MEMX Options History — April 2026

In April 2026, MEMX traded between $34.86 and $35.04. ATM implied volatility averaged 155.6%, placing in the 77.5% IV rank vs the trailing year. The 30-day expected move averaged 44.6%. IV traded above realized volatility by 42.0% (HV 20d: 113.6%). Net GEX was positive for 0 of 2 trading days. Term structure was in contango for 0 of 2 days.

Notable Days

  • 2026-04-02: Largest IV drop — 19.3% change
  • 2026-04-01: Highest IV Rank — 86.2%
  • 2026-04-01: Largest Expected Move — 49.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.95$34.86$35.04$35.04$34.86
ATM IV155.6%139.0%172.2%172.2%139.0%
Expected Move44.6%39.9%49.4%49.4%39.9%
HV 20d113.6%113.6%113.6%113.6%113.6%
HV 60d104.0%104.0%104.0%104.0%104.0%
IV Rank77.5%68.8%86.2%86.2%68.8%
IV Percentile99.0%98.5%99.5%99.5%98.5%
Term Structure-41.4%-74.9%-7.9%-74.9%-7.9%
Skew 25d-39.1%-44.8%-33.5%-44.8%-33.5%
Skew 10d-25.6%-37.0%-14.1%-14.1%-37.0%
Call IV 25d69.6%52.6%86.6%86.6%52.6%
Put IV 25d30.4%19.1%41.8%41.8%19.1%
Bid-Ask Spread %106.2696.35116.1796.35116.17
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (2 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-04-01$35.04$0.00172.2%49.4%113.6%86.2%0.0%-44.8%-74.9%0000.0096.35N/AN/A0000
2026-04-02$34.86$0.00139.0%39.9%113.6%68.8%0.0%-33.5%-7.9%0000.00116.17N/AN/A0000