MEMX Options History — August 2025

In August 2025, MEMX traded between $32.23 and $33.51. ATM implied volatility averaged 43.1%. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 14.4% (HV 20d: 28.7%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days.

Notable Days

  • 2025-08-14: Largest IV spike — 215.6% change
  • 2025-08-01: Largest Expected Move — 12.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.60$32.23$33.51$32.63$32.23
ATM IV43.1%7.4%86.1%42.8%40.6%
Expected Move9.1%2.1%12.3%12.3%11.7%
HV 20d28.7%20.9%34.3%34.1%21.0%
HV 60d26.0%25.5%26.5%26.5%25.5%
Term Structure-12.8%-34.1%4.0%-16.1%-14.9%
Skew 25d1.6%-0.1%5.2%5.2%2.7%
Skew 10d11.0%4.7%17.7%17.7%11.4%
Call IV 25d33.9%10.7%50.7%50.7%43.7%
Put IV 25d35.5%11.1%55.9%55.9%46.4%
Bid-Ask Spread %156.7597.04168.78168.78166.98
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-08-01$32.63$0.0042.8%12.3%34.1%0.0%0.0%5.2%-16.1%0000.00168.78N/AN/A0000
2025-08-04$32.86$0.0046.0%7.5%33.7%0.0%0.0%3.3%-7.8%0000.00167.49N/AN/A0000
2025-08-05$32.83$0.0048.3%7.6%33.8%0.0%0.0%3.1%-7.0%0000.00167.56N/AN/A0000
2025-08-06$32.95$0.0050.2%7.6%33.8%0.0%0.0%2.7%-8.1%0000.00166.99N/AN/A0000
2025-08-07$33.51$0.0053.1%7.6%28.3%0.0%0.0%2.8%-8.3%0000.00165.80N/AN/A0000
2025-08-08$32.41$0.0072.9%9.2%30.8%0.0%0.0%1.3%-14.4%0000.00166.33N/AN/A0000
2025-08-11$33.46$0.0073.5%8.0%32.9%0.0%0.0%2.6%-9.1%0000.00166.41N/AN/A0000
2025-08-12$32.59$0.0086.1%8.1%34.3%0.0%0.0%0.8%-10.6%0000.00167.61N/AN/A0000
2025-08-13$32.61$0.007.4%2.1%27.8%0.0%0.0%0.3%4.0%0000.0097.22N/AN/A0000
2025-08-14$32.49$0.0023.4%6.7%27.8%0.0%0.0%1.0%-34.0%0000.0097.04N/AN/A0000
2025-08-15$32.49$0.0023.8%6.8%27.8%0.0%0.0%0.9%-34.1%0000.0097.04N/AN/A0000
2025-08-18$32.53$0.0031.3%9.0%27.8%0.0%0.0%0.5%-8.0%0000.00165.41N/AN/A0000
2025-08-19$32.34$0.0035.4%10.1%27.9%0.0%0.0%-0.1%-11.2%0000.00166.53N/AN/A0000
2025-08-20$32.24$0.0034.3%9.8%27.9%0.0%0.0%0.6%-8.7%0000.00167.18N/AN/A0000
2025-08-21$32.27$0.0035.6%10.2%27.9%0.0%0.0%0.2%-10.5%0000.00166.94N/AN/A0000
2025-08-22$32.48$0.0039.2%11.2%27.9%0.0%0.0%0.4%-13.5%0000.00165.81N/AN/A0000
2025-08-25$32.39$0.0040.1%11.5%27.8%0.0%0.0%0.2%-14.6%0000.00165.76N/AN/A0000
2025-08-26$32.36$0.0039.4%11.3%27.9%0.0%0.0%1.0%-13.4%0000.00166.77N/AN/A0000
2025-08-27$32.38$0.0040.3%11.5%20.9%0.0%0.0%1.8%-14.0%0000.00166.56N/AN/A0000
2025-08-28$32.47$0.0041.5%11.9%20.9%0.0%0.0%1.9%-15.0%0000.00165.50N/AN/A0000
2025-08-29$32.23$0.0040.6%11.7%21.0%0.0%0.0%2.7%-14.9%0000.00166.98N/AN/A0000