FTXN Options History — September 2022

In September 2022, FTXN traded between $22.92 and $29.02. ATM implied volatility averaged 51.4%, placing in the 29.0% IV rank vs the trailing year. The 30-day expected move averaged 13.6%. IV traded above realized volatility by 3.5% (HV 20d: 47.9%). Max pain ranged from $27.00 to $27.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2022-09-29: Highest Volume — 78 contracts
2022-09-14: Largest IV drop — 50.9% change
2022-09-13: Highest IV Rank — 62.0%
2022-09-27: Largest Expected Move — 15.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$26.02	$22.92	$29.02	$26.51	$24.60
Max Pain	$27.00	$27.00	$27.00	$27.00	$27.00
ATM IV	51.4%	37.6%	76.5%	51.0%	50.2%
Expected Move	13.6%	10.8%	15.9%	14.6%	14.4%
HV 20d	47.9%	36.4%	60.7%	38.3%	59.1%
HV 60d	48.9%	46.9%	50.8%	50.6%	48.0%
IV Rank	29.0%	10.9%	62.0%	28.5%	27.6%
IV Percentile	66.4%	5.6%	98.8%	75.8%	70.2%
Term Structure	-2.0%	-11.8%	1.0%	-3.6%	0.9%
VWIV	47.1%	43.7%	51.8%	49.9%	47.7%
Skew 25d	3.5%	-7.6%	10.0%	-7.6%	5.4%
Skew 10d	7.0%	1.5%	13.1%	3.5%	8.8%
Call IV 25d	41.1%	32.1%	49.8%	49.3%	47.7%
Put IV 25d	44.6%	34.0%	55.6%	41.7%	53.1%
Bid-Ask Spread %	122.10	117.78	125.75	123.67	124.49
Gamma HHI	0.28	0.25	0.34	0.25	0.29
Net GEX	3.2K	1.9K	4.8K	2.6K	4.6K
Net DEX	-66.8K	-103.2K	-25.3K	-62.5K	-103.2K
Net VEX	-275	-350	-146	-298	-350
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	22.476	0	78	2	75
Total OI	74.381	64	112	64	112

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	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2022-09-01	$26.51	$0.00	51.0%	14.6%	38.3%	28.5%	0.0%	-7.6%	-3.6%	2.6K	-62.5K	-298	123.67	N/A	N/A	2	64
2022-09-02	$27.12	$0.00	48.1%	13.8%	38.1%	24.8%	0.0%	-0.4%	-8.6%	3.0K	-74.4K	-313	121.79	N/A	N/A	0	66
2022-09-06	$26.96	$27.00	53.8%	14.4%	38.4%	32.2%	49.9%	3.7%	-5.5%	3.0K	-69.7K	-300	118.30	N/A	N/A	32	66
2022-09-07	$26.60	$27.00	54.2%	12.8%	38.5%	32.7%	45.1%	4.9%	-1.5%	2.9K	-62.8K	-287	122.92	N/A	N/A	33	66
2022-09-08	$26.61	$27.00	54.3%	12.9%	38.3%	32.9%	0.0%	1.6%	-1.7%	3.0K	-66.1K	-290	123.27	N/A	N/A	0	68
2022-09-09	$27.38	$27.00	52.2%	12.7%	36.4%	30.1%	0.0%	5.3%	-1.1%	3.4K	-74.4K	-304	121.49	N/A	N/A	0	68
2022-09-12	$27.80	$27.00	62.0%	12.5%	36.6%	43.0%	0.0%	8.7%	-0.3%	3.4K	-83.2K	-312	119.14	N/A	N/A	0	68
2022-09-13	$27.01	$27.00	76.5%	13.0%	37.3%	62.0%	45.3%	4.7%	-2.9%	3.3K	-72.3K	-293	122.23	N/A	N/A	33	68
2022-09-14	$29.02	$27.00	37.6%	10.8%	44.8%	10.9%	0.0%	7.3%	0.9%	4.5K	-94.0K	-296	123.72	N/A	N/A	0	68
2022-09-15	$27.10	$27.00	45.2%	13.0%	51.8%	21.0%	0.0%	1.2%	1.0%	3.3K	-71.3K	-291	124.45	N/A	N/A	1	68
2022-09-16	$26.21	$27.00	46.3%	13.3%	51.2%	22.3%	43.7%	5.1%	0.2%	3.1K	-61.4K	-271	124.54	N/A	N/A	32	69
2022-09-19	$26.30	$27.00	46.9%	13.4%	51.3%	23.1%	0.0%	4.8%	0.4%	3.1K	-63.3K	-274	125.75	N/A	N/A	1	69
2022-09-20	$26.36	$27.00	42.8%	12.3%	51.3%	17.8%	0.0%	10.0%	0.4%	3.3K	-59.3K	-255	119.59	N/A	N/A	0	70
2022-09-21	$25.84	$27.00	48.4%	13.9%	49.9%	25.1%	0.0%	4.0%	-0.3%	3.2K	-57.6K	-260	120.60	N/A	N/A	0	70
2022-09-22	$25.79	$27.00	47.4%	13.6%	49.4%	23.9%	0.0%	-0.3%	-0.9%	3.1K	-54.1K	-242	117.78	N/A	N/A	0	70
2022-09-23	$23.57	$27.00	52.7%	15.1%	57.6%	30.8%	0.0%	5.1%	-4.9%	1.9K	-25.3K	-146	124.86	N/A	N/A	0	70
2022-09-26	$22.92	$27.00	51.6%	14.8%	57.9%	29.4%	44.9%	-2.7%	-11.8%	2.0K	-27.8K	-156	119.41	N/A	N/A	35	72
2022-09-27	$23.38	$27.00	55.6%	15.9%	58.1%	34.6%	51.8%	6.6%	-1.7%	2.0K	-31.0K	-177	123.92	N/A	N/A	75	72
2022-09-28	$24.76	$27.00	48.6%	13.9%	60.7%	25.4%	45.8%	3.1%	-0.1%	4.8K	-94.2K	-330	120.26	N/A	N/A	75	109
2022-09-29	$24.60	$27.00	53.6%	15.4%	60.6%	31.9%	49.8%	3.6%	-0.8%	4.3K	-94.0K	-325	121.97	N/A	N/A	78	109
2022-09-30	$24.60	$27.00	50.2%	14.4%	59.1%	27.6%	47.7%	5.4%	0.9%	4.6K	-103.2K	-350	124.49	N/A	N/A	75	112