Vanguard High Dividend Yield ETF (VYM) Options History

Historical options analytics archive for VYM with monthly max pain, implied volatility, gamma exposure, and put/call data.

205 months of complete options data available.

VYM monthly aggregates over the last 6 months: ATM IV, max pain, net GEX, and put/call ratioAverage ATM IVAverage ATM IV12%14%16%18%25-1226-0126-0226-0326-0426-05MonthIVMonth-End Max PainMonth-End Max Pain$140$145$15025-1226-0126-0226-0326-0426-05MonthStrike ($)Month-End Net GEXMonth-End Net GEX$14.0M$16.0M$18.0M$20.0M$22.0M$24.0M25-1226-0126-0226-0326-0426-05MonthGEXAverage P/C RatioAverage P/C Ratio0.200.400.600.801.001.201.4025-1226-0126-0226-0326-0426-05MonthP/C
Month-by-month aggregates from the VYM daily snapshot archive. IV and P/C are averages across days in the month; max pain and net GEX are end-of-month values.

VYM monthly aggregates

Month-by-month rollups derived from the daily snapshot archive for VYM. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).

MonthDaysAvg ATM IVAvg IV RankEnd Max PainEnd Net GEXEnd Net DEXAvg P/C
2026-052012.6%39.3%$137.00$18.8M-$152.4M0.34
2026-042113.8%31.2%$150.00$19.0M-$170.3M0.46
2026-032218.3%26.6%$140.00$14.3M-$126.3M1.40
2026-021913.4%15.6%$153.00$12.1M-$133.9M0.28
2026-012011.5%11.3%$146.00$24.7M-$147.3M0.45
2025-122210.8%6.0%$140.00$14.7M-$99.0M0.20

2026

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2025

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2024

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2023

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2022

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2021

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2020

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2012

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