FEX Options History — October 2024 In October 2024, FEX traded between $103.23 and $106.53. ATM implied volatility averaged 19.3%, placing in the 37.5% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 9.9% (HV 20d: 9.4%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days.
Notable Days 2024-10-09 : Largest IV drop — 25.5% change2024-10-31 : Highest IV Rank — 51.0%2024-10-31 : Largest Expected Move — 6.7%Monthly Statistics Metric Avg Min Max Open Close Price $104.87 $103.23 $106.53 $103.75 $104.10 ATM IV 19.3% 16.7% 23.4% 19.5% 23.4% Expected Move 5.3% 4.7% 6.7% 5.6% 6.7% HV 20d 9.4% 8.8% 10.2% 9.9% 10.2% HV 60d 13.5% 10.7% 14.3% 14.2% 10.7% IV Rank 37.5% 29.2% 51.0% 38.3% 51.0% IV Percentile 71.9% 50.8% 93.7% 79.8% 93.7% Term Structure -2.9% -7.2% -0.9% -3.6% -7.2% Skew 25d 4.0% 1.6% 6.5% 4.9% 5.4% Skew 10d 5.0% 2.2% 8.8% 6.1% 6.6% Call IV 25d 14.9% 11.9% 18.0% 14.5% 18.0% Put IV 25d 18.9% 17.0% 23.4% 19.5% 23.4% Bid-Ask Spread % 173.34 167.49 177.67 171.76 174.00 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (23 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 2024-10-01 $103.75 $0.00 19.5% 5.6% 9.9% 38.3% 0.0% 4.9% -3.6% 0 0 0 0.00 171.76 N/A N/A 0 0 0 0 2024-10-02 $103.63 $0.00 19.8% 5.7% 10.0% 39.3% 0.0% 5.8% -2.9% 0 0 0 0.00 172.98 N/A N/A 0 0 0 0 2024-10-03 $103.23 $0.00 21.5% 5.0% 9.7% 44.8% 0.0% 4.2% -1.8% 0 0 0 0.00 168.21 N/A N/A 0 0 0 0 2024-10-04 $104.33 $0.00 20.2% 4.7% 8.8% 40.5% 0.0% 2.6% -1.4% 0 0 0 0.00 173.13 N/A N/A 0 0 0 0 2024-10-07 $103.44 $0.00 23.3% 5.1% 9.3% 50.7% 0.0% 4.2% -2.4% 0 0 0 0.00 167.49 N/A N/A 0 0 0 0 2024-10-08 $103.89 $0.00 22.9% 4.8% 9.1% 49.4% 0.0% 3.3% -0.9% 0 0 0 0.00 175.37 N/A N/A 0 0 0 0 2024-10-09 $104.48 $0.00 17.1% 4.9% 9.2% 30.3% 0.0% 2.8% -1.6% 0 0 0 0.00 174.42 N/A N/A 0 0 0 0 2024-10-10 $104.11 $0.00 17.0% 4.9% 8.9% 30.1% 0.0% 4.0% -1.8% 0 0 0 0.00 172.36 N/A N/A 0 0 0 0 2024-10-11 $105.43 $0.00 17.2% 4.9% 9.4% 30.7% 0.0% 2.3% -1.8% 0 0 0 0.00 172.67 N/A N/A 0 0 0 0 2024-10-14 $106.06 $0.00 16.9% 4.8% 9.2% 29.8% 0.0% 1.6% -1.9% 0 0 0 0.00 172.33 N/A N/A 0 0 0 0 2024-10-15 $105.62 $0.00 17.0% 4.9% 9.4% 30.1% 0.0% 3.1% -2.4% 0 0 0 0.00 171.33 N/A N/A 0 0 0 0 2024-10-16 $106.53 $0.00 16.7% 4.8% 9.7% 29.2% 0.0% 2.4% -2.0% 0 0 0 0.00 170.23 N/A N/A 0 0 0 0 2024-10-17 $106.41 $0.00 17.5% 5.0% 8.8% 31.6% 0.0% 2.3% -2.2% 0 0 0 0.00 171.85 N/A N/A 0 0 0 0 2024-10-18 $106.47 $0.00 16.9% 4.9% 8.8% 29.8% 0.0% 3.3% -2.0% 0 0 0 0.00 173.23 N/A N/A 0 0 0 0 2024-10-21 $105.66 $0.00 17.4% 5.0% 9.3% 31.2% 0.0% 6.5% -2.5% 0 0 0 0.00 173.57 N/A N/A 0 0 0 0 2024-10-22 $105.41 $0.00 18.2% 5.2% 9.3% 34.1% 0.0% 4.9% -2.8% 0 0 0 0.00 175.40 N/A N/A 0 0 0 0 2024-10-23 $104.96 $0.00 19.2% 5.5% 9.2% 37.3% 0.0% 5.0% -3.1% 0 0 0 0.00 175.06 N/A N/A 0 0 0 0 2024-10-24 $105.12 $0.00 18.9% 5.4% 9.2% 36.2% 0.0% 4.4% -3.0% 0 0 0 0.00 177.67 N/A N/A 0 0 0 0 2024-10-25 $104.50 $0.00 20.2% 5.8% 9.4% 40.4% 0.0% 5.1% -4.0% 0 0 0 0.00 175.59 N/A N/A 0 0 0 0 2024-10-28 $105.33 $0.00 20.6% 5.9% 9.8% 41.7% 0.0% 5.5% -4.3% 0 0 0 0.00 175.67 N/A N/A 0 0 0 0 2024-10-29 $104.76 $0.00 21.0% 6.0% 10.0% 43.1% 0.0% 4.2% -5.1% 0 0 0 0.00 176.34 N/A N/A 0 0 0 0 2024-10-30 $104.76 $0.00 21.1% 6.0% 10.0% 43.3% 0.0% 4.5% -4.9% 0 0 0 0.00 176.09 N/A N/A 0 0 0 0 2024-10-31 $104.10 $0.00 23.4% 6.7% 10.2% 51.0% 0.0% 5.4% -7.2% 0 0 0 0.00 174.00 N/A N/A 0 0 0 0
« Sep 2024 | All History | Nov 2024 » Home FEX History October 2024