FTXN Options History — June 2022 In June 2022, FTXN traded between $23.29 and $31.69. ATM implied volatility averaged 47.0%, placing in the 23.3% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded below realized volatility by 0.6% (HV 20d: 47.6%). Max pain ranged from $22.00 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.33.
Notable Days 2022-06-13 : Highest Volume — 97 contracts2022-06-30 : Largest IV spike — 29.6% change2022-06-30 : Highest IV Rank — 40.9%2022-06-30 : Largest Expected Move — 17.3%Monthly Statistics Metric Avg Min Max Open Close Price $27.50 $23.29 $31.69 $30.57 $23.29 Max Pain $27.25 $22.00 $30.00 $22.00 $24.00 ATM IV 47.0% 39.9% 60.4% 41.6% 60.4% Expected Move 13.4% 11.3% 17.3% 11.9% 17.3% HV 20d 47.6% 32.4% 57.7% 53.5% 56.2% HV 60d 44.9% 41.0% 50.5% 42.2% 50.5% IV Rank 23.3% 13.9% 40.9% 16.2% 40.9% IV Percentile 48.8% 13.8% 91.3% 18.9% 91.3% Term Structure -0.1% -8.1% 8.7% -1.6% -1.5% VWIV 49.4% 38.3% 58.4% 53.2% 48.9% Skew 25d 5.0% -1.5% 14.6% 2.9% 14.6% Skew 10d 7.0% 2.4% 12.0% 5.3% 10.5% Call IV 25d 41.0% 30.9% 54.5% 38.5% 54.5% Put IV 25d 46.0% 34.9% 69.2% 41.4% 69.2% Bid-Ask Spread % 117.62 109.97 125.65 116.90 115.89 Gamma HHI 0.25 0.19 0.34 0.25 0.29 Net GEX 3.3K 2.4K 4.1K 2.7K 3.4K Net DEX -131.6K -193.8K -67.2K -169.9K -68.4K Net VEX -373 -480 -270 -295 -368 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.33 0.19 0.42 0.42 0.37 Total Volume 66.762 51 97 51 63 Total OI 93.143 78 105 78 105
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 2022-06-01 $30.57 $22.00 41.6% 11.9% 53.5% 16.2% 53.2% 2.9% -1.6% 2.7K -169.9K -295 0.42 116.90 N/A N/A 36 15 71 7 2022-06-02 $30.33 $0.00 39.9% 12.0% 51.9% 13.9% 0.0% 2.9% 0.8% 2.6K -165.4K -306 0.42 118.52 N/A N/A 36 15 71 7 2022-06-03 $30.71 $0.00 41.8% 11.6% 50.9% 16.5% 0.0% 3.0% 1.9% 2.6K -170.3K -299 0.38 120.30 N/A N/A 39 15 71 7 2022-06-06 $30.74 $0.00 43.8% 11.8% 50.4% 19.0% 0.0% 4.0% 4.8% 2.6K -176.2K -322 0.42 121.58 N/A N/A 36 15 74 7 2022-06-07 $31.69 $0.00 40.1% 11.3% 32.4% 14.3% 0.0% 13.5% 0.7% 2.4K -191.2K -291 0.42 113.78 N/A N/A 36 15 74 7 2022-06-08 $31.50 $0.00 41.9% 12.0% 32.8% 16.7% 38.3% 3.4% 1.1% 2.4K -193.8K -270 0.38 111.94 N/A N/A 39 15 74 7 2022-06-09 $30.99 $30.00 40.7% 11.7% 34.1% 15.0% 0.0% 3.0% 3.9% 2.7K -186.0K -327 0.41 119.93 N/A N/A 37 15 77 7 2022-06-10 $30.44 $30.00 43.6% 12.5% 34.6% 18.9% 0.0% 2.8% 1.5% 3.1K -176.2K -323 0.19 121.31 N/A N/A 81 15 77 7 2022-06-13 $28.39 $30.00 51.1% 14.6% 41.3% 28.6% 0.0% 2.7% -1.2% 4.1K -170.7K -480 0.20 109.97 N/A N/A 81 16 97 7 2022-06-14 $28.50 $30.00 49.5% 14.2% 40.4% 26.6% 0.0% 5.2% -1.5% 3.8K -164.7K -454 0.20 115.43 N/A N/A 81 16 91 8 2022-06-15 $28.09 $30.00 46.6% 13.3% 40.5% 22.7% 0.0% 8.3% -1.2% 3.9K -156.5K -449 0.20 125.65 N/A N/A 81 16 91 8 2022-06-16 $26.17 $30.00 53.3% 15.3% 45.9% 31.6% 0.0% 6.9% -7.8% 4.0K -111.1K -414 0.22 125.20 N/A N/A 73 16 89 8 2022-06-17 $24.73 $30.00 54.5% 15.6% 49.8% 33.2% 0.0% 4.3% -8.1% 4.0K -82.2K -378 0.31 119.69 N/A N/A 52 16 90 7 2022-06-21 $25.78 $30.00 49.1% 14.1% 52.4% 26.1% 0.0% 10.3% -1.0% 3.7K -95.4K -392 0.28 118.62 N/A N/A 53 15 84 7 2022-06-22 $24.54 $30.00 49.5% 14.2% 53.3% 26.6% 54.7% 4.5% -3.0% 3.4K -79.3K -404 0.34 113.41 N/A N/A 44 15 93 7 2022-06-23 $23.40 $24.00 48.9% 14.0% 55.1% 25.7% 58.4% 3.6% 8.7% 3.2K -67.2K -383 0.34 116.64 N/A N/A 44 15 96 7 2022-06-24 $23.61 $24.00 49.3% 14.1% 54.0% 26.4% 52.7% 3.3% 0.3% 3.3K -72.9K -404 0.33 121.26 N/A N/A 45 15 97 7 2022-06-27 $24.67 $24.00 48.0% 13.8% 56.2% 24.6% 43.9% 3.5% 1.3% 3.8K -85.2K -419 0.33 119.29 N/A N/A 45 15 97 7 2022-06-28 $25.28 $24.00 46.4% 13.3% 56.3% 22.5% 45.2% 3.9% 1.2% 4.1K -96.1K -435 0.38 111.43 N/A N/A 45 17 97 7 2022-06-29 $24.16 $24.00 46.6% 13.4% 57.7% 22.8% 49.6% -1.5% -2.5% 3.9K -85.2K -420 0.37 113.32 N/A N/A 46 17 97 7 2022-06-30 $23.29 $24.00 60.4% 17.3% 56.2% 40.9% 48.9% 14.6% -1.5% 3.4K -68.4K -368 0.37 115.89 N/A N/A 46 17 98 7
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