FVAL Options History — March 2026 In March 2026, FVAL traded between $67.41 and $72.99. ATM implied volatility averaged 22.0%, placing in the 17.4% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 8.9% (HV 20d: 13.1%). Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2026-03-23 : Highest Volume — 2 contracts2026-03-11 : Largest IV drop — 15.5% change2026-03-30 : Highest IV Rank — 31.4%2026-03-30 : Largest Expected Move — 8.3%Monthly Statistics Metric Avg Min Max Open Close Price $70.54 $67.41 $72.99 $72.94 $69.37 ATM IV 22.0% 18.6% 28.9% 18.6% 26.3% Expected Move 6.2% 5.2% 8.3% 5.3% 7.5% HV 20d 13.1% 10.5% 19.3% 13.7% 19.3% HV 60d 12.1% 11.0% 15.0% 11.0% 15.0% IV Rank 17.4% 10.4% 31.4% 10.4% 26.1% IV Percentile 80.3% 64.3% 92.5% 64.3% 90.5% Term Structure -1.0% -5.7% 1.2% -3.1% -5.7% Skew 25d 3.3% 1.9% 5.2% 2.3% 3.5% Skew 10d 2.2% -0.8% 5.0% 1.7% 4.9% Call IV 25d 19.2% 15.7% 23.9% 19.3% 22.1% Put IV 25d 22.5% 18.9% 27.2% 21.7% 25.5% Bid-Ask Spread % 111.82 77.81 157.56 155.51 80.61 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 201 0 826 0 826 Net DEX -1.6K -6.8K 0 0 -5.9K Net VEX -5 -21 0 0 -19 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 0.091 0 2 0 0 Total OI 0.545 0 2 0 2
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 2026-03-02 $72.94 $0.00 18.6% 5.3% 13.7% 10.4% 0.0% 2.3% -3.1% 0 0 0 0.00 155.51 N/A N/A 0 0 0 0 2026-03-03 $72.47 $0.00 21.1% 6.0% 13.5% 15.5% 0.0% 2.7% -3.6% 0 0 0 0.00 157.56 N/A N/A 0 0 0 0 2026-03-04 $72.99 $0.00 19.5% 5.6% 13.3% 12.2% 0.0% 2.3% -3.3% 0 0 0 0.00 154.78 N/A N/A 0 0 0 0 2026-03-05 $72.41 $0.00 21.2% 5.3% 13.5% 15.7% 0.0% 3.1% -0.2% 0 0 0 0.00 143.33 N/A N/A 0 0 0 0 2026-03-06 $71.70 $0.00 23.1% 5.9% 12.6% 19.5% 0.0% 3.7% -0.4% 0 0 0 0.00 141.43 N/A N/A 0 0 0 0 2026-03-09 $72.08 $0.00 23.6% 5.6% 10.6% 20.7% 0.0% 5.2% -0.2% 0 0 0 0.00 135.26 N/A N/A 0 0 0 0 2026-03-10 $71.91 $0.00 23.0% 5.2% 10.5% 19.5% 0.0% 3.1% 0.2% 0 0 0 0.00 145.86 N/A N/A 0 0 0 0 2026-03-11 $71.75 $0.00 19.4% 5.6% 10.5% 12.2% 0.0% 4.0% 0.2% 0 0 0 0.00 146.65 N/A N/A 0 0 0 0 2026-03-12 $70.91 $0.00 21.7% 0.0% 11.1% 16.7% 0.0% 4.0% 0.9% 0 0 0 0.00 106.37 N/A N/A 0 0 0 0 2026-03-13 $70.25 $0.00 22.0% 0.0% 10.7% 17.4% 0.0% 3.3% -0.7% 0 0 0 0.00 92.74 N/A N/A 0 0 0 0 2026-03-16 $70.95 $0.00 19.4% 5.7% 11.5% 12.1% 0.0% 4.2% 1.0% 0 0 0 0.00 106.72 N/A N/A 0 0 0 0 2026-03-17 $71.24 $0.00 20.2% 6.0% 11.6% 13.7% 0.0% 3.0% -0.4% 0 0 0 0.00 102.67 N/A N/A 0 0 0 0 2026-03-18 $70.22 $0.00 20.2% 6.0% 12.2% 13.7% 0.0% 3.0% -0.3% 0 0 0 0.00 104.95 N/A N/A 0 0 0 0 2026-03-19 $70.05 $0.00 21.0% 6.0% 12.2% 15.3% 0.0% 1.9% 0.5% 0 0 0 0.00 102.10 N/A N/A 0 0 0 0 2026-03-20 $68.58 $0.00 22.7% 6.7% 13.2% 18.8% 0.0% 4.1% -0.9% 0 0 0 0.00 83.16 N/A N/A 0 0 0 0 2026-03-23 $69.69 $0.00 20.3% 5.9% 14.6% 13.9% 0.0% 2.8% -2.7% 0 0 0 0.00 90.15 N/A N/A 2 0 0 0 2026-03-24 $69.22 $0.00 22.6% 6.6% 14.1% 18.6% 0.0% 3.5% 0.4% 740 -6.5K -21 0.00 81.78 N/A N/A 0 0 2 0 2026-03-25 $69.53 $0.00 21.3% 6.1% 14.2% 16.0% 0.0% 3.0% -5.3% 788 -6.8K -21 0.00 85.66 N/A N/A 0 0 2 0 2026-03-26 $68.77 $0.00 22.6% 6.5% 14.4% 18.6% 0.0% 3.1% 1.2% 801 -6.1K -20 0.00 77.81 N/A N/A 0 0 2 0 2026-03-27 $67.46 $0.00 26.0% 7.5% 15.5% 25.5% 0.0% 2.7% 0.3% 640 -5.0K -19 0.00 82.27 N/A N/A 0 0 2 0 2026-03-30 $67.41 $0.00 28.9% 8.3% 15.5% 31.4% 0.0% 3.3% 0.5% 620 -4.8K -18 0.00 82.59 N/A N/A 0 0 2 0 2026-03-31 $69.37 $0.00 26.3% 7.5% 19.3% 26.1% 0.0% 3.5% -5.7% 826 -5.9K -19 0.00 80.61 N/A N/A 0 0 2 0
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