FXI Options History — June 2025

In June 2025, FXI traded between $35.34 and $37.39. ATM implied volatility averaged 24.5%, placing in the 10.7% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 6.5% (HV 20d: 18.0%). Max pain ranged from $34.00 to $36.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 1.03.

Notable Days

  • 2025-06-13: Highest Volume — 1,544,324 contracts
  • 2025-06-20: Largest IV drop — 4.3% change
  • 2025-06-09: Highest IV Rank — 14.8%
  • 2025-06-03: Largest Expected Move — 8.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$36.55$35.34$37.39$35.34$36.72
Max Pain$35.70$34.00$36.00$34.00$36.00
ATM IV24.5%23.3%26.2%25.2%23.4%
Expected Move7.1%6.4%8.0%7.8%6.4%
HV 20d18.0%15.1%20.5%19.3%18.6%
HV 60d36.8%36.2%37.9%37.8%36.4%
IV Rank10.7%7.7%14.8%12.4%8.1%
IV Percentile28.0%17.5%40.1%33.3%17.9%
Term Structure0.7%-0.6%6.2%0.0%0.7%
VWIV25.1%21.4%29.7%29.7%22.9%
Skew 25d1.1%-1.3%10.0%1.4%0.0%
Skew 10d6.1%-6.6%25.0%7.3%-2.0%
Call IV 25d25.4%23.0%32.6%24.9%24.2%
Put IV 25d26.5%23.9%42.6%26.3%24.2%
Bid-Ask Spread %39.6628.7051.6851.6848.21
Gamma HHI0.120.100.140.100.12
Net GEX45.3M-68.2M119.7M13.0M47.8M
Net DEX-1.74B-3.55B152.1M-1.06B-1.17B
Net VEX-20.3M-21.4M-19.1M-21.3M-19.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.030.053.681.330.67
Total Volume175,320.9532,2741,544,324102,32168,364
Total OI4,613,186.353,534,4765,239,6234,914,7263,707,850

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-06-02$35.34$34.0025.2%7.8%19.3%12.4%29.7%1.4%0.0%13.0M-1.06B-21.3M1.3351.6843,88758,4342,352,6072,562,119
2025-06-03$35.77$34.0025.6%8.0%19.8%13.3%29.3%0.7%-0.2%33.5M-1.53B-21.2M1.0248.1880,67182,6312,338,8222,592,292
2025-06-04$36.36$34.0025.4%7.8%20.2%12.8%28.2%0.8%-0.6%57.5M-2.18B-21.4M1.6048.3160,78597,5202,372,9662,645,471
2025-06-05$36.61$36.0024.4%7.2%18.7%10.6%25.5%1.3%0.3%70.0M-2.60B-21.1M0.6039.0150,14529,9492,406,6732,680,025
2025-06-06$36.55$36.0025.3%7.2%18.5%12.6%24.8%0.7%0.6%68.3M-2.55B-21.0M0.8430.1980,34767,3022,418,7132,698,216
2025-06-09$37.05$36.0026.2%7.3%18.7%14.8%25.6%0.6%0.5%91.0M-3.09B-20.5M1.5033.5654,77282,1792,422,1722,715,905
2025-06-10$37.20$36.0025.1%7.3%15.4%12.1%24.8%0.1%0.7%101.0M-3.23B-20.3M1.0139.3536,63236,9092,422,1042,761,650
2025-06-11$37.39$36.0024.5%7.0%15.3%10.8%21.4%1.0%0.5%119.7M-3.55B-19.9M0.7130.8865,92546,5462,445,7232,784,481
2025-06-12$37.25$36.0024.0%7.0%15.1%9.5%25.1%0.1%0.7%108.5M-3.21B-20.3M1.0749.0354,31858,0082,423,7072,815,916
2025-06-13$36.50$36.0024.8%7.2%16.2%11.4%25.5%-1.3%1.2%38.6M-1.90B-20.7M0.0547.871,474,17870,1462,377,7582,847,175
2025-06-16$36.64$36.0024.6%7.0%16.2%10.8%25.0%0.8%0.7%36.3M-1.04B-20.3M0.6533.5291,80259,6411,994,1082,856,544
2025-06-17$36.27$36.0025.3%7.2%16.7%12.7%25.1%1.4%0.1%15.6M-788.3M-20.5M0.4439.1969,32930,6042,033,1612,835,520
2025-06-18$35.77$36.0024.5%7.0%16.9%10.7%25.0%1.7%0.4%-28.0M-184.0M-20.5M3.6846.8321,98980,9832,011,8792,824,873
2025-06-20$35.52$36.0023.4%6.7%17.0%8.2%23.9%1.6%0.7%-68.2M152.1M-20.1M1.0436.4532,76234,2112,017,0542,829,406
2025-06-23$36.03$36.0023.3%6.6%17.7%7.7%23.1%2.1%0.9%9.0M-702.7M-19.6M0.8628.7030,73626,4991,565,3781,969,098
2025-06-24$37.09$36.0023.4%6.7%20.5%8.1%24.9%10.0%6.2%43.1M-1.58B-19.1M1.0337.9052,75654,3591,580,9051,965,749
2025-06-25$37.05$36.0024.1%6.9%20.1%9.7%25.4%0.1%0.2%48.0M-1.57B-19.1M0.9539.2949,57347,1931,622,2071,995,059
2025-06-26$37.14$36.0023.3%6.6%19.6%7.8%23.1%-0.6%0.5%55.0M-1.65B-19.5M0.7832.0918,16014,1141,656,1212,016,323
2025-06-27$36.80$36.0023.8%6.7%19.9%9.1%23.8%-0.5%0.1%45.9M-1.34B-19.7M0.8632.9049,56042,5001,677,2422,020,755
2025-06-30$36.72$36.0023.4%6.4%18.6%8.1%22.9%0.0%0.7%47.8M-1.17B-19.8M0.6748.2141,00727,3571,678,0662,029,784