FVAL Options History — April 2026

In April 2026, FVAL traded between $69.69 and $69.92. ATM implied volatility averaged 26.1%, placing in the 25.7% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 6.9% (HV 20d: 19.2%). Max pain ranged from $70.00 to $70.00. Net GEX was positive for 2 of 2 trading days. Term structure was in contango for 1 of 2 days.

Notable Days

  • 2026-04-02: Largest IV spike — 8.0% change
  • 2026-04-02: Highest IV Rank — 27.7%
  • 2026-04-02: Largest Expected Move — 7.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$69.81$69.69$69.92$69.92$69.69
Max Pain$70.00$70.00$70.00$70.00$70.00
ATM IV26.1%25.1%27.1%25.1%27.1%
Expected Move7.5%7.2%7.8%7.2%7.8%
HV 20d19.2%19.2%19.3%19.3%19.2%
HV 60d14.9%14.9%15.0%15.0%14.9%
IV Rank25.7%23.7%27.7%23.7%27.7%
IV Percentile89.3%88.1%90.5%88.1%90.5%
Term Structure-2.6%-6.2%1.1%-6.2%1.1%
Skew 25d2.9%2.8%3.1%3.1%2.8%
Skew 10d4.9%4.1%5.6%5.6%4.1%
Call IV 25d19.4%17.2%21.6%21.6%17.2%
Put IV 25d22.3%20.0%24.7%24.7%20.0%
Bid-Ask Spread %79.3678.7679.9678.7679.96
Gamma HHI1.001.001.001.001.00
Net GEX849846851851846
Net DEX-6.7K-6.8K-6.5K-6.8K-6.5K
Net VEX-19-19-19-19-19
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI22222

Daily Data (2 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-04-01$69.92$0.0025.1%7.2%19.3%23.7%0.0%3.1%-6.2%851-6.8K-190.0078.76N/AN/A0020
2026-04-02$69.69$70.0027.1%7.8%19.2%27.7%0.0%2.8%1.1%846-6.5K-190.0079.96N/AN/A0020