FTXN Options History — July 2022

In July 2022, FTXN traded between $22.02 and $26.32. ATM implied volatility averaged 53.0%, placing in the 31.1% IV rank vs the trailing year. The 30-day expected move averaged 14.2%. IV traded below realized volatility by 2.7% (HV 20d: 55.6%). Max pain ranged from $18.00 to $24.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.31.

Notable Days

2022-07-15: Highest Volume — 71 contracts
2022-07-05: Largest IV spike — 39.5% change
2022-07-12: Highest IV Rank — 57.4%
2022-07-12: Largest Expected Move — 17.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$23.59	$22.02	$26.32	$23.81	$26.32
Max Pain	$18.30	$18.00	$24.00	$24.00	$18.00
ATM IV	53.0%	42.6%	73.0%	45.9%	48.6%
Expected Move	14.2%	12.2%	17.3%	13.2%	13.9%
HV 20d	55.6%	47.7%	61.3%	57.6%	47.7%
HV 60d	52.8%	50.6%	53.9%	50.6%	53.8%
IV Rank	31.1%	17.6%	57.4%	21.9%	25.4%
IV Percentile	65.6%	27.4%	98.0%	45.6%	59.5%
Term Structure	-3.5%	-13.9%	5.3%	2.1%	-4.7%
VWIV	53.8%	46.0%	64.5%	46.0%	46.6%
Skew 25d	1.6%	-12.8%	14.2%	-0.0%	4.4%
Skew 10d	11.0%	-6.2%	41.0%	-6.2%	5.4%
Call IV 25d	48.8%	41.5%	67.3%	53.4%	41.8%
Put IV 25d	50.4%	39.0%	65.0%	53.4%	46.2%
Bid-Ask Spread %	113.54	106.64	124.53	115.84	113.38
Gamma HHI	0.29	0.26	0.32	0.29	0.26
Net GEX	3.9K	2.6K	5.8K	3.4K	5.7K
Net DEX	-69.6K	-131.5K	-33.5K	-70.5K	-131.5K
Net VEX	-328	-405	-211	-379	-405
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.31	0.27	0.37	0.37	0.27
Total Volume	68.65	63	71	63	70
Total OI	108.1	103	113	105	113

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
2022-07-01	$23.81	$24.00	45.9%	13.2%	57.6%	21.9%	46.0%	-0.0%	2.1%	3.4K	-70.5K	-379	0.37	115.84	N/A	N/A	46	17	98	7
2022-07-05	$22.44	$18.00	64.1%	15.3%	59.1%	45.7%	54.9%	6.1%	-5.2%	2.8K	-45.6K	-282	0.36	109.57	N/A	N/A	47	17	98	7
2022-07-06	$22.14	$18.00	61.5%	15.2%	58.8%	42.3%	53.9%	10.7%	-4.1%	2.6K	-46.4K	-283	0.33	109.56	N/A	N/A	52	17	99	7
2022-07-07	$23.25	$18.00	65.9%	14.5%	61.1%	48.0%	53.2%	-2.4%	-4.0%	3.6K	-59.5K	-335	0.33	112.93	N/A	N/A	52	17	99	7
2022-07-08	$23.21	$18.00	61.6%	14.0%	61.2%	42.4%	51.9%	0.9%	-2.8%	3.5K	-59.8K	-326	0.33	112.95	N/A	N/A	52	17	99	7
2022-07-11	$22.87	$18.00	65.1%	16.8%	61.2%	47.0%	58.1%	1.7%	-13.5%	3.2K	-53.2K	-297	0.33	110.29	N/A	N/A	52	17	99	7
2022-07-12	$22.27	$18.00	73.0%	17.3%	61.3%	57.4%	54.5%	14.2%	-13.9%	2.8K	-45.8K	-278	0.33	111.63	N/A	N/A	52	17	99	7
2022-07-13	$22.52	$18.00	48.8%	14.0%	58.5%	25.6%	51.2%	-5.2%	-1.2%	3.1K	-44.1K	-266	0.33	106.64	N/A	N/A	52	17	99	7
2022-07-14	$22.02	$18.00	49.5%	14.2%	58.3%	26.6%	54.7%	2.5%	-4.1%	2.6K	-33.5K	-211	0.33	113.95	N/A	N/A	52	17	99	7
2022-07-15	$22.50	$18.00	42.6%	12.2%	59.6%	17.6%	61.5%	-12.8%	0.2%	2.7K	-50.5K	-298	0.31	123.22	N/A	N/A	54	17	99	7
2022-07-18	$23.04	$18.00	56.4%	16.2%	56.4%	35.6%	64.5%	-2.0%	-9.2%	3.1K	-55.6K	-298	0.29	124.53	N/A	N/A	51	15	96	7
2022-07-19	$23.96	$18.00	43.6%	12.5%	55.3%	18.9%	48.9%	0.1%	-1.4%	4.2K	-72.7K	-338	0.29	116.02	N/A	N/A	51	15	98	7
2022-07-20	$24.46	$18.00	46.6%	13.4%	53.6%	22.8%	52.9%	2.1%	1.0%	4.4K	-81.6K	-351	0.27	113.66	N/A	N/A	55	15	98	7
2022-07-21	$23.69	$18.00	44.4%	12.7%	51.9%	19.8%	54.5%	3.0%	5.3%	4.2K	-70.5K	-335	0.27	113.29	N/A	N/A	55	15	106	7
2022-07-22	$23.46	$18.00	48.3%	13.8%	49.2%	24.9%	56.1%	1.1%	-5.0%	4.1K	-73.3K	-350	0.27	113.03	N/A	N/A	55	15	106	7
2022-07-25	$24.67	$18.00	51.4%	14.8%	52.3%	29.1%	52.5%	5.2%	-4.3%	5.0K	-93.3K	-382	0.27	110.82	N/A	N/A	55	15	106	7
2022-07-26	$24.43	$18.00	43.8%	12.6%	50.0%	19.1%	56.5%	3.4%	0.9%	5.1K	-90.0K	-374	0.27	114.25	N/A	N/A	55	15	106	7
2022-07-27	$25.40	$18.00	51.7%	14.8%	51.2%	29.5%	54.2%	3.7%	-5.4%	5.5K	-107.7K	-385	0.27	112.95	N/A	N/A	55	15	106	7
2022-07-28	$25.31	$18.00	46.4%	13.3%	48.4%	22.5%	49.8%	-5.0%	-1.5%	5.8K	-108.2K	-391	0.27	112.29	N/A	N/A	55	15	106	7
2022-07-29	$26.32	$18.00	48.6%	13.9%	47.7%	25.4%	46.6%	4.4%	-4.7%	5.7K	-131.5K	-405	0.27	113.38	N/A	N/A	55	15	106	7