MEMX Options History — September 2025

Name: MEMX Options Analytics - September 2025
Creator: Options Analysis Suite

In September 2025, MEMX traded between $32.08 and $34.47. ATM implied volatility averaged 41.4%. The 30-day expected move averaged 10.7%. IV traded above realized volatility by 20.4% (HV 20d: 20.9%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.

Notable Days

2025-09-10: Largest IV drop — 42.8% change
2025-09-22: Largest Expected Move — 13.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$32.95	$32.08	$34.47	$32.08	$34.00
ATM IV	41.4%	30.0%	53.0%	42.2%	40.6%
Expected Move	10.7%	8.5%	13.6%	12.1%	11.6%
HV 20d	20.9%	5.7%	32.3%	20.9%	32.1%
HV 60d	26.2%	23.0%	29.2%	25.2%	29.1%
Term Structure	-15.6%	-22.9%	-8.6%	-16.1%	-17.8%
Skew 25d	1.2%	-25.8%	5.1%	3.5%	2.6%
Skew 10d	5.4%	-26.4%	13.0%	12.4%	12.3%
Call IV 25d	42.7%	32.0%	53.2%	48.4%	45.4%
Put IV 25d	43.9%	21.2%	58.3%	51.9%	48.0%
Bid-Ask Spread %	168.43	166.97	170.32	168.19	168.44
Net GEX	0	0	0	0	0
Net DEX	0	0	0	0	0
Net VEX	0	0	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0	0	0	0	0
Total OI	0	0	0	0	0

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	Spread %	Call Wall	Put Wall
2025-09-02	$32.08	$0.00	42.2%	12.1%	20.9%	0.0%	0.0%	3.5%	-16.1%	168.19	N/A	N/A
2025-09-03	$32.20	$0.00	44.3%	12.7%	21.0%	0.0%	0.0%	2.9%	-17.7%	167.13	N/A	N/A
2025-09-04	$32.30	$0.00	47.5%	8.5%	20.9%	0.0%	0.0%	1.8%	-8.6%	169.98	N/A	N/A
2025-09-05	$32.50	$0.00	53.0%	9.3%	20.1%	0.0%	0.0%	1.3%	-12.8%	169.80	N/A	N/A
2025-09-08	$32.54	$0.00	49.4%	8.5%	16.2%	0.0%	0.0%	1.4%	-10.7%	169.99	N/A	N/A
2025-09-09	$32.56	$0.00	52.4%	8.5%	11.0%	0.0%	0.0%	1.2%	-11.6%	169.75	N/A	N/A
2025-09-10	$32.56	$0.00	30.0%	8.6%	5.9%	0.0%	0.0%	1.1%	-12.0%	170.32	N/A	N/A
2025-09-11	$32.56	$0.00	33.2%	9.5%	5.9%	0.0%	0.0%	2.7%	-14.7%	168.31	N/A	N/A
2025-09-12	$32.56	$0.00	33.7%	9.6%	5.7%	0.0%	0.0%	2.7%	-15.9%	168.64	N/A	N/A
2025-09-15	$32.56	$0.00	36.5%	10.5%	5.7%	0.0%	0.0%	-25.8%	-17.1%	168.73	N/A	N/A
2025-09-16	$32.56	$0.00	41.0%	11.8%	5.7%	0.0%	0.0%	3.4%	-22.4%	166.97	N/A	N/A
2025-09-17	$34.47	$0.00	32.8%	9.4%	20.8%	0.0%	0.0%	2.5%	-13.3%	167.99	N/A	N/A
2025-09-18	$32.56	$0.00	44.5%	12.8%	29.8%	0.0%	0.0%	4.6%	-18.3%	167.31	N/A	N/A
2025-09-19	$32.56	$0.00	42.4%	12.2%	29.8%	0.0%	0.0%	3.3%	-17.5%	167.87	N/A	N/A
2025-09-22	$32.56	$0.00	47.6%	13.6%	29.7%	0.0%	0.0%	5.1%	-22.9%	167.81	N/A	N/A
2025-09-23	$33.34	$0.00	46.2%	13.3%	30.8%	0.0%	0.0%	2.9%	-21.1%	167.10	N/A	N/A
2025-09-24	$33.19	$0.00	43.4%	12.4%	30.9%	0.0%	0.0%	-0.7%	-19.7%	167.77	N/A	N/A
2025-09-25	$34.13	$0.00	34.8%	10.0%	32.3%	0.0%	0.0%	2.9%	-11.5%	168.38	N/A	N/A
2025-09-26	$34.13	$0.00	34.9%	10.0%	32.3%	0.0%	0.0%	3.0%	-11.5%	168.50	N/A	N/A
2025-09-29	$34.08	$0.00	38.1%	10.9%	32.1%	0.0%	0.0%	2.4%	-14.9%	167.96	N/A	N/A
2025-09-30	$34.00	$0.00	40.6%	11.6%	32.1%	0.0%	0.0%	2.6%	-17.8%	168.44	N/A	N/A