VYMI Options History — April 2024

In April 2024, VYMI traded between $66.25 and $69.15. ATM implied volatility averaged 12.3%, placing in the 9.6% IV rank vs the trailing year. The 30-day expected move averaged 3.7%. IV traded above realized volatility by 2.6% (HV 20d: 9.8%). Max pain ranged from $64.00 to $69.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.04.

Notable Days

  • 2024-04-04: Highest Volume — 45 contracts
  • 2024-04-29: Largest IV spike — 93.3% change
  • 2024-04-01: Highest IV Rank — 20.0%
  • 2024-04-01: Largest Expected Move — 5.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$67.89$66.25$69.15$68.48$67.88
Max Pain$64.68$64.00$69.00$69.00$64.00
ATM IV12.3%9.2%18.9%18.9%9.9%
Expected Move3.7%2.6%5.4%5.4%2.8%
HV 20d9.8%7.2%12.1%8.7%12.1%
HV 60d9.9%9.2%10.3%9.7%10.3%
IV Rank9.6%4.5%20.0%20.0%5.6%
IV Percentile16.5%5.6%38.9%34.5%10.7%
Term Structure-1.1%-9.6%4.1%-9.6%3.8%
VWIV11.1%9.2%13.6%9.2%9.7%
Skew 25d0.8%-7.8%12.3%11.6%-6.8%
Skew 10d5.2%-4.7%10.6%7.7%8.7%
Call IV 25d13.0%7.0%17.3%7.0%17.3%
Put IV 25d13.8%7.6%20.0%18.6%10.5%
Bid-Ask Spread %131.81125.83140.94138.81131.97
Gamma HHI0.240.210.270.220.25
Net GEX150.0K123.1K182.0K159.1K142.7K
Net DEX-1.3M-1.7M-900.7K-1.4M-1.3M
Net VEX-3.9K-4.4K-3.0K-3.2K-3.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.040.000.500.500.00
Total Volume4.36404500
Total OI368.545331389331373

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$68.48$69.0018.9%5.4%8.7%20.0%0.0%11.6%-9.6%159.1K-1.4M-3.2K0.00138.81N/AN/A003229
2024-04-02$68.38$69.0018.6%5.3%8.6%19.6%0.0%12.3%-7.8%159.3K-1.4M-3.3K0.00140.94N/AN/A003229
2024-04-03$68.78$69.009.2%2.6%8.8%4.5%9.2%10.2%3.3%161.5K-1.5M-3.0K0.50135.37N/AN/A213229
2024-04-04$68.52$64.0010.4%3.7%7.9%6.5%0.0%-6.3%-3.7%141.2K-1.3M-3.6K0.00125.83N/AN/A45032210
2024-04-05$68.56$64.009.8%4.0%7.2%5.5%0.0%-6.2%-3.5%175.1K-1.5M-4.2K0.00130.60N/AN/A0037210
2024-04-08$69.09$64.0011.3%4.1%7.7%7.8%10.2%1.6%-4.7%165.7K-1.7M-4.0K0.00131.48N/AN/A1037210
2024-04-09$69.15$64.0011.5%4.1%7.6%8.2%11.0%-7.8%-4.8%171.8K-1.7M-3.9K0.00127.16N/AN/A3037310
2024-04-10$68.25$64.009.6%2.8%8.8%5.2%0.0%-5.0%-0.2%158.3K-1.4M-4.3K0.00130.74N/AN/A0037310
2024-04-11$68.38$64.009.7%2.8%8.8%5.4%0.0%-5.4%-0.9%182.0K-1.5M-4.0K0.00129.57N/AN/A0037310
2024-04-12$67.31$64.0011.0%3.2%9.9%7.5%0.0%4.3%-0.5%135.5K-1.1M-4.4K0.00128.67N/AN/A0037310
2024-04-15$67.09$64.0011.2%3.2%9.8%7.7%12.3%2.5%0.3%128.1K-1.1M-4.4K0.00127.21N/AN/A4037310
2024-04-16$66.25$64.0017.0%4.9%10.7%17.0%13.0%3.8%-3.6%123.1K-900.7K-4.1K0.00133.05N/AN/A13037310
2024-04-17$66.44$64.0017.2%4.9%10.7%17.4%13.6%3.2%-3.7%123.1K-933.3K-4.1K0.00132.63N/AN/A13036610
2024-04-18$66.47$64.0017.3%5.0%10.0%17.5%0.0%3.4%3.6%131.5K-975.8K-4.1K0.00133.21N/AN/A2037910
2024-04-19$66.75$64.0010.9%3.1%10.2%7.2%0.0%2.6%2.1%135.6K-1.0M-4.0K0.00135.08N/AN/A0037910
2024-04-22$67.50$64.0010.7%3.1%11.0%7.0%0.0%2.5%1.1%133.4K-1.1M-4.0K0.00129.99N/AN/A003539
2024-04-23$68.03$64.0010.0%2.9%11.4%5.8%10.0%-2.9%2.4%158.4K-1.3M-3.7K0.00130.21N/AN/A203539
2024-04-24$67.81$64.009.6%2.7%11.4%5.2%0.0%3.1%3.0%163.3K-1.3M-3.6K0.00133.38N/AN/A403559
2024-04-25$67.78$64.0010.1%2.9%11.2%6.0%9.7%0.1%1.7%139.0K-1.3M-3.9K0.00131.18N/AN/A203599
2024-04-26$68.19$64.009.5%2.7%11.4%5.0%0.0%-4.9%4.1%168.7K-1.4M-3.5K0.00133.21N/AN/A003609
2024-04-29$68.59$64.0018.4%5.3%11.5%19.3%0.0%0.8%-6.3%143.6K-1.4M-3.7K0.00129.46N/AN/A403609
2024-04-30$67.88$64.009.9%2.8%12.1%5.6%0.0%-6.8%3.8%142.7K-1.3M-3.9K0.00131.97N/AN/A003649