FTXN Options History — August 2024 In August 2024, FTXN traded between $28.80 and $30.69. ATM implied volatility averaged 31.1%, placing in the 25.5% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 6.6% (HV 20d: 24.5%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days.
Notable Days 2024-08-14 : Largest IV drop — 53.5% change2024-08-06 : Highest IV Rank — 78.5%2024-08-06 : Largest Expected Move — 10.4%Monthly Statistics Metric Avg Min Max Open Close Price $30.10 $28.80 $30.69 $30.52 $30.59 ATM IV 31.1% 20.9% 56.3% 30.4% 23.6% Expected Move 7.2% 6.0% 10.4% 8.7% 6.8% HV 20d 24.5% 18.5% 25.8% 20.0% 18.5% HV 60d 19.9% 17.7% 20.5% 17.7% 19.4% IV Rank 25.5% 4.0% 78.5% 24.1% 9.8% IV Percentile 53.0% 3.6% 99.6% 83.7% 32.5% Term Structure -0.2% -11.3% 29.8% -3.6% -2.4% Skew 25d 1.5% 0.1% 3.4% 0.5% 2.7% Skew 10d 2.0% -0.0% 3.8% 0.7% 2.9% Call IV 25d 26.9% 23.0% 38.9% 32.3% 26.0% Put IV 25d 28.4% 24.1% 41.6% 32.8% 28.7% Bid-Ask Spread % 147.02 129.07 169.69 129.56 150.02 Gamma HHI 0.36 0.34 0.38 0.34 0.37 Net GEX 53 38 68 66 58 Net DEX -365 -832 49 -832 -482 Net VEX -15 -17 -13 -17 -13 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 3 3 3 3 3
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 2024-08-01 $30.52 $0.00 30.4% 8.7% 20.0% 24.1% 0.0% 0.5% -3.6% 66 -832 -17 0.00 129.56 N/A N/A 0 0 2 1 2024-08-02 $29.41 $0.00 34.8% 10.0% 23.0% 33.4% 0.0% 0.7% -11.3% 44 -73 -16 0.00 129.07 N/A N/A 0 0 2 1 2024-08-05 $28.80 $0.00 48.0% 9.5% 24.0% 61.2% 0.0% 3.0% -0.8% 38 49 -15 0.00 152.53 N/A N/A 0 0 2 1 2024-08-06 $29.35 $0.00 56.3% 10.4% 25.2% 78.5% 0.0% 2.7% -3.8% 45 -293 -16 0.00 169.69 N/A N/A 0 0 2 1 2024-08-07 $29.44 $0.00 40.6% 6.9% 25.2% 45.5% 0.0% 0.9% 2.7% 42 -28 -15 0.00 141.94 N/A N/A 0 0 2 1 2024-08-08 $30.02 $0.00 43.7% 8.0% 25.5% 52.0% 0.0% 3.4% 0.4% 49 -274 -16 0.00 158.71 N/A N/A 0 0 2 1 2024-08-09 $30.12 $0.00 36.0% 6.8% 25.6% 35.9% 0.0% 1.5% 2.0% 52 -334 -15 0.00 142.85 N/A N/A 0 0 2 1 2024-08-12 $30.23 $0.00 46.5% 6.6% 24.7% 57.8% 0.0% 1.6% 2.1% 59 -574 -16 0.00 143.62 N/A N/A 0 0 2 1 2024-08-13 $29.96 $0.00 48.3% 6.7% 24.8% 61.7% 0.0% 0.1% 1.3% 51 -293 -15 0.00 144.76 N/A N/A 0 0 2 1 2024-08-14 $30.20 $0.00 22.5% 6.4% 24.9% 7.3% 0.0% 1.3% 2.4% 54 -370 -15 0.00 145.88 N/A N/A 0 0 2 1 2024-08-15 $30.56 $0.00 21.3% 6.1% 25.4% 4.9% 0.0% 1.1% 29.8% 59 -531 -15 0.00 146.59 N/A N/A 0 0 2 1 2024-08-16 $30.52 $0.00 20.9% 6.0% 25.2% 4.2% 0.0% 1.3% -1.5% 63 -630 -15 0.00 147.21 N/A N/A 0 0 2 1 2024-08-19 $30.63 $0.00 20.9% 6.0% 25.2% 4.0% 0.0% 1.4% -2.0% 68 -802 -15 0.00 147.56 N/A N/A 0 0 2 1 2024-08-20 $29.95 $0.00 22.9% 6.6% 25.8% 8.3% 0.0% 0.3% -1.6% 43 -102 -14 0.00 146.50 N/A N/A 0 0 2 1 2024-08-21 $29.90 $0.00 22.6% 6.5% 25.8% 7.6% 0.0% 0.4% -1.7% 43 -108 -13 0.00 145.79 N/A N/A 0 0 2 1 2024-08-22 $29.93 $0.00 22.6% 6.5% 25.1% 7.6% 0.0% 1.4% -0.7% 44 -135 -13 0.00 150.97 N/A N/A 0 0 2 1 2024-08-23 $30.38 $0.00 24.9% 7.1% 25.7% 12.5% 0.0% 1.4% -4.4% 54 -390 -14 0.00 148.94 N/A N/A 0 0 2 1 2024-08-26 $30.69 $0.00 22.4% 6.4% 25.8% 7.3% 0.0% 2.0% -1.2% 66 -711 -14 0.00 147.26 N/A N/A 0 0 2 1 2024-08-27 $30.32 $0.00 26.2% 7.5% 25.4% 15.2% 0.0% 0.3% -5.3% 52 -355 -13 0.00 149.14 N/A N/A 0 0 2 1 2024-08-28 $30.20 $0.00 24.8% 7.1% 25.1% 12.2% 0.0% 2.9% -2.2% 48 -233 -13 0.00 147.67 N/A N/A 0 0 2 1 2024-08-29 $30.57 $0.00 23.5% 6.7% 23.1% 9.5% 0.0% 2.2% -3.2% 61 -531 -13 0.00 148.15 N/A N/A 0 0 2 1 2024-08-30 $30.59 $0.00 23.6% 6.8% 18.5% 9.8% 0.0% 2.7% -2.4% 58 -482 -13 0.00 150.02 N/A N/A 0 0 2 1
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