FEX Options History — September 2025 In September 2025, FEX traded between $113.83 and $117.08. ATM implied volatility averaged 21.7%, placing in the 12.2% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 11.7% (HV 20d: 10.0%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 12 of 21 days.
Notable Days 2025-09-10 : Largest IV drop — 48.1% change2025-09-09 : Highest IV Rank — 27.1%2025-09-03 : Largest Expected Move — 7.2%Monthly Statistics Metric Avg Min Max Open Close Price $115.90 $113.83 $117.08 $114.17 $116.66 ATM IV 21.7% 16.3% 31.5% 24.4% 23.8% Expected Move 5.5% 4.4% 7.2% 7.0% 6.8% HV 20d 10.0% 8.1% 11.0% 10.3% 9.0% HV 60d 10.6% 10.2% 10.9% 10.8% 10.3% IV Rank 12.2% 4.1% 27.1% 16.3% 15.4% IV Percentile 51.3% 11.9% 88.5% 73.4% 69.4% Term Structure -2.0% -10.9% 6.8% -9.1% -10.9% Skew 25d 10.6% 4.0% 16.1% 7.5% 16.1% Skew 10d 11.0% -1.3% 17.2% 9.6% 17.2% Call IV 25d 12.0% 7.7% 19.9% 18.6% 8.2% Put IV 25d 22.6% 19.7% 26.1% 26.1% 24.3% Bid-Ask Spread % 189.83 150.53 197.89 152.27 192.25 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 2025-09-02 $114.17 $0.00 24.4% 7.0% 10.3% 16.3% 0.0% 7.5% -9.1% 0 0 0 0.00 152.27 N/A N/A 0 0 0 0 2025-09-03 $113.83 $0.00 25.2% 7.2% 10.3% 17.5% 0.0% 4.0% -10.1% 0 0 0 0.00 150.53 N/A N/A 0 0 0 0 2025-09-04 $115.03 $0.00 27.5% 5.1% 10.9% 20.9% 0.0% 6.9% 1.3% 0 0 0 0.00 192.17 N/A N/A 0 0 0 0 2025-09-05 $115.02 $0.00 26.7% 4.4% 10.8% 19.8% 0.0% 13.0% 2.0% 0 0 0 0.00 196.83 N/A N/A 0 0 0 0 2025-09-08 $115.20 $0.00 30.1% 4.6% 10.8% 24.9% 0.0% 15.1% 1.8% 0 0 0 0.00 196.75 N/A N/A 0 0 0 0 2025-09-09 $115.37 $0.00 31.5% 4.6% 10.8% 27.1% 0.0% 13.0% 2.4% 0 0 0 0.00 196.19 N/A N/A 0 0 0 0 2025-09-10 $115.52 $0.00 16.3% 4.7% 10.0% 4.1% 0.0% 11.0% 0.3% 0 0 0 0.00 195.30 N/A N/A 0 0 0 0 2025-09-11 $117.08 $0.00 16.4% 4.7% 10.6% 4.2% 0.0% 5.9% 6.8% 0 0 0 0.00 189.36 N/A N/A 0 0 0 0 2025-09-12 $116.29 $0.00 16.7% 4.8% 10.8% 4.7% 0.0% 13.0% 1.5% 0 0 0 0.00 194.40 N/A N/A 0 0 0 0 2025-09-15 $116.03 $0.00 17.5% 5.0% 10.8% 5.9% 0.0% 13.1% 0.4% 0 0 0 0.00 194.94 N/A N/A 0 0 0 0 2025-09-16 $115.86 $0.00 17.8% 5.1% 10.8% 6.4% 0.0% 13.8% -0.5% 0 0 0 0.00 195.87 N/A N/A 0 0 0 0 2025-09-17 $116.03 $0.00 18.1% 5.2% 10.8% 6.8% 0.0% 12.9% 0.2% 0 0 0 0.00 195.49 N/A N/A 0 0 0 0 2025-09-18 $116.88 $0.00 18.3% 5.2% 11.0% 7.0% 0.0% 13.8% 0.5% 0 0 0 0.00 192.28 N/A N/A 0 0 0 0 2025-09-19 $116.91 $0.00 18.6% 5.3% 10.8% 7.5% 0.0% 14.0% -0.3% 0 0 0 0.00 192.54 N/A N/A 0 0 0 0 2025-09-22 $117.02 $0.00 19.7% 5.6% 8.2% 9.2% 0.0% 4.0% -7.5% 0 0 0 0.00 192.43 N/A N/A 0 0 0 0 2025-09-23 $116.63 $0.00 20.1% 5.8% 8.1% 9.8% 0.0% 4.2% -8.1% 0 0 0 0.00 192.18 N/A N/A 0 0 0 0 2025-09-24 $116.44 $0.00 20.6% 5.9% 8.1% 10.6% 0.0% 14.9% 0.0% 0 0 0 0.00 194.53 N/A N/A 0 0 0 0 2025-09-25 $115.19 $0.00 21.3% 6.1% 9.0% 11.5% 0.0% 13.8% 6.2% 0 0 0 0.00 197.89 N/A N/A 0 0 0 0 2025-09-26 $116.19 $0.00 21.6% 6.2% 9.5% 12.1% 0.0% 6.2% -9.3% 0 0 0 0.00 191.50 N/A N/A 0 0 0 0 2025-09-29 $116.62 $0.00 23.2% 6.6% 9.5% 14.4% 0.0% 6.5% -10.4% 0 0 0 0.00 190.74 N/A N/A 0 0 0 0 2025-09-30 $116.66 $0.00 23.8% 6.8% 9.0% 15.4% 0.0% 16.1% -10.9% 0 0 0 0.00 192.25 N/A N/A 0 0 0 0
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