FIZZ Options History — June 2025

In June 2025, FIZZ traded between $42.35 and $46.27. ATM implied volatility averaged 33.4%, placing in the 17.3% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 14.6% (HV 20d: 18.8%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 1.22.

Notable Days

  • 2025-06-27: Highest Volume — 77 contracts
  • 2025-06-10: Largest IV spike — 26.2% change
  • 2025-06-20: Highest IV Rank — 27.4%
  • 2025-06-20: Largest Expected Move — 11.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$44.61$42.35$46.27$45.38$43.22
Max Pain$40.75$40.00$45.00$45.00$40.00
ATM IV33.4%25.7%41.7%27.2%37.4%
Expected Move9.6%7.4%11.9%7.8%10.7%
HV 20d18.8%15.6%23.7%17.2%23.7%
HV 60d23.5%21.9%25.5%25.5%24.0%
IV Rank17.3%8.0%27.4%9.9%22.2%
IV Percentile49.1%9.5%84.5%17.5%69.8%
Term Structure-0.2%-11.9%11.1%11.1%-5.2%
VWIV32.0%16.6%46.7%27.1%39.1%
Skew 25d9.4%-1.7%17.7%14.5%4.6%
Skew 10d15.2%2.3%51.4%23.2%7.7%
Call IV 25d25.3%15.3%37.8%17.4%37.8%
Put IV 25d34.7%23.6%45.8%31.8%42.4%
Bid-Ask Spread %100.8990.43111.4391.4492.97
Gamma HHI0.320.240.370.310.25
Net GEX30.3K12.5K42.6K30.6K16.3K
Net DEX-605.1K-811.3K-300.2K-657.1K-347.3K
Net VEX-3.0K-3.4K-2.5K-3.2K-2.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.220.0010.330.000.20
Total Volume16.450771018
Total OI568.75473608556608

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-06-02$45.38$45.0027.2%7.8%17.2%9.9%27.1%14.5%11.1%30.6K-657.1K-3.2K0.0091.44N/AN/A100388168
2025-06-03$45.74$45.0029.5%8.5%16.9%12.6%0.0%17.2%5.3%36.4K-743.5K-3.3K0.00101.71N/AN/A03397168
2025-06-04$45.86$45.0028.5%8.2%16.9%11.4%20.5%9.4%8.2%36.5K-802.3K-3.4K0.0099.41N/AN/A10397171
2025-06-05$45.84$40.0025.7%9.0%16.9%8.0%0.0%10.5%3.7%39.7K-773.1K-3.2K0.00105.48N/AN/A10398171
2025-06-06$46.24$40.0026.2%7.4%17.0%8.6%0.0%7.0%9.4%42.6K-806.7K-3.1K0.00107.56N/AN/A00398171
2025-06-09$46.27$40.0026.8%8.0%16.7%9.4%34.9%8.3%-3.6%40.0K-811.3K-3.2K0.25103.89N/AN/A41398171
2025-06-10$46.20$40.0033.9%9.1%16.6%17.9%0.0%0.6%2.1%41.0K-804.6K-3.1K0.00101.09N/AN/A00396172
2025-06-11$45.94$40.0028.3%8.1%16.6%11.2%0.0%-0.9%5.5%41.8K-790.9K-3.1K0.0098.25N/AN/A00396172
2025-06-12$45.59$40.0031.9%9.1%16.6%15.5%16.6%13.6%-4.9%36.5K-706.3K-3.0K0.00108.16N/AN/A90396172
2025-06-13$44.73$40.0039.7%11.4%16.0%25.0%0.0%17.5%-3.4%37.9K-726.2K-3.0K0.00102.43N/AN/A120404172
2025-06-16$44.81$40.0033.5%9.6%15.6%17.4%0.0%10.2%-10.5%34.1K-650.3K-2.8K0.04111.43N/AN/A261404172
2025-06-17$43.90$40.0038.0%10.9%17.1%22.9%0.0%3.3%-2.6%26.3K-522.5K-2.9K0.00101.36N/AN/A00420171
2025-06-18$44.06$40.0041.2%11.8%16.5%26.8%0.0%16.3%-11.9%26.4K-560.2K-2.9K2.00109.89N/AN/A24420171
2025-06-20$42.35$40.0041.7%11.9%21.3%27.4%0.0%8.7%-8.3%20.3K-373.3K-2.5K0.0097.03N/AN/A03422173
2025-06-23$43.49$40.0035.0%10.0%22.4%19.2%33.9%12.6%-2.7%24.9K-470.1K-2.7K1.28101.63N/AN/A293737697
2025-06-24$44.01$40.0037.4%10.7%22.7%22.1%27.8%-1.7%0.0%24.7K-456.1K-3.0K10.3395.36N/AN/A331399130
2025-06-25$43.28$40.0031.7%9.1%23.5%15.2%46.7%14.2%4.2%20.6K-395.5K-3.0K2.2098.43N/AN/A1022400161
2025-06-26$42.89$40.0035.9%10.3%23.7%20.4%37.2%17.7%1.5%17.4K-404.1K-2.9K0.4799.84N/AN/A178408179
2025-06-27$42.42$40.0038.0%10.9%22.5%23.0%36.1%4.0%-1.9%12.5K-300.2K-2.7K0.3190.43N/AN/A5918408180
2025-06-30$43.22$40.0037.4%10.7%23.7%22.2%39.1%4.6%-5.2%16.3K-347.3K-2.8K0.2092.97N/AN/A153409199