VYMI Options History — May 2022

In May 2022, VYMI traded between $61.12 and $66.07. ATM implied volatility averaged 26.4%, placing in the 42.1% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 5.5% (HV 20d: 20.9%). Max pain ranged from $61.00 to $70.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.93.

Notable Days

  • 2022-05-26: Highest Volume — 587 contracts
  • 2022-05-27: Largest IV spike — 61.9% change
  • 2022-05-10: Highest IV Rank — 63.1%
  • 2022-05-12: Largest Expected Move — 9.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$63.67$61.12$66.07$63.48$65.83
Max Pain$63.29$61.00$70.00$68.00$61.00
ATM IV26.4%16.7%35.6%30.1%17.2%
Expected Move7.4%4.8%9.1%8.6%4.9%
HV 20d20.9%14.3%23.9%14.3%22.1%
HV 60d19.8%18.2%21.0%18.2%18.7%
IV Rank42.1%19.8%63.1%50.5%21.0%
IV Percentile84.5%54.0%98.4%94.8%56.0%
Term Structure-3.4%-10.5%5.5%0.1%5.5%
VWIV30.1%17.2%44.6%30.3%21.3%
Skew 25d10.9%1.9%22.1%7.1%2.1%
Skew 10d11.5%-2.8%27.4%1.3%9.2%
Call IV 25d23.7%14.5%34.9%34.9%24.0%
Put IV 25d34.6%26.1%42.0%42.0%26.1%
Bid-Ask Spread %113.39102.71123.90113.13110.41
Gamma HHI0.150.120.190.150.17
Net GEX-7.9K-43.1K55.9K-4.0K55.9K
Net DEX628.2K27.8K1.0M692.1K96.0K
Net VEX-5.8K-7.0K-4.8K-6.2K-7.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.930.501.250.990.96
Total Volume445.905383587411468
Total OI780.952581881739881

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$63.48$68.0030.1%8.6%14.3%50.5%30.3%7.1%0.1%-4.0K692.1K-6.2K0.99113.13N/AN/A207204378361
2022-05-03$64.23$68.0030.0%8.6%15.0%50.3%29.7%14.1%-6.1%-329608.2K-6.5K0.98122.00N/AN/A208204378363
2022-05-04$65.40$68.0031.0%8.9%16.3%52.5%31.4%22.1%-9.3%7.2K415.0K-6.5K0.97123.90N/AN/A210204379363
2022-05-05$63.44$70.0024.6%7.3%19.3%37.8%17.2%5.8%-0.8%-10.7K662.6K-6.1K0.95108.34N/AN/A215204382363
2022-05-06$63.33$70.0028.7%8.3%19.3%47.4%29.0%13.6%-4.1%1.1K604.8K-6.4K0.97102.94N/AN/A211204395363
2022-05-09$61.78$70.0034.9%9.0%20.4%61.5%28.5%11.8%-2.3%-6.9K762.3K-6.0K1.00107.09N/AN/A206207396363
2022-05-10$61.79$61.0035.6%8.2%20.5%63.1%36.2%12.7%-5.6%-23.3K925.3K-5.3K1.25108.66N/AN/A206257391366
2022-05-11$61.60$61.0027.5%7.9%20.5%44.6%41.7%19.4%-4.4%-20.9K909.8K-5.8K1.25108.08N/AN/A206257391415
2022-05-12$61.12$61.0031.7%9.1%19.9%54.2%39.5%14.0%-5.4%-33.0K1.0M-5.3K1.25102.71N/AN/A206257391415
2022-05-13$62.46$61.0021.4%6.1%22.0%30.6%39.6%17.6%-1.8%-40.3K928.9K-5.0K1.25112.86N/AN/A206257391415
2022-05-16$62.79$61.0023.2%6.6%22.2%34.6%44.6%13.2%-10.5%-41.7K909.8K-4.9K1.20115.90N/AN/A215257391415
2022-05-17$63.84$61.0025.7%7.4%23.3%40.4%34.3%1.9%-4.6%-20.1K743.0K-5.3K0.80108.05N/AN/A215171400415
2022-05-18$62.73$61.0025.5%7.3%23.5%39.9%26.1%2.7%-4.1%-28.6K836.1K-5.3K0.80114.35N/AN/A215171400417
2022-05-19$63.39$61.0027.2%7.8%23.7%43.7%38.6%8.0%-4.9%-43.1K943.6K-4.8K0.80115.61N/AN/A215171398417
2022-05-20$63.57$61.0025.7%7.4%23.4%40.5%26.7%11.2%-7.8%-16.3K700.2K-5.1K0.77110.47N/AN/A216167398417
2022-05-23$64.66$61.0020.0%5.7%23.9%27.3%24.6%12.8%-0.8%-27.5K625.5K-5.2K0.60117.72N/AN/A277165192389
2022-05-24$64.95$61.0020.3%5.8%22.6%28.0%22.0%7.6%4.2%8.8K398.8K-5.4K0.50116.94N/AN/A333165304410
2022-05-25$64.99$61.0030.7%8.8%22.6%52.0%21.4%12.2%-10.0%8.2K150.4K-6.5K0.67121.77N/AN/A332222360410
2022-05-26$65.62$61.0016.7%4.8%22.4%19.8%21.6%5.8%5.4%37.8K219.2K-6.8K0.61121.35N/AN/A365222393467
2022-05-27$66.07$61.0027.0%7.7%22.3%43.4%28.6%13.1%-4.9%32.1K27.8K-7.0K0.97118.96N/AN/A237229400467
2022-05-31$65.83$61.0017.2%4.9%22.1%21.0%21.3%2.1%5.5%55.9K96.0K-7.0K0.96110.41N/AN/A239229424457