FEX Options History — July 2025 In July 2025, FEX traded between $110.18 and $113.55. ATM implied volatility averaged 22.5%, placing in the 13.4% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 12.6% (HV 20d: 9.9%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 12 of 22 days.
Notable Days 2025-07-09 : Largest IV drop — 48.3% change2025-07-08 : Highest IV Rank — 28.9%2025-07-31 : Largest Expected Move — 7.6%Monthly Statistics Metric Avg Min Max Open Close Price $111.65 $110.18 $113.55 $110.72 $112.02 ATM IV 22.5% 16.9% 32.7% 25.1% 26.5% Expected Move 5.9% 4.5% 7.6% 7.2% 7.6% HV 20d 9.9% 8.9% 10.8% 10.2% 9.2% HV 60d 15.9% 11.5% 28.8% 28.8% 11.5% IV Rank 13.4% 5.0% 28.9% 17.4% 19.5% IV Percentile 59.6% 20.2% 90.9% 77.8% 80.6% Term Structure -2.6% -11.9% 4.0% -10.4% -5.7% Skew 25d 5.8% -0.0% 14.9% -0.0% 3.7% Skew 10d 7.6% 2.0% 15.2% 3.9% 11.6% Call IV 25d 18.3% 8.6% 32.0% 24.7% 32.0% Put IV 25d 24.1% 21.1% 35.7% 24.7% 35.7% Bid-Ask Spread % 189.14 183.52 199.63 183.52 190.12 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 (22 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 2025-07-01 $110.72 $0.00 25.1% 7.2% 10.2% 17.4% 0.0% -0.0% -10.4% 0 0 0 0.00 183.52 N/A N/A 0 0 0 0 2025-07-02 $110.87 $0.00 25.9% 7.4% 9.9% 18.6% 0.0% 4.8% -10.8% 0 0 0 0.00 184.08 N/A N/A 0 0 0 0 2025-07-03 $111.68 $0.00 26.4% 4.5% 10.1% 19.3% 0.0% 3.0% 4.0% 0 0 0 0.00 186.57 N/A N/A 0 0 0 0 2025-07-07 $110.77 $0.00 31.2% 4.7% 10.6% 26.6% 0.0% 5.7% 3.2% 0 0 0 0.00 189.37 N/A N/A 0 0 0 0 2025-07-08 $111.12 $0.00 32.7% 4.8% 10.4% 28.9% 0.0% 7.2% 3.9% 0 0 0 0.00 188.39 N/A N/A 0 0 0 0 2025-07-09 $111.42 $0.00 16.9% 4.8% 10.3% 5.0% 0.0% 9.0% 3.8% 0 0 0 0.00 187.69 N/A N/A 0 0 0 0 2025-07-10 $111.88 $0.00 17.1% 4.9% 10.3% 5.2% 0.0% 1.7% 2.8% 0 0 0 0.00 187.79 N/A N/A 0 0 0 0 2025-07-11 $111.13 $0.00 17.4% 5.0% 10.8% 5.8% 0.0% 3.1% 2.6% 0 0 0 0.00 190.38 N/A N/A 0 0 0 0 2025-07-14 $111.34 $0.00 18.2% 5.2% 10.8% 6.9% 0.0% 2.7% 2.4% 0 0 0 0.00 190.05 N/A N/A 0 0 0 0 2025-07-15 $110.18 $0.00 18.7% 5.4% 10.6% 7.7% 0.0% 14.5% 2.2% 0 0 0 0.00 193.54 N/A N/A 0 0 0 0 2025-07-16 $110.47 $0.00 18.9% 5.4% 9.9% 8.1% 0.0% 14.9% 3.3% 0 0 0 0.00 193.27 N/A N/A 0 0 0 0 2025-07-17 $111.31 $0.00 19.1% 5.5% 9.7% 8.3% 0.0% 3.9% 2.4% 0 0 0 0.00 190.40 N/A N/A 0 0 0 0 2025-07-18 $111.24 $0.00 19.5% 5.6% 9.7% 8.9% 0.0% 4.5% 1.2% 0 0 0 0.00 190.66 N/A N/A 0 0 0 0 2025-07-21 $111.09 $0.00 20.7% 5.9% 9.7% 10.7% 0.0% 7.8% 0.2% 0 0 0 0.00 192.28 N/A N/A 0 0 0 0 2025-07-22 $112.18 $0.00 20.9% 6.0% 9.9% 11.0% 0.0% 3.1% -7.9% 0 0 0 0.00 188.19 N/A N/A 0 0 0 0 2025-07-23 $112.90 $0.00 21.2% 6.1% 9.5% 11.5% 0.0% 9.9% -8.4% 0 0 0 0.00 199.63 N/A N/A 0 0 0 0 2025-07-24 $112.75 $0.00 21.7% 6.2% 8.9% 12.2% 0.0% 4.0% -8.8% 0 0 0 0.00 187.03 N/A N/A 0 0 0 0 2025-07-25 $113.55 $0.00 22.0% 6.3% 9.1% 12.7% 0.0% 1.4% -9.3% 0 0 0 0.00 183.87 N/A N/A 0 0 0 0 2025-07-28 $113.06 $0.00 23.9% 6.9% 9.4% 15.6% 0.0% 4.2% -3.9% 0 0 0 0.00 186.23 N/A N/A 0 0 0 0 2025-07-29 $112.67 $0.00 24.7% 7.1% 9.2% 16.7% 0.0% 6.9% -11.4% 0 0 0 0.00 187.70 N/A N/A 0 0 0 0 2025-07-30 $111.88 $0.00 25.7% 7.4% 9.2% 18.2% 0.0% 12.3% -11.9% 0 0 0 0.00 190.32 N/A N/A 0 0 0 0 2025-07-31 $112.02 $0.00 26.5% 7.6% 9.2% 19.5% 0.0% 3.7% -5.7% 0 0 0 0.00 190.12 N/A N/A 0 0 0 0
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