FTXN Options History — July 2024

In July 2024, FTXN traded between $30.17 and $31.49. ATM implied volatility averaged 24.3%, placing in the 11.2% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 8.0% (HV 20d: 16.3%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days.

Notable Days

  • 2024-07-10: Largest IV drop — 35.3% change
  • 2024-07-09: Highest IV Rank — 30.0%
  • 2024-07-31: Largest Expected Move — 8.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.87$30.17$31.49$30.86$31.48
ATM IV24.3%20.3%33.2%23.2%28.9%
Expected Move6.6%5.8%8.3%6.7%8.3%
HV 20d16.3%14.4%17.7%17.7%16.7%
HV 60d17.3%16.3%18.1%17.2%16.7%
IV Rank11.2%2.7%30.0%8.9%20.9%
IV Percentile31.8%1.6%90.5%19.0%77.4%
Term Structure-2.4%-7.1%3.3%-3.7%-7.1%
Skew 25d1.0%-0.6%2.6%0.4%0.4%
Skew 10d1.4%0.1%2.6%1.5%0.1%
Call IV 25d25.2%21.8%30.3%27.6%30.3%
Put IV 25d26.2%21.9%30.7%28.0%30.7%
Bid-Ask Spread %132.07127.22149.15146.49129.74
Gamma HHI0.340.340.350.340.34
Net GEX7457907786
Net DEX-1.2K-1.8K-561-1.2K-1.6K
Net VEX-18-20-17-19-18
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI33333

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$30.86$0.0023.2%6.7%17.7%8.9%0.0%0.4%-3.7%77-1.2K-190.00146.49N/AN/A0021
2024-07-02$30.80$0.0022.5%6.4%15.2%7.4%0.0%1.3%-2.9%79-1.3K-190.00146.88N/AN/A0021
2024-07-03$31.02$0.0024.0%6.9%15.1%10.6%0.0%0.6%-4.4%80-1.4K-200.00149.15N/AN/A0021
2024-07-05$30.45$0.0028.2%6.1%16.7%19.5%0.0%-0.6%-1.5%66-888-190.00130.06N/AN/A0021
2024-07-08$30.39$0.0031.4%6.4%16.6%26.1%0.0%1.0%-1.5%62-739-180.00130.44N/AN/A0021
2024-07-09$30.19$0.0033.2%5.9%16.7%30.0%0.0%0.5%-0.2%62-705-190.00128.75N/AN/A0021
2024-07-10$30.17$0.0021.5%6.2%16.3%5.3%0.0%1.1%0.1%57-561-180.00130.25N/AN/A0021
2024-07-11$30.66$0.0020.3%5.8%17.3%2.9%0.0%2.0%3.3%62-750-190.00128.84N/AN/A0021
2024-07-12$30.71$0.0020.9%6.0%16.9%4.1%0.0%0.5%1.2%71-1.1K-190.00130.03N/AN/A0021
2024-07-15$31.25$0.0020.3%5.8%17.7%2.7%0.0%2.1%3.0%81-1.4K-190.00130.04N/AN/A0021
2024-07-16$31.27$0.0022.0%6.3%17.0%6.3%0.0%1.3%0.1%85-1.6K-190.00130.04N/AN/A0021
2024-07-17$31.49$0.0022.8%6.5%17.1%8.1%0.0%0.5%-3.4%90-1.8K-190.00129.90N/AN/A0021
2024-07-18$31.44$0.0023.3%6.7%17.1%9.0%0.0%0.7%-3.6%90-1.8K-190.00130.12N/AN/A0021
2024-07-19$31.16$0.0021.7%6.2%16.8%5.8%0.0%0.1%-2.9%84-1.6K-180.00130.19N/AN/A0021
2024-07-22$31.05$0.0023.5%6.7%16.5%9.5%0.0%1.3%-3.1%78-1.3K-180.00129.95N/AN/A0021
2024-07-23$30.54$0.0023.7%6.8%14.4%9.9%0.0%0.5%-3.0%67-903-180.00129.74N/AN/A0021
2024-07-24$30.41$0.0025.0%7.2%14.4%12.6%0.0%-0.2%-4.2%66-847-170.00127.22N/AN/A0021
2024-07-25$30.89$0.0023.9%6.8%15.3%10.3%0.0%2.6%-5.4%68-969-180.00129.37N/AN/A0021
2024-07-26$30.95$0.0024.4%7.0%15.1%11.5%0.0%1.6%-3.7%74-1.2K-180.00130.07N/AN/A0021
2024-07-29$30.68$0.0025.1%7.2%15.4%12.9%0.0%1.4%-4.2%68-931-170.00129.05N/AN/A0021
2024-07-30$31.18$0.0025.1%7.2%16.4%12.9%0.0%2.0%-4.5%78-1.3K-180.00129.17N/AN/A0021
2024-07-31$31.48$0.0028.9%8.3%16.7%20.9%0.0%0.4%-7.1%86-1.6K-180.00129.74N/AN/A0021