MEMX Options History — June 2025

In June 2025, MEMX traded between $30.25 and $30.96. ATM implied volatility averaged 43.1%. The 30-day expected move averaged 12.4%. Net GEX was positive for 0 of 7 trading days. Term structure was in contango for 0 of 7 days.

Notable Days

  • 2025-06-30: Largest IV spike — 11.0% change
  • 2025-06-30: Largest Expected Move — 14.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.67$30.25$30.96$30.25$30.96
ATM IV43.1%39.4%49.8%39.4%49.8%
Expected Move12.4%11.3%14.3%11.3%14.3%
Term Structure-16.9%-24.0%-12.2%-12.2%-24.0%
Skew 25d-1.0%-2.2%2.1%2.1%-2.1%
Skew 10d3.4%2.5%7.8%7.8%2.9%
Call IV 25d47.5%42.1%53.2%42.1%53.2%
Put IV 25d46.5%44.2%51.1%44.2%51.1%
Bid-Ask Spread %169.09167.99169.68169.34167.99
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (7 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-06-20$30.25$0.0039.4%11.3%0.0%0.0%0.0%2.1%-12.2%0000.00169.34N/AN/A0000
2025-06-23$30.31$0.0042.1%12.1%0.0%0.0%0.0%-0.0%-15.4%0000.00169.37N/AN/A0000
2025-06-24$30.71$0.0040.4%11.6%0.0%0.0%0.0%-1.3%-15.2%0000.00169.38N/AN/A0000
2025-06-25$30.73$0.0041.3%11.8%0.0%0.0%0.0%-1.3%-15.9%0000.00169.21N/AN/A0000
2025-06-26$30.86$0.0043.8%12.6%0.0%0.0%0.0%-2.0%-17.4%0000.00168.62N/AN/A0000
2025-06-27$30.86$0.0044.8%12.9%0.0%0.0%0.0%-2.2%-18.4%0000.00169.68N/AN/A0000
2025-06-30$30.96$0.0049.8%14.3%0.0%0.0%0.0%-2.1%-24.0%0000.00167.99N/AN/A0000