FVAL Options History — March 2025 In March 2025, FVAL traded between $58.69 and $61.66. ATM implied volatility averaged 19.0%, placing in the 18.1% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 3.4% (HV 20d: 15.6%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days.
Notable Days 2025-03-11 : Largest IV drop — 24.2% change2025-03-10 : Highest IV Rank — 40.8%2025-03-14 : Largest Expected Move — 8.3%Monthly Statistics Metric Avg Min Max Open Close Price $60.29 $58.69 $61.66 $61.45 $59.63 ATM IV 19.0% 16.8% 25.5% 19.6% 19.6% Expected Move 5.5% 3.9% 8.3% 5.6% 4.0% HV 20d 15.6% 11.0% 19.6% 11.0% 19.4% HV 60d 13.3% 11.7% 14.6% 11.7% 14.6% IV Rank 18.1% 10.6% 40.8% 20.2% 20.3% IV Percentile 62.3% 39.7% 92.5% 70.6% 72.2% Term Structure -1.8% -3.6% 0.5% -0.1% -2.9% Skew 25d 1.5% -0.6% 2.7% -0.6% 2.7% Skew 10d 1.7% -2.4% 11.9% 11.9% 2.9% Call IV 25d 19.0% 16.0% 22.8% 22.8% 21.4% Put IV 25d 20.5% 17.2% 24.1% 22.1% 24.1% Bid-Ask Spread % 145.64 133.28 155.02 155.02 133.28 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (21 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 2025-03-03 $61.45 $0.00 19.6% 5.6% 11.0% 20.2% 0.0% -0.6% -0.1% 0 0 0 0.00 155.02 N/A N/A 0 0 0 0 2025-03-04 $61.29 $0.00 20.0% 5.7% 11.0% 21.5% 0.0% 1.0% -3.4% 0 0 0 0.00 150.16 N/A N/A 0 0 0 0 2025-03-05 $61.66 $0.00 20.5% 5.9% 11.1% 23.5% 0.0% 1.2% 0.5% 0 0 0 0.00 151.47 N/A N/A 0 0 0 0 2025-03-06 $60.83 $0.00 22.1% 6.3% 11.9% 28.8% 0.0% 1.6% -0.5% 0 0 0 0.00 151.29 N/A N/A 0 0 0 0 2025-03-07 $61.29 $0.00 22.0% 6.3% 12.3% 28.5% 0.0% 1.7% -0.3% 0 0 0 0.00 147.41 N/A N/A 0 0 0 0 2025-03-10 $59.89 $0.00 25.5% 7.3% 14.5% 40.8% 0.0% 1.0% -1.2% 0 0 0 0.00 148.67 N/A N/A 0 0 0 0 2025-03-11 $59.63 $0.00 19.4% 7.7% 14.2% 19.5% 0.0% 1.9% -0.8% 0 0 0 0.00 148.21 N/A N/A 0 0 0 0 2025-03-12 $59.53 $0.00 17.7% 7.9% 14.1% 13.7% 0.0% 2.3% -0.1% 0 0 0 0.00 150.72 N/A N/A 0 0 0 0 2025-03-13 $58.69 $0.00 18.6% 8.1% 14.6% 16.8% 0.0% 2.3% -1.3% 0 0 0 0.00 150.81 N/A N/A 0 0 0 0 2025-03-14 $59.78 $0.00 17.2% 8.3% 15.8% 11.9% 0.0% 2.5% -0.3% 0 0 0 0.00 154.89 N/A N/A 0 0 0 0 2025-03-17 $60.42 $0.00 17.5% 4.3% 16.5% 13.0% 0.0% 2.0% -2.6% 0 0 0 0.00 142.21 N/A N/A 0 0 0 0 2025-03-18 $59.86 $0.00 18.1% 4.6% 16.5% 15.0% 0.0% 1.3% -2.2% 0 0 0 0.00 141.65 N/A N/A 0 0 0 0 2025-03-19 $60.52 $0.00 16.8% 4.0% 17.1% 10.6% 0.0% 1.8% -3.0% 0 0 0 0.00 139.70 N/A N/A 0 0 0 0 2025-03-20 $60.21 $0.00 17.5% 4.5% 17.1% 13.1% 0.0% 1.1% -1.7% 0 0 0 0.00 141.51 N/A N/A 0 0 0 0 2025-03-21 $59.59 $0.00 16.9% 4.1% 16.7% 10.9% 0.0% 1.6% -2.7% 0 0 0 0.00 141.29 N/A N/A 0 0 0 0 2025-03-24 $60.83 $0.00 16.8% 3.9% 18.6% 10.6% 0.0% 1.4% -2.9% 0 0 0 0.00 145.29 N/A N/A 0 0 0 0 2025-03-25 $60.93 $0.00 17.4% 4.0% 18.6% 12.5% 0.0% 1.6% -3.3% 0 0 0 0.00 146.62 N/A N/A 0 0 0 0 2025-03-26 $60.42 $0.00 17.9% 4.2% 18.8% 14.3% 0.0% 0.0% -3.6% 0 0 0 0.00 141.00 N/A N/A 0 0 0 0 2025-03-27 $60.47 $0.00 18.5% 4.2% 18.5% 16.5% 0.0% 2.0% -3.4% 0 0 0 0.00 142.50 N/A N/A 0 0 0 0 2025-03-28 $59.16 $0.00 19.2% 4.8% 19.6% 18.8% 0.0% 0.4% -0.8% 0 0 0 0.00 134.82 N/A N/A 0 0 0 0 2025-03-31 $59.63 $0.00 19.6% 4.0% 19.4% 20.3% 0.0% 2.7% -2.9% 0 0 0 0.00 133.28 N/A N/A 0 0 0 0
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