FEX Options History — March 2025 In March 2025, FEX traded between $99.26 and $105.06. ATM implied volatility averaged 22.7%, placing in the 37.5% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 6.6% (HV 20d: 16.1%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 6 of 21 days.
Notable Days 2025-03-11 : Largest IV drop — 39.1% change2025-03-10 : Highest IV Rank — 69.4%2025-03-11 : Largest Expected Move — 12.9%Monthly Statistics Metric Avg Min Max Open Close Price $102.83 $99.26 $105.06 $105.06 $102.53 ATM IV 22.7% 18.7% 30.7% 22.6% 27.1% Expected Move 6.8% 4.2% 12.9% 6.5% 5.8% HV 20d 16.1% 11.0% 20.2% 11.0% 20.2% HV 60d 13.8% 12.5% 14.9% 12.5% 14.7% IV Rank 37.5% 23.3% 69.4% 42.6% 53.1% IV Percentile 81.7% 57.9% 95.6% 86.5% 94.0% Term Structure -3.5% -11.5% 2.9% -3.8% -11.5% Skew 25d 5.8% -0.3% 10.6% 5.8% 10.6% Skew 10d 2.7% -1.6% 6.0% 6.0% 0.4% Call IV 25d 19.7% 14.4% 23.7% 19.3% 23.7% Put IV 25d 25.5% 18.2% 34.3% 25.1% 34.3% Bid-Ask Spread % 173.84 147.09 199.30 147.94 193.30 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 2025-03-03 $105.06 $0.00 22.6% 6.5% 11.0% 42.6% 0.0% 5.8% -3.8% 0 0 0 0.00 147.94 N/A N/A 0 0 0 0 2025-03-04 $104.13 $0.00 23.5% 6.7% 11.3% 46.0% 0.0% 4.2% -4.8% 0 0 0 0.00 150.34 N/A N/A 0 0 0 0 2025-03-05 $104.51 $0.00 22.3% 6.4% 11.3% 41.6% 0.0% 3.8% -0.5% 0 0 0 0.00 149.50 N/A N/A 0 0 0 0 2025-03-06 $102.73 $0.00 24.9% 7.1% 12.2% 47.8% 0.0% 4.2% -1.4% 0 0 0 0.00 147.09 N/A N/A 0 0 0 0 2025-03-07 $103.33 $0.00 25.4% 7.3% 12.6% 49.7% 0.0% 4.3% -1.3% 0 0 0 0.00 150.28 N/A N/A 0 0 0 0 2025-03-10 $101.49 $0.00 30.7% 8.8% 13.7% 69.4% 0.0% 3.9% -2.6% 0 0 0 0.00 147.32 N/A N/A 0 0 0 0 2025-03-11 $101.08 $0.00 18.7% 12.9% 13.4% 24.7% 0.0% 8.2% 1.9% 0 0 0 0.00 171.54 N/A N/A 0 0 0 0 2025-03-12 $100.81 $0.00 19.1% 10.9% 13.4% 25.9% 0.0% 3.6% 2.0% 0 0 0 0.00 171.23 N/A N/A 0 0 0 0 2025-03-13 $99.26 $0.00 19.7% 11.7% 14.0% 23.8% 0.0% -0.3% 2.7% 0 0 0 0.00 169.93 N/A N/A 0 0 0 0 2025-03-14 $101.34 $0.00 19.5% 12.3% 15.8% 23.3% 0.0% 6.8% 2.9% 0 0 0 0.00 172.09 N/A N/A 0 0 0 0 2025-03-17 $103.22 $0.00 20.1% 5.9% 17.5% 25.4% 0.0% 7.0% 1.4% 0 0 0 0.00 175.20 N/A N/A 0 0 0 0 2025-03-18 $102.19 $0.00 20.6% 4.8% 17.5% 27.6% 0.0% 7.1% 0.8% 0 0 0 0.00 173.74 N/A N/A 0 0 0 0 2025-03-19 $103.70 $0.00 20.6% 4.5% 18.6% 27.5% 0.0% 7.6% -9.3% 0 0 0 0.00 173.68 N/A N/A 0 0 0 0 2025-03-20 $103.26 $0.00 21.1% 4.2% 18.5% 29.5% 0.0% 7.4% -6.7% 0 0 0 0.00 199.30 N/A N/A 0 0 0 0 2025-03-21 $102.43 $0.00 21.7% 4.3% 17.9% 31.8% 0.0% 6.8% -6.9% 0 0 0 0.00 193.88 N/A N/A 0 0 0 0 2025-03-24 $104.59 $0.00 22.4% 4.3% 19.6% 34.6% 0.0% 5.8% -8.2% 0 0 0 0.00 194.24 N/A N/A 0 0 0 0 2025-03-25 $104.44 $0.00 23.0% 4.4% 19.6% 37.1% 0.0% 5.4% -8.0% 0 0 0 0.00 194.89 N/A N/A 0 0 0 0 2025-03-26 $104.05 $0.00 23.6% 4.5% 19.6% 39.4% 0.0% 7.0% -8.7% 0 0 0 0.00 195.82 N/A N/A 0 0 0 0 2025-03-27 $103.60 $0.00 24.1% 4.5% 19.4% 41.5% 0.0% 5.5% -9.2% 0 0 0 0.00 191.67 N/A N/A 0 0 0 0 2025-03-28 $101.58 $0.00 25.2% 5.8% 20.2% 45.7% 0.0% 7.5% -1.7% 0 0 0 0.00 187.71 N/A N/A 0 0 0 0 2025-03-31 $102.53 $0.00 27.1% 5.8% 20.2% 53.1% 0.0% 10.6% -11.5% 0 0 0 0.00 193.30 N/A N/A 0 0 0 0
« Feb 2025 | All History | Apr 2025 » Home FEX History March 2025