XLU Options History — May 2025 In May 2025, XLU traded between $39.66 and $41.39. ATM implied volatility averaged 16.2%, placing in the 18.7% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded below realized volatility by 4.9% (HV 20d: 21.1%). Max pain ranged from $38.50 to $40.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 1.76.
Notable Days 2025-05-20 : Highest Volume — 84,822 contracts2025-05-08 : Largest IV spike — 30.7% change2025-05-05 : Highest IV Rank — 26.1%2025-05-01 : Largest Expected Move — 5.2%Monthly Statistics Metric Avg Min Max Open Close Price $40.38 $39.66 $41.39 $39.76 $40.89 Max Pain $39.07 $38.50 $40.00 $38.50 $39.50 ATM IV 16.2% 12.9% 18.0% 17.9% 15.7% Expected Move 4.7% 4.2% 5.2% 5.2% 4.3% HV 20d 21.1% 13.1% 34.9% 34.9% 16.4% HV 60d 23.2% 22.7% 23.7% 22.8% 23.6% IV Rank 18.7% 4.4% 26.1% 25.8% 16.2% IV Percentile 43.1% 0.4% 72.2% 71.4% 27.8% Term Structure 0.2% -0.7% 2.9% -0.4% -0.3% VWIV 17.3% 15.4% 19.4% 18.9% 16.0% Skew 25d 3.9% 2.9% 6.8% 3.9% 3.1% Skew 10d 9.4% 2.9% 14.3% 2.9% 11.5% Call IV 25d 14.6% 8.8% 16.0% 16.0% 15.1% Put IV 25d 18.5% 15.4% 21.5% 19.9% 18.2% Bid-Ask Spread % 24.99 5.21 57.62 35.86 48.68 Gamma HHI 0.06 0.05 0.09 0.06 0.05 Net GEX 1.0M -28.8M 23.0M 4.5M -1.0M Net DEX -247.0M -533.3M 17.2M -195.2M -257.3M Net VEX -7.0M -7.5M -6.4M -7.3M -6.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.76 0.48 3.84 0.48 1.02 Total Volume 37,523.905 15,040 84,822 26,772 19,196 Total OI 1,384,055.524 1,301,434 1,440,714 1,359,912 1,440,714
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Vol Put Vol Call OI Put OI 2025-05-01 $39.76 $38.50 17.9% 5.2% 34.9% 25.8% 18.9% 3.9% -0.4% 4.5M -195.2M -7.3M 0.48 35.86 18,068 8,704 376,386 983,526 2025-05-02 $39.91 $38.50 17.0% 5.0% 34.9% 21.8% 18.4% 4.0% 0.5% 12.4M -248.1M -7.2M 1.19 38.90 26,640 31,802 383,762 986,226 2025-05-05 $39.77 $38.50 18.0% 5.0% 28.5% 26.1% 17.8% 4.1% -0.5% -1.4M -195.9M -7.3M 1.11 54.69 9,644 10,700 378,620 975,866 2025-05-06 $40.41 $38.50 16.9% 4.9% 27.2% 21.6% 17.2% 3.5% 0.4% 12.7M -405.0M -6.9M 0.99 31.39 14,286 14,210 382,862 978,306 2025-05-07 $40.39 $38.50 12.9% 4.9% 26.4% 4.4% 19.4% 6.6% 0.5% 9.8M -370.9M -7.0M 1.28 57.62 26,516 34,042 385,660 986,816 2025-05-08 $40.16 $38.50 16.9% 5.0% 22.2% 21.4% 17.2% 3.9% -0.2% 2.5M -273.4M -7.0M 1.07 45.28 14,902 15,878 379,270 998,074 2025-05-09 $40.09 $38.50 16.9% 4.9% 21.8% 21.5% 17.1% 3.3% 0.1% 11.2M -278.7M -7.0M 1.23 29.41 9,154 11,230 384,566 1,001,546 2025-05-12 $39.80 $38.50 16.9% 4.7% 21.3% 21.6% 16.7% 2.9% -0.6% 10.2M -193.9M -6.9M 1.98 15.84 9,908 19,618 378,262 979,408 2025-05-13 $39.97 $38.50 15.8% 4.5% 20.4% 16.6% 15.9% 3.0% -0.4% 12.4M -246.2M -6.7M 1.59 10.84 16,360 25,980 377,576 988,350 2025-05-14 $39.66 $39.00 16.1% 4.8% 20.6% 18.0% 17.6% 2.9% 0.8% 5.8M -117.9M -6.9M 3.84 6.36 8,888 34,140 381,290 993,778 2025-05-15 $40.49 $39.00 15.3% 4.4% 21.1% 14.6% 16.3% 3.3% 0.3% 23.0M -409.1M -6.7M 2.78 12.79 11,574 32,138 382,136 1,010,070 2025-05-16 $41.00 $39.00 14.9% 4.2% 21.0% 12.7% 16.2% 3.1% -0.4% 14.6M -533.3M -6.5M 1.20 53.30 26,598 31,922 381,494 1,028,288 2025-05-19 $41.20 $39.00 15.5% 4.4% 16.8% 15.6% 17.5% 3.3% 0.9% 8.4M -377.7M -6.5M 2.80 13.05 7,726 21,620 334,844 966,590 2025-05-20 $41.39 $39.00 15.2% 4.4% 13.1% 14.2% 17.8% 3.2% 0.8% 8.5M -414.9M -6.4M 3.04 5.21 21,010 63,812 337,432 983,486 2025-05-21 $40.72 $40.00 16.2% 4.6% 14.7% 18.4% 15.9% 4.0% 2.9% -10.6M -189.4M -7.1M 2.11 17.19 11,742 24,814 355,772 1,039,866 2025-05-22 $40.13 $40.00 17.8% 5.1% 15.9% 25.2% 18.8% 4.1% 0.6% -28.8M 17.2M -7.5M 1.83 10.70 14,270 26,106 361,946 1,055,018 2025-05-23 $40.52 $40.00 16.7% 4.7% 16.0% 20.6% 17.0% 4.2% 0.5% -22.3M -112.2M -7.3M 0.82 14.11 8,250 6,790 364,990 1,063,564 2025-05-27 $40.88 $40.00 15.5% 4.6% 16.2% 15.4% 17.9% 6.8% 0.1% -9.5M -224.3M -6.9M 3.09 9.75 7,874 24,310 356,394 1,058,814 2025-05-28 $40.27 $40.00 17.0% 4.7% 17.1% 21.9% 17.5% 4.3% -0.3% -26.6M -30.4M -7.2M 2.70 6.70 12,906 34,898 360,540 1,070,674 2025-05-29 $40.53 $39.50 16.2% 4.6% 16.8% 18.5% 15.4% 3.8% -0.7% -13.8M -130.1M -7.1M 0.90 7.17 10,436 9,340 367,544 1,064,840 2025-05-30 $40.89 $39.50 15.7% 4.3% 16.4% 16.2% 16.0% 3.1% -0.3% -1.0M -257.3M -6.9M 1.02 48.68 9,520 9,676 372,422 1,068,292
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