FEX Options History — January 2026 In January 2026, FEX traded between $120.02 and $123.76. ATM implied volatility averaged 24.1%, placing in the 14.9% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 12.5% (HV 20d: 11.7%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 3 of 20 days.
Notable Days 2026-01-14 : Largest IV drop — 67.9% change2026-01-13 : Highest IV Rank — 51.3%2026-01-02 : Largest Expected Move — 7.1%Monthly Statistics Metric Avg Min Max Open Close Price $122.66 $120.02 $123.76 $120.02 $122.91 ATM IV 24.1% 15.3% 47.9% 24.8% 20.4% Expected Move 4.9% 4.0% 7.1% 7.1% 5.8% HV 20d 11.7% 9.8% 13.0% 11.5% 11.7% HV 60d 13.3% 12.9% 14.1% 13.9% 13.0% IV Rank 14.9% 1.4% 51.3% 15.9% 9.1% IV Percentile 45.3% 4.8% 96.4% 67.9% 38.5% Term Structure -3.7% -10.7% 5.8% -10.7% -7.4% Skew 25d 5.1% 0.6% 20.3% 15.0% 20.3% Skew 10d 6.7% 0.4% 26.1% 19.1% 26.1% Call IV 25d 16.7% 8.2% 23.2% 8.2% 9.2% Put IV 25d 21.8% 18.3% 29.5% 23.3% 29.5% Bid-Ask Spread % 185.95 178.58 191.10 183.52 185.02 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 2026-01-02 $120.02 $0.00 24.8% 7.1% 11.5% 15.9% 0.0% 15.0% -10.7% 0 0 0 0.00 183.52 N/A N/A 0 0 0 0 2026-01-05 $121.46 $0.00 28.5% 4.0% 12.2% 21.6% 0.0% 4.0% -3.0% 0 0 0 0.00 188.56 N/A N/A 0 0 0 0 2026-01-06 $122.68 $0.00 27.7% 4.0% 12.5% 20.3% 0.0% 4.8% -3.3% 0 0 0 0.00 185.74 N/A N/A 0 0 0 0 2026-01-07 $121.38 $0.00 28.6% 5.2% 13.0% 21.7% 0.0% 0.6% -1.5% 0 0 0 0.00 186.31 N/A N/A 0 0 0 0 2026-01-08 $121.69 $0.00 33.3% 4.1% 13.0% 28.9% 0.0% 1.8% -3.5% 0 0 0 0.00 191.10 N/A N/A 0 0 0 0 2026-01-09 $122.54 $0.00 33.8% 4.1% 12.1% 29.8% 0.0% 2.7% -3.6% 0 0 0 0.00 188.15 N/A N/A 0 0 0 0 2026-01-12 $122.50 $0.00 45.9% 4.3% 12.0% 48.2% 0.0% 2.8% 4.8% 0 0 0 0.00 190.58 N/A N/A 0 0 0 0 2026-01-13 $122.48 $0.00 47.9% 4.3% 10.4% 51.3% 0.0% 1.5% 5.8% 0 0 0 0.00 185.01 N/A N/A 0 0 0 0 2026-01-14 $122.69 $0.00 15.3% 4.4% 10.4% 1.4% 0.0% 2.6% -4.1% 0 0 0 0.00 188.00 N/A N/A 0 0 0 0 2026-01-15 $123.56 $0.00 15.4% 4.4% 10.3% 1.5% 0.0% 4.2% -4.3% 0 0 0 0.00 184.43 N/A N/A 0 0 0 0 2026-01-16 $123.16 $0.00 15.7% 4.5% 9.8% 2.0% 0.0% 3.2% 4.2% 0 0 0 0.00 185.10 N/A N/A 0 0 0 0 2026-01-20 $121.63 $0.00 16.9% 4.8% 10.9% 3.8% 0.0% 2.0% -5.1% 0 0 0 0.00 189.93 N/A N/A 0 0 0 0 2026-01-21 $123.52 $0.00 16.9% 4.9% 11.9% 3.8% 0.0% 9.3% -5.2% 0 0 0 0.00 178.58 N/A N/A 0 0 0 0 2026-01-22 $123.76 $0.00 17.2% 4.9% 11.6% 4.2% 0.0% 2.7% -5.3% 0 0 0 0.00 185.32 N/A N/A 0 0 0 0 2026-01-23 $122.91 $0.00 17.6% 5.1% 12.0% 4.9% 0.0% 2.6% -5.5% 0 0 0 0.00 183.85 N/A N/A 0 0 0 0 2026-01-26 $123.66 $0.00 18.5% 5.3% 12.1% 6.3% 0.0% 4.6% -6.3% 0 0 0 0.00 185.84 N/A N/A 0 0 0 0 2026-01-27 $123.70 $0.00 18.9% 5.4% 11.9% 6.9% 0.0% 5.1% -6.5% 0 0 0 0.00 184.68 N/A N/A 0 0 0 0 2026-01-28 $123.48 $0.00 19.4% 5.6% 11.9% 7.6% 0.0% 4.5% -6.3% 0 0 0 0.00 187.21 N/A N/A 0 0 0 0 2026-01-29 $123.56 $0.00 19.8% 5.7% 11.9% 8.2% 0.0% 6.8% -7.2% 0 0 0 0.00 182.08 N/A N/A 0 0 0 0 2026-01-30 $122.91 $0.00 20.4% 5.8% 11.7% 9.1% 0.0% 20.3% -7.4% 0 0 0 0.00 185.02 N/A N/A 0 0 0 0
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