FVAL Options History — February 2025 In February 2025, FVAL traded between $62.06 and $64.69. ATM implied volatility averaged 18.4%, placing in the 15.9% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 8.7% (HV 20d: 9.7%). Max pain ranged from $62.00 to $62.00. Net GEX was positive for 14 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2025-02-28 : Largest IV spike — 127.1% change2025-02-28 : Highest IV Rank — 98.4%2025-02-28 : Largest Expected Move — 12.1%Monthly Statistics Metric Avg Min Max Open Close Price $63.43 $62.06 $64.69 $63.08 $62.41 Max Pain $62.00 $62.00 $62.00 $62.00 $62.00 ATM IV 18.4% 13.8% 42.1% 17.4% 42.1% Expected Move 4.9% 3.9% 12.1% 5.0% 12.1% HV 20d 9.7% 7.4% 12.3% 12.3% 9.8% HV 60d 11.2% 10.8% 12.9% 12.9% 11.3% IV Rank 15.9% 0.0% 98.4% 12.4% 98.4% IV Percentile 44.0% 0.0% 99.6% 50.8% 99.6% Term Structure -3.4% -14.3% -0.9% -2.8% -14.3% Skew 25d 1.1% -4.4% 3.4% 2.4% 3.3% Skew 10d 7.0% 3.6% 15.3% 4.8% 14.4% Call IV 25d 18.7% 14.3% 54.6% 19.1% 54.6% Put IV 25d 19.8% 15.6% 57.9% 21.5% 57.9% Bid-Ask Spread % 152.41 140.86 157.78 140.86 155.67 Gamma HHI 0.51 0.50 0.53 0.50 0.51 Net GEX 812 0 1.5K 1.1K 0 Net DEX -6.6K -10.8K 0 -7.7K 0 Net VEX -5 -11 0 -11 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1.474 0 2 2 0
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 2025-02-03 $63.08 $62.00 17.4% 5.0% 12.3% 12.4% 0.0% 2.4% -2.8% 1.1K -7.7K -11 0.00 140.86 N/A N/A 0 0 2 0 2025-02-04 $63.39 $62.00 18.3% 5.2% 11.9% 15.4% 0.0% -4.2% -3.1% 1.1K -8.3K -10 0.00 143.82 N/A N/A 0 0 2 0 2025-02-05 $63.39 $62.00 17.9% 5.1% 11.6% 14.0% 0.0% -4.4% -3.3% 1.1K -8.3K -10 0.00 143.95 N/A N/A 0 0 2 0 2025-02-06 $63.33 $0.00 18.5% 4.1% 11.0% 16.2% 0.0% 1.2% -2.5% 1.1K -8.2K -9 0.00 155.20 N/A N/A 0 0 2 0 2025-02-07 $63.07 $0.00 18.0% 4.0% 11.2% 14.4% 0.0% 0.7% -0.9% 1.2K -7.7K -9 0.00 153.14 N/A N/A 0 0 2 0 2025-02-10 $63.38 $0.00 20.7% 4.2% 10.2% 23.9% 0.0% 1.5% -2.3% 1.1K -8.2K -8 0.00 157.78 N/A N/A 0 0 2 0 2025-02-11 $63.51 $0.00 21.3% 4.0% 10.2% 25.8% 0.0% 1.6% -2.3% 1.1K -8.5K -8 0.00 156.15 N/A N/A 0 0 2 0 2025-02-12 $63.38 $0.00 14.6% 4.2% 10.3% 2.8% 0.0% 1.5% -2.7% 1.2K -8.3K -7 0.00 156.14 N/A N/A 0 0 2 0 2025-02-13 $64.08 $0.00 13.8% 3.9% 8.2% 0.0% 0.0% 2.2% -1.9% 1.1K -9.8K -6 0.00 152.69 N/A N/A 0 0 2 0 2025-02-14 $64.27 $0.00 14.5% 4.2% 8.0% 2.7% 0.0% 2.0% -2.9% 985 -9.9K -5 0.00 154.60 N/A N/A 0 0 2 0 2025-02-18 $64.41 $0.00 15.4% 4.4% 7.5% 5.8% 0.0% 2.1% -3.0% 967 -10.2K -3 0.00 153.58 N/A N/A 0 0 2 0 2025-02-19 $64.69 $0.00 14.7% 4.2% 7.4% 3.2% 0.0% 3.0% -3.1% 888 -10.8K -2 0.00 151.98 N/A N/A 0 0 2 0 2025-02-20 $64.35 $0.00 15.8% 4.5% 7.5% 7.0% 0.0% 2.0% -3.1% 1.0K -10.3K -2 0.00 152.61 N/A N/A 0 0 2 0 2025-02-21 $63.36 $0.00 16.1% 4.6% 9.4% 8.2% 0.0% 0.3% -2.8% 1.5K -8.5K -1 0.00 154.69 N/A N/A 0 0 2 0 2025-02-24 $63.38 $0.00 17.1% 4.9% 9.4% 11.5% 0.0% 1.2% -3.3% 0 0 0 0.00 154.94 N/A N/A 0 0 0 0 2025-02-25 $62.97 $0.00 17.3% 5.0% 9.4% 12.4% 0.0% 3.4% -3.6% 0 0 0 0.00 154.77 N/A N/A 0 0 0 0 2025-02-26 $62.75 $0.00 17.1% 4.9% 8.8% 11.5% 0.0% 1.2% -3.4% 0 0 0 0.00 152.69 N/A N/A 0 0 0 0 2025-02-27 $62.06 $0.00 18.6% 5.3% 9.5% 16.7% 0.0% -0.4% -3.3% 0 0 0 0.00 150.58 N/A N/A 0 0 0 0 2025-02-28 $62.41 $0.00 42.1% 12.1% 9.8% 98.4% 0.0% 3.3% -14.3% 0 0 0 0.00 155.67 N/A N/A 0 0 0 0
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