FEX Options History — February 2025 In February 2025, FEX traded between $105.58 and $109.68. ATM implied volatility averaged 17.8%, placing in the 26.4% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 8.4% (HV 20d: 9.4%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 1 of 19 days.
Notable Days 2025-02-12 : Largest IV drop — 24.7% change2025-02-28 : Highest IV Rank — 46.2%2025-02-28 : Largest Expected Move — 6.8%Monthly Statistics Metric Avg Min Max Open Close Price $108.06 $105.58 $109.68 $108.15 $106.38 ATM IV 17.8% 14.4% 23.6% 19.3% 23.6% Expected Move 4.8% 4.1% 6.8% 5.5% 6.8% HV 20d 9.4% 7.0% 11.2% 11.2% 10.3% HV 60d 12.5% 12.1% 14.3% 14.3% 12.4% IV Rank 26.4% 14.1% 46.2% 33.3% 46.2% IV Percentile 48.8% 9.5% 91.3% 68.3% 91.3% Term Structure -1.5% -4.0% 10.8% -4.0% 10.8% Skew 25d 4.1% -0.1% 10.4% 4.7% -0.1% Skew 10d 4.4% 1.7% 15.9% 8.8% 6.3% Call IV 25d 14.0% 11.3% 36.5% 14.7% 36.5% Put IV 25d 18.1% 14.4% 36.5% 19.4% 36.5% Bid-Ask Spread % 154.03 148.35 173.88 170.67 173.88 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 (19 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 2025-02-03 $108.15 $0.00 19.3% 5.5% 11.2% 33.3% 0.0% 4.7% -4.0% 0 0 0 0.00 170.67 N/A N/A 0 0 0 0 2025-02-04 $108.49 $0.00 19.2% 5.5% 10.8% 33.1% 0.0% 3.3% -3.9% 0 0 0 0.00 172.23 N/A N/A 0 0 0 0 2025-02-05 $109.04 $0.00 18.4% 5.3% 10.8% 30.1% 0.0% 5.1% -3.6% 0 0 0 0.00 171.27 N/A N/A 0 0 0 0 2025-02-06 $108.68 $0.00 18.1% 4.1% 10.5% 27.1% 0.0% 3.1% -0.4% 0 0 0 0.00 148.47 N/A N/A 0 0 0 0 2025-02-07 $108.33 $0.00 19.1% 4.3% 10.6% 30.6% 0.0% 3.4% -1.6% 0 0 0 0.00 148.53 N/A N/A 0 0 0 0 2025-02-10 $108.85 $0.00 19.5% 4.2% 9.3% 31.9% 0.0% 3.5% -1.0% 0 0 0 0.00 148.80 N/A N/A 0 0 0 0 2025-02-11 $108.60 $0.00 20.3% 4.1% 9.3% 34.7% 0.0% 3.2% -0.3% 0 0 0 0.00 149.17 N/A N/A 0 0 0 0 2025-02-12 $107.82 $0.00 15.3% 4.4% 9.3% 17.1% 0.0% 3.7% -1.6% 0 0 0 0.00 149.49 N/A N/A 0 0 0 0 2025-02-13 $108.94 $0.00 14.4% 4.1% 8.2% 14.1% 0.0% 3.3% -0.7% 0 0 0 0.00 149.18 N/A N/A 0 0 0 0 2025-02-14 $109.20 $0.00 14.8% 4.2% 7.9% 15.3% 0.0% 3.1% -1.9% 0 0 0 0.00 149.29 N/A N/A 0 0 0 0 2025-02-18 $109.68 $0.00 14.8% 4.3% 7.7% 15.6% 0.0% 3.8% -1.1% 0 0 0 0.00 148.60 N/A N/A 0 0 0 0 2025-02-19 $109.66 $0.00 14.9% 4.3% 7.0% 15.7% 0.0% 3.6% -1.8% 0 0 0 0.00 148.88 N/A N/A 0 0 0 0 2025-02-20 $108.84 $0.00 15.1% 4.3% 7.5% 16.4% 0.0% 4.2% -1.7% 0 0 0 0.00 149.65 N/A N/A 0 0 0 0 2025-02-21 $106.97 $0.00 16.9% 4.8% 9.5% 22.8% 0.0% 10.4% -2.0% 0 0 0 0.00 150.38 N/A N/A 0 0 0 0 2025-02-24 $106.94 $0.00 17.9% 5.1% 9.6% 26.2% 0.0% 5.0% -2.8% 0 0 0 0.00 150.15 N/A N/A 0 0 0 0 2025-02-25 $106.42 $0.00 18.6% 5.3% 9.5% 28.6% 0.0% 5.0% -3.1% 0 0 0 0.00 149.26 N/A N/A 0 0 0 0 2025-02-26 $106.55 $0.00 18.7% 5.4% 9.5% 29.0% 0.0% 5.5% -3.0% 0 0 0 0.00 150.34 N/A N/A 0 0 0 0 2025-02-27 $105.58 $0.00 20.0% 5.7% 9.9% 33.7% 0.0% 4.7% -3.8% 0 0 0 0.00 148.35 N/A N/A 0 0 0 0 2025-02-28 $106.38 $0.00 23.6% 6.8% 10.3% 46.2% 0.0% -0.1% 10.8% 0 0 0 0.00 173.88 N/A N/A 0 0 0 0
« Jan 2025 | All History | Mar 2025 » Home FEX History February 2025