SPX Options History — March 2026 In March 2026, SPX traded between $6333.35 and $6879.94. ATM implied volatility averaged 21.1%, placing in the 30.0% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 6.9% (HV 20d: 14.2%). Max pain ranged from $6720.00 to $6840.00. Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 1.19.
Notable Days 2026-03-31 : Highest Volume — 5,747,325 contracts2026-03-06 : Largest IV spike — 19.7% change2026-03-27 : Highest IV Rank — 45.4%2026-03-27 : Largest Expected Move — 7.6%Monthly Statistics Metric Avg Min Max Open Close Price $6653.64 $6333.35 $6879.94 $6876.23 $6526.85 Max Pain $6793.64 $6720.00 $6840.00 $6795.00 $6720.00 ATM IV 21.1% 16.6% 26.5% 17.0% 21.4% Expected Move 5.9% 4.4% 7.6% 5.2% 6.1% HV 20d 14.2% 12.0% 20.3% 14.1% 20.3% HV 60d 12.6% 11.4% 15.6% 11.4% 15.6% IV Rank 30.0% 17.1% 45.4% 18.4% 30.9% IV Percentile 89.1% 73.0% 96.8% 76.6% 89.7% Term Structure -0.2% -0.7% 0.1% 0.1% 0.1% VWIV 23.0% 19.2% 28.9% 19.7% 23.0% Skew 25d 9.1% 7.7% 11.4% 8.7% 7.7% Skew 10d 18.6% 15.3% 22.9% 17.6% 15.3% Call IV 25d 16.5% 12.6% 21.5% 13.1% 17.2% Put IV 25d 25.6% 21.3% 30.4% 21.8% 25.0% Bid-Ask Spread % 7.34 5.39 11.64 11.64 7.31 Gamma HHI 0.01 0.01 0.02 0.01 0.01 Net GEX -63.62B -114.56B 2.04B -20.68B -7.56B Net DEX -147.91B -1179.75B 963.05B -1106.56B -141.17B Net VEX -15.18B -15.88B -11.05B -15.16B -11.05B Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.19 1.09 1.30 1.25 1.11 Total Volume 4,911,483.273 4,135,271 5,747,325 4,653,969 5,747,325 Total OI 21,131,396.227 19,119,182 24,027,949 20,117,904 20,215,280
Daily Data (22 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 2026-03-02 $6876.23 $6795.00 17.0% 5.2% 14.1% 18.4% 19.7% 8.7% 0.1% -20.68B -1106.56B -15.16B 1.25 11.64 2,072,697 2,581,272 7,937,029 12,180,875 2026-03-03 $6820.38 $6795.00 18.7% 5.7% 14.2% 23.1% 21.8% 9.3% -0.7% -56.57B -769.71B -15.35B 1.09 9.12 2,603,765 2,842,058 8,092,848 12,361,155 2026-03-04 $6879.94 $6790.00 16.6% 5.0% 14.2% 17.1% 19.2% 8.6% -0.5% 2.04B -1179.75B -15.24B 1.24 7.83 1,953,279 2,421,174 8,194,522 12,505,356 2026-03-05 $6812.20 $6805.00 18.5% 5.3% 14.6% 22.5% 20.9% 9.7% -0.7% -52.63B -739.59B -15.35B 1.14 6.02 2,395,416 2,741,755 8,320,806 12,733,002 2026-03-06 $6738.58 $6800.00 22.1% 6.3% 14.0% 32.9% 26.5% 11.4% 0.0% -76.99B -308.28B -15.88B 1.22 6.25 2,183,549 2,665,119 8,391,118 12,921,967 2026-03-09 $6792.08 $6800.00 19.6% 5.6% 12.2% 25.6% 23.0% 10.1% 0.0% -40.92B -652.54B -15.53B 1.18 10.88 2,636,440 3,106,133 8,417,608 12,863,351 2026-03-10 $6786.58 $6800.00 19.7% 5.7% 12.0% 26.2% 21.7% 9.9% 0.1% -29.87B -684.20B -15.68B 1.20 7.17 2,299,477 2,769,256 8,627,205 13,146,484 2026-03-11 $6770.66 $6800.00 19.9% 5.6% 12.0% 26.5% 21.9% 9.3% -0.5% -48.90B -568.58B -15.46B 1.15 5.93 2,079,037 2,392,377 8,718,690 13,350,776 2026-03-12 $6681.95 $6840.00 22.1% 4.4% 12.7% 32.9% 23.6% 9.5% -0.6% -76.31B -157.04B -15.59B 1.14 6.11 2,161,574 2,455,948 8,911,706 13,586,731 2026-03-13 $6625.30 $6830.00 22.9% 4.7% 12.0% 35.3% 23.6% 8.9% 0.0% -95.64B 177.13B -15.65B 1.21 6.04 2,387,328 2,894,508 9,063,773 13,820,985 2026-03-16 $6694.65 $6825.00 20.1% 5.8% 12.7% 27.2% 21.6% 8.9% 0.1% -61.61B -218.71B -15.12B 1.25 6.44 2,135,134 2,674,805 9,101,287 13,693,476 2026-03-17 $6720.33 $6820.00 18.6% 5.3% 12.7% 22.9% 19.7% 8.2% 0.1% -49.22B -351.09B -15.04B 1.30 5.39 1,828,669 2,368,630 9,293,346 13,896,999 2026-03-18 $6627.25 $6805.00 21.1% 6.0% 13.4% 30.1% 23.2% 9.0% -0.5% -101.86B 159.89B -15.18B 1.26 7.57 1,832,144 2,303,127 9,389,938 14,146,706 2026-03-19 $6608.70 $6800.00 20.8% 5.9% 13.4% 29.0% 21.2% 8.5% -0.5% -103.52B 246.67B -15.19B 1.19 7.58 2,363,830 2,808,003 9,581,603 14,446,346 2026-03-20 $6488.90 $6800.00 24.1% 6.9% 14.0% 38.8% 27.0% 9.0% 0.0% -114.56B 511.66B -15.41B 1.22 8.41 2,447,131 2,975,817 7,450,203 11,668,979 2026-03-23 $6606.34 $6800.00 20.9% 6.0% 15.5% 29.5% 22.1% 9.0% 0.1% -38.64B -28.88B -15.43B 1.13 6.63 2,227,844 2,519,080 7,536,083 11,625,772 2026-03-24 $6561.62 $6790.00 22.2% 6.4% 15.1% 33.2% 23.9% 9.4% 0.1% -66.91B 159.65B -15.42B 1.10 5.71 2,182,896 2,391,256 7,730,550 11,713,463 2026-03-25 $6587.71 $6775.00 21.4% 6.1% 14.8% 30.9% 21.7% 9.0% -0.5% -59.04B 30.89B -15.42B 1.15 6.07 1,986,508 2,293,522 7,840,335 11,835,793 2026-03-26 $6479.64 $6770.00 23.8% 6.8% 15.5% 37.8% 24.5% 9.1% -0.6% -94.92B 460.75B -15.37B 1.22 6.64 2,181,605 2,659,075 7,897,865 11,838,127 2026-03-27 $6360.92 $6750.00 26.5% 7.6% 16.4% 45.4% 28.9% 8.9% -0.0% -110.33B 942.42B -15.28B 1.19 8.33 2,457,652 2,928,891 7,967,895 11,989,544 2026-03-30 $6333.35 $6750.00 25.8% 7.4% 16.3% 43.5% 27.2% 8.4% 0.0% -94.90B 963.05B -15.23B 1.21 8.33 2,306,954 2,790,572 8,013,832 11,871,308 2026-03-31 $6526.85 $6720.00 21.4% 6.1% 20.3% 30.9% 23.0% 7.7% 0.1% -7.56B -141.17B -11.05B 1.11 7.31 2,721,739 3,025,586 8,213,855 12,001,425
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