FVAL Options History — September 2025 In September 2025, FVAL traded between $66.79 and $69.19. ATM implied volatility averaged 16.3%, placing in the 5.6% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 6.9% (HV 20d: 9.4%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days.
Notable Days 2025-09-10 : Largest IV drop — 37.9% change2025-09-09 : Highest IV Rank — 17.3%2025-09-03 : Largest Expected Move — 5.4%Monthly Statistics Metric Avg Min Max Open Close Price $68.24 $66.79 $69.19 $66.79 $68.89 ATM IV 16.3% 13.4% 22.2% 18.2% 16.6% Expected Move 4.3% 3.6% 5.4% 5.2% 4.8% HV 20d 9.4% 7.7% 10.4% 10.1% 8.0% HV 60d 9.9% 9.3% 10.5% 10.5% 9.3% IV Rank 5.6% 0.0% 17.3% 9.2% 6.4% IV Percentile 27.4% 0.0% 79.8% 54.0% 36.1% Term Structure -1.9% -5.2% 0.3% -4.4% -2.8% Skew 25d 1.8% 0.5% 4.1% 2.1% 2.1% Skew 10d 6.0% -5.2% 12.1% 6.3% 6.1% Call IV 25d 16.1% 12.9% 20.4% 19.9% 18.7% Put IV 25d 17.9% 15.3% 22.1% 22.1% 20.7% Bid-Ask Spread % 154.31 150.16 157.98 154.36 155.08 Gamma HHI 0.77 0.75 0.78 0.75 0.78 Net GEX 1.7K 1.4K 2.1K 2.1K 1.5K Net DEX -33.7K -36.4K -27.5K -27.5K -36.1K Net VEX -44 -64 -31 -64 -31 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 6 6 6 6 6
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 2025-09-02 $66.79 $0.00 18.2% 5.2% 10.1% 9.2% 0.0% 2.1% -4.4% 2.1K -27.5K -64 0.00 154.36 N/A N/A 0 0 6 0 2025-09-03 $67.08 $0.00 18.8% 5.4% 10.1% 10.3% 0.0% 1.3% -5.2% 2.0K -29.8K -61 0.00 154.74 N/A N/A 0 0 6 0 2025-09-04 $67.69 $0.00 17.7% 3.7% 10.3% 8.2% 0.0% 2.7% 0.3% 2.0K -30.8K -58 0.00 155.13 N/A N/A 0 0 6 0 2025-09-05 $67.52 $0.00 17.6% 3.6% 10.4% 7.9% 0.0% 1.6% -0.3% 1.9K -31.6K -54 0.00 151.08 N/A N/A 0 0 6 0 2025-09-08 $67.49 $0.00 21.9% 4.1% 9.9% 16.8% 0.0% 1.6% -1.2% 2.0K -31.4K -53 0.00 157.89 N/A N/A 0 0 6 0 2025-09-09 $67.69 $0.00 22.2% 3.9% 9.9% 17.3% 0.0% 2.4% -1.2% 1.9K -31.6K -53 0.00 157.98 N/A N/A 0 0 6 0 2025-09-10 $67.52 $0.00 13.8% 4.0% 9.4% 0.2% 0.0% 1.3% -1.9% 1.9K -31.8K -52 0.00 156.97 N/A N/A 0 0 6 0 2025-09-11 $68.44 $0.00 13.4% 3.9% 10.2% 0.0% 0.0% 2.4% -1.3% 1.6K -34.7K -43 0.00 153.53 N/A N/A 0 0 6 0 2025-09-12 $68.47 $0.00 14.4% 4.1% 10.2% 1.9% 0.0% 1.6% -1.4% 1.6K -34.3K -44 0.00 155.95 N/A N/A 0 0 6 0 2025-09-15 $68.58 $0.00 14.8% 4.2% 10.1% 2.7% 0.0% 1.4% -2.3% 1.6K -34.5K -43 0.00 156.31 N/A N/A 0 0 6 0 2025-09-16 $68.56 $0.00 14.8% 4.3% 10.1% 2.8% 0.0% 1.1% -1.9% 1.6K -34.8K -42 0.00 155.70 N/A N/A 0 0 6 0 2025-09-17 $68.64 $0.00 14.3% 4.1% 10.0% 1.7% 0.0% 1.4% -0.7% 1.6K -34.4K -43 0.00 150.26 N/A N/A 0 0 6 0 2025-09-18 $68.98 $0.00 14.9% 4.3% 10.0% 2.9% 0.0% 1.9% -2.1% 1.4K -35.9K -37 0.00 153.97 N/A N/A 0 0 6 0 2025-09-19 $68.82 $0.00 14.6% 4.2% 9.9% 2.3% 0.0% 2.3% -0.5% 1.5K -35.4K -38 0.00 154.17 N/A N/A 0 0 6 0 2025-09-22 $69.19 $0.00 15.0% 4.3% 7.7% 3.2% 0.0% 3.0% -0.4% 1.4K -36.4K -34 0.00 150.89 N/A N/A 0 0 6 0 2025-09-23 $68.78 $0.00 15.4% 4.4% 8.0% 4.0% 0.0% 0.5% -2.0% 1.4K -36.1K -33 0.00 150.16 N/A N/A 0 0 6 0 2025-09-24 $68.59 $0.00 15.4% 4.4% 8.1% 3.9% 0.0% 0.8% -2.1% 1.5K -35.8K -34 0.00 153.09 N/A N/A 0 0 6 0 2025-09-25 $68.09 $0.00 16.3% 4.7% 8.5% 5.7% 0.0% 4.1% -2.7% 1.7K -34.1K -41 0.00 153.40 N/A N/A 0 0 6 0 2025-09-26 $68.57 $0.00 15.9% 4.6% 8.8% 5.0% 0.0% 1.6% -3.2% 1.6K -35.2K -36 0.00 154.04 N/A N/A 0 0 6 0 2025-09-29 $68.69 $0.00 16.6% 4.7% 8.7% 6.3% 0.0% 1.1% -3.2% 1.5K -35.9K -33 0.00 155.72 N/A N/A 0 0 6 0 2025-09-30 $68.89 $0.00 16.6% 4.8% 8.0% 6.4% 0.0% 2.1% -2.8% 1.5K -36.1K -31 0.00 155.08 N/A N/A 0 0 6 0
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