FTXN Options History — December 2021

In December 2021, FTXN traded between $18.37 and $20.26. ATM implied volatility averaged 49.5%, placing in the 24.8% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded above realized volatility by 10.5% (HV 20d: 39.0%). Max pain ranged from $11.00 to $20.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 3.08.

Notable Days

2021-12-15: Highest Volume — 141 contracts
2021-12-15: Largest IV drop — 34.1% change
2021-12-20: Highest IV Rank — 37.2%
2021-12-02: Largest Expected Move — 15.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.41	$18.37	$20.26	$18.88	$19.47
Max Pain	$12.23	$11.00	$20.00	$20.00	$11.00
ATM IV	49.5%	37.1%	66.8%	53.3%	45.4%
Expected Move	13.0%	10.6%	15.3%	15.3%	13.0%
HV 20d	39.0%	31.7%	42.9%	38.9%	31.7%
HV 60d	34.3%	32.6%	36.6%	35.7%	32.6%
IV Rank	24.8%	12.6%	37.2%	37.2%	28.6%
IV Percentile	34.9%	7.8%	63.5%	63.5%	47.8%
Term Structure	0.7%	-9.2%	11.5%	-5.6%	5.4%
VWIV	56.3%	36.5%	95.0%	52.3%	44.3%
Skew 25d	1.5%	-9.4%	8.5%	-9.4%	-3.5%
Skew 10d	2.2%	-8.4%	8.1%	-8.0%	8.1%
Call IV 25d	44.6%	34.9%	56.7%	55.2%	52.8%
Put IV 25d	46.1%	36.1%	51.0%	45.7%	49.2%
Bid-Ask Spread %	120.99	116.80	124.63	123.50	124.63
Gamma HHI	0.46	0.38	0.55	0.38	0.55
Net GEX	1.5K	759	2.3K	759	2.3K
Net DEX	-39.5K	-52.5K	-24.1K	-25.4K	-46.7K
Net VEX	-244	-293	-203	-288	-203
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.08	2.13	4.15	4.15	2.16
Total Volume	129.727	117	141	139	117
Total OI	151.273	137	165	157	138

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
2021-12-01	$18.88	$20.00	53.3%	15.3%	38.9%	0.0%	52.3%	-9.4%	-5.6%	759	-25.4K	-288	4.15	123.50	N/A	N/A	27	112	73	84
2021-12-02	$19.16	$20.00	53.3%	15.3%	39.6%	0.0%	53.0%	-8.8%	-5.2%	943	-29.7K	-293	4.04	121.92	N/A	N/A	27	109	75	83
2021-12-03	$18.89	$20.00	51.5%	14.8%	39.7%	0.0%	51.1%	-2.0%	0.4%	877	-27.9K	-286	4.04	123.80	N/A	N/A	27	109	75	83
2021-12-06	$19.53	$11.00	49.3%	13.5%	40.8%	0.0%	90.8%	0.9%	-0.1%	1.0K	-36.1K	-268	4.04	116.80	N/A	N/A	27	109	75	83
2021-12-07	$20.20	$11.00	53.2%	12.7%	42.8%	0.0%	92.7%	2.0%	0.4%	1.2K	-47.2K	-265	4.04	119.63	N/A	N/A	27	109	75	83
2021-12-08	$20.26	$11.00	53.7%	12.4%	42.9%	0.0%	90.0%	-5.0%	3.8%	1.2K	-49.1K	-267	4.04	120.30	N/A	N/A	27	109	75	83
2021-12-09	$20.03	$11.00	59.2%	12.8%	40.7%	0.0%	94.7%	4.7%	0.1%	1.3K	-48.5K	-253	3.93	121.84	N/A	N/A	27	106	75	80
2021-12-10	$20.13	$11.00	55.0%	11.8%	40.4%	0.0%	95.0%	5.3%	2.0%	1.3K	-48.7K	-243	3.93	119.82	N/A	N/A	27	106	75	80
2021-12-13	$19.44	$11.00	66.0%	12.3%	41.9%	0.0%	41.4%	8.5%	2.6%	1.4K	-40.3K	-262	3.12	119.66	N/A	N/A	34	106	82	82
2021-12-14	$19.13	$11.00	66.8%	13.5%	41.8%	0.0%	45.0%	7.7%	-4.2%	1.2K	-34.6K	-253	3.21	120.25	N/A	N/A	33	106	82	82
2021-12-15	$19.23	$11.00	44.0%	12.6%	41.9%	0.0%	44.6%	7.3%	2.2%	1.3K	-34.3K	-243	3.03	119.05	N/A	N/A	35	106	82	82
2021-12-16	$19.11	$11.00	45.7%	13.1%	41.1%	0.0%	48.0%	-1.3%	-9.2%	1.5K	-37.6K	-243	3.03	118.13	N/A	N/A	35	106	84	81
2021-12-17	$18.85	$11.00	47.3%	13.5%	41.2%	0.0%	47.5%	4.8%	-2.0%	1.6K	-28.5K	-234	3.03	122.36	N/A	N/A	35	106	84	81
2021-12-20	$18.37	$11.00	49.9%	14.3%	38.9%	37.2%	49.4%	2.6%	3.5%	1.3K	-24.1K	-224	2.33	118.27	N/A	N/A	36	84	79	62
2021-12-21	$19.14	$11.00	45.3%	13.0%	41.1%	28.3%	46.8%	5.2%	1.0%	1.6K	-35.2K	-224	2.36	120.44	N/A	N/A	36	85	77	62
2021-12-22	$19.28	$11.00	37.1%	10.6%	40.1%	12.6%	36.5%	8.5%	11.5%	1.8K	-36.3K	-220	2.31	118.43	N/A	N/A	36	83	77	63
2021-12-23	$19.30	$11.00	38.7%	11.1%	39.3%	15.6%	42.0%	0.5%	6.5%	1.8K	-39.6K	-222	2.25	123.36	N/A	N/A	36	81	77	60
2021-12-27	$19.78	$11.00	45.6%	13.1%	34.8%	28.8%	45.9%	2.6%	-1.0%	1.9K	-46.1K	-217	2.13	124.59	N/A	N/A	38	81	77	60
2021-12-28	$19.84	$11.00	41.5%	11.9%	34.7%	21.0%	42.9%	2.9%	-0.3%	2.2K	-52.5K	-221	2.24	121.82	N/A	N/A	37	83	81	60
2021-12-29	$19.66	$11.00	42.6%	12.2%	32.4%	23.1%	41.6%	3.4%	1.1%	2.2K	-51.8K	-221	2.16	122.73	N/A	N/A	37	80	81	57
2021-12-30	$19.42	$11.00	45.2%	13.0%	32.1%	28.2%	43.8%	-2.9%	3.6%	2.2K	-48.6K	-217	2.16	120.40	N/A	N/A	37	80	81	57
2021-12-31	$19.47	$11.00	45.4%	13.0%	31.7%	28.6%	44.3%	-3.5%	5.4%	2.3K	-46.7K	-203	2.16	124.63	N/A	N/A	37	80	81	57