VYM Options History — March 2026

In March 2026, VYM traded between $144.99 and $155.13. ATM implied volatility averaged 18.3%, placing in the 26.6% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 7.3% (HV 20d: 11.0%). Max pain ranged from $133.00 to $154.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 1.40.

Notable Days

  • 2026-03-30: Highest Volume — 9,977 contracts
  • 2026-03-05: Largest IV spike — 26.1% change
  • 2026-03-10: Highest IV Rank — 35.3%
  • 2026-03-12: Largest Expected Move — 6.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$149.22$144.99$155.13$155.13$148.01
Max Pain$139.32$133.00$154.00$153.00$140.00
ATM IV18.3%14.2%22.1%14.7%17.9%
Expected Move5.2%4.1%6.7%4.2%5.1%
HV 20d11.0%8.2%14.8%11.2%14.8%
HV 60d11.4%10.7%12.7%10.7%12.7%
IV Rank26.6%17.4%35.3%18.6%25.8%
IV Percentile88.9%69.4%96.4%74.6%87.7%
Term Structure-0.7%-3.3%1.8%-2.4%-1.1%
VWIV17.3%14.1%21.4%14.1%17.7%
Skew 25d5.4%0.7%12.0%5.3%5.2%
Skew 10d8.3%0.3%19.6%2.7%11.1%
Call IV 25d14.4%9.6%18.8%13.6%16.5%
Put IV 25d19.8%14.5%26.7%18.9%21.7%
Bid-Ask Spread %55.5627.2287.8182.8735.15
Gamma HHI0.140.080.420.420.39
Net GEX6.1M3.4M14.3M13.2M14.3M
Net DEX-94.3M-137.9M-48.2M-137.9M-126.3M
Net VEX-347.3K-480.6K-322.2K-352.8K-480.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.400.0014.280.380.61
Total Volume862.091999,977109219
Total OI20,62312,98625,65322,11423,717

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-03-02$155.13$153.0014.7%4.2%11.2%18.6%14.1%5.3%-2.4%13.2M-137.9M-352.8K0.3882.87N/AN/A793020,8401,274
2026-03-03$153.46$153.0018.0%5.2%11.7%26.1%17.4%6.1%-3.3%9.8M-121.5M-349.8K0.6779.76N/AN/A986620,8731,299
2026-03-04$153.91$154.0014.2%4.1%11.6%17.4%15.2%10.2%-3.0%9.5M-123.0M-337.0K0.4080.07N/AN/A1244920,8881,352
2026-03-05$151.81$133.0017.9%4.7%12.3%25.7%15.0%0.7%1.1%8.0M-113.4M-347.6K1.3685.74N/AN/A9913520,9351,366
2026-03-06$150.72$133.0020.8%4.8%12.3%32.4%16.6%3.1%-1.3%6.0M-102.6M-340.6K0.5387.81N/AN/A1608520,9451,487
2026-03-09$151.38$133.0021.8%4.6%8.7%34.5%17.4%2.9%1.8%6.2M-104.1M-327.9K0.8984.32N/AN/A21218921,0101,534
2026-03-10$151.00$134.0022.1%4.9%8.6%35.3%18.8%2.3%-1.6%5.0M-102.9M-322.3K0.3085.29N/AN/A45813621,0291,692
2026-03-11$150.25$134.0016.9%4.9%8.6%23.6%17.1%2.5%-1.1%4.2M-96.5M-324.5K2.4287.49N/AN/A8119621,0741,821
2026-03-12$148.98$135.0017.8%6.7%8.6%25.6%18.1%5.5%-1.5%4.2M-87.7M-335.9K2.1546.95N/AN/A9420221,1171,980
2026-03-13$148.31$135.0017.1%6.7%8.2%23.9%18.2%4.9%-2.2%4.2M-83.3M-335.4K1.2149.58N/AN/A18922821,0702,164
2026-03-16$149.28$136.0015.6%4.4%8.7%20.6%17.2%6.9%1.8%4.0M-85.1M-327.8K1.1639.50N/AN/A26630821,1662,295
2026-03-17$149.71$137.0016.8%4.8%8.8%23.3%15.3%6.0%-1.3%4.0M-84.4M-322.2K14.2846.47N/AN/A1532,18521,3202,580
2026-03-18$147.58$137.0016.7%4.7%9.8%23.1%19.0%4.9%0.9%3.4M-62.3M-331.6K0.2638.36N/AN/A1,06527221,3923,554
2026-03-19$147.63$138.0018.4%5.2%9.8%26.9%21.4%10.0%-0.3%3.5M-58.2M-357.6K0.6851.22N/AN/A1167921,8213,832
2026-03-20$144.99$140.0019.3%5.7%11.1%28.9%19.7%4.6%0.6%4.0M-48.2M-360.8K1.5939.61N/AN/A9715421,5983,861
2026-03-23$147.18$140.0018.2%5.3%12.7%26.4%16.3%12.0%-2.0%4.6M-89.4M-344.0K0.2227.22N/AN/A2796011,2851,701
2026-03-24$147.50$140.0019.1%5.5%12.7%28.5%15.0%6.6%-1.3%4.8M-90.4M-355.3K0.1336.78N/AN/A3754811,4771,728
2026-03-25$148.07$140.0018.2%5.1%12.8%26.4%14.8%8.4%-1.7%5.0M-95.8M-345.4K0.1134.47N/AN/A1231411,7711,763
2026-03-26$147.20$140.0019.0%5.4%12.8%28.2%16.4%3.3%0.7%5.1M-93.3M-347.7K0.2935.53N/AN/A772211,8711,772
2026-03-27$145.50$140.0020.3%5.8%13.2%31.2%20.1%3.6%1.4%5.1M-85.5M-352.0K1.2033.92N/AN/A769111,8761,792
2026-03-30$145.34$140.0021.0%6.0%13.1%32.7%20.3%4.7%1.0%5.2M-83.2M-342.6K0.0034.26N/AN/A9,9423511,9211,863
2026-03-31$148.01$140.0017.9%5.1%14.8%25.8%17.7%5.2%-1.1%14.3M-126.3M-480.6K0.6135.15N/AN/A1368321,8331,884