FTXN Options History — February 2022

In February 2022, FTXN traded between $22.22 and $23.77. ATM implied volatility averaged 49.0%, placing in the 35.3% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded above realized volatility by 16.8% (HV 20d: 32.2%). Max pain ranged from $16.00 to $22.00. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 3.47.

Notable Days

2022-02-18: Highest Volume — 168 contracts
2022-02-04: Largest IV spike — 29.6% change
2022-02-24: Highest IV Rank — 49.2%
2022-02-24: Largest Expected Move — 16.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$22.83	$22.22	$23.77	$22.80	$23.77
Max Pain	$17.42	$16.00	$22.00	$16.00	$22.00
ATM IV	49.0%	38.6%	56.2%	46.9%	50.9%
Expected Move	14.0%	12.4%	16.1%	13.4%	14.6%
HV 20d	32.2%	27.7%	36.8%	36.8%	30.6%
HV 60d	35.5%	32.2%	37.0%	36.8%	32.6%
IV Rank	35.3%	15.5%	49.2%	31.3%	39.0%
IV Percentile	60.8%	8.9%	85.4%	52.3%	71.7%
Term Structure	-2.5%	-9.2%	4.3%	-2.3%	-4.4%
VWIV	61.5%	42.3%	90.5%	58.7%	44.2%
Skew 25d	5.2%	-3.7%	12.7%	9.0%	-3.7%
Skew 10d	6.6%	-1.1%	13.6%	10.8%	13.6%
Call IV 25d	46.3%	38.3%	58.7%	58.7%	50.8%
Put IV 25d	51.5%	44.4%	67.8%	67.8%	47.0%
Bid-Ask Spread %	116.13	112.65	124.10	113.77	113.06
Gamma HHI	0.51	0.16	0.82	0.64	0.54
Net GEX	854	-1.4K	2.3K	2.3K	-989
Net DEX	-85.0K	-124.9K	-6.6K	-102.4K	-17.1K
Net VEX	-58	-94	-37	-94	-82
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.47	1.33	10.71	1.61	7.00
Total Volume	122.474	62	168	128	80
Total OI	115.421	46	143	135	69

Daily Data (19 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
2022-02-01	$22.80	$16.00	46.9%	13.4%	36.8%	31.3%	58.7%	9.0%	-2.3%	2.3K	-102.4K	-94	1.61	113.77	N/A	N/A	49	79	79	56
2022-02-02	$23.03	$16.00	43.1%	12.4%	34.6%	24.1%	55.3%	0.8%	4.3%	2.1K	-110.6K	-77	1.61	117.50	N/A	N/A	49	79	79	56
2022-02-03	$22.77	$17.00	38.6%	13.1%	34.0%	15.5%	60.1%	3.8%	-2.6%	2.2K	-113.5K	-54	1.61	115.69	N/A	N/A	49	79	79	56
2022-02-04	$23.17	$17.00	50.0%	13.5%	32.9%	37.4%	57.5%	5.5%	-3.5%	1.7K	-112.7K	-69	1.58	114.12	N/A	N/A	50	79	79	56
2022-02-07	$23.09	$17.00	50.7%	13.9%	33.0%	38.7%	53.2%	8.8%	-3.5%	1.6K	-117.7K	-47	1.58	113.30	N/A	N/A	50	79	80	56
2022-02-08	$22.44	$17.00	54.5%	13.8%	34.6%	45.9%	57.5%	1.6%	-1.5%	1.8K	-109.1K	-62	1.72	115.66	N/A	N/A	50	86	80	56
2022-02-09	$22.78	$17.00	46.8%	13.4%	31.1%	31.1%	59.1%	3.6%	-3.4%	1.4K	-115.4K	-47	1.92	117.22	N/A	N/A	50	96	80	60
2022-02-10	$22.70	$17.00	46.0%	13.2%	31.1%	29.6%	60.0%	4.4%	-3.1%	1.0K	-116.0K	-54	2.23	112.65	N/A	N/A	43	96	80	63
2022-02-11	$23.53	$17.00	44.5%	12.7%	33.2%	26.7%	90.2%	12.7%	-0.7%	148	-124.9K	-37	1.96	124.10	N/A	N/A	49	96	80	63
2022-02-14	$22.92	$17.00	51.2%	14.7%	33.4%	39.7%	90.5%	8.7%	-3.7%	1.3K	-108.1K	-53	1.96	122.15	N/A	N/A	49	96	77	63
2022-02-15	$22.59	$17.00	49.3%	14.1%	33.6%	35.9%	61.7%	7.4%	-3.8%	1.4K	-106.8K	-47	1.96	116.74	N/A	N/A	49	96	77	63
2022-02-16	$22.78	$17.00	48.1%	13.8%	33.5%	33.6%	62.3%	10.3%	-5.5%	439	-98.8K	-39	1.96	117.73	N/A	N/A	49	96	71	63
2022-02-17	$22.83	$17.00	48.5%	13.9%	32.7%	34.4%	63.3%	5.8%	-0.5%	655	-98.3K	-39	1.96	116.86	N/A	N/A	49	96	71	63
2022-02-18	$22.57	$17.00	50.2%	14.4%	30.8%	37.6%	67.2%	8.5%	-1.4%	-84	-97.3K	-38	1.33	115.36	N/A	N/A	72	96	71	63
2022-02-22	$22.22	$17.00	51.8%	14.9%	31.5%	40.8%	62.4%	-3.2%	-2.2%	174	-19.2K	-61	7.86	116.01	N/A	N/A	7	55	13	33
2022-02-23	$22.38	$17.00	54.1%	15.5%	28.0%	45.2%	67.6%	7.8%	-1.6%	157	-20.1K	-57	7.86	117.45	N/A	N/A	7	55	13	33
2022-02-24	$22.49	$17.00	56.2%	16.1%	27.7%	49.2%	54.9%	5.0%	-9.2%	168	-19.7K	-61	10.71	113.70	N/A	N/A	7	75	13	33
2022-02-25	$22.93	$22.00	48.8%	14.0%	28.5%	35.0%	42.3%	2.1%	1.1%	-1.4K	-6.6K	-90	7.50	113.37	N/A	N/A	10	75	13	53
2022-02-28	$23.77	$22.00	50.9%	14.6%	30.6%	39.0%	44.2%	-3.7%	-4.4%	-989	-17.1K	-82	7.00	113.06	N/A	N/A	10	70	16	53