FTXN Options History — January 2022

In January 2022, FTXN traded between $20.09 and $22.57. ATM implied volatility averaged 47.6%, placing in the 32.7% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded above realized volatility by 13.0% (HV 20d: 34.6%). Max pain ranged from $11.00 to $16.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 1.89.

Notable Days

2022-01-31: Highest Volume — 128 contracts
2022-01-26: Largest IV spike — 45.2% change
2022-01-26: Highest IV Rank — 78.7%
2022-01-26: Largest Expected Move — 20.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.57	$20.09	$22.57	$20.09	$21.96
Max Pain	$15.25	$11.00	$16.00	$11.00	$16.00
ATM IV	47.6%	36.1%	71.6%	42.2%	52.8%
Expected Move	13.4%	10.4%	20.5%	12.1%	15.1%
HV 20d	34.6%	32.1%	36.8%	33.0%	36.1%
HV 60d	35.4%	32.9%	36.6%	32.9%	36.1%
IV Rank	32.7%	10.7%	78.7%	22.4%	42.6%
IV Percentile	52.4%	4.9%	95.4%	27.4%	76.0%
Term Structure	-2.7%	-12.7%	7.3%	3.7%	-8.6%
VWIV	52.1%	42.0%	60.4%	42.0%	51.4%
Skew 25d	11.1%	-6.0%	21.1%	4.9%	21.0%
Skew 10d	11.0%	5.0%	22.3%	5.1%	10.4%
Call IV 25d	49.6%	39.0%	73.1%	49.4%	49.2%
Put IV 25d	60.8%	48.9%	91.8%	54.3%	70.3%
Bid-Ask Spread %	116.29	110.42	127.05	122.09	115.22
Gamma HHI	0.64	0.52	0.70	0.57	0.63
Net GEX	2.3K	1.9K	2.8K	2.5K	2.2K
Net DEX	-89.8K	-109.1K	-57.4K	-57.4K	-90.2K
Net VEX	-155	-204	-114	-201	-114
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.89	1.61	2.11	1.95	1.61
Total Volume	122.25	118	128	121	128
Total OI	139.4	134	144	138	135

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
2022-01-03	$20.09	$11.00	42.2%	12.1%	33.0%	22.4%	42.0%	4.9%	3.7%	2.5K	-57.4K	-201	1.95	122.09	N/A	N/A	41	80	81	57
2022-01-04	$20.91	$11.00	42.4%	12.2%	33.9%	22.8%	43.3%	3.1%	-5.9%	2.7K	-78.9K	-192	1.90	121.59	N/A	N/A	42	80	85	57
2022-01-05	$20.52	$11.00	49.7%	14.3%	32.7%	36.8%	44.6%	-6.0%	-4.1%	2.5K	-80.3K	-204	1.90	117.43	N/A	N/A	42	80	86	57
2022-01-06	$21.18	$16.00	43.2%	12.0%	34.5%	24.2%	51.4%	9.7%	-3.1%	2.5K	-86.5K	-183	1.90	112.07	N/A	N/A	42	80	86	57
2022-01-07	$21.23	$16.00	46.8%	12.0%	34.1%	31.1%	55.7%	13.4%	-2.1%	2.4K	-86.8K	-198	1.95	114.45	N/A	N/A	41	80	86	57
2022-01-10	$20.96	$16.00	48.6%	12.6%	34.6%	34.6%	57.5%	5.0%	-4.6%	2.4K	-84.6K	-187	2.05	112.42	N/A	N/A	39	80	87	57
2022-01-11	$21.94	$16.00	44.2%	11.8%	35.0%	26.1%	56.6%	15.1%	-1.3%	2.8K	-101.5K	-166	2.05	111.93	N/A	N/A	39	80	86	57
2022-01-12	$22.12	$16.00	36.1%	10.4%	34.0%	10.7%	50.6%	12.5%	5.4%	2.4K	-101.4K	-157	2.11	125.20	N/A	N/A	38	80	84	57
2022-01-13	$21.94	$16.00	44.5%	12.8%	34.4%	26.8%	56.9%	15.7%	-5.1%	2.4K	-100.9K	-168	2.11	113.88	N/A	N/A	38	80	84	57
2022-01-14	$22.57	$16.00	36.9%	10.6%	34.9%	12.2%	48.9%	8.7%	7.3%	2.3K	-109.1K	-135	2.05	113.72	N/A	N/A	39	80	84	57
2022-01-18	$22.30	$16.00	44.0%	12.6%	34.8%	25.8%	57.2%	10.6%	-1.2%	2.2K	-106.2K	-135	2.05	112.35	N/A	N/A	39	80	84	57
2022-01-19	$22.12	$16.00	47.1%	13.5%	33.0%	31.7%	58.2%	9.0%	-5.5%	2.3K	-102.9K	-136	2.05	113.66	N/A	N/A	39	80	84	57
2022-01-20	$21.72	$16.00	45.7%	13.1%	32.1%	29.1%	45.1%	7.0%	-2.0%	2.3K	-100.8K	-132	1.70	112.50	N/A	N/A	47	80	84	57
2022-01-21	$21.07	$16.00	50.6%	14.5%	34.7%	38.5%	54.5%	9.5%	-4.4%	2.2K	-81.1K	-147	1.70	116.95	N/A	N/A	47	80	81	57
2022-01-24	$21.18	$16.00	53.7%	15.4%	34.6%	44.4%	56.2%	21.1%	2.9%	2.4K	-75.1K	-134	1.76	112.99	N/A	N/A	45	79	78	56
2022-01-25	$22.08	$16.00	49.3%	14.1%	36.4%	36.0%	53.6%	18.2%	-0.7%	2.2K	-87.5K	-123	1.72	121.74	N/A	N/A	46	79	78	56
2022-01-26	$21.86	$16.00	71.6%	20.5%	36.8%	78.7%	60.4%	18.8%	-12.7%	1.9K	-84.4K	-157	1.72	127.05	N/A	N/A	46	79	79	56
2022-01-27	$21.95	$16.00	48.8%	14.0%	36.5%	34.9%	44.6%	5.5%	-0.8%	2.1K	-92.0K	-115	1.72	110.42	N/A	N/A	46	79	79	56
2022-01-28	$21.80	$16.00	54.3%	15.6%	36.2%	45.6%	52.5%	20.3%	-10.3%	2.2K	-87.3K	-125	1.72	118.04	N/A	N/A	46	79	79	56
2022-01-31	$21.96	$16.00	52.8%	15.1%	36.1%	42.6%	51.4%	21.0%	-8.6%	2.2K	-90.2K	-114	1.61	115.22	N/A	N/A	49	79	79	56