MEMX Options History — November 2025

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

In November 2025, MEMX traded between $32.14 and $36.83. ATM implied volatility averaged 58.8%. The 30-day expected move averaged 15.7%. IV traded above realized volatility by 12.1% (HV 20d: 46.6%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.

Notable Days

2025-11-24: Largest IV spike — 122.9% change
2025-11-26: Largest Expected Move — 31.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$35.06	$32.14	$36.83	$36.02	$32.52
ATM IV	58.8%	39.1%	108.3%	40.4%	99.2%
Expected Move	15.7%	7.7%	31.0%	11.6%	28.4%
HV 20d	46.6%	24.2%	81.7%	43.0%	81.7%
HV 60d	39.3%	32.4%	56.6%	33.5%	56.6%
Term Structure	-19.3%	-45.4%	-5.8%	-15.5%	-42.7%
Skew 25d	30.7%	-0.8%	69.1%	0.7%	17.2%
Skew 10d	44.0%	7.3%	73.2%	10.6%	23.8%
Call IV 25d	46.5%	29.5%	119.4%	44.3%	119.4%
Put IV 25d	77.2%	32.1%	136.5%	45.0%	136.5%
Bid-Ask Spread %	164.17	154.32	168.36	167.91	165.99
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 (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	Spread %	Call Wall	Put Wall
2025-11-03	$36.02	$0.00	40.4%	11.6%	43.0%	0.0%	0.0%	0.7%	-15.5%	167.91	N/A	N/A
2025-11-04	$36.02	$0.00	39.1%	11.2%	42.1%	0.0%	0.0%	2.2%	-13.7%	167.93	N/A	N/A
2025-11-05	$36.02	$0.00	41.6%	11.9%	42.1%	0.0%	0.0%	1.8%	-16.0%	167.82	N/A	N/A
2025-11-06	$36.02	$0.00	39.9%	7.9%	40.1%	0.0%	0.0%	2.1%	-9.7%	155.86	N/A	N/A
2025-11-07	$36.02	$0.00	40.0%	7.7%	31.7%	0.0%	0.0%	3.5%	-8.7%	155.67	N/A	N/A
2025-11-10	$35.47	$0.00	56.7%	9.5%	32.5%	0.0%	0.0%	-0.6%	-16.1%	154.32	N/A	N/A
2025-11-11	$35.47	$0.00	59.5%	9.4%	32.5%	0.0%	0.0%	-0.8%	-15.4%	154.78	N/A	N/A
2025-11-12	$35.47	$0.00	49.9%	14.3%	32.5%	0.0%	0.0%	40.0%	-15.9%	165.85	N/A	N/A
2025-11-13	$35.47	$0.00	48.8%	14.0%	31.1%	0.0%	0.0%	41.3%	-15.4%	168.08	N/A	N/A
2025-11-14	$35.47	$0.00	50.1%	14.4%	31.1%	0.0%	0.0%	42.2%	-15.7%	164.05	N/A	N/A
2025-11-17	$36.83	$0.00	41.7%	12.0%	29.9%	0.0%	0.0%	43.9%	-9.9%	165.57	N/A	N/A
2025-11-18	$36.83	$0.00	42.1%	12.1%	24.2%	0.0%	0.0%	44.7%	-9.7%	164.41	N/A	N/A
2025-11-19	$36.83	$0.00	42.5%	12.2%	24.2%	0.0%	0.0%	45.2%	-9.8%	168.36	N/A	N/A
2025-11-20	$32.36	$0.00	81.7%	23.4%	53.2%	0.0%	0.0%	54.8%	-27.0%	167.46	N/A	N/A
2025-11-21	$36.59	$0.00	42.8%	12.3%	69.4%	0.0%	0.0%	47.3%	-5.8%	166.25	N/A	N/A
2025-11-24	$32.14	$0.00	95.5%	27.4%	81.6%	0.0%	0.0%	63.4%	-36.6%	166.23	N/A	N/A
2025-11-25	$32.27	$0.00	96.7%	27.7%	81.6%	0.0%	0.0%	64.9%	-37.5%	166.14	N/A	N/A
2025-11-26	$32.27	$0.00	108.3%	31.0%	81.6%	0.0%	0.0%	69.1%	-45.4%	166.49	N/A	N/A
2025-11-28	$32.52	$0.00	99.2%	28.4%	81.7%	0.0%	0.0%	17.2%	-42.7%	165.99	N/A	N/A