TEX Options History — February 2025 In February 2025, TEX traded between $40.42 and $47.77. ATM implied volatility averaged 41.4%, placing in the 37.0% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 2.3% (HV 20d: 39.0%). Max pain ranged from $46.00 to $48.00. Net GEX was positive for 3 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 2.77.
Notable Days 2025-02-05 : Highest Volume — 2,599 contracts2025-02-06 : Largest IV drop — 31.2% change2025-02-05 : Highest IV Rank — 66.8%2025-02-05 : Largest Expected Move — 15.0%Monthly Statistics Metric Avg Min Max Open Close Price $44.71 $40.42 $47.77 $45.99 $40.42 Max Pain $46.79 $46.00 $48.00 $47.00 $46.00 ATM IV 41.4% 36.1% 52.4% 50.9% 45.1% Expected Move 11.9% 10.4% 15.0% 14.6% 12.9% HV 20d 39.0% 32.5% 45.1% 32.5% 43.2% HV 60d 35.3% 33.2% 40.5% 40.1% 35.2% IV Rank 37.0% 22.7% 66.8% 62.7% 46.9% IV Percentile 71.6% 48.0% 97.6% 96.4% 85.3% Term Structure -1.6% -9.6% 1.4% -7.5% -4.8% VWIV 41.6% 34.7% 53.6% 51.6% 44.0% Skew 25d 3.7% -1.6% 10.5% 4.4% 3.3% Skew 10d 10.1% -13.9% 27.3% 9.5% 13.4% Call IV 25d 39.7% 30.2% 51.2% 49.3% 41.6% Put IV 25d 43.4% 33.4% 59.6% 53.8% 44.8% Bid-Ask Spread % 42.56 29.31 56.08 35.11 49.67 Gamma HHI 0.18 0.10 0.49 0.10 0.11 Net GEX -183.8K -490.6K 67.0K -49.0K -193.4K Net DEX 3.1M -2.0M 7.2M 1.0M 7.0M Net VEX -37.5K -43.7K -30.6K -39.0K -40.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.77 0.18 12.38 2.15 1.20 Total Volume 459.789 79 2,599 151 165 Total OI 7,121.789 5,681 7,929 6,251 7,264
Daily Data (19 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 2025-02-03 $45.99 $47.00 50.9% 14.6% 32.5% 62.7% 51.6% 4.4% -7.5% -49.0K 1.0M -39.0K 2.15 35.11 N/A N/A 48 103 3,099 3,152 2025-02-04 $47.48 $46.00 50.1% 14.4% 33.2% 60.5% 49.8% 3.7% -7.2% -9.5K -608.3K -38.8K 0.22 44.32 N/A N/A 68 15 3,076 3,109 2025-02-05 $47.77 $46.00 52.4% 15.0% 33.0% 66.8% 53.6% 8.4% -9.6% 3.6K -1.1M -39.0K 5.79 46.60 N/A N/A 383 2,216 3,120 3,115 2025-02-06 $46.33 $48.00 36.1% 10.4% 35.0% 22.7% 34.7% -1.6% 0.4% -297.9K 2.9M -40.2K 3.29 49.19 N/A N/A 99 326 3,352 4,165 2025-02-07 $44.61 $48.00 37.3% 10.8% 37.4% 25.9% 38.6% 3.3% 0.2% -364.9K 6.3M -38.7K 12.38 45.52 N/A N/A 72 891 3,355 4,323 2025-02-10 $44.38 $47.00 38.3% 10.8% 36.7% 28.7% 38.6% 3.6% 1.4% -260.3K 4.3M -35.5K 2.62 46.90 N/A N/A 42 110 3,406 3,645 2025-02-11 $45.63 $47.00 36.9% 10.7% 37.7% 24.9% 36.2% 3.3% 0.6% -209.7K 2.5M -36.7K 0.27 39.54 N/A N/A 89 24 3,432 3,710 2025-02-12 $44.59 $47.00 38.0% 10.9% 37.7% 28.1% 38.4% 3.0% 0.4% -267.9K 4.0M -35.4K 0.89 34.51 N/A N/A 90 80 3,474 3,709 2025-02-13 $44.75 $47.00 39.0% 11.2% 35.8% 30.6% 39.8% 3.0% -0.2% -283.7K 3.6M -35.6K 0.86 35.73 N/A N/A 219 188 3,578 3,729 2025-02-14 $45.39 $47.00 37.8% 10.8% 36.2% 27.5% 37.7% 3.1% 0.1% -266.9K 2.4M -37.1K 0.18 41.78 N/A N/A 148 26 3,725 3,861 2025-02-18 $47.72 $47.00 38.3% 11.0% 40.6% 28.6% 40.2% 10.5% -0.3% 67.0K -2.0M -35.8K 0.37 44.42 N/A N/A 147 54 3,789 3,871 2025-02-19 $47.25 $47.00 38.3% 11.0% 38.9% 28.8% 39.1% 1.9% 0.7% 17.2K -1.4M -35.4K 1.90 44.07 N/A N/A 60 114 3,851 3,884 2025-02-20 $45.57 $47.00 38.4% 11.0% 40.8% 29.0% 39.5% 3.6% -0.2% -490.6K 1.9M -34.4K 7.89 56.08 N/A N/A 38 300 3,862 3,951 2025-02-21 $43.34 $47.00 40.9% 11.7% 44.0% 35.8% 41.1% 3.8% -0.8% -153.6K 7.2M -31.8K 5.13 49.87 N/A N/A 113 580 3,887 4,042 2025-02-24 $42.03 $47.00 39.8% 11.4% 44.7% 32.7% 39.9% 3.0% 0.9% -165.4K 4.6M -30.6K 5.64 39.91 N/A N/A 192 1,082 2,680 3,001 2025-02-25 $42.42 $46.00 43.4% 12.5% 45.0% 42.6% 43.4% 3.5% -2.0% -189.0K 5.3M -42.5K 0.61 29.31 N/A N/A 209 127 2,785 4,044 2025-02-26 $42.57 $46.00 40.7% 11.7% 44.3% 35.2% 40.5% 4.5% -0.2% -189.5K 5.1M -43.7K 0.27 42.19 N/A N/A 188 51 2,942 4,111 2025-02-27 $41.30 $46.00 44.4% 12.7% 45.1% 45.2% 43.8% 2.8% -2.5% -188.2K 6.2M -42.3K 0.93 33.98 N/A N/A 41 38 3,079 4,136 2025-02-28 $40.42 $46.00 45.1% 12.9% 43.2% 46.9% 44.0% 3.3% -4.8% -193.4K 7.0M -40.5K 1.20 49.67 N/A N/A 75 90 3,110 4,154
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