VYMI Options History — April 2021 In April 2021, VYMI traded between $66.65 and $67.87. ATM implied volatility averaged 13.4%. The 30-day expected move averaged 3.8%. Max pain ranged from $65.00 to $67.00. Net GEX was positive for 11 of 11 trading days. Term structure was in contango for 7 of 11 days. Put/call ratio averaged 0.02.
Notable Days 2021-04-19 : Highest Volume — 10 contracts2021-04-28 : Largest IV spike — 43.0% change2021-04-28 : Largest Expected Move — 4.9%Monthly Statistics Metric Avg Min Max Open Close Price $67.32 $66.65 $67.87 $67.56 $66.85 Max Pain $65.73 $65.00 $67.00 $67.00 $65.00 ATM IV 13.4% 10.6% 17.1% 14.9% 10.6% Expected Move 3.8% 3.0% 4.9% 4.3% 3.0% Term Structure 0.4% -3.2% 3.5% -1.6% 1.8% VWIV 11.7% 8.5% 14.0% 11.6% 12.7% Skew 25d 1.3% -3.2% 9.5% 1.6% 0.1% Skew 10d 1.2% -5.1% 6.1% 1.9% 6.1% Call IV 25d 15.0% 7.8% 18.0% 15.6% 13.1% Put IV 25d 16.3% 12.3% 18.5% 17.2% 13.2% Bid-Ask Spread % 140.37 128.69 144.91 144.91 137.43 Gamma HHI 0.38 0.27 0.69 0.69 0.27 Net GEX 6.0K 3.9K 7.7K 3.9K 6.8K Net DEX -38.1K -57.5K -19.6K -19.6K -38.2K Net VEX -275 -329 -130 -130 -308 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.02 0.00 0.11 0.00 0.00 Total Volume 1.727 0 10 1 0 Total OI 25.091 12 30 12 30
Daily Data (11 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-04-16 $67.56 $67.00 14.9% 4.3% 0.0% 0.0% 11.6% 1.6% -1.6% 3.9K -19.6K -130 0.00 144.91 N/A N/A 1 0 12 0 2021-04-19 $67.55 $67.00 15.9% 4.6% 0.0% 0.0% 8.5% 9.5% -3.2% 4.6K -26.3K -154 0.11 142.25 N/A N/A 9 1 13 0 2021-04-20 $66.65 $67.00 12.8% 3.7% 0.0% 0.0% 0.0% 0.8% 2.6% 6.4K -34.7K -263 0.00 137.49 N/A N/A 0 4 22 1 2021-04-21 $67.17 $67.00 11.3% 3.2% 0.0% 0.0% 14.0% 2.1% 2.8% 5.4K -31.4K -299 0.00 139.80 N/A N/A 1 0 22 5 2021-04-22 $66.81 $65.00 12.6% 3.6% 0.0% 0.0% 0.0% 0.9% 3.5% 4.3K -34.5K -302 0.00 142.81 N/A N/A 0 0 23 5 2021-04-23 $67.35 $65.00 11.8% 3.4% 0.0% 0.0% 0.0% 1.6% 2.6% 6.3K -40.7K -312 0.00 141.63 N/A N/A 0 0 23 5 2021-04-26 $67.51 $65.00 16.0% 4.6% 0.0% 0.0% 12.7% -3.2% -2.8% 6.7K -42.9K -310 0.00 143.24 N/A N/A 0 1 23 5 2021-04-27 $67.42 $65.00 11.9% 3.4% 0.0% 0.0% 0.0% 1.0% 0.8% 6.4K -40.3K -291 0.00 143.36 N/A N/A 1 0 23 5 2021-04-28 $67.87 $65.00 17.1% 4.9% 0.0% 0.0% 0.0% -1.5% -2.5% 7.7K -57.5K -329 0.00 142.47 N/A N/A 1 0 24 5 2021-04-29 $67.77 $65.00 12.8% 3.7% 0.0% 0.0% 0.0% 1.5% 0.3% 7.7K -53.3K -325 0.00 128.69 N/A N/A 0 0 25 5 2021-04-30 $66.85 $65.00 10.6% 3.0% 0.0% 0.0% 0.0% 0.1% 1.8% 6.8K -38.2K -308 0.00 137.43 N/A N/A 0 0 25 5
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