FTXN Options History — April 2022

In April 2022, FTXN traded between $25.31 and $28.14. ATM implied volatility averaged 48.2%, placing in the 31.1% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 15.9% (HV 20d: 32.3%). Max pain ranged from $19.00 to $20.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 1.98.

Notable Days

2022-04-14: Highest Volume — 95 contracts
2022-04-26: Largest IV spike — 119.8% change
2022-04-26: Highest IV Rank — 100.0%
2022-04-26: Largest Expected Move — 30.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$26.82	$25.31	$28.14	$27.04	$25.63
Max Pain	$19.90	$19.00	$20.00	$19.00	$20.00
ATM IV	48.2%	29.2%	105.5%	38.3%	45.4%
Expected Move	12.3%	8.4%	30.2%	10.9%	13.0%
HV 20d	32.3%	26.0%	36.6%	35.6%	33.7%
HV 60d	32.7%	31.5%	33.6%	33.4%	33.6%
IV Rank	31.1%	0.0%	100.0%	14.8%	21.3%
IV Percentile	40.8%	0.0%	100.0%	7.6%	44.4%
Term Structure	-0.2%	-18.3%	12.1%	1.9%	0.1%
VWIV	63.2%	28.2%	129.2%	62.6%	48.8%
Skew 25d	2.7%	-7.3%	15.6%	0.8%	2.9%
Skew 10d	3.2%	-1.9%	17.0%	3.4%	4.3%
Call IV 25d	41.5%	30.4%	135.2%	41.5%	46.3%
Put IV 25d	44.2%	28.7%	137.9%	42.3%	49.2%
Bid-Ask Spread %	118.79	112.37	143.79	115.39	118.65
Gamma HHI	0.42	0.27	0.62	0.61	0.27
Net GEX	3.7K	1.7K	6.3K	4.9K	2.5K
Net DEX	-135.6K	-197.8K	-75.9K	-166.5K	-91.9K
Net VEX	-327	-359	-268	-273	-356
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.98	1.16	2.50	2.50	1.82
Total Volume	73.55	0	95	70	79
Total OI	112.25	91	130	117	104

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
2022-04-01	$27.04	$19.00	38.3%	10.9%	35.6%	14.8%	62.6%	0.8%	1.9%	4.9K	-166.5K	-273	2.50	115.39	N/A	N/A	20	50	82	35
2022-04-04	$27.03	$19.00	45.6%	11.3%	35.5%	28.8%	94.1%	2.0%	1.3%	4.9K	-164.8K	-268	2.04	116.18	N/A	N/A	25	51	82	35
2022-04-05	$26.43	$20.00	48.4%	11.0%	36.6%	34.3%	59.6%	2.2%	-2.1%	6.3K	-165.9K	-300	2.04	121.66	N/A	N/A	25	51	87	37
2022-04-06	$26.38	$20.00	50.7%	11.3%	36.1%	38.6%	59.5%	1.7%	-4.6%	5.9K	-163.1K	-357	2.04	120.92	N/A	N/A	25	51	92	37
2022-04-07	$26.82	$20.00	50.3%	10.7%	35.8%	37.9%	108.8%	2.4%	1.2%	5.6K	-175.1K	-340	2.04	120.13	N/A	N/A	25	51	92	37
2022-04-08	$27.55	$20.00	43.5%	10.9%	36.4%	24.8%	104.3%	1.5%	-0.1%	4.5K	-197.8K	-319	1.70	115.40	N/A	N/A	30	51	92	37
2022-04-11	$26.85	$20.00	57.6%	10.5%	33.4%	51.8%	109.4%	6.6%	3.9%	5.7K	-181.8K	-320	1.76	119.78	N/A	N/A	29	51	92	37
2022-04-12	$27.23	$20.00	80.8%	11.2%	32.7%	96.4%	51.2%	3.6%	6.9%	5.0K	-185.9K	-317	1.65	117.31	N/A	N/A	31	51	92	37
2022-04-13	$27.66	$20.00	37.5%	10.8%	32.8%	13.4%	37.0%	2.4%	3.1%	4.6K	-192.8K	-308	1.65	119.07	N/A	N/A	31	51	91	39
2022-04-14	$27.80	$20.00	36.1%	10.4%	29.4%	10.7%	36.7%	2.3%	1.4%	3.5K	-185.0K	-311	1.16	120.63	N/A	N/A	44	51	85	39
2022-04-18	$27.99	$20.00	41.9%	12.0%	29.2%	21.7%	43.9%	3.7%	-2.7%	2.0K	-97.8K	-305	2.32	117.88	N/A	N/A	22	51	52	39
2022-04-19	$27.81	$20.00	29.2%	8.4%	26.2%	0.0%	28.2%	0.4%	12.1%	2.6K	-103.6K	-339	2.32	116.10	N/A	N/A	22	51	57	39
2022-04-20	$28.14	$20.00	34.1%	9.8%	26.0%	9.1%	35.1%	-4.9%	3.4%	2.8K	-110.0K	-333	2.32	115.17	N/A	N/A	22	51	58	39
2022-04-21	$27.04	$20.00	38.2%	11.0%	29.6%	16.8%	38.4%	-7.3%	-5.4%	2.4K	-97.7K	-346	2.22	112.37	N/A	N/A	23	51	58	39
2022-04-22	$26.26	$20.00	41.3%	11.8%	31.4%	22.5%	48.1%	-3.7%	3.3%	2.1K	-87.3K	-353	2.22	116.30	N/A	N/A	23	51	59	39
2022-04-25	$25.35	$20.00	48.0%	13.8%	32.1%	35.1%	53.5%	7.4%	-3.3%	2.2K	-75.9K	-340	1.96	115.81	N/A	N/A	26	51	59	39
2022-04-26	$25.31	$20.00	105.5%	30.2%	30.2%	100.0%	129.2%	2.6%	-18.3%	1.7K	-84.6K	-359	1.96	143.79	N/A	N/A	26	51	62	39
2022-04-27	$25.68	$20.00	42.0%	12.0%	30.8%	16.8%	0.0%	11.5%	-1.0%	2.7K	-86.9K	-348	0.00	118.97	N/A	N/A	0	0	64	39
2022-04-28	$26.38	$20.00	50.1%	14.4%	32.2%	27.4%	51.8%	15.6%	-4.6%	2.8K	-96.9K	-350	1.96	114.30	N/A	N/A	26	51	64	39
2022-04-29	$25.63	$20.00	45.4%	13.0%	33.7%	21.3%	48.8%	2.9%	0.1%	2.5K	-91.9K	-356	1.82	118.65	N/A	N/A	28	51	65	39