FTXN Options History — January 2023 In January 2023, FTXN traded between $26.43 and $30.02. ATM implied volatility averaged 34.7%, placing in the 7.4% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 2.0% (HV 20d: 32.8%). Max pain ranged from $23.00 to $27.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-01-23 : Highest Volume — 10 contracts2023-01-09 : Largest IV spike — 33.7% change2023-01-09 : Highest IV Rank — 21.6%2023-01-04 : Largest Expected Move — 12.4%Monthly Statistics Metric Avg Min Max Open Close Price $28.33 $26.43 $30.02 $26.54 $28.98 Max Pain $23.40 $23.00 $27.00 $27.00 $23.00 ATM IV 34.7% 28.2% 45.7% 41.0% 33.8% Expected Move 9.8% 8.1% 12.4% 11.7% 9.7% HV 20d 32.8% 27.3% 38.0% 38.0% 29.3% HV 60d 34.6% 33.7% 36.0% 35.9% 34.4% IV Rank 7.4% 0.0% 21.6% 15.4% 7.2% IV Percentile 9.5% 0.0% 46.8% 19.0% 6.7% Term Structure 2.4% -1.6% 9.9% 4.8% 3.0% VWIV 40.0% 36.7% 46.7% 46.7% 36.7% Skew 25d 5.2% -2.2% 10.2% -2.2% 10.2% Skew 10d 1.1% -43.2% 7.3% -0.5% 6.5% Call IV 25d 29.8% 24.2% 45.3% 44.4% 25.3% Put IV 25d 35.0% 28.0% 47.1% 42.2% 35.5% Bid-Ask Spread % 120.56 113.26 127.71 118.54 116.33 Gamma HHI 0.24 0.22 0.28 0.23 0.22 Net GEX 6.1K 3.9K 8.6K 4.0K 7.5K Net DEX -98.1K -140.8K -67.4K -75.7K -107.3K Net VEX -348 -422 -314 -332 -368 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 1.3 0 10 0 0 Total OI 98.8 93 109 94 109
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 2023-01-03 $26.54 $27.00 41.0% 11.7% 38.0% 15.4% 0.0% -2.2% 4.8% 4.0K -75.7K -332 0.00 118.54 N/A N/A 0 0 94 0 2023-01-04 $26.43 $27.00 43.2% 12.4% 35.3% 18.3% 0.0% 1.8% -1.6% 3.9K -67.4K -316 0.00 121.73 N/A N/A 1 0 94 0 2023-01-05 $26.96 $23.00 42.7% 11.7% 35.0% 17.6% 0.0% 3.9% 1.4% 4.3K -69.3K -314 0.00 113.26 N/A N/A 0 0 94 0 2023-01-06 $27.51 $23.00 34.2% 11.2% 35.7% 6.5% 0.0% 3.7% -0.2% 5.0K -84.3K -355 0.00 113.40 N/A N/A 0 0 95 0 2023-01-09 $27.42 $23.00 45.7% 10.9% 35.4% 21.6% 0.0% 7.9% 2.0% 4.9K -79.3K -325 0.00 125.54 N/A N/A 0 0 95 0 2023-01-10 $27.55 $23.00 43.3% 10.7% 34.8% 18.4% 46.7% 9.0% 3.9% 4.9K -85.1K -343 0.00 121.15 N/A N/A 4 0 95 0 2023-01-11 $27.75 $23.00 36.6% 10.5% 32.9% 9.7% 36.7% 7.5% 2.8% 5.3K -85.5K -331 0.00 118.81 N/A N/A 3 0 96 0 2023-01-12 $28.44 $23.00 32.8% 9.4% 33.5% 4.6% 36.7% 8.6% 2.8% 5.9K -97.6K -343 0.00 125.53 N/A N/A 1 0 96 0 2023-01-13 $28.53 $23.00 32.6% 9.4% 33.4% 4.5% 0.0% 3.6% 2.9% 6.0K -97.0K -344 0.00 120.27 N/A N/A 0 0 95 0 2023-01-17 $28.44 $23.00 31.9% 9.1% 33.4% 3.5% 0.0% 5.8% 2.8% 6.0K -93.6K -324 0.00 123.13 N/A N/A 1 0 95 0 2023-01-18 $28.16 $23.00 33.1% 9.5% 33.1% 5.0% 0.0% 5.7% 0.4% 5.8K -89.4K -315 0.00 125.45 N/A N/A 0 0 96 0 2023-01-19 $28.70 $23.00 31.8% 9.1% 33.5% 3.4% 0.0% 6.5% 9.9% 6.2K -101.8K -340 0.00 120.76 N/A N/A 0 0 96 0 2023-01-20 $29.04 $23.00 29.2% 8.4% 33.3% 0.0% 0.0% 1.3% 2.7% 6.7K -105.9K -325 0.00 127.41 N/A N/A 0 0 96 0 2023-01-23 $29.29 $23.00 33.2% 9.5% 32.8% 5.2% 0.0% 6.6% -1.3% 6.7K -104.7K -319 0.00 127.71 N/A N/A 10 0 93 0 2023-01-24 $29.26 $23.00 31.4% 9.0% 30.6% 2.9% 0.0% 5.9% 1.9% 7.3K -110.4K -368 0.00 119.38 N/A N/A 5 0 103 0 2023-01-25 $29.20 $23.00 29.9% 8.6% 28.9% 0.9% 0.0% 3.1% 4.2% 7.6K -113.6K -389 0.00 117.20 N/A N/A 0 0 108 0 2023-01-26 $30.02 $23.00 30.2% 8.7% 30.2% 1.4% 0.0% 3.0% 1.1% 8.6K -140.8K -422 0.00 119.33 N/A N/A 1 0 108 0 2023-01-27 $29.63 $23.00 29.9% 8.6% 27.3% 0.9% 0.0% 3.3% 0.3% 8.5K -136.1K -414 0.00 118.86 N/A N/A 0 0 109 0 2023-01-30 $28.77 $23.00 28.2% 8.1% 29.2% 0.0% 0.0% 8.7% 5.2% 7.5K -116.9K -381 0.00 117.36 N/A N/A 0 0 109 0 2023-01-31 $28.98 $23.00 33.8% 9.7% 29.3% 7.2% 0.0% 10.2% 3.0% 7.5K -107.3K -368 0.00 116.33 N/A N/A 0 0 109 0
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