VYM Options History — April 2026

In April 2026, VYM traded between $147.81 and $148.12. ATM implied volatility averaged 16.9%, placing in the 23.5% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 2.5% (HV 20d: 14.4%). Max pain ranged from $140.00 to $148.00. Net GEX was positive for 2 of 2 trading days. Term structure was in contango for 1 of 2 days. Put/call ratio averaged 0.51.

Notable Days

  • 2026-04-01: Highest Volume — 160 contracts
  • 2026-04-02: Largest IV spike — 8.6% change
  • 2026-04-02: Highest IV Rank — 25.1%
  • 2026-04-02: Largest Expected Move — 5.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$147.97$147.81$148.12$148.12$147.81
Max Pain$144.00$140.00$148.00$140.00$148.00
ATM IV16.9%16.2%17.6%16.2%17.6%
Expected Move4.8%4.6%5.0%4.6%5.0%
HV 20d14.4%14.1%14.7%14.7%14.1%
HV 60d12.6%12.5%12.6%12.6%12.5%
IV Rank23.5%21.9%25.1%21.9%25.1%
IV Percentile82.7%79.8%85.7%79.8%85.7%
Term Structure-0.5%-1.0%0.1%0.1%-1.0%
VWIV15.8%15.5%16.0%16.0%15.5%
Skew 25d7.0%5.1%9.0%5.1%9.0%
Skew 10d14.9%12.0%17.7%12.0%17.7%
Call IV 25d13.6%13.0%14.1%14.1%13.0%
Put IV 25d20.6%19.1%22.1%19.1%22.1%
Bid-Ask Spread %44.2234.4753.9734.4753.97
Gamma HHI0.400.390.410.410.39
Net GEX15.0M14.6M15.3M15.3M14.6M
Net DEX-128.2M-129.8M-126.5M-129.8M-126.5M
Net VEX-480.5K-484.3K-476.7K-476.7K-484.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.510.390.630.390.63
Total Volume1197816016078
Total OI23,81923,77423,86423,86423,774

Daily Data (2 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-04-01$148.12$140.0016.2%4.6%14.7%21.9%16.0%5.1%0.1%15.3M-129.8M-476.7K0.3934.47N/AN/A1154521,9381,926
2026-04-02$147.81$148.0017.6%5.0%14.1%25.1%15.5%9.0%-1.0%14.6M-126.5M-484.3K0.6353.97N/AN/A483021,9691,805