XIFR Options History — March 2026

In March 2026, XIFR traded between $9.91 and $10.71. ATM implied volatility averaged 46.6%, placing in the 28.1% IV rank vs the trailing year. The 30-day expected move averaged 13.1%. IV traded above realized volatility by 10.6% (HV 20d: 35.9%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 4.36.

Notable Days

  • 2026-03-18: Highest Volume — 30,573 contracts
  • 2026-03-11: Largest IV drop — 12.9% change
  • 2026-03-27: Highest IV Rank — 33.2%
  • 2026-03-27: Largest Expected Move — 14.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.29$9.91$10.71$10.39$10.68
Max Pain$10.00$10.00$10.00$10.00$10.00
ATM IV46.6%42.3%50.0%47.7%43.2%
Expected Move13.1%12.1%14.3%13.7%12.4%
HV 20d35.9%29.6%42.0%37.4%42.0%
HV 60d36.5%34.3%38.5%34.3%38.5%
IV Rank28.1%21.7%33.2%29.8%23.1%
IV Percentile38.7%11.5%59.5%43.9%18.3%
Term Structure3.3%-5.0%40.0%-2.4%5.8%
VWIV45.7%41.0%51.2%48.3%45.1%
Skew 25d8.0%2.0%18.4%12.5%18.4%
Skew 10d18.0%0.1%114.5%30.0%43.4%
Call IV 25d42.5%32.9%48.9%39.2%32.9%
Put IV 25d50.5%44.4%55.3%51.7%51.3%
Bid-Ask Spread %45.6520.7190.0689.7129.99
Gamma HHI0.180.150.240.160.16
Net GEX-91.5K-662.5K386.7K112.1K-116.7K
Net DEX-5.8M-14.4M2.6M-10.4M-6.2M
Net VEX-308.6K-342.5K-289.6K-294.2K-316.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.360.0557.571.737.73
Total Volume2,443.18213130,5733823,457
Total OI166,804.273153,300188,194153,300178,994

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-03-02$10.39$10.0047.7%13.7%37.4%29.8%48.3%12.5%-2.4%112.1K-10.4M-294.2K1.7389.71N/AN/A14024274,21979,081
2026-03-03$10.21$10.0047.5%13.6%37.6%29.5%47.4%6.3%-2.2%37.1K-7.9M-305.1K16.0590.06N/AN/A2243,59674,27179,282
2026-03-04$10.25$10.0048.9%14.0%37.5%31.6%50.4%10.3%-5.0%-4.4K-7.7M-298.7K0.1127.17N/AN/A3473774,34982,575
2026-03-05$10.06$10.0046.2%12.2%38.1%27.6%42.0%6.0%0.8%-82.2K-5.5M-300.5K1.0884.36N/AN/A11011974,63782,594
2026-03-06$9.95$10.0048.1%12.5%38.0%30.4%51.2%7.7%1.7%-141.2K-2.6M-300.2K0.5882.32N/AN/A19111174,72082,695
2026-03-09$9.91$10.0048.7%12.7%36.8%31.3%44.3%3.4%1.4%-170.7K-2.8M-289.6K1.1379.94N/AN/A11913474,77882,769
2026-03-10$10.43$10.0048.5%12.9%40.8%31.0%44.0%5.2%0.4%121.6K-10.3M-301.0K0.6181.51N/AN/A43426574,84482,827
2026-03-11$10.63$10.0042.3%12.1%29.6%21.7%45.9%6.7%3.9%223.5K-11.2M-306.1K0.9984.03N/AN/A706975,19482,940
2026-03-12$10.67$10.0045.2%12.9%29.7%26.0%44.7%6.6%-0.8%266.3K-14.4M-307.7K0.2430.91N/AN/A3749075,22882,971
2026-03-13$10.25$10.0046.9%13.3%30.6%28.6%48.9%3.5%-0.2%24.1K-8.1M-293.5K0.2828.78N/AN/A3349275,14682,972
2026-03-16$10.64$10.0044.0%12.4%33.7%24.3%45.0%3.9%2.9%323.3K-12.8M-298.5K0.3025.34N/AN/A51315275,19083,044
2026-03-17$10.71$10.0044.8%12.5%33.7%25.5%46.2%7.2%1.0%386.7K-13.8M-294.6K0.3130.47N/AN/A1003175,32883,124
2026-03-18$10.44$10.0047.0%13.6%34.2%28.8%44.8%6.8%-2.3%168.7K-10.4M-295.9K57.5731.53N/AN/A52230,05175,37583,141
2026-03-19$10.24$10.0046.1%13.3%34.5%27.4%44.4%8.9%40.0%-339.3K-1.2M-342.5K0.4829.39N/AN/A46422275,421112,571
2026-03-20$9.91$10.0046.2%13.4%35.2%27.6%49.1%2.0%1.0%-662.5K2.6M-331.6K0.6530.48N/AN/A76049175,535112,659
2026-03-23$10.11$10.0043.9%12.3%35.9%24.1%41.0%10.2%9.6%-496.8K1.6M-322.7K3.1221.86N/AN/A1,6875,26068,838111,440
2026-03-24$10.30$10.0047.3%13.3%36.6%29.2%42.2%12.8%4.7%-378.0K-1.1M-320.0K0.0920.71N/AN/A8777870,134106,969
2026-03-25$10.32$10.0045.3%13.1%36.2%26.2%43.0%11.3%4.2%-293.5K-2.2M-320.1K0.0527.07N/AN/A7944370,947107,032
2026-03-26$10.05$10.0047.6%13.6%37.3%29.7%46.7%8.1%3.3%-366.4K-553.0K-319.6K2.3425.09N/AN/A7918571,383107,015
2026-03-27$10.14$10.0050.0%14.3%37.5%33.2%44.9%14.9%3.2%-301.2K-1.8M-315.5K0.1228.32N/AN/A6337571,387107,115
2026-03-30$10.09$10.0048.9%14.0%37.2%31.6%46.7%4.0%2.7%-323.7K-372.9K-316.4K0.4225.24N/AN/A1255371,801107,159
2026-03-31$10.68$10.0043.2%12.4%42.0%23.1%45.1%18.4%5.8%-116.7K-6.2M-316.1K7.7329.99N/AN/A3963,06171,859107,135