FENI Options History — September 2025

In September 2025, FENI traded between $33.94 and $35.38. ATM implied volatility averaged 34.2%. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 22.7% (HV 20d: 11.5%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.

Notable Days

  • 2025-09-10: Largest IV drop — 40.2% change
  • 2025-09-03: Largest Expected Move — 11.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.90$33.94$35.38$33.94$35.22
ATM IV34.2%27.2%47.1%39.3%35.9%
Expected Move8.9%7.6%11.6%11.3%10.3%
HV 20d11.5%9.5%13.4%13.4%9.5%
Term Structure-7.8%-13.0%-5.1%-11.5%-11.2%
Skew 25d1.7%0.7%8.5%1.6%1.2%
Skew 10d3.1%2.5%4.3%3.5%2.9%
Call IV 25d37.6%26.1%50.3%48.9%45.4%
Put IV 25d39.3%33.4%51.0%50.5%46.5%
Bid-Ask Spread %168.58167.09170.58167.29167.09
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-09-02$33.94$0.0039.3%11.3%0.0%0.0%0.0%1.6%-11.5%0000.00167.29N/AN/A0000
2025-09-03$34.00$0.0040.5%11.6%0.0%0.0%0.0%0.8%-13.0%0000.00168.19N/AN/A0000
2025-09-04$34.33$0.0040.6%7.6%0.0%0.0%0.0%2.1%-5.1%0000.00168.53N/AN/A0000
2025-09-05$34.50$0.0042.3%7.9%0.0%0.0%0.0%1.6%-6.4%0000.00169.22N/AN/A0000
2025-09-08$34.86$0.0044.9%7.6%0.0%0.0%0.0%1.5%-5.9%0000.00169.64N/AN/A0000
2025-09-09$34.80$0.0047.1%7.9%0.0%0.0%0.0%1.5%-5.9%0000.00170.39N/AN/A0000
2025-09-10$34.84$0.0028.2%8.1%0.0%0.0%0.0%1.4%-6.5%0000.00170.58N/AN/A0000
2025-09-11$35.34$0.0027.2%7.8%13.4%0.0%0.0%1.4%-5.4%0000.00169.01N/AN/A0000
2025-09-12$35.19$0.0027.6%7.9%13.1%0.0%0.0%8.5%-6.1%0000.00169.92N/AN/A0000
2025-09-15$35.38$0.0029.1%8.3%12.8%0.0%0.0%1.1%-7.1%0000.00169.45N/AN/A0000
2025-09-16$35.30$0.0029.0%8.3%12.5%0.0%0.0%1.0%-6.4%0000.00169.12N/AN/A0000
2025-09-17$35.11$0.0029.3%8.4%12.4%0.0%0.0%1.9%-6.8%0000.00168.56N/AN/A0000
2025-09-18$35.23$0.0029.7%8.5%12.1%0.0%0.0%2.7%-5.9%0000.00167.20N/AN/A0000
2025-09-19$35.02$0.0029.8%8.5%12.2%0.0%0.0%1.1%-6.5%0000.00167.96N/AN/A0000
2025-09-22$35.16$0.0030.7%8.8%11.1%0.0%0.0%1.6%-7.3%0000.00167.93N/AN/A0000
2025-09-23$35.06$0.0032.8%9.4%10.2%0.0%0.0%1.3%-8.3%0000.00167.16N/AN/A0000
2025-09-24$34.89$0.0032.5%9.3%10.3%0.0%0.0%1.3%-8.7%0000.00168.05N/AN/A0000
2025-09-25$34.67$0.0033.3%9.5%10.5%0.0%0.0%1.3%-10.0%0000.00168.15N/AN/A0000
2025-09-26$34.95$0.0032.5%9.3%10.7%0.0%0.0%0.7%-9.1%0000.00168.38N/AN/A0000
2025-09-29$35.09$0.0035.8%10.3%10.6%0.0%0.0%0.9%-11.3%0000.00168.34N/AN/A0000
2025-09-30$35.22$0.0035.9%10.3%9.5%0.0%0.0%1.2%-11.2%0000.00167.09N/AN/A0000