FTXN Options History — June 2024

In June 2024, FTXN traded between $29.79 and $31.16. ATM implied volatility averaged 24.2%, placing in the 11.1% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 5.5% (HV 20d: 18.7%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days.

Notable Days

  • 2024-06-10: Highest Volume — 1 contracts
  • 2024-06-12: Largest IV drop — 34.6% change
  • 2024-06-11: Highest IV Rank — 23.0%
  • 2024-06-03: Largest Expected Move — 8.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.46$29.79$31.16$30.46$30.80
ATM IV24.2%19.6%29.9%28.6%22.4%
Expected Move6.5%5.6%8.2%8.2%6.4%
HV 20d18.7%17.8%20.7%18.7%19.1%
HV 60d17.0%16.6%17.9%17.0%17.2%
IV Rank11.1%1.2%23.0%20.3%7.1%
IV Percentile28.2%0.4%79.0%67.1%11.9%
Term Structure-2.8%-10.3%-0.8%-10.3%-4.1%
Skew 25d1.0%-0.3%2.3%1.6%-0.1%
Skew 10d1.8%0.5%2.9%0.8%0.9%
Call IV 25d25.0%21.9%30.0%28.5%26.2%
Put IV 25d25.9%22.4%30.5%30.2%26.1%
Bid-Ask Spread %148.80145.41150.78146.49148.19
Gamma HHI0.400.340.520.510.34
Net GEX904914814577
Net DEX-1.3K-2.3K-313-2.2K-1.2K
Net VEX-18-21-13-14-20
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume0.0530100
Total OI2.6842323

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$30.46$0.0028.6%8.2%18.7%20.3%0.0%1.6%-10.3%145-2.2K-140.00146.49N/AN/A0020
2024-06-04$30.25$0.0024.9%7.1%18.2%12.5%0.0%1.5%-4.2%136-2.1K-140.00147.09N/AN/A0020
2024-06-05$30.27$0.0027.2%7.8%18.2%17.2%0.0%0.5%-6.4%141-2.1K-130.00147.78N/AN/A0020
2024-06-06$30.43$0.0028.3%6.1%18.4%19.7%0.0%2.3%-1.4%145-2.1K-140.00148.90N/AN/A0020
2024-06-07$30.37$0.0029.4%6.1%18.0%22.0%0.0%1.4%-1.1%148-2.1K-130.00150.02N/AN/A0020
2024-06-10$30.68$0.0026.2%5.7%18.2%15.2%0.0%2.3%-0.8%146-2.3K-140.00148.72N/AN/A0120
2024-06-11$30.64$0.0029.9%5.8%18.2%23.0%0.0%0.4%-1.3%67-1.0K-210.00148.32N/AN/A0021
2024-06-12$30.32$0.0019.6%5.6%18.4%1.2%0.0%0.6%-0.9%64-834-210.00145.41N/AN/A0021
2024-06-13$30.13$0.0021.6%6.2%18.5%5.6%0.0%1.7%-0.8%58-562-200.00150.09N/AN/A0021
2024-06-14$29.79$0.0021.4%6.1%18.7%5.1%0.0%0.4%-1.5%49-313-200.00148.79N/AN/A0021
2024-06-17$29.94$0.0022.7%6.5%17.8%7.8%0.0%1.9%-2.0%54-470-200.00150.18N/AN/A0021
2024-06-18$30.09$0.0023.3%6.7%18.0%9.2%0.0%0.9%-2.4%58-602-200.00149.02N/AN/A0021
2024-06-20$30.55$0.0022.3%6.4%19.1%7.0%0.0%0.7%-2.4%66-1.0K-210.00149.53N/AN/A0021
2024-06-21$30.30$0.0023.3%6.7%18.0%9.1%0.0%-0.3%-3.4%63-763-200.00149.30N/AN/A0021
2024-06-24$31.16$0.0022.0%6.3%20.6%6.4%0.0%1.2%-2.0%78-1.3K-200.00150.78N/AN/A0021
2024-06-25$31.09$0.0022.1%6.3%20.7%6.6%0.0%0.8%-1.9%76-1.2K-200.00149.83N/AN/A0021
2024-06-26$30.82$0.0023.0%6.6%20.3%8.5%0.0%-0.1%-3.7%72-1.0K-200.00149.87N/AN/A0021
2024-06-27$30.63$0.0022.3%6.4%19.0%6.9%0.0%0.6%-3.1%73-1.1K-200.00148.87N/AN/A0021
2024-06-28$30.80$0.0022.4%6.4%19.1%7.1%0.0%-0.1%-4.1%77-1.2K-200.00148.19N/AN/A0021