FTXN Options History — May 2022 In May 2022, FTXN traded between $25.33 and $30.09. ATM implied volatility averaged 49.1%, placing in the 26.1% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded below realized volatility by 1.6% (HV 20d: 50.7%). Max pain ranged from $20.00 to $22.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 1.26.
Notable Days 2022-05-13 : Highest Volume — 90 contracts2022-05-31 : Largest IV spike — 48.8% change2022-05-09 : Highest IV Rank — 52.6%2022-05-09 : Largest Expected Move — 17.5%Monthly Statistics Metric Avg Min Max Open Close Price $27.37 $25.33 $30.09 $25.68 $29.60 Max Pain $21.71 $20.00 $22.00 $20.00 $22.00 ATM IV 49.1% 37.0% 69.4% 51.0% 55.0% Expected Move 13.8% 10.6% 17.5% 14.6% 15.8% HV 20d 50.7% 33.0% 58.2% 33.0% 54.2% HV 60d 40.0% 33.5% 42.6% 33.5% 41.8% IV Rank 26.1% 10.1% 52.6% 28.6% 33.8% IV Percentile 55.8% 6.4% 95.0% 74.2% 84.4% Term Structure -1.6% -16.0% 5.1% -3.3% -9.9% VWIV 45.6% 38.9% 58.6% 49.1% 58.6% Skew 25d 4.7% -0.2% 15.0% 2.8% -0.2% Skew 10d 9.3% -1.6% 24.0% 1.0% 4.5% Call IV 25d 41.1% 31.7% 54.8% 44.1% 45.7% Put IV 25d 45.8% 37.3% 69.9% 46.9% 45.6% Bid-Ask Spread % 115.36 109.02 120.83 113.00 120.43 Gamma HHI 0.30 0.27 0.37 0.29 0.32 Net GEX 2.9K 2.1K 3.7K 2.8K 2.5K Net DEX -117.0K -152.9K -85.4K -89.7K -152.9K Net VEX -325 -347 -259 -345 -259 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.26 0.41 1.82 1.82 0.41 Total Volume 73.476 46 90 79 52 Total OI 96.286 71 110 104 72
Daily Data (21 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 2022-05-02 $25.68 $20.00 51.0% 14.6% 33.0% 28.6% 49.1% 2.8% -3.3% 2.8K -89.7K -345 1.82 113.00 N/A N/A 28 51 65 39 2022-05-03 $26.79 $20.00 44.5% 12.8% 36.6% 20.0% 38.9% 0.5% -2.5% 2.7K -104.7K -347 1.82 117.46 N/A N/A 28 51 64 39 2022-05-04 $27.97 $20.00 45.9% 13.2% 38.7% 21.9% 47.7% 3.2% 0.3% 3.0K -118.9K -331 1.82 117.84 N/A N/A 28 51 64 39 2022-05-05 $27.32 $22.00 49.3% 12.5% 39.8% 26.3% 39.0% 5.6% 5.1% 2.7K -111.6K -340 1.82 116.78 N/A N/A 28 51 64 39 2022-05-06 $28.01 $22.00 55.2% 15.1% 40.3% 34.1% 47.0% 5.9% -0.0% 2.4K -119.1K -343 1.82 113.16 N/A N/A 28 51 64 39 2022-05-09 $25.33 $22.00 69.4% 17.5% 53.3% 52.6% 48.1% 15.0% -16.0% 2.1K -89.0K -335 1.82 112.80 N/A N/A 28 51 64 39 2022-05-10 $25.36 $22.00 56.5% 15.4% 52.7% 35.8% 50.7% 9.7% -6.6% 2.4K -85.4K -329 1.82 109.02 N/A N/A 28 51 64 39 2022-05-11 $25.80 $22.00 57.5% 16.5% 52.8% 37.0% 49.8% 12.8% -2.4% 2.3K -93.1K -331 1.55 114.24 N/A N/A 33 51 64 39 2022-05-12 $25.50 $22.00 55.4% 15.9% 52.5% 34.4% 54.8% 5.7% -6.6% 2.8K -96.2K -343 1.55 109.49 N/A N/A 33 51 70 39 2022-05-13 $26.79 $22.00 47.5% 13.6% 55.7% 24.0% 39.4% 5.4% 0.8% 3.2K -110.9K -337 1.31 111.54 N/A N/A 39 51 68 39 2022-05-16 $27.49 $22.00 47.7% 13.7% 56.5% 24.2% 44.1% 2.8% 0.5% 3.5K -126.2K -340 1.31 116.95 N/A N/A 39 51 71 39 2022-05-17 $27.91 $22.00 43.5% 12.5% 56.8% 18.7% 43.4% 2.8% 2.4% 3.4K -133.3K -335 1.31 120.83 N/A N/A 39 51 71 39 2022-05-18 $26.87 $22.00 48.7% 14.0% 58.2% 25.5% 44.3% 4.5% 2.2% 3.3K -115.7K -342 1.31 118.04 N/A N/A 39 51 71 39 2022-05-19 $27.09 $22.00 48.0% 13.8% 56.5% 24.7% 42.8% 3.4% -2.5% 3.7K -118.8K -331 1.31 115.05 N/A N/A 39 51 71 39 2022-05-20 $27.10 $22.00 48.5% 13.9% 55.4% 25.3% 41.1% 5.7% -1.5% 3.7K -118.1K -331 1.31 109.23 N/A N/A 39 51 71 39 2022-05-23 $27.96 $22.00 44.0% 12.6% 54.6% 19.4% 41.0% 1.7% -0.6% 2.8K -122.9K -318 0.48 113.54 N/A N/A 31 15 65 7 2022-05-24 $28.01 $22.00 45.2% 13.0% 54.6% 20.9% 49.2% 2.9% 0.4% 2.8K -121.4K -316 0.48 113.19 N/A N/A 31 15 64 7 2022-05-25 $28.76 $22.00 41.8% 12.0% 55.0% 16.4% 42.5% 1.7% -0.5% 3.0K -134.1K -304 0.48 120.28 N/A N/A 31 15 65 7 2022-05-26 $29.40 $22.00 39.9% 11.4% 54.8% 14.0% 40.2% 2.9% 2.9% 2.6K -143.2K -295 0.48 119.20 N/A N/A 31 15 65 7 2022-05-27 $30.09 $22.00 37.0% 10.6% 53.6% 10.1% 45.3% 3.1% 3.9% 2.6K -152.2K -277 0.48 120.52 N/A N/A 31 15 65 7 2022-05-31 $29.60 $22.00 55.0% 15.8% 54.2% 33.8% 58.6% -0.2% -9.9% 2.5K -152.9K -259 0.41 120.43 N/A N/A 37 15 65 7
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