FTXN Options History — August 2022

In August 2022, FTXN traded between $23.76 and $29.04. ATM implied volatility averaged 43.7%, placing in the 18.9% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 0.4% (HV 20d: 43.3%). Max pain ranged from $18.00 to $18.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 0.16.

Notable Days

2022-08-08: Highest Volume — 72 contracts
2022-08-10: Largest IV drop — 20.5% change
2022-08-03: Highest IV Rank — 29.7%
2022-08-03: Largest Expected Move — 14.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$26.58	$23.76	$29.04	$25.74	$27.66
Max Pain	$18.00	$18.00	$18.00	$18.00	$18.00
ATM IV	43.7%	35.6%	51.9%	49.2%	45.8%
Expected Move	12.2%	10.2%	14.9%	14.1%	13.1%
HV 20d	43.3%	37.0%	48.3%	48.3%	40.9%
HV 60d	50.3%	49.2%	53.2%	53.2%	50.3%
IV Rank	18.9%	8.4%	29.7%	26.2%	21.7%
IV Percentile	34.0%	3.2%	76.6%	63.1%	47.2%
Term Structure	1.4%	-9.7%	17.2%	-9.1%	-1.3%
VWIV	55.1%	54.6%	55.8%	55.8%	54.8%
Skew 25d	1.7%	-7.3%	11.1%	-4.1%	3.5%
Skew 10d	4.6%	-6.0%	13.9%	4.9%	6.4%
Call IV 25d	39.1%	32.6%	49.8%	46.5%	46.1%
Put IV 25d	40.9%	33.5%	49.5%	42.4%	49.5%
Bid-Ask Spread %	120.98	112.45	127.99	112.64	123.41
Gamma HHI	0.31	0.17	0.43	0.30	0.25
Net GEX	5.3K	2.6K	9.2K	5.8K	2.8K
Net DEX	-108.2K	-178.3K	-67.3K	-118.2K	-77.7K
Net VEX	-329	-379	-303	-379	-322
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.16	0.00	0.27	0.27	0.00
Total Volume	19.826	0	72	70	30
Total OI	95.87	61	115	113	64

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
2022-08-01	$25.74	$18.00	49.2%	14.1%	48.3%	26.2%	55.8%	-4.1%	-9.1%	5.8K	-118.2K	-379	0.27	112.64	N/A	N/A	55	15	106	7
2022-08-02	$25.83	$18.00	47.2%	13.5%	42.2%	23.6%	54.6%	-0.8%	-7.4%	6.3K	-120.5K	-377	0.27	112.45	N/A	N/A	55	15	106	7
2022-08-03	$25.15	$18.00	51.9%	14.9%	43.3%	29.7%	54.8%	-7.1%	-9.7%	6.0K	-100.9K	-346	0.27	112.84	N/A	N/A	55	15	106	7
2022-08-04	$23.76	$0.00	49.1%	12.7%	45.7%	26.1%	0.0%	3.4%	0.8%	5.4K	-70.9K	-303	0.27	121.32	N/A	N/A	55	15	106	7
2022-08-05	$24.36	$0.00	47.5%	12.6%	46.5%	24.0%	0.0%	-2.3%	0.4%	5.9K	-79.6K	-313	0.27	118.71	N/A	N/A	56	15	106	7
2022-08-08	$24.48	$0.00	48.8%	12.4%	46.1%	25.7%	0.0%	11.1%	2.2%	6.0K	-86.7K	-308	0.26	125.16	N/A	N/A	57	15	107	7
2022-08-09	$24.95	$0.00	51.4%	11.8%	44.9%	29.1%	0.0%	3.5%	3.3%	6.8K	-97.4K	-325	0.00	123.70	N/A	N/A	0	0	108	7
2022-08-10	$25.28	$0.00	40.9%	11.7%	45.0%	15.3%	0.0%	-1.0%	2.4%	7.6K	-104.2K	-320	0.00	120.06	N/A	N/A	0	0	108	7
2022-08-11	$26.43	$0.00	41.7%	12.0%	45.7%	16.4%	0.0%	4.3%	2.7%	6.7K	-143.4K	-352	0.00	121.93	N/A	N/A	0	0	107	7
2022-08-12	$26.62	$0.00	35.6%	10.2%	45.5%	8.4%	0.0%	4.2%	6.6%	6.9K	-148.7K	-344	0.00	123.24	N/A	N/A	0	0	107	7
2022-08-15	$26.02	$0.00	41.2%	11.8%	46.4%	15.7%	0.0%	-1.1%	3.1%	9.2K	-129.3K	-308	0.00	120.15	N/A	N/A	0	0	107	7
2022-08-16	$26.07	$0.00	39.0%	11.2%	44.7%	12.8%	0.0%	0.2%	5.8%	8.8K	-136.7K	-314	0.00	121.21	N/A	N/A	0	0	107	7
2022-08-17	$26.29	$0.00	38.4%	11.0%	44.3%	12.1%	0.0%	5.7%	6.7%	7.8K	-151.3K	-306	0.00	127.99	N/A	N/A	0	0	107	7
2022-08-18	$27.34	$0.00	38.0%	10.9%	43.9%	11.5%	0.0%	1.4%	17.2%	5.8K	-172.2K	-325	0.00	123.34	N/A	N/A	0	0	107	7
2022-08-19	$27.28	$0.00	41.7%	12.0%	43.6%	16.3%	0.0%	2.9%	-3.1%	4.9K	-178.3K	-320	0.00	118.61	N/A	N/A	0	0	107	7
2022-08-22	$27.32	$0.00	42.6%	12.2%	40.6%	17.5%	0.0%	0.7%	3.2%	2.6K	-67.3K	-311	0.00	121.42	N/A	N/A	1	0	61	0
2022-08-23	$28.26	$0.00	42.0%	12.0%	41.4%	16.7%	0.0%	6.5%	0.4%	2.8K	-81.6K	-336	0.00	125.56	N/A	N/A	0	0	62	0
2022-08-24	$28.63	$0.00	40.2%	11.5%	39.8%	14.4%	0.0%	5.4%	3.0%	2.9K	-84.3K	-330	0.00	116.80	N/A	N/A	0	0	62	0
2022-08-25	$28.82	$0.00	40.2%	11.5%	39.6%	14.4%	0.0%	4.0%	1.0%	2.8K	-88.0K	-336	0.00	123.88	N/A	N/A	0	0	62	0
2022-08-26	$28.54	$0.00	42.4%	12.1%	38.1%	17.2%	0.0%	3.5%	1.1%	2.8K	-86.1K	-337	0.00	120.45	N/A	N/A	0	0	62	0
2022-08-29	$29.04	$0.00	43.4%	12.4%	37.0%	18.6%	0.0%	3.7%	1.6%	2.9K	-91.1K	-337	0.00	121.90	N/A	N/A	1	0	62	0
2022-08-30	$27.56	$0.00	46.1%	13.2%	42.4%	22.1%	0.0%	-7.3%	0.3%	2.7K	-74.8K	-318	0.00	125.80	N/A	N/A	1	0	63	0
2022-08-31	$27.66	$0.00	45.8%	13.1%	40.9%	21.7%	0.0%	3.5%	-1.3%	2.8K	-77.7K	-322	0.00	123.41	N/A	N/A	30	0	64	0