FVAL Options History — August 2025

In August 2025, FVAL traded between $63.61 and $67.59. ATM implied volatility averaged 18.7%, placing in the 10.2% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 7.8% (HV 20d: 10.9%). Max pain ranged from $59.00 to $59.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days.

Notable Days

  • 2025-08-13: Largest IV drop — 56.9% change
  • 2025-08-11: Highest IV Rank — 39.9%
  • 2025-08-01: Largest Expected Move — 5.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$66.10$63.61$67.59$63.61$67.35
Max Pain$59.00$59.00$59.00$59.00$59.00
ATM IV18.7%13.7%33.3%19.7%16.5%
Expected Move4.3%3.9%5.7%5.7%4.7%
HV 20d10.9%9.8%12.7%10.1%9.8%
HV 60d10.7%9.7%12.3%12.1%10.3%
IV Rank10.2%0.0%39.9%12.2%5.7%
IV Percentile39.4%0.0%93.3%65.5%31.3%
Term Structure-2.0%-4.6%0.2%-4.6%-3.2%
Skew 25d0.5%-5.6%5.1%1.0%-1.3%
Skew 10d7.6%0.6%13.0%1.5%5.6%
Call IV 25d15.5%11.2%22.9%22.9%17.3%
Put IV 25d15.9%10.6%24.0%24.0%16.0%
Bid-Ask Spread %154.82139.49158.61139.49153.41
Gamma HHI0.730.640.760.640.76
Net GEX2.0K1.7K2.1K1.7K1.9K
Net DEX-25.8K-30.9K-17.8K-17.8K-30.9K
Net VEX-73-85-59-85-60
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI6.5246776

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-08-01$63.61$59.0019.7%5.7%10.1%12.2%0.0%1.0%-4.6%1.7K-17.8K-850.00139.49N/AN/A0061
2025-08-04$64.29$0.0021.0%4.2%9.9%14.8%0.0%2.2%-0.1%1.9K-19.2K-840.00155.01N/AN/A0061
2025-08-05$64.38$0.0022.6%4.3%9.8%18.0%0.0%1.8%-0.4%1.9K-19.8K-830.00155.98N/AN/A0061
2025-08-06$64.81$0.0021.8%4.1%10.0%16.4%0.0%2.4%0.2%1.9K-20.7K-830.00155.56N/AN/A0061
2025-08-07$64.78$0.0021.5%4.0%9.8%15.7%0.0%1.3%-0.7%2.0K-21.6K-820.00154.22N/AN/A0061
2025-08-08$65.47$0.0023.0%4.0%10.3%18.9%0.0%1.9%-0.4%2.1K-23.4K-810.00155.65N/AN/A0061
2025-08-11$65.39$0.0033.3%4.3%10.3%39.9%0.0%1.2%-3.0%2.1K-23.8K-790.00158.61N/AN/A0061
2025-08-12$66.09$0.0031.8%3.9%10.7%36.9%0.0%5.1%0.1%2.0K-25.0K-770.00155.00N/AN/A0061
2025-08-13$66.59$0.0013.7%3.9%11.0%0.0%0.0%2.1%-0.6%2.0K-27.5K-730.00155.63N/AN/A0061
2025-08-14$66.65$0.0013.7%3.9%10.9%0.1%0.0%2.0%-1.4%2.0K-27.3K-730.00155.65N/AN/A0061
2025-08-15$66.66$0.0014.2%4.1%10.9%1.1%0.0%1.3%-2.1%2.0K-28.0K-720.00157.07N/AN/A0061
2025-08-18$66.59$0.0014.6%4.2%11.0%1.8%0.0%-2.2%-2.2%2.0K-27.8K-710.00156.90N/AN/A0060
2025-08-19$66.42$0.0015.8%4.5%11.0%4.2%0.0%-5.6%-3.1%2.0K-27.0K-710.00154.68N/AN/A0060
2025-08-20$66.25$0.0015.0%4.3%10.8%2.8%0.0%0.7%-2.5%2.0K-25.5K-740.00155.73N/AN/A0060
2025-08-21$66.01$0.0015.5%4.5%10.9%3.7%0.0%-3.2%-2.5%2.1K-25.4K-730.00157.75N/AN/A0060
2025-08-22$67.29$0.0015.7%4.5%12.7%4.0%0.0%-4.3%-2.8%1.9K-30.5K-620.00155.69N/AN/A0060
2025-08-25$67.20$0.0016.1%4.6%12.7%4.8%0.0%1.6%-2.6%1.9K-30.1K-610.00156.59N/AN/A0060
2025-08-26$67.17$0.0016.1%4.6%12.6%4.8%0.0%1.9%-3.2%2.0K-29.8K-620.00156.52N/AN/A0060
2025-08-27$67.52$0.0016.0%4.6%12.4%4.7%0.0%2.9%-3.0%2.0K-30.6K-620.00154.27N/AN/A0060
2025-08-28$67.59$0.0015.6%4.5%12.4%3.8%0.0%-3.6%-3.2%1.9K-30.7K-590.00151.76N/AN/A0060
2025-08-29$67.35$0.0016.5%4.7%9.8%5.7%0.0%-1.3%-3.2%1.9K-30.9K-600.00153.41N/AN/A0060