TEX Options History — March 2025 In March 2025, TEX traded between $37.84 and $40.88. ATM implied volatility averaged 46.2%, placing in the 50.0% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded above realized volatility by 4.4% (HV 20d: 41.8%). Max pain ranged from $40.00 to $46.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 3.08.
Notable Days 2025-03-04 : Highest Volume — 1,573 contracts2025-03-10 : Largest IV spike — 21.6% change2025-03-10 : Highest IV Rank — 89.5%2025-03-10 : Largest Expected Move — 17.4%Monthly Statistics Metric Avg Min Max Open Close Price $39.62 $37.84 $40.88 $38.22 $37.84 Max Pain $43.79 $40.00 $46.00 $46.00 $40.00 ATM IV 46.2% 39.3% 60.8% 48.2% 45.9% Expected Move 13.7% 11.9% 17.4% 13.8% 13.2% HV 20d 41.8% 34.8% 46.9% 46.2% 34.8% HV 60d 37.3% 36.3% 38.6% 36.6% 38.5% IV Rank 50.0% 31.4% 89.5% 55.5% 49.3% IV Percentile 81.9% 59.9% 99.6% 91.7% 84.1% Term Structure -0.6% -5.8% 13.8% -4.7% 0.1% VWIV 47.5% 40.1% 67.1% 48.5% 46.3% Skew 25d 6.6% 4.2% 17.6% 5.0% 5.9% Skew 10d 10.0% -11.1% 28.7% 12.7% 11.4% Call IV 25d 42.1% 34.0% 49.6% 46.6% 43.8% Put IV 25d 48.7% 42.0% 56.4% 51.6% 49.6% Bid-Ask Spread % 50.87 17.06 90.41 60.91 21.45 Gamma HHI 0.12 0.10 0.28 0.12 0.13 Net GEX -166.0K -279.9K -102.3K -175.7K -125.9K Net DEX 6.5M 4.2M 8.9M 8.7M 6.4M Net VEX -42.5K -48.8K -35.3K -35.4K -39.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.08 0.05 15.00 0.69 1.75 Total Volume 309.19 66 1,573 150 132 Total OI 8,531.619 7,083 9,708 7,356 7,745
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 2025-03-03 $38.22 $46.00 48.2% 13.8% 46.2% 55.5% 48.5% 5.0% -4.7% -175.7K 8.7M -35.4K 0.69 60.91 N/A N/A 89 61 3,159 4,197 2025-03-04 $38.14 $45.00 50.8% 14.6% 44.9% 62.5% 43.3% 4.9% -4.7% -167.0K 8.9M -35.3K 6.87 57.79 N/A N/A 200 1,373 3,272 4,220 2025-03-05 $38.86 $45.00 48.9% 14.0% 43.5% 57.3% 51.1% 4.9% -1.8% -195.2K 8.7M -44.4K 0.11 63.73 N/A N/A 91 10 3,447 5,187 2025-03-06 $40.49 $45.00 52.9% 15.2% 46.9% 68.0% 51.8% 4.6% -3.1% -190.5K 7.0M -47.8K 0.20 62.72 N/A N/A 332 66 3,448 5,202 2025-03-07 $40.88 $44.00 50.0% 14.3% 46.5% 60.3% 48.9% 6.3% -1.6% -160.8K 6.2M -48.6K 0.10 58.27 N/A N/A 358 36 3,711 5,219 2025-03-10 $40.61 $44.00 60.8% 17.4% 45.0% 89.5% 67.1% 6.8% -4.8% -121.5K 5.8M -48.8K 1.30 51.80 N/A N/A 54 70 4,039 5,191 2025-03-11 $40.67 $44.00 48.4% 16.0% 45.1% 56.0% 57.0% 6.3% -3.3% -139.4K 6.2M -48.2K 2.38 56.01 N/A N/A 120 286 4,084 5,239 2025-03-12 $39.84 $45.00 48.7% 15.0% 43.7% 56.8% 51.5% 17.6% -5.8% -172.8K 7.2M -44.0K 0.05 80.60 N/A N/A 719 39 4,025 5,095 2025-03-13 $39.26 $44.00 50.0% 15.6% 43.4% 60.4% 50.4% 5.3% -4.9% -159.8K 7.0M -43.4K 5.81 74.12 N/A N/A 16 93 4,165 4,974 2025-03-14 $40.42 $44.00 44.5% 13.9% 45.1% 45.6% 47.3% 14.5% 0.1% -167.7K 5.9M -43.5K 0.89 75.53 N/A N/A 64 57 4,177 4,992 2025-03-17 $39.61 $45.00 43.6% 12.3% 44.8% 43.2% 42.8% 6.3% -0.7% -209.8K 7.2M -41.0K 1.55 44.69 N/A N/A 44 68 4,207 5,035 2025-03-18 $39.91 $45.00 45.4% 12.5% 39.9% 47.9% 44.0% 6.6% -1.8% -215.3K 6.9M -41.3K 2.16 51.74 N/A N/A 50 108 4,237 5,044 2025-03-19 $39.76 $45.00 42.3% 11.9% 40.0% 39.4% 40.1% 7.4% -0.9% -220.1K 7.1M -40.5K 13.50 61.12 N/A N/A 28 378 4,290 5,088 2025-03-20 $39.00 $0.00 42.8% 14.7% 38.9% 40.7% 0.0% 6.2% 13.8% -225.4K 8.2M -40.2K 15.00 90.41 N/A N/A 22 330 4,297 5,411 2025-03-21 $38.98 $0.00 41.5% 12.6% 35.5% 37.4% 43.8% 5.8% 2.5% -279.9K 6.9M -39.7K 5.13 22.54 N/A N/A 47 241 4,315 5,004 2025-03-24 $40.84 $46.00 39.3% 12.0% 38.7% 31.4% 40.6% 5.8% 2.6% -126.2K 4.2M -41.8K 0.11 25.54 N/A N/A 352 40 2,793 4,290 2025-03-25 $40.38 $45.00 39.6% 12.1% 38.6% 32.1% 42.2% 4.2% 3.1% -107.5K 4.4M -42.7K 0.60 24.53 N/A N/A 158 95 3,067 4,317 2025-03-26 $40.13 $40.00 41.0% 12.2% 38.5% 36.1% 41.8% 5.9% 1.4% -102.3K 4.3M -42.6K 0.35 28.89 N/A N/A 89 31 3,195 4,388 2025-03-27 $40.03 $40.00 40.7% 12.1% 37.2% 35.1% 44.1% 5.0% 1.3% -103.6K 4.5M -42.4K 4.33 38.83 N/A N/A 15 65 3,260 4,411 2025-03-28 $38.21 $40.00 44.3% 13.0% 39.9% 44.9% 47.6% 4.4% 0.9% -120.5K 5.9M -40.4K 1.87 17.06 N/A N/A 23 43 3,271 4,456 2025-03-31 $37.84 $40.00 45.9% 13.2% 34.8% 49.3% 46.3% 5.9% 0.1% -125.9K 6.4M -39.8K 1.75 21.45 N/A N/A 48 84 3,269 4,476
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