VYMI Options History — April 2023 In April 2023, VYMI traded between $62.44 and $64.19. ATM implied volatility averaged 26.5%, placing in the 20.1% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 14.0% (HV 20d: 12.5%). Max pain ranged from $57.00 to $60.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.03.
Notable Days 2023-04-25 : Highest Volume — 42 contracts2023-04-06 : Largest IV spike — 113.0% change2023-04-11 : Highest IV Rank — 43.4%2023-04-13 : Largest Expected Move — 10.6%Monthly Statistics Metric Avg Min Max Open Close Price $63.47 $62.44 $64.19 $62.73 $64.05 Max Pain $57.68 $57.00 $60.00 $60.00 $57.00 ATM IV 26.5% 15.9% 42.0% 31.2% 20.0% Expected Move 6.9% 4.6% 10.6% 8.9% 5.7% HV 20d 12.5% 8.5% 18.2% 18.2% 10.2% HV 60d 13.5% 13.3% 14.3% 14.3% 13.7% IV Rank 20.1% 4.3% 43.4% 27.1% 10.4% IV Percentile 38.2% 4.8% 92.5% 67.5% 8.3% Term Structure -5.8% -22.5% 4.5% 2.6% -5.4% VWIV 20.8% 9.5% 43.5% 14.2% 17.0% Skew 25d 20.7% 6.4% 33.7% 20.6% 23.2% Skew 10d 23.3% -13.3% 36.4% 36.4% 36.0% Call IV 25d 19.0% 7.9% 26.9% 12.7% 19.9% Put IV 25d 39.7% 25.0% 59.2% 33.3% 43.1% Bid-Ask Spread % 127.93 118.59 136.27 134.47 123.25 Gamma HHI 0.28 0.14 0.48 0.31 0.20 Net GEX 99.3K 53.7K 142.2K 125.8K 94.1K Net DEX -846.1K -1.2M -513.2K -627.2K -685.3K Net VEX -1.9K -3.1K -1.2K -2.3K -1.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.03 0.00 0.20 0.00 0.00 Total Volume 7.368 0 42 1 0 Total OI 484.842 338 526 505 416
Daily Data (19 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 2023-04-03 $62.73 $60.00 31.2% 8.9% 18.2% 27.1% 14.2% 20.6% 2.6% 125.8K -627.2K -2.3K 0.00 134.47 N/A N/A 1 0 338 167 2023-04-04 $62.61 $60.00 32.1% 9.2% 17.2% 28.5% 0.0% 31.3% 4.5% 89.0K -768.5K -2.6K 0.00 135.53 N/A N/A 13 0 339 167 2023-04-05 $62.44 $60.00 15.9% 4.6% 17.2% 4.3% 0.0% 33.7% -4.4% 81.5K -819.9K -3.1K 0.00 133.94 N/A N/A 0 0 351 167 2023-04-06 $62.75 $57.00 33.9% 6.3% 16.7% 31.2% 0.0% 22.1% -3.7% 89.7K -833.5K -2.7K 0.00 127.97 N/A N/A 0 0 351 167 2023-04-10 $62.70 $57.00 41.0% 6.8% 16.2% 41.9% 0.0% 14.7% -8.9% 98.1K -840.4K -2.1K 0.00 133.18 N/A N/A 0 3 351 167 2023-04-11 $63.12 $57.00 42.0% 7.0% 15.8% 43.4% 32.0% 30.8% -5.8% 98.1K -922.1K -2.2K 0.00 128.86 N/A N/A 0 1 351 167 2023-04-12 $63.50 $57.00 24.9% 7.1% 15.9% 17.7% 17.7% 22.1% -4.4% 96.8K -1.0M -2.2K 0.00 128.44 N/A N/A 2 0 351 167 2023-04-13 $64.19 $57.00 36.9% 10.6% 11.2% 35.7% 0.0% 14.2% -22.5% 100.2K -1.1M -1.9K 0.00 136.27 N/A N/A 0 0 349 167 2023-04-14 $64.00 $57.00 21.7% 6.2% 11.1% 13.0% 0.0% 9.6% -7.3% 119.4K -1.1M -2.1K 0.00 126.83 N/A N/A 0 0 349 167 2023-04-17 $63.89 $57.00 22.6% 6.5% 10.0% 14.3% 22.2% 6.4% -11.4% 106.9K -1.1M -1.5K 0.20 127.97 N/A N/A 5 1 349 167 2023-04-18 $64.19 $57.00 25.1% 7.2% 9.9% 18.1% 9.5% 26.4% -3.5% 140.2K -1.2M -1.6K 0.00 128.06 N/A N/A 4 0 354 168 2023-04-19 $64.02 $57.00 25.4% 7.3% 9.4% 18.6% 0.0% 21.7% -4.1% 131.8K -1.1M -1.6K 0.00 128.46 N/A N/A 0 0 358 168 2023-04-20 $63.81 $57.00 20.5% 5.9% 9.6% 11.1% 43.5% 12.1% -1.0% 118.9K -1.0M -1.4K 0.00 126.62 N/A N/A 3 0 358 168 2023-04-21 $63.77 $57.00 25.5% 7.3% 9.0% 18.6% 18.0% 23.7% -4.0% 142.2K -673.1K -1.3K 0.04 123.79 N/A N/A 23 1 355 168 2023-04-24 $63.96 $58.00 17.2% 4.9% 8.5% 6.2% 12.5% 20.9% -8.4% 56.7K -555.1K -1.2K 0.00 118.59 N/A N/A 37 0 174 164 2023-04-25 $63.13 $58.00 26.2% 7.5% 10.0% 19.6% 27.5% 14.0% -11.6% 53.7K -513.2K -1.5K 0.08 123.88 N/A N/A 39 3 211 164 2023-04-26 $63.11 $58.00 21.1% 6.0% 10.0% 12.0% 15.0% 25.5% -9.5% 53.9K -562.5K -1.8K 0.00 122.48 N/A N/A 3 0 250 167 2023-04-27 $64.02 $58.00 19.5% 5.6% 10.7% 9.7% 17.0% 20.5% -1.1% 89.2K -653.7K -1.5K 0.00 122.08 N/A N/A 1 0 253 167 2023-04-28 $64.05 $57.00 20.0% 5.7% 10.2% 10.4% 0.0% 23.2% -5.4% 94.1K -685.3K -1.5K 0.00 123.25 N/A N/A 0 0 254 162
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