VYM Options History — June 2025

In June 2025, VYM traded between $129.26 and $133.14. ATM implied volatility averaged 13.0%, placing in the 16.1% IV rank vs the trailing year. The 30-day expected move averaged 3.6%. IV traded above realized volatility by 2.3% (HV 20d: 10.7%). Max pain ranged from $126.00 to $129.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.84.

Notable Days

  • 2025-06-16: Highest Volume — 9,760 contracts
  • 2025-06-17: Largest IV spike — 26.4% change
  • 2025-06-05: Highest IV Rank — 20.8%
  • 2025-06-20: Largest Expected Move — 4.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$130.83$129.26$133.14$129.26$133.14
Max Pain$127.55$126.00$129.00$126.00$128.00
ATM IV13.0%10.8%15.0%14.4%11.5%
Expected Move3.6%3.1%4.2%4.1%3.3%
HV 20d10.7%9.2%13.1%12.9%9.3%
HV 60d27.1%26.8%27.7%27.7%26.8%
IV Rank16.1%7.4%20.8%19.4%7.4%
IV Percentile48.3%19.4%72.6%65.9%25.4%
Term Structure0.4%-1.7%2.0%-1.7%0.8%
VWIV12.9%10.0%16.4%16.4%13.3%
Skew 25d4.4%1.0%8.2%4.0%3.4%
Skew 10d8.2%1.5%12.0%6.5%9.8%
Call IV 25d10.5%6.2%12.7%12.0%10.4%
Put IV 25d14.9%13.0%17.2%16.0%13.7%
Bid-Ask Spread %90.7084.09101.5087.7887.89
Gamma HHI0.470.110.720.560.36
Net GEX22.8M5.3M51.0M22.3M19.7M
Net DEX-96.4M-145.5M-43.1M-93.3M-103.3M
Net VEX-407.5K-496.6K-324.0K-447.7K-496.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.840.013.973.971.70
Total Volume1,187.75819,760184192
Total OI22,827.2514,93225,47824,93625,214

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-06-02$129.26$126.0014.4%4.1%12.9%19.4%16.4%4.0%-1.7%22.3M-93.3M-447.7K3.9787.78N/AN/A3714721,7733,163
2025-06-03$130.43$126.0014.4%4.1%13.1%19.4%13.5%1.0%-0.8%23.0M-113.7M-452.9K0.65101.50N/AN/A694521,7813,301
2025-06-04$130.13$126.0014.1%4.0%12.9%18.6%14.6%3.9%-0.6%22.7M-111.2M-452.8K0.7998.95N/AN/A735821,8113,304
2025-06-05$129.80$127.0015.0%3.7%13.0%20.8%13.5%3.6%2.0%22.9M-102.5M-445.4K0.5784.09N/AN/A603421,8543,330
2025-06-06$130.44$127.0014.1%3.5%12.9%18.8%12.0%3.0%0.7%26.2M-114.7M-439.5K1.6687.14N/AN/A6510821,8873,334
2025-06-09$130.63$127.0012.6%3.5%12.7%15.5%12.4%3.8%0.9%28.7M-121.2M-424.2K0.3688.38N/AN/A893221,9033,378
2025-06-10$131.00$127.0013.3%3.4%10.5%17.0%12.2%3.7%1.1%28.6M-130.9M-427.2K0.2190.43N/AN/A671421,9613,393
2025-06-11$131.14$127.0012.1%3.5%10.5%14.4%12.8%4.7%0.1%30.3M-134.0M-413.7K1.3892.67N/AN/A669121,9853,392
2025-06-12$131.67$127.0011.4%3.3%9.8%12.8%12.1%2.6%1.0%29.3M-145.5M-411.7K0.1889.39N/AN/A841522,0123,422
2025-06-13$130.35$127.0013.9%4.0%10.0%18.2%14.0%8.2%1.4%30.9M-116.9M-408.6K1.6690.15N/AN/A9716122,0043,421
2025-06-16$131.11$128.0010.8%3.1%10.0%11.4%10.0%7.7%-0.4%51.0M-139.7M-369.7K0.0398.12N/AN/A9,46529522,0123,466
2025-06-17$130.19$128.0013.6%3.9%10.3%17.7%15.2%8.2%0.5%18.5M-60.7M-337.6K0.3893.18N/AN/A27210215,3993,689
2025-06-18$130.50$128.0013.5%3.9%10.4%17.4%13.2%4.9%1.7%20.9M-68.0M-336.9K0.3093.83N/AN/A69220815,4913,753
2025-06-20$129.48$128.0014.7%4.2%9.2%20.0%14.2%4.9%0.3%26.6M-44.5M-329.1K1.2185.47N/AN/A12114615,3513,898
2025-06-23$130.39$129.0013.9%4.0%9.3%18.3%12.7%4.4%-0.3%5.3M-43.1M-324.0K0.2784.16N/AN/A43911711,7573,175
2025-06-24$131.78$128.0012.2%3.5%9.8%14.6%11.1%5.3%0.6%7.0M-56.8M-341.4K0.7892.51N/AN/A16012412,1793,048
2025-06-25$130.95$129.0012.1%3.5%9.2%14.3%12.3%4.4%0.0%6.8M-53.6M-336.2K0.0190.32N/AN/A9,5905312,3313,155
2025-06-26$131.93$129.0011.2%3.2%9.2%12.3%10.5%3.0%0.8%17.2M-83.7M-476.1K0.2486.22N/AN/A1483621,8773,188
2025-06-27$132.26$129.0011.6%3.3%9.2%13.2%11.9%4.1%0.6%17.6M-90.6M-478.6K0.4091.75N/AN/A1315221,9383,215
2025-06-30$133.14$128.0011.5%3.3%9.3%7.4%13.3%3.4%0.8%19.7M-103.3M-496.6K1.7087.89N/AN/A7112122,0073,207