FTXN Options History — November 2024

In November 2024, FTXN traded between $28.84 and $32.37. ATM implied volatility averaged 29.5%, placing in the 28.2% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 5.9% (HV 20d: 23.6%). Max pain ranged from $30.00 to $33.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2024-11-22: Highest Volume — 1 contracts
  • 2024-11-13: Largest IV drop — 52.4% change
  • 2024-11-12: Highest IV Rank — 80.0%
  • 2024-11-01: Largest Expected Move — 9.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.14$28.84$32.37$28.84$31.79
Max Pain$32.40$30.00$33.00$30.00$33.00
ATM IV29.5%22.8%48.8%33.0%25.3%
Expected Move7.1%6.5%9.5%9.5%7.2%
HV 20d23.6%17.5%26.0%18.8%24.3%
HV 60d22.7%20.4%23.5%20.4%22.6%
IV Rank28.2%10.2%80.0%37.6%16.8%
IV Percentile57.6%21.0%98.8%88.1%48.8%
Term Structure-1.7%-6.6%0.9%-6.6%-3.0%
VWIV22.1%22.1%22.1%22.1%22.1%
Skew 25d0.9%-0.2%2.8%0.6%0.6%
Skew 10d1.6%0.1%3.7%0.5%0.5%
Call IV 25d25.7%23.6%34.8%34.8%28.0%
Put IV 25d26.6%24.3%35.5%35.5%28.6%
Bid-Ask Spread %146.21141.03148.72146.68148.72
Gamma HHI0.480.300.720.300.66
Net GEX83-21194-21181
Net DEX-3.0K-4.1K-106-106-3.9K
Net VEX-6-12-1-12-5
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.050100
Total OI3.852553

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$28.84$30.0033.0%9.5%18.8%37.6%0.0%0.6%-6.6%-21-106-120.00146.68N/AN/A0032
2024-11-04$29.32$0.0035.1%7.9%19.9%43.2%0.0%2.8%-0.4%-3-742-120.00141.03N/AN/A0032
2024-11-05$29.48$0.0039.1%7.5%17.5%53.9%0.0%0.9%0.6%6-997-110.00143.60N/AN/A0032
2024-11-06$31.07$0.0032.7%7.2%25.8%36.9%0.0%1.2%-1.1%96-3.5K-90.00145.65N/AN/A0032
2024-11-07$30.73$0.0034.2%6.5%25.9%40.7%0.0%1.4%0.9%69-3.0K-80.00146.65N/AN/A0032
2024-11-08$30.87$0.0033.6%6.5%25.9%39.1%0.0%0.5%-0.1%80-3.2K-80.00147.01N/AN/A0032
2024-11-11$31.25$0.0045.9%7.1%26.0%72.1%0.0%0.7%-0.4%112-3.8K-70.00143.97N/AN/A0032
2024-11-12$31.09$0.0048.8%6.7%23.4%80.0%0.0%-0.1%-1.2%100-3.6K-60.00147.47N/AN/A0032
2024-11-13$31.24$0.0023.3%6.7%23.4%11.5%0.0%1.4%-0.3%114-3.9K-50.00145.72N/AN/A0032
2024-11-14$31.29$0.0022.8%6.5%23.4%10.2%0.0%0.6%-2.3%140-4.1K-50.00145.99N/AN/A0032
2024-11-15$31.14$0.0023.5%6.7%23.4%12.2%0.0%0.7%-1.6%128-3.8K-40.00147.77N/AN/A0032
2024-11-18$31.75$0.0022.9%6.6%24.1%10.6%0.0%0.7%-1.1%24-2.9K-20.00147.33N/AN/A0011
2024-11-19$31.54$0.0023.6%6.8%24.3%12.4%0.0%1.0%-2.3%26-2.8K-30.00147.51N/AN/A0011
2024-11-20$31.81$0.0023.6%6.8%23.9%12.5%0.0%1.2%-0.4%24-2.9K-30.00147.23N/AN/A0011
2024-11-21$32.28$0.0023.2%6.7%24.2%11.3%0.0%1.3%-1.4%20-3.0K-20.00146.81N/AN/A0011
2024-11-22$32.37$0.0024.3%7.0%24.2%14.2%22.1%0.8%-3.2%19-3.1K-10.00145.92N/AN/A1011
2024-11-25$31.70$33.0025.4%7.3%25.3%17.1%0.0%1.5%-1.2%194-3.8K-60.00144.47N/AN/A0021
2024-11-26$31.63$33.0025.3%7.2%24.3%16.8%0.0%-0.2%-4.2%172-3.8K-50.00147.17N/AN/A0021
2024-11-27$31.67$33.0024.6%7.1%24.3%15.1%0.0%0.7%-4.2%174-3.8K-50.00147.51N/AN/A0021
2024-11-29$31.79$33.0025.3%7.2%24.3%16.8%0.0%0.6%-3.0%181-3.9K-50.00148.72N/AN/A0021