FEX Options History — April 2025 In April 2025, FEX traded between $89.25 and $103.56. ATM implied volatility averaged 36.3%, placing in the 40.6% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded below realized volatility by 7.0% (HV 20d: 43.3%). Max pain ranged from $90.00 to $90.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2025-04-01 : Highest Volume — 8 contracts2025-04-07 : Largest IV spike — 120.2% change2025-04-03 : Highest IV Rank — 100.0%2025-04-08 : Largest Expected Move — 14.3%Monthly Statistics Metric Avg Min Max Open Close Price $97.08 $89.25 $103.56 $102.56 $99.72 Max Pain $90.00 $90.00 $90.00 $90.00 $90.00 ATM IV 36.3% 24.2% 79.6% 27.9% 28.7% Expected Move 9.1% 4.8% 14.3% 4.8% 8.2% HV 20d 43.3% 20.0% 51.2% 20.0% 50.8% HV 60d 27.1% 14.7% 31.7% 14.7% 31.7% IV Rank 40.6% 16.0% 100.0% 56.4% 22.9% IV Percentile 93.0% 83.7% 100.0% 94.0% 89.3% Term Structure -3.3% -13.2% 15.7% -12.1% -3.0% VWIV 39.7% 39.7% 39.7% 39.7% 39.7% Skew 25d 6.9% -5.5% 17.4% 8.5% 8.2% Skew 10d 7.0% -4.3% 22.9% 0.4% 9.0% Call IV 25d 28.6% 19.1% 37.2% 23.9% 27.1% Put IV 25d 35.5% 24.6% 50.5% 32.4% 35.3% Bid-Ask Spread % 176.24 160.81 195.79 193.92 177.22 Gamma HHI 0.94 0.76 1.00 1.00 1.00 Net GEX 1.7K 0 4.8K 0 205 Net DEX -16.7K -50.8K 0 0 -9.0K Net VEX -23 -64 0 0 -4 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.429 0 8 8 0 Total OI 5.333 0 9 0 1
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 2025-04-01 $102.56 $0.00 27.9% 4.8% 20.0% 56.4% 0.0% 8.5% -12.1% 0 0 0 0.00 193.92 N/A N/A 8 0 0 0 2025-04-02 $103.56 $0.00 28.5% 5.8% 20.3% 58.9% 0.0% 3.5% -3.0% 4.8K -50.8K -64 0.00 194.90 N/A N/A 0 0 8 0 2025-04-03 $98.41 $0.00 54.4% 10.2% 26.6% 100.0% 0.0% 16.3% -11.0% 3.2K -29.6K -59 0.00 195.79 N/A N/A 0 0 8 0 2025-04-04 $93.33 $0.00 36.1% 8.7% 31.9% 55.2% 0.0% 7.9% 15.7% 1.7K -5.0K -19 0.00 168.53 N/A N/A 0 0 8 0 2025-04-07 $91.39 $0.00 79.6% 12.4% 32.1% 100.0% 39.7% 13.4% -5.2% 1.7K -15.5K -36 0.00 164.27 N/A N/A 1 0 8 0 2025-04-08 $89.25 $90.00 66.4% 14.3% 32.8% 79.9% 0.0% 17.4% -2.3% 1.6K -19.2K -42 0.00 160.81 N/A N/A 0 0 9 0 2025-04-09 $97.43 $90.00 29.6% 8.5% 46.8% 24.3% 0.0% -5.5% 6.7% 3.8K -30.2K -50 0.00 173.63 N/A N/A 0 0 9 0 2025-04-10 $93.45 $90.00 45.4% 13.0% 48.7% 48.1% 0.0% 3.5% -10.4% 2.4K -20.6K -39 0.00 168.99 N/A N/A 0 0 9 0 2025-04-11 $95.84 $90.00 37.9% 10.9% 49.0% 36.7% 0.0% -2.3% -5.9% 3.2K -25.7K -40 0.00 168.76 N/A N/A 0 0 9 0 2025-04-14 $97.31 $90.00 32.3% 9.2% 48.8% 28.2% 0.0% 0.9% -13.2% 3.7K -30.2K -31 0.00 176.78 N/A N/A 0 0 9 0 2025-04-15 $96.88 $90.00 40.7% 11.7% 48.8% 41.0% 0.0% 6.2% -11.4% 3.6K -27.7K -27 0.00 177.08 N/A N/A 0 0 9 0 2025-04-16 $95.23 $90.00 33.6% 9.6% 48.6% 30.2% 0.0% 6.4% -13.2% 3.0K -21.5K -20 0.00 177.89 N/A N/A 0 0 9 0 2025-04-17 $96.56 $90.00 32.3% 9.3% 49.0% 28.2% 0.0% 7.1% 9.4% 261 -7.1K -9 0.00 178.68 N/A N/A 0 0 9 0 2025-04-21 $93.98 $90.00 30.9% 8.8% 49.7% 26.1% 0.0% 6.1% -7.9% 377 -6.8K -8 0.00 169.43 N/A N/A 0 0 1 0 2025-04-22 $96.78 $90.00 24.2% 6.9% 50.4% 16.0% 0.0% 7.6% 3.5% 297 -8.0K -6 0.00 175.31 N/A N/A 0 0 1 0 2025-04-23 $97.71 $90.00 29.6% 8.5% 50.6% 24.2% 0.0% 3.5% -8.1% 267 -8.3K -6 0.00 175.73 N/A N/A 0 0 1 0 2025-04-24 $99.62 $90.00 24.5% 7.0% 51.2% 16.5% 0.0% 9.0% 0.7% 208 -9.0K -4 0.00 175.09 N/A N/A 0 0 1 0 2025-04-25 $99.34 $90.00 25.2% 7.2% 51.2% 17.6% 0.0% 9.2% 1.8% 214 -8.9K -4 0.00 176.06 N/A N/A 0 0 1 0 2025-04-28 $99.83 $90.00 27.1% 7.8% 50.8% 20.4% 0.0% 9.9% -1.3% 201 -9.1K -4 0.00 176.67 N/A N/A 0 0 1 0 2025-04-29 $100.45 $90.00 27.7% 8.0% 50.8% 21.4% 0.0% 8.3% 0.5% 178 -9.3K -3 0.00 175.42 N/A N/A 0 0 1 0 2025-04-30 $99.72 $90.00 28.7% 8.2% 50.8% 22.9% 0.0% 8.2% -3.0% 205 -9.0K -4 0.00 177.22 N/A N/A 0 0 1 0
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