FEX Options History — August 2025 In August 2025, FEX traded between $110.15 and $115.28. ATM implied volatility averaged 26.4%, placing in the 19.4% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 14.5% (HV 20d: 11.9%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 10 of 21 days.
Notable Days 2025-08-13 : Largest IV drop — 70.6% change2025-08-12 : Highest IV Rank — 64.4%2025-08-01 : Largest Expected Move — 8.0%Monthly Statistics Metric Avg Min Max Open Close Price $113.24 $110.15 $115.28 $110.15 $115.03 ATM IV 26.4% 16.5% 56.1% 27.9% 23.6% Expected Move 5.3% 4.3% 8.0% 8.0% 6.8% HV 20d 11.9% 10.7% 13.3% 10.7% 11.0% HV 60d 11.1% 10.1% 12.4% 12.0% 10.7% IV Rank 19.4% 4.4% 64.4% 21.6% 15.1% IV Percentile 60.0% 15.1% 98.8% 82.5% 70.6% Term Structure -2.3% -13.3% 3.6% -13.3% -4.8% Skew 25d 3.6% 1.6% 5.9% 3.7% 3.4% Skew 10d 4.9% 2.0% 9.7% 4.9% 8.2% Call IV 25d 19.4% 16.2% 37.3% 37.3% 17.2% Put IV 25d 23.0% 20.4% 41.0% 41.0% 20.7% Bid-Ask Spread % 154.32 144.03 195.49 195.49 144.03 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 2025-08-01 $110.15 $0.00 27.9% 8.0% 10.7% 21.6% 0.0% 3.7% -13.3% 0 0 0 0.00 195.49 N/A N/A 0 0 0 0 2025-08-04 $111.93 $0.00 30.9% 4.3% 11.9% 26.2% 0.0% 4.2% 3.6% 0 0 0 0.00 154.49 N/A N/A 0 0 0 0 2025-08-05 $111.74 $0.00 32.5% 4.4% 11.9% 28.5% 0.0% 4.8% 2.4% 0 0 0 0.00 154.96 N/A N/A 0 0 0 0 2025-08-06 $111.92 $0.00 34.2% 4.4% 11.8% 31.2% 0.0% 4.6% 2.3% 0 0 0 0.00 154.82 N/A N/A 0 0 0 0 2025-08-07 $111.69 $0.00 36.3% 4.5% 11.8% 34.3% 0.0% 4.9% 1.7% 0 0 0 0.00 155.64 N/A N/A 0 0 0 0 2025-08-08 $111.82 $0.00 38.8% 4.5% 11.5% 38.1% 0.0% 4.1% 1.9% 0 0 0 0.00 155.73 N/A N/A 0 0 0 0 2025-08-11 $111.70 $0.00 49.7% 4.7% 11.5% 54.6% 0.0% 5.2% 0.6% 0 0 0 0.00 155.97 N/A N/A 0 0 0 0 2025-08-12 $113.11 $0.00 56.1% 4.7% 11.6% 64.4% 0.0% 2.7% 1.5% 0 0 0 0.00 152.51 N/A N/A 0 0 0 0 2025-08-13 $114.06 $0.00 16.5% 4.7% 11.8% 4.4% 0.0% 1.8% 1.3% 0 0 0 0.00 150.01 N/A N/A 0 0 0 0 2025-08-14 $113.52 $0.00 16.8% 4.8% 11.8% 4.8% 0.0% 1.8% -4.3% 0 0 0 0.00 151.27 N/A N/A 0 0 0 0 2025-08-15 $113.34 $0.00 17.1% 4.9% 11.9% 5.2% 0.0% 2.0% 3.2% 0 0 0 0.00 151.76 N/A N/A 0 0 0 0 2025-08-18 $113.51 $0.00 17.8% 5.1% 11.8% 6.3% 0.0% 1.9% -5.0% 0 0 0 0.00 151.56 N/A N/A 0 0 0 0 2025-08-19 $113.30 $0.00 18.2% 5.2% 11.4% 6.9% 0.0% 3.3% 1.9% 0 0 0 0.00 152.13 N/A N/A 0 0 0 0 2025-08-20 $113.37 $0.00 18.5% 5.3% 11.2% 7.3% 0.0% 4.4% -4.9% 0 0 0 0.00 153.39 N/A N/A 0 0 0 0 2025-08-21 $112.84 $0.00 18.9% 5.4% 11.3% 7.9% 0.0% 5.9% -5.4% 0 0 0 0.00 154.39 N/A N/A 0 0 0 0 2025-08-22 $115.17 $0.00 18.8% 5.4% 13.2% 7.9% 0.0% 1.6% -5.3% 0 0 0 0.00 148.64 N/A N/A 0 0 0 0 2025-08-25 $114.63 $0.00 20.0% 5.7% 13.3% 9.6% 0.0% 4.7% -6.4% 0 0 0 0.00 151.83 N/A N/A 0 0 0 0 2025-08-26 $114.69 $0.00 20.4% 5.8% 13.2% 10.2% 0.0% 5.3% -6.6% 0 0 0 0.00 151.54 N/A N/A 0 0 0 0 2025-08-27 $115.19 $0.00 20.8% 6.0% 12.9% 10.8% 0.0% 3.3% -6.6% 0 0 0 0.00 150.41 N/A N/A 0 0 0 0 2025-08-28 $115.28 $0.00 21.2% 6.1% 12.9% 11.5% 0.0% 2.7% -6.8% 0 0 0 0.00 150.05 N/A N/A 0 0 0 0 2025-08-29 $115.03 $0.00 23.6% 6.8% 11.0% 15.1% 0.0% 3.4% -4.8% 0 0 0 0.00 144.03 N/A N/A 0 0 0 0
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