FVAL Options History — July 2025 In July 2025, FVAL traded between $63.99 and $65.42. ATM implied volatility averaged 16.9%, placing in the 6.5% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 7.3% (HV 20d: 9.6%). Max pain ranged from $59.00 to $59.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days.
Notable Days 2025-07-09 : Largest IV drop — 30.7% change2025-07-08 : Highest IV Rank — 15.7%2025-07-02 : Largest Expected Move — 5.5%Monthly Statistics Metric Avg Min Max Open Close Price $64.67 $63.99 $65.42 $64.32 $64.84 Max Pain $59.00 $59.00 $59.00 $59.00 $59.00 ATM IV 16.9% 14.2% 21.4% 17.8% 17.8% Expected Move 4.6% 4.1% 5.5% 5.1% 5.1% HV 20d 9.6% 7.8% 11.6% 10.5% 7.9% HV 60d 16.3% 11.4% 29.5% 29.5% 11.4% IV Rank 6.5% 1.0% 15.7% 8.2% 8.3% IV Percentile 34.0% 2.4% 74.6% 48.4% 48.4% Term Structure -1.7% -4.2% 0.8% -3.6% -3.8% Skew 25d 1.4% 0.5% 2.2% 1.8% 0.5% Skew 10d 4.1% 2.8% 5.3% 4.9% 3.1% Call IV 25d 17.5% 14.5% 21.0% 19.8% 21.0% Put IV 25d 18.9% 16.3% 22.1% 21.6% 21.5% Bid-Ask Spread % 139.16 132.88 159.19 153.84 136.05 Gamma HHI 0.67 0.63 0.71 0.65 0.71 Net GEX 1.7K 1.5K 1.9K 1.6K 1.9K Net DEX -21.3K -23.4K -19.1K -19.6K -22.5K Net VEX -91 -97 -84 -97 -84 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 7 7 7 7 7
Daily Data (22 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 2025-07-01 $64.32 $0.00 17.8% 5.1% 10.5% 8.2% 0.0% 1.8% -3.6% 1.6K -19.6K -97 0.00 153.84 N/A N/A 0 0 6 1 2025-07-02 $64.30 $0.00 19.0% 5.5% 10.4% 10.8% 0.0% 1.5% -4.2% 1.6K -20.1K -97 0.00 159.19 N/A N/A 0 0 6 1 2025-07-03 $64.79 $59.00 18.2% 4.1% 10.6% 9.1% 0.0% 1.8% 0.6% 1.6K -21.6K -96 0.00 137.31 N/A N/A 0 0 6 1 2025-07-07 $63.99 $59.00 21.1% 4.2% 11.6% 15.1% 0.0% 1.4% 0.1% 1.5K -20.0K -96 0.00 132.88 N/A N/A 0 0 6 1 2025-07-08 $64.26 $59.00 21.4% 4.3% 11.2% 15.7% 0.0% 1.9% 0.8% 1.5K -20.0K -95 0.00 136.52 N/A N/A 0 0 6 1 2025-07-09 $64.47 $59.00 14.9% 4.3% 11.2% 2.3% 0.0% 1.6% 0.5% 1.6K -20.5K -95 0.00 136.17 N/A N/A 0 0 6 1 2025-07-10 $64.87 $59.00 14.2% 4.1% 11.3% 1.0% 0.0% 1.5% 0.8% 1.7K -21.3K -93 0.00 136.11 N/A N/A 0 0 6 1 2025-07-11 $64.56 $59.00 14.8% 4.2% 11.4% 2.1% 0.0% 2.0% 0.2% 1.6K -20.5K -94 0.00 137.84 N/A N/A 0 0 6 1 2025-07-14 $64.48 $59.00 15.7% 4.5% 11.4% 3.9% 0.0% 1.9% -0.2% 1.6K -20.4K -93 0.00 138.34 N/A N/A 0 0 6 1 2025-07-15 $64.26 $59.00 15.5% 4.4% 10.5% 3.6% 0.0% 1.1% -2.0% 1.7K -20.7K -92 0.00 136.44 N/A N/A 0 0 6 1 2025-07-16 $64.28 $59.00 15.9% 4.6% 10.0% 4.4% 0.0% 1.9% 0.2% 1.6K -19.1K -91 0.00 136.25 N/A N/A 0 0 6 1 2025-07-17 $64.48 $59.00 16.1% 4.6% 9.4% 4.8% 0.0% 1.7% -1.8% 1.7K -20.2K -92 0.00 138.73 N/A N/A 0 0 6 1 2025-07-18 $64.41 $59.00 15.9% 4.6% 9.5% 4.4% 0.0% 1.0% -1.7% 1.8K -20.3K -91 0.00 139.43 N/A N/A 0 0 6 1 2025-07-21 $64.56 $59.00 15.5% 4.4% 8.8% 3.5% 0.0% 1.1% -1.8% 1.8K -21.7K -89 0.00 138.90 N/A N/A 0 0 6 1 2025-07-22 $64.88 $59.00 16.1% 4.6% 8.5% 4.9% 0.0% 2.2% -2.7% 1.8K -21.5K -89 0.00 138.13 N/A N/A 0 0 6 1 2025-07-23 $65.31 $59.00 16.0% 4.6% 8.2% 4.6% 0.0% 1.4% -2.3% 1.8K -22.9K -88 0.00 137.84 N/A N/A 0 0 6 1 2025-07-24 $65.19 $59.00 16.6% 4.8% 8.1% 5.8% 0.0% 1.1% -2.8% 1.9K -23.4K -87 0.00 139.07 N/A N/A 0 0 6 1 2025-07-25 $65.42 $59.00 16.5% 4.7% 7.9% 5.6% 0.0% 1.8% -2.3% 1.9K -23.1K -87 0.00 138.51 N/A N/A 0 0 6 1 2025-07-28 $65.24 $59.00 17.9% 5.1% 8.0% 8.5% 0.0% 1.0% -3.6% 1.9K -23.3K -85 0.00 139.14 N/A N/A 0 0 6 1 2025-07-29 $65.09 $59.00 17.6% 5.0% 7.8% 7.8% 0.0% 0.5% -3.7% 1.9K -23.3K -84 0.00 137.81 N/A N/A 0 0 6 1 2025-07-30 $64.69 $59.00 17.7% 5.1% 7.8% 8.1% 0.0% 0.7% -3.9% 1.9K -22.0K -85 0.00 137.07 N/A N/A 0 0 6 1 2025-07-31 $64.84 $59.00 17.8% 5.1% 7.9% 8.3% 0.0% 0.5% -3.8% 1.9K -22.5K -84 0.00 136.05 N/A N/A 0 0 6 1
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