FEX Options History — April 2026

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

In April 2026, FEX traded between $122.56 and $122.81. ATM implied volatility averaged 27.0%, placing in the 18.8% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 8.4% (HV 20d: 18.6%). Net GEX was positive for 0 of 2 trading days. Term structure was in contango for 0 of 2 days.

Notable Days

2026-04-02: Largest IV spike — 5.7% change
2026-04-02: Highest IV Rank — 19.9%
2026-04-02: Largest Expected Move — 7.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$122.69	$122.56	$122.81	$122.81	$122.56
ATM IV	27.0%	26.2%	27.7%	26.2%	27.7%
Expected Move	7.7%	7.5%	7.9%	7.5%	7.9%
HV 20d	18.6%	18.3%	18.8%	18.8%	18.3%
HV 60d	14.2%	14.2%	14.3%	14.3%	14.2%
IV Rank	18.8%	17.6%	19.9%	17.6%	19.9%
IV Percentile	70.8%	68.3%	73.4%	68.3%	73.4%
Term Structure	-2.9%	-3.4%	-2.4%	-2.4%	-3.4%
Skew 25d	8.1%	7.7%	8.5%	8.5%	7.7%
Skew 10d	5.5%	3.1%	7.9%	3.1%	7.9%
Call IV 25d	18.8%	16.6%	21.1%	21.1%	16.6%
Put IV 25d	27.0%	24.3%	29.6%	29.6%	24.3%
Bid-Ask Spread %	138.25	130.89	145.61	130.89	145.61
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	-306	-315	-296	-296	-315
Net DEX	4.8K	4.8K	4.9K	4.8K	4.9K
Net VEX	-32	-32	-32	-32	-32
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0	0	0	0	0
Total OI	1	1	1	1	1

Daily Data (2 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
2026-04-01	$122.81	$0.00	26.2%	7.5%	18.8%	17.6%	0.0%	8.5%	-2.4%	-296	4.8K	-32	0.00	130.89	N/A	N/A	0	0	0	1
2026-04-02	$122.56	$0.00	27.7%	7.9%	18.3%	19.9%	0.0%	7.7%	-3.4%	-315	4.9K	-32	0.00	145.61	N/A	N/A	0	0	0	1