FEX Options History — November 2025 In November 2025, FEX traded between $112.06 and $118.50. ATM implied volatility averaged 22.1%, placing in the 12.8% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 7.9% (HV 20d: 14.2%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 11 of 19 days.
Notable Days 2025-11-12 : Largest IV drop — 47.9% change2025-11-11 : Highest IV Rank — 26.0%2025-11-05 : Largest Expected Move — 7.0%Monthly Statistics Metric Avg Min Max Open Close Price $115.81 $112.06 $118.50 $116.97 $118.50 ATM IV 22.1% 16.1% 30.8% 23.1% 21.1% Expected Move 5.6% 4.3% 7.0% 6.6% 6.1% HV 20d 14.2% 12.3% 16.5% 14.4% 16.3% HV 60d 12.1% 11.3% 13.3% 11.3% 13.1% IV Rank 12.8% 3.7% 26.0% 14.4% 11.4% IV Percentile 50.6% 10.7% 84.1% 61.5% 50.4% Term Structure -2.3% -9.9% 3.7% -8.5% -7.4% Skew 25d 5.9% 0.6% 15.0% 15.0% 5.2% Skew 10d 8.8% 1.9% 22.0% 13.9% 12.0% Call IV 25d 20.2% 9.8% 26.6% 9.8% 25.6% Put IV 25d 26.1% 21.2% 32.6% 24.8% 30.8% Bid-Ask Spread % 162.34 151.08 195.09 194.66 151.08 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 (19 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 2025-11-03 $116.97 $0.00 23.1% 6.6% 14.4% 14.4% 0.0% 15.0% -8.5% 0 0 0 0.00 194.66 N/A N/A 0 0 0 0 2025-11-04 $115.69 $0.00 24.0% 6.9% 14.7% 15.8% 0.0% 11.2% -9.4% 0 0 0 0.00 195.09 N/A N/A 0 0 0 0 2025-11-05 $116.62 $0.00 24.6% 7.0% 14.9% 16.6% 0.0% 11.3% -9.9% 0 0 0 0.00 194.55 N/A N/A 0 0 0 0 2025-11-06 $115.61 $0.00 25.6% 4.3% 15.0% 18.1% 0.0% 4.1% 2.0% 0 0 0 0.00 156.83 N/A N/A 0 0 0 0 2025-11-07 $116.18 $0.00 26.4% 4.4% 12.4% 19.4% 0.0% 4.9% 3.7% 0 0 0 0.00 155.84 N/A N/A 0 0 0 0 2025-11-10 $117.32 $0.00 29.5% 4.5% 12.4% 24.1% 0.0% 1.7% 3.2% 0 0 0 0.00 152.89 N/A N/A 0 0 0 0 2025-11-11 $117.56 $0.00 30.8% 4.5% 12.3% 26.0% 0.0% 1.6% 0.9% 0 0 0 0.00 152.68 N/A N/A 0 0 0 0 2025-11-12 $117.98 $0.00 16.1% 4.6% 12.3% 3.7% 0.0% 1.4% 1.6% 0 0 0 0.00 151.41 N/A N/A 0 0 0 0 2025-11-13 $115.73 $0.00 16.6% 4.7% 13.4% 4.4% 0.0% 1.3% 0.8% 0 0 0 0.00 156.50 N/A N/A 0 0 0 0 2025-11-14 $115.63 $0.00 16.8% 4.8% 13.4% 4.8% 0.0% 8.2% 1.1% 0 0 0 0.00 156.45 N/A N/A 0 0 0 0 2025-11-17 $113.75 $0.00 17.9% 5.1% 13.9% 6.4% 0.0% 0.6% 0.6% 0 0 0 0.00 159.85 N/A N/A 0 0 0 0 2025-11-18 $113.85 $0.00 18.2% 5.2% 13.8% 6.9% 0.0% 6.6% 0.8% 0 0 0 0.00 159.00 N/A N/A 0 0 0 0 2025-11-19 $113.73 $0.00 18.5% 5.3% 13.6% 7.3% 0.0% 6.9% 0.1% 0 0 0 0.00 159.65 N/A N/A 0 0 0 0 2025-11-20 $112.06 $0.00 23.5% 6.7% 13.9% 14.9% 0.0% 8.5% -4.7% 0 0 0 0.00 161.09 N/A N/A 0 0 0 0 2025-11-21 $113.73 $0.00 23.3% 6.7% 14.8% 14.6% 0.0% 8.8% 3.0% 0 0 0 0.00 160.25 N/A N/A 0 0 0 0 2025-11-24 $114.98 $0.00 20.0% 5.7% 15.2% 9.7% 0.0% 7.1% -6.7% 0 0 0 0.00 158.66 N/A N/A 0 0 0 0 2025-11-25 $116.56 $0.00 23.5% 6.7% 16.0% 14.9% 0.0% 3.8% -7.2% 0 0 0 0.00 155.64 N/A N/A 0 0 0 0 2025-11-26 $117.91 $0.00 20.4% 5.8% 16.5% 10.2% 0.0% 4.2% -7.2% 0 0 0 0.00 152.37 N/A N/A 0 0 0 0 2025-11-28 $118.50 $0.00 21.1% 6.1% 16.3% 11.4% 0.0% 5.2% -7.4% 0 0 0 0.00 151.08 N/A N/A 0 0 0 0
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