FTXN Options History — September 2024 In September 2024, FTXN traded between $28.16 and $29.84. ATM implied volatility averaged 28.5%, placing in the 22.5% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 9.2% (HV 20d: 19.2%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-09-09 : Highest Volume — 1 contracts2024-09-18 : Largest IV spike — 57.1% change2024-09-18 : Highest IV Rank — 51.9%2024-09-18 : Largest Expected Move — 11.0%Monthly Statistics Metric Avg Min Max Open Close Price $29.06 $28.16 $29.84 $29.81 $28.87 ATM IV 28.5% 23.8% 38.7% 26.7% 29.2% Expected Move 7.7% 6.8% 11.0% 7.6% 8.4% HV 20d 19.2% 17.7% 22.7% 19.4% 22.7% HV 60d 20.4% 19.7% 21.7% 20.1% 21.4% IV Rank 22.5% 10.9% 51.9% 16.2% 27.5% IV Percentile 62.9% 33.7% 94.8% 60.3% 76.6% Term Structure -1.3% -8.0% 1.6% -5.5% -0.1% Skew 25d 1.6% -0.5% 2.9% 2.0% 2.9% Skew 10d 2.2% -0.6% 3.9% 2.2% 3.0% Call IV 25d 28.7% 24.7% 43.6% 29.4% 31.2% Put IV 25d 30.3% 25.9% 44.7% 31.4% 34.1% Bid-Ask Spread % 148.96 144.04 167.94 147.49 147.75 Gamma HHI 0.33 0.27 0.42 0.39 0.31 Net GEX 57 10 87 37 63 Net DEX -806 -2.0K 831 21 -1.0K Net VEX -14 -18 -10 -12 -14 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 0.1 0 1 0 0 Total OI 3.75 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 2024-09-03 $29.81 $0.00 26.7% 7.6% 19.4% 16.2% 0.0% 2.0% -5.5% 37 21 -12 0.00 147.49 N/A N/A 0 0 2 1 2024-09-04 $29.41 $0.00 31.5% 9.0% 19.0% 26.4% 0.0% 2.0% -8.0% 27 366 -12 0.00 145.03 N/A N/A 0 0 2 1 2024-09-05 $29.25 $0.00 29.6% 7.0% 19.0% 22.3% 0.0% 1.2% -0.8% 22 424 -11 0.00 144.44 N/A N/A 0 0 2 1 2024-09-06 $28.78 $0.00 30.4% 6.9% 18.3% 24.0% 0.0% 1.9% 1.6% 13 805 -10 0.00 146.01 N/A N/A 0 0 2 1 2024-09-09 $28.87 $0.00 32.4% 7.0% 18.3% 28.2% 0.0% 0.8% -0.3% 10 831 -10 0.00 147.81 N/A N/A 1 0 2 1 2024-09-10 $28.39 $0.00 38.7% 7.4% 18.9% 41.4% 0.0% 2.3% 0.7% 58 -603 -15 0.00 144.04 N/A N/A 0 0 3 1 2024-09-11 $28.16 $0.00 25.5% 7.3% 18.8% 13.8% 0.0% 2.0% -0.6% 56 -429 -15 0.00 147.11 N/A N/A 1 0 3 1 2024-09-12 $28.34 $0.00 24.1% 6.9% 18.7% 10.9% 0.0% 1.6% 1.6% 55 -573 -15 0.00 145.05 N/A N/A 0 0 3 1 2024-09-13 $28.56 $0.00 25.3% 7.3% 18.3% 13.3% 0.0% 1.5% -0.7% 62 -831 -15 0.00 147.21 N/A N/A 0 0 3 1 2024-09-16 $28.88 $0.00 24.9% 7.1% 19.0% 12.5% 0.0% 1.5% 1.0% 64 -972 -15 0.00 146.56 N/A N/A 0 0 3 1 2024-09-17 $29.26 $0.00 24.4% 7.0% 19.7% 11.4% 0.0% 2.0% 1.3% 71 -1.3K -16 0.00 147.00 N/A N/A 0 0 3 1 2024-09-18 $29.36 $0.00 38.3% 11.0% 18.3% 51.9% 0.0% 1.2% -4.4% 87 -1.9K -18 0.00 167.94 N/A N/A 0 0 3 1 2024-09-19 $29.71 $0.00 24.6% 7.0% 18.9% 14.9% 0.0% 1.0% -1.1% 77 -1.9K -16 0.00 148.01 N/A N/A 0 0 3 1 2024-09-20 $29.67 $0.00 23.8% 6.8% 18.9% 13.0% 0.0% 2.6% -1.2% 83 -1.8K -16 0.00 148.81 N/A N/A 0 0 3 1 2024-09-23 $29.84 $0.00 25.2% 7.2% 18.1% 16.7% 0.0% 1.8% -0.3% 80 -2.0K -15 0.00 150.69 N/A N/A 0 0 3 1 2024-09-24 $29.83 $0.00 25.7% 7.4% 17.7% 18.1% 0.0% -0.0% -1.7% 80 -2.0K -15 0.00 150.73 N/A N/A 0 0 3 1 2024-09-25 $29.18 $0.00 27.1% 7.8% 18.8% 21.7% 0.0% -0.5% -2.1% 66 -1.3K -14 0.00 149.87 N/A N/A 0 0 3 1 2024-09-26 $28.25 $0.00 35.8% 10.3% 21.7% 45.0% 0.0% 1.5% -6.0% 71 -874 -15 0.00 157.11 N/A N/A 0 0 3 1 2024-09-27 $28.84 $0.00 26.6% 7.6% 22.7% 20.5% 0.0% 2.5% 0.3% 60 -938 -14 0.00 150.58 N/A N/A 0 0 3 1 2024-09-30 $28.87 $0.00 29.2% 8.4% 22.7% 27.5% 0.0% 2.9% -0.1% 63 -1.0K -14 0.00 147.75 N/A N/A 0 0 3 1
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