FXI Options History — March 2025 In March 2025, FXI traded between $34.47 and $38.55. ATM implied volatility averaged 30.9%, placing in the 26.1% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded below realized volatility by 3.1% (HV 20d: 34.0%). Max pain ranged from $32.00 to $35.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 1.01.
Notable Days 2025-03-05 : Highest Volume — 346,623 contracts2025-03-20 : Largest IV drop — 4.9% change2025-03-05 : Highest IV Rank — 32.9%2025-03-14 : Largest Expected Move — 10.1%Monthly Statistics Metric Avg Min Max Open Close Price $36.67 $34.47 $38.55 $34.47 $35.89 Max Pain $33.52 $32.00 $35.00 $32.00 $35.00 ATM IV 30.9% 27.6% 33.7% 31.9% 28.4% Expected Move 9.0% 7.8% 10.1% 9.6% 8.1% HV 20d 34.0% 31.3% 36.5% 31.3% 32.0% HV 60d 28.4% 26.9% 31.1% 29.5% 28.8% IV Rank 26.1% 18.1% 32.9% 28.6% 20.1% IV Percentile 75.3% 60.3% 87.3% 82.5% 64.3% Term Structure -0.4% -2.6% 0.4% 0.4% -0.4% VWIV 32.2% 27.9% 37.3% 34.4% 28.9% Skew 25d -0.8% -1.8% 0.3% -0.4% 0.3% Skew 10d -0.8% -10.6% 10.1% -0.8% -4.4% Call IV 25d 32.0% 28.5% 35.2% 32.5% 28.5% Put IV 25d 31.2% 27.3% 33.9% 32.1% 28.9% Bid-Ask Spread % 41.27 26.72 53.49 26.72 42.45 Gamma HHI 0.12 0.09 0.31 0.09 0.09 Net GEX 109.0M 3.6M 267.4M 101.0M 3.6M Net DEX -3.65B -5.91B -1.21B -2.57B -1.35B Net VEX -16.9M -17.7M -16.2M -16.4M -16.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.01 0.27 2.02 1.68 1.20 Total Volume 159,773.714 58,691 346,623 143,885 91,950 Total OI 4,290,746.048 3,359,356 5,082,352 4,149,238 3,548,436
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 Vol Put Vol Call OI Put OI 2025-03-03 $34.47 $32.00 31.9% 9.6% 31.3% 28.6% 34.4% -0.4% 0.4% 101.0M -2.57B -16.4M 1.68 26.72 53,607 90,278 2,540,088 1,609,150 2025-03-04 $35.17 $32.00 32.3% 9.9% 31.5% 29.5% 35.9% -0.7% -0.6% 121.5M -3.22B -16.6M 0.66 32.67 75,284 49,361 2,577,375 1,663,818 2025-03-05 $36.89 $32.00 33.7% 10.0% 34.5% 32.9% 35.9% -1.2% -1.3% 161.9M -4.64B -16.6M 1.09 36.57 165,825 180,798 2,582,106 1,693,604 2025-03-06 $36.89 $32.00 33.3% 9.9% 33.4% 32.0% 35.3% -1.4% -0.6% 164.2M -4.60B -17.3M 0.39 37.89 171,547 66,611 2,647,769 1,834,235 2025-03-07 $36.95 $32.00 33.0% 9.7% 33.4% 31.2% 34.2% -1.7% -0.2% 267.4M -4.64B -17.3M 0.83 39.62 64,314 53,377 2,670,182 1,867,938 2025-03-10 $35.84 $32.00 33.2% 10.0% 35.8% 31.6% 36.2% -1.2% -0.5% 121.2M -3.55B -17.3M 1.04 37.20 104,637 108,829 2,613,455 1,846,049 2025-03-11 $36.50 $32.00 33.2% 10.0% 35.2% 31.7% 37.3% -1.0% -0.2% 132.6M -4.05B -17.7M 1.15 30.88 54,151 62,156 2,655,593 1,928,058 2025-03-12 $36.34 $32.00 31.9% 9.5% 35.0% 28.5% 34.4% 0.0% -0.2% 132.7M -3.89B -17.6M 1.21 33.55 50,823 61,520 2,684,728 1,949,932 2025-03-13 $36.63 $32.00 31.6% 9.2% 33.9% 27.7% 32.7% -1.0% 0.1% 140.2M -4.20B -17.2M 1.39 34.55 48,768 67,919 2,679,791 1,987,427 2025-03-14 $37.59 $32.00 31.9% 10.1% 34.7% 28.4% 36.3% -0.7% -0.1% 153.1M -5.06B -17.0M 0.28 34.04 148,624 41,991 2,684,394 2,038,588 2025-03-17 $38.55 $34.00 33.1% 9.0% 34.4% 31.5% 32.1% -1.3% -1.2% 168.7M -5.91B -16.4M 0.27 42.76 221,630 60,106 2,726,595 2,029,290 2025-03-18 $38.53 $35.00 32.5% 9.0% 34.4% 29.9% 31.9% -1.8% -0.5% 170.9M -5.91B -16.3M 0.68 41.56 87,710 59,291 2,769,881 2,052,372 2025-03-19 $38.39 $35.00 30.9% 8.6% 34.4% 26.1% 31.1% -1.4% -0.5% 167.3M -5.70B -16.2M 0.67 52.11 134,128 89,461 2,756,465 2,106,776 2025-03-20 $37.22 $35.00 29.4% 8.2% 36.1% 22.5% 29.9% 0.2% -2.6% 133.0M -4.66B -16.2M 1.38 52.91 99,018 136,438 2,791,817 2,169,413 2025-03-21 $36.53 $35.00 28.6% 8.2% 36.5% 20.6% 28.9% -0.5% -0.6% 18.3M -3.84B -16.8M 0.78 52.54 93,047 72,165 2,808,161 2,274,191 2025-03-24 $36.66 $35.00 28.3% 8.2% 34.1% 20.0% 28.7% -0.5% 0.4% 38.3M -2.03B -16.9M 1.00 44.40 29,359 29,332 1,782,842 1,576,514 2025-03-25 $36.30 $35.00 27.6% 7.8% 34.3% 18.1% 28.3% -1.3% 0.2% 28.6M -1.77B -16.9M 2.02 47.10 37,645 76,119 1,806,387 1,599,832 2025-03-26 $36.25 $35.00 27.9% 8.0% 32.6% 19.0% 27.9% -0.9% 0.3% 21.9M -1.70B -16.8M 1.31 53.49 51,058 66,716 1,829,539 1,640,518 2025-03-27 $36.77 $35.00 27.8% 8.0% 32.8% 18.6% 28.1% -0.7% 0.1% 33.4M -2.10B -17.0M 0.57 47.99 58,063 33,117 1,840,374 1,682,493 2025-03-28 $35.75 $35.00 28.0% 8.0% 32.7% 19.2% 28.1% -0.7% 0.3% 8.7M -1.21B -17.4M 1.70 45.59 40,126 68,349 1,870,406 1,689,085 2025-03-31 $35.89 $35.00 28.4% 8.1% 32.0% 20.1% 28.9% 0.3% -0.4% 3.6M -1.35B -16.9M 1.20 42.45 41,733 50,217 1,847,165 1,701,271
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