FEX Options History — April 2024 In April 2024, FEX traded between $93.55 and $98.88. ATM implied volatility averaged 19.2%, placing in the 46.4% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 7.8% (HV 20d: 11.4%). Max pain ranged from $93.00 to $93.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-04-11 : Highest Volume — 1 contracts2024-04-10 : Largest IV drop — 29.1% change2024-04-09 : Highest IV Rank — 62.5%2024-04-30 : Largest Expected Move — 5.8%Monthly Statistics Metric Avg Min Max Open Close Price $96.00 $93.55 $98.88 $98.88 $94.75 Max Pain $93.00 $93.00 $93.00 $93.00 $93.00 ATM IV 19.2% 16.4% 23.2% 18.2% 20.2% Expected Move 5.2% 4.5% 5.8% 5.2% 5.8% HV 20d 11.4% 10.0% 12.6% 10.2% 12.0% HV 60d 12.1% 11.3% 12.6% 11.3% 12.3% IV Rank 46.4% 35.0% 62.5% 42.4% 50.3% IV Percentile 84.8% 71.4% 96.0% 82.1% 89.7% Term Structure -3.0% -4.6% -1.1% -3.5% -4.6% VWIV 16.9% 16.9% 16.9% 16.9% 16.9% Skew 25d 4.0% 2.5% 8.4% 2.5% 3.8% Skew 10d 3.4% -0.4% 9.8% 2.3% -0.4% Call IV 25d 13.8% 8.1% 15.7% 13.8% 15.7% Put IV 25d 17.8% 15.8% 19.7% 16.3% 19.5% Bid-Ask Spread % 171.25 148.79 177.33 148.79 175.80 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -386 -722 0 0 -722 Net DEX 1.8K 0 3.9K 0 3.0K Net VEX -5 -10 0 0 -7 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.045 0 1 0 0 Total OI 0.591 0 1 0 1
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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-04-01 $98.88 $0.00 18.2% 5.2% 10.2% 42.4% 0.0% 2.5% -3.5% 0 0 0 0.00 148.79 N/A N/A 0 0 0 0 2024-04-02 $98.00 $0.00 19.2% 5.5% 10.7% 46.5% 0.0% 3.4% -4.0% 0 0 0 0.00 149.90 N/A N/A 0 0 0 0 2024-04-03 $98.31 $0.00 19.0% 5.4% 10.0% 45.5% 0.0% 3.2% -3.6% 0 0 0 0.00 149.47 N/A N/A 0 0 0 0 2024-04-04 $97.19 $0.00 20.6% 4.6% 10.5% 52.2% 0.0% 8.4% -1.7% 0 0 0 0.00 175.32 N/A N/A 0 0 0 0 2024-04-05 $97.97 $0.00 21.2% 4.5% 10.5% 54.5% 0.0% 2.6% -1.1% 0 0 0 0.00 172.25 N/A N/A 0 0 0 0 2024-04-08 $98.14 $0.00 22.6% 4.6% 10.4% 60.2% 0.0% 3.0% -1.7% 0 0 0 0.00 175.20 N/A N/A 0 0 0 0 2024-04-09 $97.80 $0.00 23.2% 4.5% 10.5% 62.5% 0.0% 7.7% -2.0% 0 0 0 0.00 176.05 N/A N/A 0 0 0 0 2024-04-10 $96.71 $0.00 16.4% 4.7% 11.2% 35.0% 0.0% 4.9% -1.8% 0 0 0 0.00 177.30 N/A N/A 0 0 0 0 2024-04-11 $96.99 $0.00 16.4% 4.7% 11.2% 35.1% 16.9% 3.3% -2.1% 0 0 0 0.00 176.55 N/A N/A 0 1 0 0 2024-04-12 $95.35 $93.00 17.5% 5.0% 12.1% 39.7% 0.0% 4.5% -2.2% -586 2.7K -10 0.00 174.62 N/A N/A 0 0 0 1 2024-04-15 $94.34 $93.00 18.8% 5.4% 12.6% 44.7% 0.0% 4.8% -2.1% -642 3.3K -10 0.00 171.39 N/A N/A 0 0 0 1 2024-04-16 $94.19 $93.00 18.7% 5.4% 12.4% 44.2% 0.0% 4.3% -3.2% -647 3.4K -10 0.00 177.33 N/A N/A 0 0 0 1 2024-04-17 $93.87 $93.00 18.6% 5.3% 12.4% 43.8% 0.0% 4.0% -2.9% -660 3.7K -10 0.00 170.85 N/A N/A 0 0 0 1 2024-04-18 $93.75 $93.00 18.9% 5.4% 11.4% 45.2% 0.0% 3.9% -3.0% -671 3.7K -10 0.00 170.85 N/A N/A 0 0 0 1 2024-04-19 $93.55 $93.00 19.0% 5.5% 10.8% 45.6% 0.0% 3.3% -3.2% -673 3.9K -10 0.00 170.99 N/A N/A 0 0 0 1 2024-04-22 $94.60 $93.00 18.9% 5.4% 11.8% 45.1% 0.0% 3.6% -3.2% -674 3.1K -9 0.00 173.94 N/A N/A 0 0 0 1 2024-04-23 $95.46 $93.00 18.9% 5.4% 12.4% 45.1% 0.0% 2.8% -3.7% -634 2.5K -8 0.00 175.37 N/A N/A 0 0 0 1 2024-04-24 $95.41 $93.00 18.8% 5.4% 12.4% 44.7% 0.0% 2.8% -3.9% -647 2.6K -8 0.00 175.86 N/A N/A 0 0 0 1 2024-04-25 $95.28 $93.00 19.5% 5.6% 11.8% 47.7% 0.0% 3.9% -4.3% -656 2.7K -8 0.00 175.93 N/A N/A 0 0 0 1 2024-04-26 $95.63 $93.00 18.8% 5.4% 11.7% 44.6% 0.0% 3.6% -4.6% -641 2.4K -7 0.00 176.94 N/A N/A 0 0 0 1 2024-04-29 $95.88 $93.00 19.4% 5.6% 11.7% 47.1% 0.0% 3.5% -4.0% -635 2.2K -7 0.00 176.88 N/A N/A 0 0 0 1 2024-04-30 $94.75 $93.00 20.2% 5.8% 12.0% 50.3% 0.0% 3.8% -4.6% -722 3.0K -7 0.00 175.80 N/A N/A 0 0 0 1
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