MEMX Options History — March 2026

In March 2026, MEMX traded between $34.35 and $48.20. ATM implied volatility averaged 63.4%, placing in the 29.3% IV rank vs the trailing year. The 30-day expected move averaged 18.1%. IV traded below realized volatility by 47.5% (HV 20d: 110.9%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 3 of 22 days.

Notable Days

  • 2026-03-31: Largest IV spike — 226.7% change
  • 2026-03-31: Highest IV Rank — 72.9%
  • 2026-03-31: Largest Expected Move — 42.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$39.05$34.35$48.20$40.30$34.35
ATM IV63.4%32.9%146.7%69.5%146.7%
Expected Move18.1%8.3%42.1%19.9%42.1%
HV 20d110.9%93.9%128.1%103.2%113.8%
HV 60d104.3%97.5%109.8%100.3%104.3%
IV Rank29.3%13.3%72.9%32.5%72.9%
IV Percentile59.7%12.2%99.5%87.4%99.5%
Term Structure-11.9%-64.6%9.3%-16.1%-64.6%
Skew 25d-10.6%-60.8%9.9%1.8%-42.7%
Skew 10d-9.9%-58.2%38.3%36.9%-57.8%
Call IV 25d46.9%28.3%79.2%65.1%79.2%
Put IV 25d36.4%7.0%66.9%66.9%36.5%
Bid-Ask Spread %121.7781.55176.34140.1392.64
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
2026-03-02$40.30$0.0069.5%19.9%103.2%32.5%0.0%1.8%-16.1%0000.00140.13N/AN/A0000
2026-03-03$41.91$0.0043.0%12.3%104.0%18.6%0.0%6.6%-12.3%0000.00144.15N/AN/A0000
2026-03-04$42.98$0.0040.8%11.7%98.2%17.5%0.0%9.2%-9.8%0000.00144.41N/AN/A0000
2026-03-05$42.98$0.0051.3%10.4%93.9%23.0%0.0%9.9%-11.7%0000.00176.34N/AN/A0000
2026-03-06$40.24$0.0047.1%9.1%95.2%20.8%0.0%2.9%-5.6%0000.00161.95N/AN/A0000
2026-03-09$48.20$0.00128.9%17.0%115.7%63.6%0.0%0.0%9.3%0000.00157.00N/AN/A0000
2026-03-10$41.47$0.0044.8%8.3%128.1%19.6%0.0%4.3%-4.5%0000.00162.08N/AN/A0000
2026-03-11$40.25$0.0032.9%9.4%124.9%13.3%0.0%0.0%-7.5%0000.00166.98N/AN/A0000
2026-03-12$40.36$0.0033.3%0.0%107.9%13.5%0.0%5.8%-6.2%0000.0097.39N/AN/A0000
2026-03-13$39.80$0.0041.7%0.0%108.0%17.9%0.0%-2.0%-16.5%0000.00116.24N/AN/A0000
2026-03-16$35.55$0.0085.2%26.0%115.1%40.7%0.0%-48.9%-20.1%0000.00110.13N/AN/A0000
2026-03-17$35.55$0.0098.6%29.8%115.1%47.7%0.0%-8.9%-25.1%0000.00111.37N/AN/A0000
2026-03-18$35.38$0.0098.8%29.3%115.1%47.8%0.0%-9.4%-18.8%0000.00101.27N/AN/A0000
2026-03-19$35.34$0.0089.4%27.4%115.1%42.9%0.0%-8.2%-6.6%0000.00111.30N/AN/A0000
2026-03-20$34.63$0.0046.9%22.7%109.7%20.6%0.0%-60.8%0.8%0000.00107.21N/AN/A0000
2026-03-23$37.29$0.0081.8%24.3%109.9%38.9%0.0%-28.9%-14.3%0000.00106.45N/AN/A0000
2026-03-24$39.90$0.0036.1%10.9%112.8%15.0%0.0%2.3%1.6%0000.0092.92N/AN/A0000
2026-03-25$40.77$0.0036.2%10.0%112.4%15.1%0.0%4.3%-5.3%0000.00108.97N/AN/A0000
2026-03-26$37.29$0.0037.0%10.6%114.7%15.5%0.0%-25.0%-12.2%0000.0095.57N/AN/A0000
2026-03-27$37.29$0.0059.1%16.9%114.7%27.0%0.0%-19.1%-9.3%0000.0092.82N/AN/A0000
2026-03-30$37.29$0.0044.9%12.9%111.8%19.6%0.0%-14.9%-6.4%0000.0081.55N/AN/A0000
2026-03-31$34.35$0.00146.7%42.1%113.8%72.9%0.0%-42.7%-64.6%0000.0092.64N/AN/A0000