VYMI Options History — February 2024

In February 2024, VYMI traded between $64.75 and $67.35. ATM implied volatility averaged 16.8%, placing in the 13.7% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 6.5% (HV 20d: 10.3%). Max pain ranged from $67.00 to $67.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.03.

Notable Days

2024-02-16: Highest Volume — 151 contracts
2024-02-05: Largest IV spike — 145.3% change
2024-02-05: Highest IV Rank — 21.7%
2024-02-28: Largest Expected Move — 6.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$66.16	$64.75	$67.35	$66.03	$67.02
Max Pain	$67.00	$67.00	$67.00	$67.00	$67.00
ATM IV	16.8%	8.7%	22.7%	9.3%	17.6%
Expected Move	5.0%	3.9%	6.5%	4.5%	5.1%
HV 20d	10.3%	9.7%	10.9%	10.2%	10.5%
HV 60d	10.9%	10.3%	11.4%	11.3%	10.6%
IV Rank	13.7%	2.6%	21.7%	3.4%	14.9%
IV Percentile	21.9%	1.2%	40.5%	3.6%	24.2%
Term Structure	-1.1%	-4.8%	7.6%	-1.2%	-2.9%
VWIV	10.5%	9.0%	11.9%	9.0%	9.2%
Skew 25d	6.4%	-1.6%	17.1%	7.7%	-1.6%
Skew 10d	1.5%	-3.1%	9.0%	0.7%	-3.1%
Call IV 25d	14.0%	5.0%	24.5%	11.1%	24.5%
Put IV 25d	20.4%	13.0%	26.1%	18.8%	22.9%
Bid-Ask Spread %	143.46	141.18	145.72	143.71	142.92
Gamma HHI	0.45	0.25	0.64	0.42	0.30
Net GEX	155.2K	23.0K	224.5K	166.9K	149.2K
Net DEX	-848.3K	-1.1M	-172.9K	-1.1M	-1.0M
Net VEX	-2.2K	-4.1K	-695	-1.8K	-4.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.03	0.00	0.33	0.00	0.00
Total Volume	20.55	0	151	1	0
Total OI	324.35	64	370	365	323

Daily Data (20 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
2024-02-01	$66.03	$67.00	9.3%	4.5%	10.2%	3.4%	0.0%	7.7%	-1.2%	166.9K	-1.1M	-1.8K	0.00	143.71	N/A	N/A	1	0	314	51
2024-02-02	$65.53	$67.00	9.2%	4.5%	10.5%	3.4%	0.0%	10.3%	-1.0%	194.2K	-823.0K	-1.9K	0.00	142.39	N/A	N/A	0	1	315	51
2024-02-05	$65.15	$67.00	22.7%	4.8%	10.5%	21.7%	0.0%	3.0%	-1.5%	154.9K	-680.2K	-1.8K	0.00	145.06	N/A	N/A	10	0	315	52
2024-02-06	$65.70	$67.00	8.7%	4.3%	10.9%	2.6%	0.0%	6.4%	1.1%	204.0K	-922.6K	-1.5K	0.00	142.00	N/A	N/A	0	0	313	52
2024-02-07	$65.66	$67.00	15.3%	4.4%	10.1%	11.7%	0.0%	4.1%	0.8%	224.5K	-851.7K	-1.5K	0.00	143.71	N/A	N/A	1	0	313	52
2024-02-08	$65.38	$67.00	13.6%	3.9%	10.2%	9.3%	0.0%	2.2%	-1.9%	173.8K	-734.9K	-1.6K	0.00	144.81	N/A	N/A	0	0	314	52
2024-02-09	$65.38	$67.00	14.1%	4.1%	10.2%	10.0%	0.0%	1.7%	-1.8%	189.7K	-724.8K	-1.5K	0.00	144.64	N/A	N/A	0	0	314	52
2024-02-12	$65.73	$67.00	16.8%	4.8%	10.3%	13.7%	0.0%	7.0%	-2.2%	202.3K	-882.2K	-1.2K	0.00	142.52	N/A	N/A	1	0	314	52
2024-02-13	$64.75	$67.00	16.9%	4.8%	9.8%	13.8%	0.0%	5.4%	-2.7%	164.4K	-490.4K	-1.2K	0.00	141.23	N/A	N/A	1	0	315	52
2024-02-14	$65.38	$67.00	18.4%	5.3%	9.7%	15.9%	0.0%	3.2%	-2.8%	157.8K	-737.9K	-1.2K	0.00	144.58	N/A	N/A	0	0	316	51
2024-02-15	$66.05	$67.00	17.1%	4.9%	10.2%	14.1%	9.0%	8.2%	7.6%	136.0K	-949.9K	-1.0K	0.33	141.63	N/A	N/A	6	2	316	51
2024-02-16	$66.28	$67.00	17.7%	5.1%	10.1%	14.9%	11.7%	8.7%	6.1%	180.6K	-1.1M	-738	0.00	141.74	N/A	N/A	151	0	318	52
2024-02-20	$66.70	$67.00	16.6%	4.8%	10.3%	13.4%	11.9%	11.8%	2.0%	23.0K	-172.9K	-695	0.00	143.57	N/A	N/A	72	0	56	8
2024-02-21	$66.72	$67.00	21.0%	6.0%	10.3%	19.4%	0.0%	17.1%	-3.3%	59.9K	-379.1K	-1.4K	0.00	143.37	N/A	N/A	150	0	128	8
2024-02-22	$67.25	$67.00	18.6%	5.3%	10.2%	16.1%	9.2%	12.6%	-2.7%	156.1K	-1.1M	-3.9K	0.00	141.18	N/A	N/A	4	0	278	8
2024-02-23	$67.35	$67.00	18.8%	5.4%	10.2%	16.4%	0.0%	4.9%	-3.0%	135.3K	-1.1M	-4.1K	0.00	144.99	N/A	N/A	11	0	304	8
2024-02-26	$67.09	$67.00	20.2%	5.8%	10.4%	18.3%	0.0%	5.7%	-4.2%	141.5K	-1.1M	-4.1K	0.00	144.57	N/A	N/A	0	0	315	8
2024-02-27	$67.25	$67.00	20.3%	5.8%	10.3%	18.4%	0.0%	5.2%	-4.0%	143.1K	-1.1M	-4.1K	0.00	145.72	N/A	N/A	0	0	315	8
2024-02-28	$66.82	$67.00	22.6%	6.5%	10.6%	21.6%	0.0%	4.5%	-4.8%	145.9K	-1.0M	-4.1K	0.00	144.98	N/A	N/A	0	0	315	8
2024-02-29	$67.02	$67.00	17.6%	5.1%	10.5%	14.9%	0.0%	-1.6%	-2.9%	149.2K	-1.0M	-4.1K	0.00	142.92	N/A	N/A	0	0	315	8