FEX Options History — November 2024 In November 2024, FEX traded between $103.60 and $113.21. ATM implied volatility averaged 19.6%, placing in the 38.6% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 5.2% (HV 20d: 14.4%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-11-13 : Largest IV drop — 54.9% change2024-11-12 : Highest IV Rank — 81.1%2024-11-01 : Largest Expected Move — 6.7%Monthly Statistics Metric Avg Min Max Open Close Price $109.43 $103.60 $113.21 $103.63 $113.21 ATM IV 19.6% 14.7% 32.6% 23.3% 16.6% Expected Move 4.6% 4.2% 6.7% 6.7% 4.8% HV 20d 14.4% 9.1% 15.6% 9.6% 14.7% HV 60d 11.9% 10.3% 12.5% 10.3% 11.8% IV Rank 38.6% 22.5% 81.1% 50.8% 28.7% IV Percentile 58.8% 27.4% 97.2% 93.3% 46.8% Term Structure -2.3% -7.0% -0.8% -7.0% -3.1% Skew 25d 2.6% 0.5% 5.0% 5.0% 1.0% Skew 10d 3.7% 1.3% 9.4% 3.0% 2.8% Call IV 25d 13.6% 11.7% 18.5% 18.5% 14.6% Put IV 25d 16.2% 14.5% 23.5% 23.5% 15.6% Bid-Ask Spread % 148.89 143.10 174.30 174.30 143.95 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 (20 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 2024-11-01 $103.63 $0.00 23.3% 6.7% 9.6% 50.8% 0.0% 5.0% -7.0% 0 0 0 0.00 174.30 N/A N/A 0 0 0 0 2024-11-04 $103.60 $0.00 25.3% 4.9% 9.1% 57.3% 0.0% 4.2% -1.2% 0 0 0 0.00 152.76 N/A N/A 0 0 0 0 2024-11-05 $104.90 $0.00 25.9% 4.7% 10.0% 59.3% 0.0% 3.7% -1.3% 0 0 0 0.00 152.37 N/A N/A 0 0 0 0 2024-11-06 $108.51 $0.00 22.1% 4.2% 15.5% 46.8% 0.0% 1.3% -0.8% 0 0 0 0.00 145.62 N/A N/A 0 0 0 0 2024-11-07 $108.71 $0.00 21.9% 4.2% 15.3% 46.1% 0.0% 1.0% -2.2% 0 0 0 0.00 147.79 N/A N/A 0 0 0 0 2024-11-08 $109.59 $0.00 22.6% 4.2% 15.0% 48.3% 0.0% 0.5% -1.5% 0 0 0 0.00 146.95 N/A N/A 0 0 0 0 2024-11-11 $110.54 $0.00 28.8% 4.2% 15.1% 68.6% 0.0% 0.6% -1.4% 0 0 0 0.00 145.23 N/A N/A 0 0 0 0 2024-11-12 $109.91 $0.00 32.6% 4.3% 15.2% 81.1% 0.0% 2.6% -1.7% 0 0 0 0.00 148.27 N/A N/A 0 0 0 0 2024-11-13 $110.04 $0.00 14.7% 4.2% 15.0% 22.5% 0.0% 2.6% -2.1% 0 0 0 0.00 148.06 N/A N/A 0 0 0 0 2024-11-14 $109.10 $0.00 15.0% 4.3% 15.4% 23.6% 0.0% 2.9% -2.1% 0 0 0 0.00 150.78 N/A N/A 0 0 0 0 2024-11-15 $108.50 $0.00 15.9% 4.6% 15.6% 26.4% 0.0% 3.2% -2.2% 0 0 0 0.00 151.31 N/A N/A 0 0 0 0 2024-11-18 $109.13 $0.00 15.8% 4.5% 15.3% 26.0% 0.0% 3.4% -2.0% 0 0 0 0.00 149.74 N/A N/A 0 0 0 0 2024-11-19 $109.19 $0.00 16.4% 4.7% 15.3% 28.1% 0.0% 3.2% -2.5% 0 0 0 0.00 149.67 N/A N/A 0 0 0 0 2024-11-20 $109.51 $0.00 16.1% 4.6% 15.1% 27.2% 0.0% 3.5% -2.1% 0 0 0 0.00 148.55 N/A N/A 0 0 0 0 2024-11-21 $111.00 $0.00 16.3% 4.7% 15.6% 27.7% 0.0% 2.7% -1.9% 0 0 0 0.00 145.55 N/A N/A 0 0 0 0 2024-11-22 $111.83 $0.00 15.6% 4.5% 15.4% 25.5% 0.0% 1.9% -2.1% 0 0 0 0.00 143.72 N/A N/A 0 0 0 0 2024-11-25 $112.68 $0.00 16.2% 4.6% 15.4% 27.2% 0.0% 2.0% -2.6% 0 0 0 0.00 143.10 N/A N/A 0 0 0 0 2024-11-26 $112.58 $0.00 15.6% 4.5% 15.1% 25.5% 0.0% 3.6% -2.5% 0 0 0 0.00 145.03 N/A N/A 0 0 0 0 2024-11-27 $112.54 $0.00 15.7% 4.5% 15.1% 25.8% 0.0% 4.0% -2.5% 0 0 0 0.00 145.07 N/A N/A 0 0 0 0 2024-11-29 $113.21 $0.00 16.6% 4.8% 14.7% 28.7% 0.0% 1.0% -3.1% 0 0 0 0.00 143.95 N/A N/A 0 0 0 0
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