FTXN Options History — March 2022 In March 2022, FTXN traded between $24.07 and $27.33. ATM implied volatility averaged 47.6%, placing in the 32.8% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 13.4% (HV 20d: 34.3%). Max pain ranged from $19.00 to $24.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 1.89.
Notable Days 2022-03-02 : Highest Volume — 272 contracts2022-03-04 : Largest IV spike — 22.9% change2022-03-07 : Highest IV Rank — 70.4%2022-03-08 : Largest Expected Move — 20.4%Monthly Statistics Metric Avg Min Max Open Close Price $25.66 $24.07 $27.33 $24.07 $26.57 Max Pain $20.43 $19.00 $24.00 $22.00 $19.00 ATM IV 47.6% 38.0% 67.3% 53.6% 38.0% Expected Move 13.8% 11.1% 20.4% 15.4% 11.2% HV 20d 34.3% 30.0% 38.8% 30.8% 37.2% HV 60d 33.4% 31.8% 34.8% 32.6% 33.6% IV Rank 32.8% 14.3% 70.4% 44.3% 14.3% IV Percentile 46.6% 7.1% 94.4% 81.6% 7.1% Term Structure -2.1% -10.8% 9.3% -3.6% 0.6% VWIV 59.2% 47.8% 94.1% 50.0% 54.6% Skew 25d 2.1% -10.3% 12.9% 2.6% 1.8% Skew 10d 9.0% -8.9% 27.7% 7.2% 2.5% Call IV 25d 47.4% 38.5% 67.7% 46.8% 40.0% Put IV 25d 49.5% 39.8% 70.3% 49.4% 41.8% Bid-Ask Spread % 115.80 97.93 127.26 116.56 112.82 Gamma HHI 0.54 0.37 0.76 0.52 0.61 Net GEX 6.8K -764 11.5K -764 5.0K Net DEX -214.5K -295.4K -15.8K -20.2K -160.4K Net VEX -416 -556 -63 -75 -284 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.89 0.35 7.00 7.00 2.50 Total Volume 113.217 70 272 80 70 Total OI 180.565 67 236 71 117
Daily Data (23 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 2022-03-01 $24.07 $22.00 53.6% 15.4% 30.8% 44.3% 50.0% 2.6% -3.6% -764 -20.2K -75 7.00 116.56 N/A N/A 10 70 16 55 2022-03-02 $24.84 $22.00 49.8% 14.3% 30.0% 36.9% 61.1% -4.8% -4.6% -615 -15.8K -63 0.35 111.14 N/A N/A 202 70 12 55 2022-03-03 $24.53 $22.00 50.9% 14.6% 30.5% 39.0% 57.3% 2.1% -10.8% 7.9K -247.7K -555 0.56 117.73 N/A N/A 126 70 175 55 2022-03-04 $25.44 $22.00 62.6% 17.9% 32.1% 61.5% 52.2% 3.9% 5.7% 7.2K -272.1K -552 1.40 120.14 N/A N/A 50 70 173 55 2022-03-07 $25.72 $22.00 67.3% 19.3% 31.9% 70.4% 71.9% 6.0% -3.8% 6.2K -276.3K -556 1.35 121.71 N/A N/A 52 70 169 55 2022-03-08 $25.83 $22.00 57.9% 20.4% 31.7% 52.4% 60.4% -10.3% -3.1% 7.0K -287.0K -495 1.70 116.36 N/A N/A 44 75 164 55 2022-03-09 $25.45 $24.00 54.1% 16.2% 30.1% 45.1% 55.2% 3.5% -6.7% 7.4K -260.9K -505 1.95 113.41 N/A N/A 39 76 165 60 2022-03-10 $26.00 $24.00 49.5% 15.9% 30.4% 36.4% 52.5% 4.3% -3.5% 6.9K -295.4K -531 1.95 119.91 N/A N/A 39 76 171 61 2022-03-11 $25.65 $24.00 50.7% 17.8% 31.1% 38.7% 73.6% 1.7% -3.6% 8.0K -295.4K -524 2.00 127.26 N/A N/A 38 76 174 61 2022-03-14 $24.50 $19.00 47.5% 12.9% 34.1% 32.5% 53.2% -3.0% -4.6% 8.6K -221.6K -506 1.69 97.93 N/A N/A 45 76 168 61 2022-03-15 $24.14 $19.00 48.5% 13.5% 33.0% 34.5% 67.8% 7.3% -3.7% 9.4K -203.9K -531 1.46 112.43 N/A N/A 52 76 175 61 2022-03-16 $24.17 $19.00 45.6% 12.5% 32.4% 28.8% 61.5% 2.0% -4.8% 8.4K -173.0K -484 1.09 109.11 N/A N/A 70 76 156 61 2022-03-17 $25.31 $19.00 42.4% 12.3% 35.8% 22.7% 60.2% 12.9% 0.9% 11.5K -241.2K -509 1.15 113.37 N/A N/A 66 76 163 61 2022-03-18 $25.25 $19.00 42.0% 11.9% 35.9% 21.9% 47.8% 1.9% -0.7% 9.5K -229.9K -468 1.13 115.54 N/A N/A 67 76 153 61 2022-03-21 $26.31 $19.00 41.8% 11.8% 37.5% 21.5% 55.8% 2.5% 3.5% 7.1K -247.2K -440 1.85 118.09 N/A N/A 27 50 133 35 2022-03-22 $26.09 $19.00 43.5% 11.9% 37.0% 24.9% 48.3% 0.5% -1.9% 8.0K -231.8K -416 2.27 111.18 N/A N/A 22 50 129 35 2022-03-23 $26.60 $19.00 43.7% 11.3% 37.2% 25.3% 58.4% 2.7% -4.1% 7.4K -257.4K -403 2.17 126.00 N/A N/A 23 50 131 35 2022-03-24 $26.64 $19.00 41.8% 11.6% 37.2% 21.6% 57.0% 2.5% -2.3% 7.2K -254.6K -380 2.17 119.59 N/A N/A 23 50 128 35 2022-03-25 $27.33 $19.00 39.5% 11.5% 37.6% 17.2% 55.9% 0.8% 2.1% 7.9K -227.9K -321 1.72 114.73 N/A N/A 29 50 107 35 2022-03-28 $26.45 $19.00 42.5% 11.7% 38.8% 22.9% 58.0% 0.9% -1.9% 6.5K -181.7K -341 2.08 119.72 N/A N/A 24 50 99 35 2022-03-29 $26.46 $19.00 39.6% 11.3% 38.8% 17.3% 94.1% 2.9% 9.3% 6.0K -171.4K -328 1.56 112.69 N/A N/A 32 50 95 35 2022-03-30 $26.72 $19.00 42.9% 11.1% 37.5% 23.6% 54.2% 3.8% -6.2% 4.8K -161.7K -292 2.38 116.09 N/A N/A 21 50 83 35 2022-03-31 $26.57 $19.00 38.0% 11.2% 37.2% 14.3% 54.6% 1.8% 0.6% 5.0K -160.4K -284 2.50 112.82 N/A N/A 20 50 82 35
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