MEMX Options History — October 2025

In October 2025, MEMX traded between $33.06 and $35.80. ATM implied volatility averaged 55.1%. The 30-day expected move averaged 11.5%. IV traded above realized volatility by 13.7% (HV 20d: 41.4%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days.

Notable Days

  • 2025-10-13: Largest IV spike — 77.6% change
  • 2025-10-02: Largest Expected Move — 16.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.25$33.06$35.80$34.00$35.40
ATM IV55.1%30.1%132.8%43.6%43.7%
Expected Move11.5%7.7%16.6%12.5%12.5%
HV 20d41.4%32.1%46.9%32.1%44.2%
HV 60d31.6%28.0%34.2%29.1%34.1%
Term Structure-13.9%-34.6%-4.7%-21.4%-17.8%
Skew 25d-0.2%-28.2%6.7%1.7%-1.3%
Skew 10d0.9%-29.1%14.1%12.1%8.6%
Call IV 25d42.3%30.0%63.2%47.6%44.1%
Put IV 25d42.1%14.0%69.9%49.3%42.8%
Bid-Ask Spread %168.43166.27172.24166.96167.09
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-10-01$34.00$0.0043.6%12.5%32.1%0.0%0.0%1.7%-21.4%0000.00166.96N/AN/A0000
2025-10-02$33.06$0.0058.0%16.6%33.9%0.0%0.0%6.7%-34.6%0000.00167.11N/AN/A0000
2025-10-03$34.00$0.0050.4%14.5%35.2%0.0%0.0%0.5%-28.1%0000.00166.27N/AN/A0000
2025-10-06$33.06$0.0084.4%12.3%36.8%0.0%0.0%-28.2%-12.6%0000.00168.85N/AN/A0000
2025-10-07$34.00$0.0059.4%8.6%38.1%0.0%0.0%-1.3%-6.9%0000.00169.39N/AN/A0000
2025-10-08$34.00$0.0066.8%9.4%38.1%0.0%0.0%1.9%-7.4%0000.00168.91N/AN/A0000
2025-10-09$35.28$0.0053.5%7.7%40.0%0.0%0.0%1.6%-4.7%0000.00169.19N/AN/A0000
2025-10-10$33.06$0.0074.8%10.2%46.9%0.0%0.0%1.7%-8.1%0000.00172.24N/AN/A0000
2025-10-13$33.06$0.00132.8%13.1%46.9%0.0%0.0%-4.4%-14.5%0000.00169.32N/AN/A0000
2025-10-14$33.06$0.00132.2%11.9%46.9%0.0%0.0%-2.3%-11.7%0000.00169.50N/AN/A0000
2025-10-15$33.06$0.0048.4%13.9%41.9%0.0%0.0%-5.5%-15.8%0000.00168.52N/AN/A0000
2025-10-16$34.00$0.0040.2%11.5%37.8%0.0%0.0%3.8%-12.3%0000.00168.16N/AN/A0000
2025-10-17$34.00$0.0038.4%11.0%37.8%0.0%0.0%3.2%-10.5%0000.00168.96N/AN/A0000
2025-10-20$35.57$0.0030.1%8.6%40.8%0.0%0.0%2.4%-7.2%0000.00168.20N/AN/A0000
2025-10-21$34.00$0.0041.1%11.8%43.7%0.0%0.0%3.5%-14.1%0000.00168.80N/AN/A0000
2025-10-22$34.00$0.0040.5%11.6%43.6%0.0%0.0%3.7%-12.6%0000.00168.35N/AN/A0000
2025-10-23$34.00$0.0043.2%12.4%42.5%0.0%0.0%2.3%-15.2%0000.00168.95N/AN/A0000
2025-10-24$34.00$0.0046.0%13.2%42.5%0.0%0.0%0.6%-16.9%0000.00168.81N/AN/A0000
2025-10-27$35.80$0.0033.0%9.5%46.3%0.0%0.0%1.3%-9.1%0000.00168.04N/AN/A0000
2025-10-28$35.80$0.0034.7%9.9%46.2%0.0%0.0%1.3%-13.3%0000.00167.66N/AN/A0000
2025-10-29$35.80$0.0036.5%10.5%46.2%0.0%0.0%0.3%-12.5%0000.00167.29N/AN/A0000
2025-10-30$35.80$0.0036.6%10.5%44.8%0.0%0.0%1.0%-12.7%0000.00167.30N/AN/A0000
2025-10-31$35.40$0.0043.7%12.5%44.2%0.0%0.0%-1.3%-17.8%0000.00167.09N/AN/A0000