FTXN Options History — October 2022

In October 2022, FTXN traded between $25.98 and $30.20. ATM implied volatility averaged 46.7%, placing in the 23.0% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded below realized volatility by 5.2% (HV 20d: 52.0%). Max pain ranged from $24.00 to $27.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.02.

Notable Days

  • 2022-10-03: Highest Volume — 75 contracts
  • 2022-10-10: Largest IV spike — 17.5% change
  • 2022-10-11: Highest IV Rank — 35.5%
  • 2022-10-14: Largest Expected Move — 15.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.33$25.98$30.20$25.98$30.20
Max Pain$24.43$24.00$27.00$27.00$24.00
ATM IV46.7%38.6%56.3%50.3%41.4%
Expected Move13.3%11.1%15.1%14.4%11.9%
HV 20d52.0%31.4%64.4%62.0%31.4%
HV 60d48.6%45.5%49.8%49.3%45.5%
IV Rank23.0%12.2%35.5%27.6%15.9%
IV Percentile47.8%7.1%89.7%70.6%15.1%
Term Structure-1.7%-9.6%9.4%-0.3%-0.8%
VWIV45.4%38.0%49.4%46.6%42.9%
Skew 25d2.0%-9.3%12.9%3.3%1.4%
Skew 10d7.8%-2.0%14.2%7.2%4.2%
Call IV 25d43.5%35.7%49.7%48.7%40.8%
Put IV 25d45.5%38.5%56.2%52.0%42.2%
Bid-Ask Spread %113.56107.67121.35121.35114.64
Gamma HHI0.210.180.270.270.23
Net GEX6.3K5.3K7.4K5.3K6.9K
Net DEX-207.4K-289.7K-130.2K-130.2K-289.7K
Net VEX-363-406-329-355-348
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.020.000.100.000.09
Total Volume43.71417757535
Total OI121.048111139111139

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$25.98$27.0050.3%14.4%62.0%27.6%46.6%3.3%-0.3%5.3K-130.2K-3550.00121.35N/AN/A7501110
2022-10-04$27.12$27.0046.0%13.2%64.0%22.0%46.0%5.8%1.0%5.7K-159.3K-3610.00118.39N/AN/A7201110
2022-10-05$27.81$27.0051.8%14.8%64.3%29.6%39.3%3.4%-8.2%5.5K-181.9K-3710.00114.19N/AN/A7301120
2022-10-06$28.12$24.0047.8%13.5%64.4%24.4%46.6%-1.3%-2.6%5.7K-186.2K-3710.00110.95N/AN/A7301130
2022-10-07$27.79$24.0046.4%14.6%63.9%22.5%46.5%-5.0%-9.6%5.6K-173.3K-3730.00108.88N/AN/A7301130
2022-10-10$27.25$24.0054.5%14.3%64.0%33.2%45.1%-4.7%6.7%5.7K-173.8K-3530.00110.16N/AN/A7301130
2022-10-11$26.91$24.0056.3%14.8%63.3%35.5%45.5%0.7%-1.6%5.8K-159.7K-3470.00112.06N/AN/A7301130
2022-10-12$27.51$24.0047.8%13.7%58.1%24.3%49.4%-5.3%-4.8%5.8K-175.6K-3420.00115.34N/AN/A3801130
2022-10-13$28.49$24.0048.6%13.9%54.0%25.4%48.6%7.0%-5.9%6.0K-198.0K-3500.00110.71N/AN/A1701150
2022-10-14$27.33$24.0052.7%15.1%54.8%30.8%48.7%-3.4%-0.1%5.9K-174.2K-3490.00113.14N/AN/A1701150
2022-10-17$27.64$24.0048.8%14.0%54.9%25.7%49.3%-9.3%-5.3%6.1K-179.0K-3300.00112.29N/AN/A1901150
2022-10-18$27.88$24.0047.8%13.7%54.9%24.3%48.1%-2.8%-4.7%6.3K-188.1K-3290.00114.57N/AN/A2801170
2022-10-19$28.58$24.0044.6%12.8%54.8%20.2%49.4%0.7%-3.5%6.7K-224.4K-4060.00116.32N/AN/A2801270
2022-10-20$28.56$24.0046.7%13.4%54.8%22.9%48.9%-0.1%9.3%6.8K-222.2K-4000.04113.71N/AN/A2811270
2022-10-21$29.21$24.0042.6%12.2%41.9%17.5%41.4%10.3%-5.1%7.0K-236.8K-3830.04112.97N/AN/A2811271
2022-10-24$29.20$24.0045.6%13.1%39.6%21.5%45.2%12.9%9.4%6.6K-235.2K-3690.03117.35N/AN/A2911251
2022-10-25$29.43$24.0043.1%12.4%39.5%18.2%44.9%12.6%2.6%7.4K-248.0K-3650.03117.59N/AN/A3011281
2022-10-26$29.96$24.0040.3%11.6%35.7%14.5%39.4%2.8%-4.3%7.1K-273.1K-3420.10108.96N/AN/A3131291
2022-10-27$30.05$24.0039.9%11.4%35.3%14.0%43.8%7.2%-2.0%7.3K-273.7K-4010.09107.67N/AN/A3231343
2022-10-28$29.88$24.0038.6%11.1%35.6%12.2%38.0%5.5%-6.0%7.4K-273.4K-3820.09113.45N/AN/A3331353
2022-10-31$30.20$24.0041.4%11.9%31.4%15.9%42.9%1.4%-0.8%6.9K-289.7K-3480.09114.64N/AN/A3231363