FEX Options History — February 2026 In February 2026, FEX traded between $123.47 and $127.65. ATM implied volatility averaged 20.3%, placing in the 8.8% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 8.4% (HV 20d: 11.9%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 7 of 19 days.
Notable Days 2026-02-13 : Highest Volume — 3 contracts2026-02-11 : Largest IV drop — 48.3% change2026-02-10 : Highest IV Rank — 21.8%2026-02-04 : Largest Expected Move — 6.6%Monthly Statistics Metric Avg Min Max Open Close Price $126.37 $123.47 $127.65 $123.70 $127.42 ATM IV 20.3% 14.8% 28.6% 21.8% 19.7% Expected Move 5.2% 4.0% 6.6% 6.3% 5.6% HV 20d 11.9% 10.1% 13.4% 11.4% 11.7% HV 60d 12.4% 11.3% 13.5% 12.8% 11.3% IV Rank 8.8% 0.6% 21.8% 11.4% 7.5% IV Percentile 34.0% 0.8% 79.0% 50.4% 30.2% Term Structure -2.2% -9.8% 5.7% -8.7% -6.2% Skew 25d 5.5% 1.3% 21.1% 21.1% 8.1% Skew 10d 5.9% 0.3% 28.2% 28.2% 4.1% Call IV 25d 18.8% 9.4% 27.3% 9.4% 18.0% Put IV 25d 24.3% 20.8% 30.5% 30.5% 26.1% Bid-Ask Spread % 162.08 154.39 186.51 186.51 154.84 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -578 -1.3K 0 0 -1.2K Net DEX 7.6K 0 17.1K 0 15.5K Net VEX -63 -136 0 0 -130 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.211 0 3 0 0 Total OI 1.947 0 4 0 4
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 2026-02-02 $123.70 $0.00 21.8% 6.3% 11.4% 11.4% 0.0% 21.1% -8.7% 0 0 0 0.00 186.51 N/A N/A 0 0 0 0 2026-02-03 $124.08 $0.00 22.4% 6.4% 10.8% 12.3% 0.0% 5.1% -8.9% 0 0 0 0.00 183.65 N/A N/A 0 0 0 0 2026-02-04 $124.59 $0.00 23.0% 6.6% 10.3% 13.1% 0.0% 1.3% -9.8% 0 0 0 0.00 181.08 N/A N/A 0 0 0 0 2026-02-05 $123.47 $0.00 24.0% 5.5% 10.1% 14.7% 0.0% 3.7% -4.2% 0 0 0 0.00 164.19 N/A N/A 0 0 0 0 2026-02-06 $126.40 $0.00 24.3% 4.0% 12.9% 15.1% 0.0% 6.7% 4.3% 0 0 0 0.00 155.80 N/A N/A 0 0 0 0 2026-02-09 $126.82 $0.00 27.3% 4.1% 12.8% 19.7% 0.0% 4.1% 5.5% 0 0 0 0.00 157.22 N/A N/A 0 0 0 0 2026-02-10 $127.00 $0.00 28.6% 4.2% 12.7% 21.8% 0.0% 4.1% 5.7% 0 0 0 0.00 159.47 N/A N/A 0 0 0 0 2026-02-11 $127.41 $0.00 14.8% 4.2% 12.7% 0.6% 0.0% 3.1% 4.2% 0 0 0 0.00 157.69 N/A N/A 0 0 0 0 2026-02-12 $126.19 $0.00 19.3% 5.5% 13.4% 7.4% 0.0% 1.7% -3.9% 0 0 0 0.00 156.99 N/A N/A 0 1 0 0 2026-02-13 $126.73 $0.00 15.3% 4.4% 13.3% 1.3% 0.0% 3.4% 4.9% -299 4.3K -35 0.00 160.89 N/A N/A 0 3 0 1 2026-02-17 $126.86 $0.00 16.2% 4.7% 13.2% 2.8% 0.0% 3.8% 4.2% -953 16.5K -136 0.00 158.75 N/A N/A 0 0 0 4 2026-02-18 $127.38 $0.00 16.4% 4.7% 12.1% 2.6% 0.0% 3.2% 1.9% -1.2K 14.8K -130 0.00 159.60 N/A N/A 0 0 0 4 2026-02-19 $127.11 $0.00 16.8% 4.8% 11.1% 3.1% 0.0% 5.5% -4.5% -1.1K 15.0K -130 0.00 157.91 N/A N/A 0 0 0 4 2026-02-20 $127.63 $0.00 17.0% 4.9% 11.2% 3.4% 0.0% 5.6% -4.9% -1.2K 17.1K -135 0.00 154.39 N/A N/A 0 0 0 4 2026-02-23 $126.29 $0.00 22.0% 6.3% 11.6% 11.1% 0.0% 5.4% -4.1% -1.3K 16.6K -131 0.00 157.84 N/A N/A 0 0 0 4 2026-02-24 $127.16 $0.00 18.4% 5.3% 11.6% 5.6% 0.0% 6.0% -5.5% -1.3K 13.7K -121 0.00 158.04 N/A N/A 0 0 0 4 2026-02-25 $127.20 $0.00 18.8% 5.4% 11.6% 6.2% 0.0% 7.2% -5.8% -1.3K 14.1K -122 0.00 157.91 N/A N/A 0 0 0 4 2026-02-26 $127.65 $0.00 19.1% 5.5% 11.6% 6.7% 0.0% 5.1% -6.4% -1.2K 16.4K -130 0.00 156.82 N/A N/A 0 0 0 4 2026-02-27 $127.42 $0.00 19.7% 5.6% 11.7% 7.5% 0.0% 8.1% -6.2% -1.2K 15.5K -130 0.00 154.84 N/A N/A 0 0 0 4
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