FTXN Options History — December 2022

In December 2022, FTXN traded between $26.37 and $29.69. ATM implied volatility averaged 41.9%, placing in the 16.6% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 6.9% (HV 20d: 35.0%). Max pain ranged from $26.00 to $31.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.42.

Notable Days

2022-12-20: Highest Volume — 5 contracts
2022-12-14: Largest IV drop — 35.3% change
2022-12-13: Highest IV Rank — 36.1%
2022-12-19: Largest Expected Move — 12.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$27.63	$26.37	$29.69	$29.69	$27.89
Max Pain	$27.70	$26.00	$31.00	$31.00	$27.00
ATM IV	41.9%	32.7%	56.7%	40.3%	38.1%
Expected Move	11.1%	9.4%	12.6%	11.5%	10.9%
HV 20d	35.0%	30.0%	41.4%	39.8%	34.5%
HV 60d	40.8%	34.5%	47.1%	46.2%	34.5%
IV Rank	16.6%	4.6%	36.1%	14.5%	11.6%
IV Percentile	27.8%	0.4%	92.1%	13.1%	7.9%
Term Structure	0.4%	-5.2%	6.4%	-2.3%	-2.1%
VWIV	39.6%	35.7%	43.6%	43.6%	35.7%
Skew 25d	7.1%	-3.4%	89.3%	-2.9%	-1.3%
Skew 10d	1.7%	-16.1%	13.5%	8.9%	-3.5%
Call IV 25d	34.7%	25.1%	44.6%	40.8%	42.3%
Put IV 25d	41.8%	29.9%	133.9%	37.9%	41.0%
Bid-Ask Spread %	123.87	117.62	133.09	122.26	124.53
Gamma HHI	0.26	0.23	0.28	0.26	0.24
Net GEX	4.2K	3.4K	5.0K	4.6K	4.8K
Net DEX	-91.5K	-131.2K	-76.8K	-131.2K	-94.8K
Net VEX	-421	-533	-377	-533	-391
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.42	0.00	1.00	0.00	0.00
Total Volume	0.571	0	5	0	0
Total OI	94.619	91	97	97	94

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
2022-12-01	$29.69	$31.00	40.3%	11.5%	39.8%	14.5%	0.0%	-2.9%	-2.3%	4.6K	-131.2K	-533	0.00	122.26	N/A	N/A	0	0	94	3
2022-12-02	$29.23	$31.00	40.0%	11.5%	39.1%	14.2%	0.0%	89.3%	-1.6%	4.5K	-119.3K	-519	0.00	127.19	N/A	N/A	0	0	94	3
2022-12-05	$28.00	$0.00	41.3%	10.5%	41.4%	15.8%	0.0%	1.4%	2.0%	3.9K	-95.3K	-471	0.00	125.61	N/A	N/A	0	1	94	3
2022-12-06	$27.27	$0.00	44.5%	11.3%	40.9%	20.0%	0.0%	-1.6%	0.9%	3.6K	-86.7K	-447	0.00	123.52	N/A	N/A	0	0	94	2
2022-12-07	$27.14	$0.00	47.8%	12.0%	40.8%	24.4%	0.0%	3.2%	0.9%	3.8K	-83.9K	-418	0.00	117.62	N/A	N/A	0	0	94	0
2022-12-08	$26.78	$0.00	46.0%	12.1%	35.3%	22.0%	0.0%	8.4%	0.2%	3.6K	-84.9K	-426	0.00	124.17	N/A	N/A	0	0	94	0
2022-12-09	$26.37	$0.00	55.9%	12.3%	33.7%	35.0%	0.0%	4.1%	0.0%	3.4K	-76.8K	-403	0.00	125.32	N/A	N/A	0	0	94	0
2022-12-12	$27.27	$0.00	54.8%	12.1%	33.5%	33.6%	0.0%	7.8%	2.8%	3.9K	-83.7K	-409	0.00	125.36	N/A	N/A	1	0	94	0
2022-12-13	$27.73	$0.00	56.7%	11.1%	34.6%	36.1%	0.0%	2.8%	0.7%	4.2K	-92.9K	-437	0.00	126.30	N/A	N/A	0	0	95	0
2022-12-14	$27.53	$0.00	36.7%	10.5%	33.7%	9.8%	0.0%	9.7%	0.8%	4.1K	-89.7K	-424	0.00	126.58	N/A	N/A	0	0	95	0
2022-12-15	$27.52	$0.00	32.7%	9.4%	33.2%	4.6%	0.0%	3.8%	5.7%	4.1K	-85.4K	-411	0.00	127.55	N/A	N/A	0	0	95	0
2022-12-16	$27.10	$0.00	38.9%	11.2%	33.3%	12.7%	0.0%	12.4%	1.2%	3.9K	-79.3K	-396	0.00	133.09	N/A	N/A	0	0	95	0
2022-12-19	$26.96	$0.00	43.9%	12.6%	33.2%	19.3%	43.6%	-0.9%	-5.2%	3.8K	-78.2K	-378	1.00	123.59	N/A	N/A	2	2	91	0
2022-12-20	$27.42	$26.00	40.9%	11.7%	33.6%	15.3%	35.7%	3.1%	3.5%	4.1K	-83.1K	-397	0.67	120.46	N/A	N/A	3	2	93	2
2022-12-21	$27.95	$27.00	35.6%	10.2%	30.0%	8.3%	0.0%	-0.6%	-1.8%	4.7K	-98.4K	-416	0.00	125.18	N/A	N/A	0	0	94	0
2022-12-22	$27.13	$27.00	39.5%	11.3%	31.1%	13.4%	0.0%	-3.4%	2.6%	4.2K	-80.8K	-380	0.00	118.12	N/A	N/A	0	0	94	0
2022-12-23	$27.98	$27.00	33.4%	9.6%	33.7%	5.5%	0.0%	1.2%	0.7%	4.8K	-97.2K	-410	0.00	118.30	N/A	N/A	1	0	94	0
2022-12-27	$28.26	$27.00	35.9%	10.3%	31.8%	8.8%	0.0%	7.8%	-1.6%	5.0K	-103.2K	-410	0.00	124.01	N/A	N/A	0	0	94	0
2022-12-28	$27.27	$27.00	43.9%	12.6%	33.5%	19.3%	0.0%	-2.3%	-5.1%	4.5K	-86.6K	-377	0.00	120.03	N/A	N/A	0	0	94	0
2022-12-29	$27.77	$27.00	32.9%	9.4%	34.4%	4.8%	0.0%	6.8%	6.4%	4.7K	-89.4K	-382	0.00	122.58	N/A	N/A	0	0	94	0
2022-12-30	$27.89	$27.00	38.1%	10.9%	34.5%	11.6%	0.0%	-1.3%	-2.1%	4.8K	-94.8K	-391	0.00	124.53	N/A	N/A	0	0	94	0