FVAL Options History — June 2025 In June 2025, FVAL traded between $61.48 and $63.88. ATM implied volatility averaged 19.5%, placing in the 11.7% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 7.3% (HV 20d: 12.2%). Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2025-06-05 : Highest Volume — 5 contracts2025-06-03 : Largest IV drop — 57.9% change2025-06-02 : Highest IV Rank — 66.2%2025-06-02 : Largest Expected Move — 13.2%Monthly Statistics Metric Avg Min Max Open Close Price $62.48 $61.48 $63.88 $61.48 $63.88 ATM IV 19.5% 14.6% 46.2% 46.2% 17.4% Expected Move 5.2% 4.2% 13.2% 13.2% 5.0% HV 20d 12.2% 10.2% 15.3% 15.3% 10.4% HV 60d 31.6% 31.1% 32.4% 32.4% 31.1% IV Rank 11.7% 1.7% 66.2% 66.2% 7.4% IV Percentile 48.5% 4.8% 97.2% 97.2% 44.4% Term Structure -3.5% -17.2% -0.6% -17.2% -3.4% Skew 25d 1.9% -2.7% 5.6% 1.8% 1.6% Skew 10d 9.7% -1.7% 17.7% 17.7% 4.2% Call IV 25d 20.3% 15.4% 63.0% 63.0% 19.7% Put IV 25d 22.2% 17.6% 64.8% 64.8% 21.3% Bid-Ask Spread % 155.36 147.66 160.00 159.74 158.21 Gamma HHI 0.71 0.52 1.00 1.00 0.62 Net GEX 1.1K 0 1.6K 0 1.5K Net DEX -12.1K -18.5K 0 0 -18.5K Net VEX -75 -101 0 0 -99 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.35 0 5 0 0 Total OI 5 0 7 0 7
Daily Data (20 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 2025-06-02 $61.48 $0.00 46.2% 13.2% 15.3% 66.2% 0.0% 1.8% -17.2% 0 0 0 0.00 159.74 N/A N/A 0 0 0 0 2025-06-03 $61.88 $0.00 19.4% 5.6% 15.1% 11.6% 0.0% 1.9% -4.8% 0 0 0 0.00 147.66 N/A N/A 0 0 0 0 2025-06-04 $61.89 $0.00 20.3% 5.8% 14.9% 13.3% 0.0% 0.8% -5.6% 0 0 0 0.00 149.69 N/A N/A 0 0 0 0 2025-06-05 $61.64 $0.00 20.4% 4.3% 15.1% 13.5% 0.0% 1.8% -0.6% 0 0 0 0.00 155.73 N/A N/A 5 0 0 0 2025-06-06 $62.31 $0.00 20.3% 4.3% 15.2% 13.3% 0.0% 2.3% -1.3% 1.2K -12.3K -80 0.00 158.27 N/A N/A 0 0 5 0 2025-06-09 $62.55 $0.00 23.7% 4.3% 15.0% 20.2% 0.0% 2.1% -1.1% 1.2K -12.8K -82 0.00 159.18 N/A N/A 0 0 5 0 2025-06-10 $62.76 $0.00 22.7% 4.3% 11.0% 18.3% 0.0% 2.0% -1.4% 1.2K -13.5K -82 0.00 158.41 N/A N/A 1 0 5 0 2025-06-11 $62.55 $0.00 14.6% 4.2% 10.7% 1.7% 0.0% 1.6% -1.9% 1.6K -16.2K -96 0.00 156.38 N/A N/A 0 0 6 0 2025-06-12 $62.76 $0.00 15.3% 4.4% 10.5% 3.1% 0.0% 2.4% -1.5% 1.6K -15.3K -97 0.00 157.64 N/A N/A 0 0 6 0 2025-06-13 $62.05 $0.00 16.7% 4.8% 11.3% 6.0% 0.0% 1.3% -3.3% 1.4K -14.4K -94 0.00 154.42 N/A N/A 0 0 6 0 2025-06-16 $62.74 $0.00 16.5% 4.7% 11.6% 5.6% 0.0% 2.4% -2.2% 1.5K -16.1K -97 0.00 159.02 N/A N/A 0 0 6 0 2025-06-17 $62.27 $0.00 17.5% 5.0% 12.0% 7.7% 0.0% 1.5% -3.8% 1.4K -14.9K -93 0.00 155.40 N/A N/A 0 0 6 0 2025-06-18 $62.33 $0.00 18.9% 5.4% 11.9% 10.6% 0.0% 5.6% -2.6% 1.4K -15.0K -93 0.00 148.62 N/A N/A 0 1 6 0 2025-06-20 $61.83 $0.00 16.6% 4.8% 11.3% 5.8% 0.0% 1.8% -2.3% 1.2K -13.5K -96 0.00 153.06 N/A N/A 0 0 6 1 2025-06-23 $62.33 $0.00 16.7% 4.8% 11.6% 6.0% 0.0% -2.7% -3.4% 1.2K -14.2K -99 0.00 150.30 N/A N/A 0 0 6 1 2025-06-24 $62.98 $0.00 16.5% 4.7% 11.5% 5.7% 0.0% 4.8% -4.3% 1.4K -15.6K -101 0.00 152.73 N/A N/A 0 0 6 1 2025-06-25 $62.79 $0.00 16.8% 4.8% 10.2% 6.3% 0.0% 1.7% -3.3% 1.4K -15.5K -100 0.00 160.00 N/A N/A 0 0 6 1 2025-06-26 $63.23 $0.00 16.7% 4.8% 10.2% 6.0% 0.0% 1.7% -2.8% 1.5K -16.9K -98 0.00 158.02 N/A N/A 0 0 6 1 2025-06-27 $63.41 $0.00 16.8% 4.8% 10.2% 6.3% 0.0% 1.3% -2.8% 1.5K -17.9K -100 0.00 154.77 N/A N/A 0 0 6 1 2025-06-30 $63.88 $0.00 17.4% 5.0% 10.4% 7.4% 0.0% 1.6% -3.4% 1.5K -18.5K -99 0.00 158.21 N/A N/A 0 0 6 1
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