FEX Options History — March 2026

Name: FEX Options Analytics - March 2026
Creator: Options Analysis Suite

In March 2026, FEX traded between $119.26 and $127.67. ATM implied volatility averaged 26.3%, placing in the 17.7% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 12.7% (HV 20d: 13.5%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 6 of 22 days.

Notable Days

2026-03-03: Highest Volume — 4 contracts
2026-03-11: Largest IV drop — 31.2% change
2026-03-30: Highest IV Rank — 31.3%
2026-03-30: Largest Expected Move — 10.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$122.81	$119.26	$127.67	$127.67	$121.92
ATM IV	26.3%	20.2%	35.1%	21.2%	27.6%
Expected Move	6.9%	4.9%	10.1%	6.1%	7.9%
HV 20d	13.5%	10.7%	18.6%	11.4%	18.6%
HV 60d	12.5%	11.3%	14.4%	11.3%	14.4%
IV Rank	17.7%	8.3%	31.3%	9.9%	19.8%
IV Percentile	66.1%	33.3%	91.3%	42.5%	73.0%
Term Structure	-2.5%	-8.2%	11.8%	-7.9%	-2.9%
Skew 25d	4.2%	-6.9%	9.8%	5.9%	9.8%
Skew 10d	-0.3%	-12.6%	4.6%	3.6%	3.8%
Call IV 25d	20.5%	16.8%	27.9%	25.6%	20.8%
Put IV 25d	24.8%	19.7%	31.6%	31.6%	30.6%
Bid-Ask Spread %	151.69	117.75	179.22	158.14	132.05
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	-382	-1.2K	-279	-1.2K	-315
Net DEX	5.8K	3.7K	17.4K	16.8K	5.1K
Net VEX	-41	-134	-31	-128	-32
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0.182	0	4	0	0
Total OI	1.273	1	4	4	1

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Put Vol	Put OI
2026-03-02	$127.67	$0.00	21.2%	6.1%	11.4%	9.9%	0.0%	5.9%	-7.9%	-1.2K	16.8K	-128	158.14	N/A	N/A	0	4
2026-03-03	$126.02	$0.00	22.1%	6.3%	12.4%	11.3%	0.0%	9.3%	-8.2%	-1.2K	17.4K	-134	160.01	N/A	N/A	4	4
2026-03-04	$126.47	$0.00	22.7%	6.5%	12.4%	12.2%	0.0%	9.0%	0.6%	-289	3.7K	-31	160.98	N/A	N/A	0	1
2026-03-05	$124.87	$0.00	23.8%	5.3%	13.3%	13.9%	0.0%	-0.2%	-2.2%	-296	4.2K	-32	179.22	N/A	N/A	0	1
2026-03-06	$123.25	$0.00	29.9%	7.3%	13.7%	23.3%	0.0%	-2.7%	-2.7%	-283	4.6K	-33	173.19	N/A	N/A	0	1
2026-03-09	$124.00	$0.00	27.9%	5.6%	10.8%	20.3%	0.0%	4.3%	6.4%	-315	4.8K	-34	172.25	N/A	N/A	0	1
2026-03-10	$123.77	$0.00	29.3%	5.6%	10.7%	22.4%	0.0%	5.4%	-5.2%	-311	4.2K	-33	177.77	N/A	N/A	0	1
2026-03-11	$123.43	$0.00	20.2%	5.8%	10.7%	8.3%	0.0%	5.0%	-4.0%	-305	4.3K	-33	176.32	N/A	N/A	0	1
2026-03-12	$121.77	$0.00	25.9%	0.0%	11.3%	17.2%	0.0%	3.5%	-5.5%	-310	4.6K	-33	151.19	N/A	N/A	0	1
2026-03-13	$121.19	$0.00	21.8%	0.0%	11.1%	10.8%	0.0%	0.9%	-5.8%	-301	4.6K	-33	149.46	N/A	N/A	0	1
2026-03-16	$122.38	$0.00	23.3%	7.6%	11.6%	13.1%	0.0%	4.3%	-6.2%	-300	4.7K	-33	147.36	N/A	N/A	0	1
2026-03-17	$123.31	$0.00	23.3%	7.3%	12.1%	13.1%	0.0%	6.6%	-3.6%	-309	4.7K	-33	151.95	N/A	N/A	0	1
2026-03-18	$121.80	$0.00	23.1%	7.9%	12.5%	12.8%	0.0%	1.8%	-3.1%	-295	4.6K	-33	147.87	N/A	N/A	0	1
2026-03-19	$122.19	$0.00	23.8%	4.9%	12.6%	13.9%	0.0%	4.4%	11.8%	-297	4.9K	-33	142.34	N/A	N/A	0	1
2026-03-20	$119.56	$0.00	28.4%	8.6%	14.2%	21.0%	0.0%	-6.9%	-5.7%	-284	4.7K	-32	134.97	N/A	N/A	0	1
2026-03-23	$121.98	$0.00	26.3%	5.5%	16.1%	17.8%	0.0%	6.9%	4.5%	-305	4.9K	-32	146.56	N/A	N/A	0	1
2026-03-24	$122.52	$0.00	29.8%	5.8%	16.0%	23.2%	0.0%	7.6%	3.5%	-331	5.0K	-33	148.88	N/A	N/A	0	1
2026-03-25	$123.06	$0.00	26.6%	5.6%	16.1%	18.2%	0.0%	8.1%	4.0%	-288	4.7K	-32	149.19	N/A	N/A	0	1
2026-03-26	$121.38	$0.00	31.7%	9.1%	16.6%	26.1%	0.0%	6.3%	-6.1%	-288	4.6K	-32	133.35	N/A	N/A	0	1
2026-03-27	$120.03	$0.00	34.0%	9.7%	16.8%	29.6%	0.0%	1.7%	-7.4%	-279	4.8K	-32	126.41	N/A	N/A	0	1
2026-03-30	$119.26	$0.00	35.1%	10.1%	16.8%	31.3%	0.0%	2.1%	-8.2%	-297	4.8K	-31	117.75	N/A	N/A	0	1
2026-03-31	$121.92	$0.00	27.6%	7.9%	18.6%	19.8%	0.0%	9.8%	-2.9%	-315	5.1K	-32	132.05	N/A	N/A	0	1