FVAL Options History — January 2026 In January 2026, FVAL traded between $71.81 and $74.03. ATM implied volatility averaged 17.8%, placing in the 8.8% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded above realized volatility by 8.3% (HV 20d: 9.4%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 12 of 20 days.
Notable Days 2026-01-14 : Largest IV drop — 53.1% change2026-01-13 : Highest IV Rank — 34.9%2026-01-02 : Largest Expected Move — 4.8%Monthly Statistics Metric Avg Min Max Open Close Price $73.37 $71.81 $74.03 $72.53 $73.87 ATM IV 17.8% 14.2% 30.6% 16.6% 15.5% Expected Move 4.2% 3.7% 4.8% 4.8% 4.4% HV 20d 9.4% 7.6% 11.3% 7.7% 11.0% HV 60d 11.3% 10.6% 12.0% 11.9% 11.3% IV Rank 8.8% 1.6% 34.9% 6.5% 4.2% IV Percentile 39.2% 2.8% 92.1% 40.1% 23.8% Term Structure -0.1% -4.5% 1.5% -4.5% -1.2% Skew 25d 1.9% 0.3% 2.9% 1.0% 2.0% Skew 10d 4.9% 0.9% 6.2% 0.9% 5.4% Call IV 25d 15.3% 12.8% 19.8% 19.8% 17.2% Put IV 25d 17.1% 15.2% 20.8% 20.8% 19.2% Bid-Ask Spread % 137.12 132.02 148.21 148.21 135.09 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
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 2026-01-02 $72.53 $0.00 16.6% 4.8% 7.7% 6.5% 0.0% 1.0% -4.5% 0 0 0 0.00 148.21 N/A N/A 0 0 0 0 2026-01-05 $73.09 $0.00 18.5% 3.8% 8.0% 10.3% 0.0% 1.9% 0.6% 0 0 0 0.00 138.59 N/A N/A 0 0 0 0 2026-01-06 $73.69 $0.00 18.9% 3.7% 8.3% 11.1% 0.0% 2.9% 1.3% 0 0 0 0.00 136.80 N/A N/A 0 0 0 0 2026-01-07 $73.36 $0.00 21.4% 4.0% 8.2% 16.2% 0.0% 0.9% -1.9% 0 0 0 0.00 136.25 N/A N/A 0 0 0 0 2026-01-08 $73.71 $0.00 20.6% 3.8% 8.3% 14.4% 0.0% 2.4% 1.1% 0 0 0 0.00 136.44 N/A N/A 0 0 0 0 2026-01-09 $74.03 $0.00 21.4% 3.8% 7.6% 16.1% 0.0% 2.2% 1.5% 0 0 0 0.00 135.36 N/A N/A 0 0 0 0 2026-01-12 $73.78 $0.00 27.5% 3.9% 7.8% 28.4% 0.0% 2.5% 0.8% 0 0 0 0.00 137.10 N/A N/A 0 0 0 0 2026-01-13 $73.12 $0.00 30.6% 4.0% 8.3% 34.9% 0.0% 0.3% -1.9% 0 0 0 0.00 134.42 N/A N/A 0 0 0 0 2026-01-14 $73.07 $0.00 14.4% 4.1% 8.3% 1.9% 0.0% 1.9% 0.6% 0 0 0 0.00 137.30 N/A N/A 0 0 0 0 2026-01-15 $73.24 $0.00 14.2% 4.1% 8.2% 1.6% 0.0% 1.7% 1.0% 0 0 0 0.00 138.25 N/A N/A 0 0 0 0 2026-01-16 $73.23 $0.00 14.3% 4.1% 7.7% 1.8% 0.0% 1.4% 1.4% 0 0 0 0.00 138.08 N/A N/A 0 0 0 0 2026-01-20 $71.81 $0.00 15.9% 4.6% 10.2% 5.0% 0.0% 1.1% -1.1% 0 0 0 0.00 135.35 N/A N/A 0 0 0 0 2026-01-21 $72.78 $0.00 14.2% 4.1% 11.3% 1.6% 0.0% 2.3% 0.2% 0 0 0 0.00 132.50 N/A N/A 0 0 0 0 2026-01-22 $73.30 $0.00 14.8% 4.2% 11.3% 2.8% 0.0% 1.2% 0.9% 0 0 0 0.00 137.66 N/A N/A 0 0 0 0 2026-01-23 $73.34 $0.00 14.9% 4.3% 11.3% 3.0% 0.0% 1.4% 0.6% 0 0 0 0.00 138.49 N/A N/A 0 0 0 0 2026-01-26 $73.77 $0.00 15.0% 4.3% 11.3% 3.2% 0.0% 2.8% -0.4% 0 0 0 0.00 138.44 N/A N/A 0 0 0 0 2026-01-27 $73.86 $0.00 15.5% 4.4% 11.3% 4.2% 0.0% 2.3% -0.7% 0 0 0 0.00 138.79 N/A N/A 0 0 0 0 2026-01-28 $73.94 $0.00 16.2% 4.6% 11.3% 5.5% 0.0% 2.2% -0.6% 0 0 0 0.00 137.33 N/A N/A 0 0 0 0 2026-01-29 $73.91 $0.00 15.2% 4.3% 11.3% 3.5% 0.0% 2.8% 0.6% 0 0 0 0.00 132.02 N/A N/A 0 0 0 0 2026-01-30 $73.87 $0.00 15.5% 4.4% 11.0% 4.2% 0.0% 2.0% -1.2% 0 0 0 0.00 135.09 N/A N/A 0 0 0 0
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