MEMX Options History — July 2025

In July 2025, MEMX traded between $30.86 and $32.79. ATM implied volatility averaged 46.6%. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 17.5% (HV 20d: 29.1%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.

Notable Days

  • 2025-07-09: Largest IV drop — 45.1% change
  • 2025-07-28: Largest Expected Move — 15.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.55$30.86$32.79$30.94$32.73
ATM IV46.6%28.8%66.7%51.2%40.4%
Expected Move12.3%8.3%15.7%14.7%11.6%
HV 20d29.1%22.5%34.0%23.1%34.0%
Term Structure-17.7%-29.5%-6.0%-24.3%-15.4%
Skew 25d2.9%-2.5%6.3%-2.5%4.6%
Skew 10d10.3%-23.7%17.1%2.9%17.1%
Call IV 25d47.1%32.9%63.6%55.1%48.9%
Put IV 25d49.9%36.2%64.9%52.6%53.5%
Bid-Ask Spread %167.63166.12168.94167.94167.82
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-07-01$30.94$0.0051.2%14.7%0.0%0.0%0.0%-2.5%-24.3%0000.00167.94N/AN/A0000
2025-07-02$31.05$0.0054.5%15.6%0.0%0.0%0.0%-1.3%-26.7%0000.00167.01N/AN/A0000
2025-07-03$31.20$0.0062.0%10.9%0.0%0.0%0.0%1.5%-13.0%0000.00167.00N/AN/A0000
2025-07-07$30.86$0.0062.0%9.9%0.0%0.0%0.0%-1.0%-11.0%0000.00168.74N/AN/A0000
2025-07-08$30.97$0.0066.7%10.4%0.0%0.0%0.0%-1.7%-11.8%0000.00167.74N/AN/A0000
2025-07-09$31.01$0.0036.6%10.5%0.0%0.0%0.0%-1.9%-12.2%0000.00168.07N/AN/A0000
2025-07-10$32.76$0.0028.8%8.3%0.0%0.0%0.0%3.2%-6.0%0000.00168.60N/AN/A0000
2025-07-11$32.68$0.0029.3%8.4%0.0%0.0%0.0%3.4%-6.2%0000.00168.94N/AN/A0000
2025-07-14$32.79$0.0030.2%8.7%23.1%0.0%0.0%3.8%-7.5%0000.00168.88N/AN/A0000
2025-07-15$32.75$0.0030.4%8.7%22.5%0.0%0.0%3.2%-7.2%0000.00168.75N/AN/A0000
2025-07-16$31.03$0.0041.0%11.8%31.5%0.0%0.0%3.0%-16.3%0000.00167.90N/AN/A0000
2025-07-17$31.21$0.0043.7%12.5%30.6%0.0%0.0%3.4%-17.6%0000.00166.94N/AN/A0000
2025-07-18$31.13$0.0044.6%12.8%29.7%0.0%0.0%3.9%-19.2%0000.00167.37N/AN/A0000
2025-07-21$31.22$0.0049.1%14.1%28.9%0.0%0.0%4.7%-22.9%0000.00167.02N/AN/A0000
2025-07-22$31.11$0.0048.0%13.8%29.0%0.0%0.0%4.0%-22.6%0000.00167.59N/AN/A0000
2025-07-23$31.30$0.0052.8%15.1%28.7%0.0%0.0%4.9%-25.6%0000.00166.51N/AN/A0000
2025-07-24$31.28$0.0053.7%15.4%28.7%0.0%0.0%5.4%-27.5%0000.00166.12N/AN/A0000
2025-07-25$31.23$0.0052.8%15.1%28.7%0.0%0.0%5.6%-26.9%0000.00166.82N/AN/A0000
2025-07-28$31.08$0.0054.8%15.7%28.8%0.0%0.0%5.9%-29.5%0000.00166.85N/AN/A0000
2025-07-29$31.11$0.0052.9%15.2%28.8%0.0%0.0%6.3%-26.1%0000.00167.23N/AN/A0000
2025-07-30$32.75$0.0039.6%11.3%34.0%0.0%0.0%4.4%-14.2%0000.00168.09N/AN/A0000
2025-07-31$32.73$0.0040.4%11.6%34.0%0.0%0.0%4.6%-15.4%0000.00167.82N/AN/A0000