FEX Options History — May 2025 In May 2025, FEX traded between $100.77 and $106.65. ATM implied volatility averaged 30.0%, placing in the 24.9% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 5.4% (HV 20d: 24.7%). Max pain ranged from $90.00 to $90.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 11 of 21 days.
Notable Days 2025-05-14 : Largest IV drop — 65.5% change2025-05-13 : Highest IV Rank — 73.1%2025-05-02 : Largest Expected Move — 8.6%Monthly Statistics Metric Avg Min Max Open Close Price $104.12 $100.77 $106.65 $100.77 $105.15 Max Pain $90.00 $90.00 $90.00 $90.00 $90.00 ATM IV 30.0% 20.4% 61.9% 29.4% 23.8% Expected Move 6.5% 4.9% 8.6% 8.4% 6.8% HV 20d 24.7% 14.2% 50.8% 50.8% 15.4% HV 60d 32.2% 31.7% 32.5% 31.7% 32.4% IV Rank 24.9% 10.3% 73.1% 23.9% 15.5% IV Percentile 81.0% 59.9% 99.2% 89.7% 78.2% Term Structure -0.7% -5.7% 4.3% -4.4% 0.5% Skew 25d 6.7% 4.3% 11.0% 9.4% 5.7% Skew 10d 4.2% 1.7% 12.2% 10.5% 2.0% Call IV 25d 19.5% 17.3% 26.3% 26.3% 20.7% Put IV 25d 26.2% 21.8% 35.7% 35.7% 26.4% Bid-Ask Spread % 165.25 163.40 174.99 174.99 165.08 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 47 0 169 169 0 Net DEX -5.7K -10.6K 0 -9.4K 0 Net VEX -1 -3 0 -3 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0.571 0 1 1 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 2025-05-01 $100.77 $90.00 29.4% 8.4% 50.8% 23.9% 0.0% 9.4% -4.4% 169 -9.4K -3 0.00 174.99 N/A N/A 0 0 1 0 2025-05-02 $102.09 $90.00 30.1% 8.6% 47.5% 24.9% 0.0% 7.8% -4.1% 130 -9.7K -2 0.00 172.48 N/A N/A 0 0 1 0 2025-05-05 $101.79 $0.00 34.0% 7.3% 42.9% 30.8% 0.0% 6.3% -5.4% 132 -9.7K -2 0.00 163.66 N/A N/A 0 0 1 0 2025-05-06 $101.23 $0.00 35.9% 7.6% 42.1% 33.7% 0.0% 5.9% -5.4% 140 -9.6K -2 0.00 163.59 N/A N/A 0 0 1 0 2025-05-07 $101.58 $0.00 37.6% 6.1% 40.7% 36.3% 0.0% 5.4% 3.1% 123 -9.7K -1 0.00 163.94 N/A N/A 0 0 1 0 2025-05-08 $102.64 $0.00 39.5% 4.9% 27.3% 39.1% 0.0% 6.1% 3.8% 92 -10.0K -1 0.00 164.88 N/A N/A 0 0 1 0 2025-05-09 $102.25 $0.00 42.5% 6.4% 21.9% 43.7% 0.0% 6.3% -5.2% 98 -9.9K -1 0.00 164.56 N/A N/A 0 0 1 0 2025-05-12 $104.67 $0.00 54.7% 5.0% 21.7% 62.2% 0.0% 5.9% 1.3% 27 -10.4K 0 0.00 164.55 N/A N/A 0 0 1 0 2025-05-13 $105.89 $0.00 61.9% 5.9% 21.5% 73.1% 0.0% 4.3% 0.9% 12 -10.6K 0 0.00 163.91 N/A N/A 0 0 1 0 2025-05-14 $104.86 $0.00 21.4% 6.1% 21.8% 11.7% 0.0% 5.3% -5.7% 15 -10.5K 0 0.00 164.51 N/A N/A 0 0 1 0 2025-05-15 $105.67 $0.00 20.9% 6.0% 20.4% 11.0% 0.0% 5.8% 2.5% 11 -10.5K 0 0.00 164.07 N/A N/A 0 0 1 0 2025-05-16 $106.65 $0.00 20.8% 6.0% 20.2% 10.9% 0.0% 6.6% 2.6% 29 -10.6K 0 0.00 163.40 N/A N/A 0 0 1 0 2025-05-19 $106.59 $0.00 21.8% 6.2% 16.4% 12.3% 0.0% 6.0% 2.0% 0 0 0 0.00 163.68 N/A N/A 0 0 0 0 2025-05-20 $106.31 $0.00 23.1% 6.6% 14.2% 14.3% 0.0% 6.2% -3.5% 0 0 0 0.00 163.96 N/A N/A 0 0 0 0 2025-05-21 $104.48 $0.00 24.1% 6.9% 16.1% 15.8% 0.0% 8.0% -4.1% 0 0 0 0.00 164.69 N/A N/A 0 0 0 0 2025-05-22 $104.41 $0.00 20.4% 5.9% 15.0% 10.3% 0.0% 11.0% 4.3% 0 0 0 0.00 165.12 N/A N/A 0 0 0 0 2025-05-23 $104.01 $0.00 20.9% 6.0% 15.1% 11.0% 0.0% 9.2% 3.1% 0 0 0 0.00 164.60 N/A N/A 0 0 0 0 2025-05-27 $105.62 $0.00 22.1% 6.3% 15.7% 12.9% 0.0% 6.9% -0.1% 0 0 0 0.00 164.37 N/A N/A 0 0 0 0 2025-05-28 $104.88 $0.00 22.8% 6.5% 16.1% 13.9% 0.0% 5.7% 0.0% 0 0 0 0.00 164.93 N/A N/A 0 0 0 0 2025-05-29 $105.00 $0.00 23.3% 6.7% 15.7% 14.7% 0.0% 6.4% -0.1% 0 0 0 0.00 165.27 N/A N/A 0 0 0 0 2025-05-30 $105.15 $0.00 23.8% 6.8% 15.4% 15.5% 0.0% 5.7% 0.5% 0 0 0 0.00 165.08 N/A N/A 0 0 0 0
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