FEX Options History — December 2024 In December 2024, FEX traded between $103.76 and $112.22. ATM implied volatility averaged 17.1%, placing in the 30.5% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 4.4% (HV 20d: 12.8%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2024-12-11 : Largest IV drop — 35.5% change2024-12-10 : Highest IV Rank — 43.6%2024-12-31 : Largest Expected Move — 5.7%Monthly Statistics Metric Avg Min Max Open Close Price $107.82 $103.76 $112.22 $112.22 $104.18 ATM IV 17.1% 13.6% 21.1% 17.1% 19.8% Expected Move 4.6% 3.8% 5.7% 4.9% 5.7% HV 20d 12.8% 9.6% 15.2% 15.1% 14.2% HV 60d 12.6% 11.5% 14.0% 11.7% 13.9% IV Rank 30.5% 19.0% 43.6% 30.5% 39.1% IV Percentile 50.4% 18.3% 82.9% 54.4% 73.8% Term Structure -2.2% -4.8% -0.3% -3.3% -4.8% Skew 25d 3.5% 0.6% 5.6% 3.8% 3.5% Skew 10d 2.2% -2.6% 6.8% 5.4% 0.1% Call IV 25d 12.7% 8.5% 17.5% 12.6% 14.6% Put IV 25d 16.3% 13.8% 18.6% 16.5% 18.2% Bid-Ask Spread % 166.27 145.67 180.15 145.67 162.23 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 (21 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 2024-12-02 $112.22 $0.00 17.1% 4.9% 15.1% 30.5% 0.0% 3.8% -3.3% 0 0 0 0.00 145.67 N/A N/A 0 0 0 0 2024-12-03 $112.01 $0.00 17.4% 5.0% 15.2% 31.3% 0.0% 2.8% -4.0% 0 0 0 0.00 146.07 N/A N/A 0 0 0 0 2024-12-04 $111.68 $0.00 17.4% 5.0% 15.0% 31.3% 0.0% 3.0% -3.9% 0 0 0 0.00 146.63 N/A N/A 0 0 0 0 2024-12-05 $111.86 $0.00 17.5% 3.8% 9.6% 31.8% 0.0% 5.6% -0.3% 0 0 0 0.00 179.34 N/A N/A 0 0 0 0 2024-12-06 $111.43 $0.00 18.4% 4.0% 9.8% 34.6% 0.0% 4.0% -0.5% 0 0 0 0.00 180.15 N/A N/A 0 0 0 0 2024-12-09 $110.14 $0.00 20.0% 4.1% 10.5% 39.8% 0.0% 4.3% -1.3% 0 0 0 0.00 179.94 N/A N/A 0 0 0 0 2024-12-10 $109.13 $0.00 21.1% 4.0% 10.5% 43.6% 0.0% 3.2% -0.8% 0 0 0 0.00 178.12 N/A N/A 0 0 0 0 2024-12-11 $109.57 $0.00 13.6% 3.9% 10.4% 19.0% 0.0% 3.3% -0.3% 0 0 0 0.00 180.15 N/A N/A 0 0 0 0 2024-12-12 $109.09 $0.00 14.1% 4.0% 10.5% 20.6% 0.0% 1.0% -1.2% 0 0 0 0.00 178.68 N/A N/A 0 0 0 0 2024-12-13 $108.26 $0.00 14.1% 4.1% 10.4% 20.7% 0.0% 0.6% -0.9% 0 0 0 0.00 175.34 N/A N/A 0 0 0 0 2024-12-16 $107.98 $0.00 14.7% 4.2% 10.3% 22.4% 0.0% 3.1% -1.8% 0 0 0 0.00 174.82 N/A N/A 0 0 0 0 2024-12-17 $107.06 $0.00 15.0% 4.3% 10.4% 23.6% 0.0% 3.5% -1.5% 0 0 0 0.00 172.16 N/A N/A 0 0 0 0 2024-12-18 $103.76 $0.00 18.5% 5.3% 15.0% 34.9% 0.0% 0.8% -1.8% 0 0 0 0.00 152.74 N/A N/A 0 0 0 0 2024-12-19 $103.83 $0.00 17.7% 5.1% 14.9% 32.4% 0.0% 3.4% -2.4% 0 0 0 0.00 154.76 N/A N/A 0 0 0 0 2024-12-20 $105.12 $0.00 17.8% 5.1% 14.7% 32.6% 0.0% 5.3% -2.4% 0 0 0 0.00 162.44 N/A N/A 0 0 0 0 2024-12-23 $105.12 $0.00 17.3% 5.0% 14.3% 30.9% 0.0% 4.5% -2.4% 0 0 0 0.00 163.38 N/A N/A 0 0 0 0 2024-12-24 $105.92 $0.00 15.8% 4.5% 14.3% 26.2% 0.0% 4.6% -2.3% 0 0 0 0.00 165.53 N/A N/A 0 0 0 0 2024-12-26 $106.21 $0.00 16.1% 4.6% 14.4% 26.9% 0.0% 4.0% -2.6% 0 0 0 0.00 165.98 N/A N/A 0 0 0 0 2024-12-27 $104.97 $0.00 17.6% 5.1% 14.7% 32.1% 0.0% 4.5% -3.8% 0 0 0 0.00 163.46 N/A N/A 0 0 0 0 2024-12-30 $104.59 $0.00 18.8% 5.4% 14.3% 35.9% 0.0% 5.1% -4.7% 0 0 0 0.00 164.12 N/A N/A 0 0 0 0 2024-12-31 $104.18 $0.00 19.8% 5.7% 14.2% 39.1% 0.0% 3.5% -4.8% 0 0 0 0.00 162.23 N/A N/A 0 0 0 0
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