FVAL Options History — May 2025 In May 2025, FVAL traded between $58.80 and $62.00. ATM implied volatility averaged 24.1%, placing in the 21.1% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded below realized volatility by 1.5% (HV 20d: 25.6%). Max pain ranged from $54.00 to $54.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 3 of 21 days.
Notable Days 2025-05-14 : Largest IV drop — 56.8% change2025-05-01 : Highest IV Rank — 73.8%2025-05-01 : Largest Expected Move — 14.3%Monthly Statistics Metric Avg Min Max Open Close Price $60.62 $58.80 $62.00 $58.87 $61.37 Max Pain $54.00 $54.00 $54.00 $54.00 $54.00 ATM IV 24.1% 15.4% 49.9% 49.9% 18.8% Expected Move 5.8% 4.3% 14.3% 14.3% 5.4% HV 20d 25.6% 15.3% 51.4% 51.4% 15.5% HV 60d 32.3% 31.8% 32.7% 31.8% 32.5% IV Rank 21.1% 3.4% 73.8% 73.8% 10.2% IV Percentile 63.2% 16.7% 99.2% 99.2% 59.9% Term Structure -3.8% -21.5% 0.9% -20.4% -3.7% Skew 25d 4.3% 0.7% 26.4% 26.4% 1.3% Skew 10d 6.4% 1.1% 15.2% 3.9% 1.4% Call IV 25d 19.7% 8.9% 61.6% 36.2% 20.8% Put IV 25d 23.9% 18.0% 63.1% 62.6% 22.1% Bid-Ask Spread % 147.66 140.86 160.45 160.45 145.06 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 32 0 151 151 0 Net DEX -3.3K -6.2K 0 -4.8K 0 Net VEX -0 -3 0 -3 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0.571 0 1 1 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 2025-05-01 $58.87 $54.00 49.9% 14.3% 51.4% 73.8% 0.0% 26.4% -20.4% 151 -4.8K -3 0.00 160.45 N/A N/A 0 0 1 0 2025-05-02 $59.41 $54.00 49.7% 14.2% 48.6% 73.4% 0.0% 1.5% -21.5% 140 -5.0K -3 0.00 160.37 N/A N/A 0 0 1 0 2025-05-05 $59.08 $0.00 24.7% 5.2% 45.1% 22.4% 0.0% 11.0% -1.8% 85 -5.7K -1 0.00 148.30 N/A N/A 0 0 1 0 2025-05-06 $58.80 $0.00 24.4% 5.1% 44.0% 21.7% 0.0% 7.9% 0.9% 92 -5.7K -1 0.00 147.24 N/A N/A 0 0 1 0 2025-05-07 $58.89 $0.00 25.7% 5.2% 42.8% 24.4% 0.0% 7.2% 0.7% 82 -5.7K -1 0.00 145.79 N/A N/A 0 0 1 0 2025-05-08 $59.47 $0.00 26.3% 4.8% 27.8% 25.5% 0.0% 1.9% 0.9% 45 -5.9K 0 0.00 144.05 N/A N/A 0 0 1 0 2025-05-09 $59.23 $0.00 28.2% 5.3% 22.9% 29.5% 0.0% 10.6% -2.1% 65 -5.8K 0 0.00 149.09 N/A N/A 0 0 1 0 2025-05-12 $61.04 $0.00 31.8% 4.5% 23.4% 36.9% 0.0% 2.5% -0.3% 6 -6.1K 0 0.00 146.70 N/A N/A 0 0 1 0 2025-05-13 $61.56 $0.00 37.8% 4.3% 23.2% 49.1% 0.0% 2.0% -0.9% 2 -6.2K 0 0.00 147.32 N/A N/A 0 0 1 0 2025-05-14 $61.20 $0.00 16.3% 4.7% 23.1% 5.2% 0.0% 0.9% -3.0% 4 -6.1K 0 0.00 148.29 N/A N/A 0 0 1 0 2025-05-15 $61.42 $0.00 16.3% 4.7% 20.4% 5.2% 0.0% 2.2% -2.1% 1 -6.1K 0 0.00 146.19 N/A N/A 0 0 1 0 2025-05-16 $61.96 $0.00 15.4% 4.4% 20.4% 3.4% 0.0% 1.5% -2.2% 8 -6.2K 0 0.00 146.68 N/A N/A 0 0 1 0 2025-05-19 $62.00 $0.00 15.9% 4.6% 16.7% 4.4% 0.0% 2.0% -1.6% 0 0 0 0.00 144.79 N/A N/A 0 0 0 0 2025-05-20 $61.81 $0.00 16.5% 4.7% 15.6% 5.7% 0.0% 1.1% -3.2% 0 0 0 0.00 146.86 N/A N/A 0 0 0 0 2025-05-21 $61.03 $0.00 16.7% 4.8% 16.5% 6.0% 0.0% 0.7% -3.7% 0 0 0 0.00 140.86 N/A N/A 0 0 0 0 2025-05-22 $61.06 $0.00 17.9% 5.1% 15.3% 8.5% 0.0% 1.8% -2.3% 0 0 0 0.00 146.76 N/A N/A 0 0 0 0 2025-05-23 $60.53 $0.00 18.0% 5.2% 15.8% 8.7% 0.0% 2.4% -2.6% 0 0 0 0.00 145.47 N/A N/A 0 0 0 0 2025-05-27 $61.55 $0.00 17.5% 5.0% 16.6% 7.7% 0.0% 2.2% -3.3% 0 0 0 0.00 145.22 N/A N/A 0 0 0 0 2025-05-28 $61.34 $0.00 19.2% 5.5% 16.8% 11.1% 0.0% 0.8% -3.8% 0 0 0 0.00 148.81 N/A N/A 0 0 0 0 2025-05-29 $61.45 $0.00 19.2% 5.5% 16.4% 11.0% 0.0% 1.2% -3.7% 0 0 0 0.00 146.51 N/A N/A 0 0 0 0 2025-05-30 $61.37 $0.00 18.8% 5.4% 15.5% 10.2% 0.0% 1.3% -3.7% 0 0 0 0.00 145.06 N/A N/A 0 0 0 0
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