FEX Options History — June 2025 In June 2025, FEX traded between $105.59 and $109.75. ATM implied volatility averaged 23.5%, placing in the 14.9% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 11.4% (HV 20d: 12.1%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 11 of 20 days.
Notable Days 2025-06-11 : Largest IV drop — 47.8% change2025-06-10 : Highest IV Rank — 30.7%2025-06-04 : Largest Expected Move — 7.7%Monthly Statistics Metric Avg Min Max Open Close Price $107.30 $105.59 $109.75 $105.59 $109.75 ATM IV 23.5% 17.7% 33.9% 25.6% 24.6% Expected Move 6.0% 4.8% 7.7% 7.3% 7.1% HV 20d 12.1% 9.7% 15.0% 14.9% 9.9% HV 60d 31.4% 30.8% 32.2% 32.2% 30.8% IV Rank 14.9% 6.1% 30.7% 18.1% 16.7% IV Percentile 67.3% 38.1% 92.1% 82.9% 77.4% Term Structure -1.1% -11.0% 10.0% -9.8% -9.8% Skew 25d 8.7% 0.2% 16.6% 5.2% 0.2% Skew 10d 8.9% 1.3% 17.3% 1.6% 4.5% Call IV 25d 15.8% 8.3% 23.9% 22.0% 23.6% Put IV 25d 24.5% 22.1% 27.2% 27.2% 23.8% Bid-Ask Spread % 188.20 164.34 196.02 164.95 186.24 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 (20 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 2025-06-02 $105.59 $0.00 25.6% 7.3% 14.9% 18.1% 0.0% 5.2% -9.8% 0 0 0 0.00 164.95 N/A N/A 0 0 0 0 2025-06-03 $106.53 $0.00 26.1% 7.5% 15.0% 18.8% 0.0% 4.6% -9.6% 0 0 0 0.00 164.34 N/A N/A 0 0 0 0 2025-06-04 $106.53 $0.00 26.9% 7.7% 14.7% 20.1% 0.0% 3.5% -11.0% 0 0 0 0.00 164.59 N/A N/A 0 0 0 0 2025-06-05 $106.34 $0.00 27.9% 5.8% 14.8% 21.6% 0.0% 14.2% -3.7% 0 0 0 0.00 195.24 N/A N/A 0 0 0 0 2025-06-06 $107.25 $0.00 28.6% 4.8% 14.7% 22.7% 0.0% 13.7% 3.0% 0 0 0 0.00 193.26 N/A N/A 0 0 0 0 2025-06-09 $107.09 $0.00 32.4% 4.9% 14.6% 28.4% 0.0% 9.4% 2.4% 0 0 0 0.00 190.22 N/A N/A 0 0 0 0 2025-06-10 $107.18 $0.00 33.9% 5.0% 12.3% 30.7% 0.0% 2.0% 2.2% 0 0 0 0.00 193.24 N/A N/A 0 0 0 0 2025-06-11 $107.16 $0.00 17.7% 5.1% 11.6% 6.1% 0.0% 3.6% 2.0% 0 0 0 0.00 193.84 N/A N/A 0 0 0 0 2025-06-12 $107.23 $0.00 17.9% 5.1% 11.0% 6.5% 0.0% 14.5% 2.4% 0 0 0 0.00 193.26 N/A N/A 0 0 0 0 2025-06-13 $105.98 $0.00 18.4% 5.3% 11.6% 7.2% 0.0% 5.3% 1.8% 0 0 0 0.00 196.02 N/A N/A 0 0 0 0 2025-06-16 $107.24 $0.00 19.0% 5.4% 11.9% 8.1% 0.0% 11.1% 1.4% 0 0 0 0.00 190.72 N/A N/A 0 0 0 0 2025-06-17 $106.54 $0.00 19.4% 5.5% 12.1% 8.7% 0.0% 16.6% -0.7% 0 0 0 0.00 195.26 N/A N/A 0 0 0 0 2025-06-18 $106.84 $0.00 19.7% 5.6% 12.1% 9.1% 0.0% 15.5% 10.0% 0 0 0 0.00 194.35 N/A N/A 0 0 0 0 2025-06-20 $106.84 $0.00 20.4% 5.8% 10.2% 10.2% 0.0% 16.6% 0.8% 0 0 0 0.00 194.70 N/A N/A 0 0 0 0 2025-06-23 $107.69 $0.00 21.3% 6.1% 10.4% 11.7% 0.0% 3.4% 0.5% 0 0 0 0.00 192.43 N/A N/A 0 0 0 0 2025-06-24 $108.88 $0.00 21.6% 6.2% 10.7% 12.0% 0.0% 0.4% -0.9% 0 0 0 0.00 188.01 N/A N/A 0 0 0 0 2025-06-25 $108.06 $0.00 22.2% 6.4% 10.1% 13.0% 0.0% 15.3% -1.3% 0 0 0 0.00 192.97 N/A N/A 0 0 0 0 2025-06-26 $108.47 $0.00 22.6% 6.5% 9.7% 13.5% 0.0% 14.9% 0.3% 0 0 0 0.00 190.65 N/A N/A 0 0 0 0 2025-06-27 $108.86 $0.00 23.0% 6.6% 9.7% 14.2% 0.0% 4.5% -2.1% 0 0 0 0.00 189.81 N/A N/A 0 0 0 0 2025-06-30 $109.75 $0.00 24.6% 7.1% 9.9% 16.7% 0.0% 0.2% -9.8% 0 0 0 0.00 186.24 N/A N/A 0 0 0 0
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