0% -2.2% -3.5% 516 -13.4K -20 0.00 125.22 N/A N/A 0 0 6 0 2024-05-02 $31.18 $28.00 26.5% 7.6% 17.7% 14.0% 0.0% -3.1% -6.4% 386 -13.8K -19 0.00 127.11 N/A N/A 0 0 6 0 2024-05-03 $31.16 $28.00 25.9% 7.4% 16.6% 12.6% 0.0% -1.6% -5.4% 399 -13.7K -19 0.00 127.61 N/A N/A 0 0 6 0 2024-05-06 $31.53 $0.00 29.6% 5.9% 17.5% 20.6% 0.0% 0.1% 0.1% 380 -14.4K -19 0.00 145.83 N/A N/A 0 0 6 0 2024-05-07 $31.52 $0.00 28.2% 5.7% 17.4% 17.7% 0.0% -0.1% -0.2% 418 -14.4K -19 0.00 145.89 N/A N/A 0 0 6 0 2024-05-08 $31.44 $0.00 23.7% 5.9% 17.2% 7.9% 0.0% 0.9% -3.0% 428 -14.1K -19 0.00 142.91 N/A N/A 0 0 6 0 2024-05-09 $31.73 $0.00 30.4% 5.5% 17.7% 22.4% 0.0% 1.6% 0.9% 397 -14.6K -18 0.00 146.58 N/A N/A 0 0 6 0 2024-05-10 $31.39 $0.00 27.1% 5.8% 17.6% 15.2% 0.0% -0.9% -3.6% 437 -14.1K -18 0.00 140.54 N/A N/A 0 0 6 0 2024-05-13 $31.32 $0.00 34.1% 5.8% 17.3% 30.3% 0.0% 0.2% -0.6% 451 -14.0K -18 0.00 147.72 N/A N/A 0 0 6 0 2024-05-14 $31.35 $0.00 37.0% 5.8% 17.2% 36.5% 0.0% 1.1% -1.1% 449 -14.0K -17 0.00 147.44 N/A N/A 0 0 6 0 2024-05-15 $31.36 $0.00 21.3% 6.1% 17.1% 2.7% 0.0% 1.0% -3.2% 449 -14.0K -17 0.00 147.94 N/A N/A 0 0 6 0 2024-05-16 $31.39 $0.00 21.2% 6.1% 17.0% 2.6% 0.0% 0.5% 23.9% 474 -14.2K -17 0.00 148.47 N/A N/A 0 0 6 0 2024-05-17 $31.86 $0.00 19.0% 5.4% 17.5% 0.0% 0.0% 1.8% -1.2% 431 -15.0K -16 0.00 144.94 N/A N/A 0 0 6 0 2024-05-20 $31.69 $0.00 20.5% 5.9% 17.4% 3.3% 0.0% 0.3% -1.3% 160 -2.9K -16 0.00 147.88 N/A N/A 0 0 2 0 2024-05-21 $31.64 $0.00 19.9% 5.7% 17.3% 1.9% 0.0% 0.4% -1.6% 157 -2.9K -16 0.00 148.01 N/A N/A 0 0 2 0 2024-05-22 $31.01 $0.00 21.1% 6.1% 18.5% 4.5% 0.0% -0.3% -2.9% 151 -2.5K -15 0.00 147.59 N/A N/A 0 0 2 0 2024-05-23 $30.80 $0.00 20.8% 6.0% 18.2% 3.9% 0.0% 0.4% -1.7% 150 -2.4K -15 0.00 149.06 N/A N/A 0 0 2 0 2024-05-24 $30.81 $0.00 21.9% 6.3% 18.3% 6.2% 0.0% 0.4% -2.1% 151 -2.4K -15 0.00 146.84 N/A N/A 0 0 2 0 2024-05-28 $31.24 $0.00 23.0% 6.6% 19.1% 8.5% 0.0% 1.3% -3.2% 152 -2.6K -15 0.00 148.12 N/A N/A 0 0 2 0 2024-05-29 $30.61 $0.00 23.4% 6.7% 16.8% 9.3% 0.0% 0.4% -2.9% 146 -2.3K -14 0.00 145.85 N/A N/A 0 0 2 0 2024-05-30 $30.62 $0.00 23.1% 6.6% 15.0% 8.7% 0.0% 0.8% -4.8% 146 -2.3K -14 0.00 146.00 N/A N/A 0 0 2 0 2024-05-31 $31.23 $0.00 24.2% 6.9% 16.5% 11.0% 0.0% 1.9% -3.7% 159 -2.6K -15 0.00 148.86 N/A N/A 0 0 2 0
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