VYMI Options History — June 2024

In June 2024, VYMI traded between $68.06 and $71.03. ATM implied volatility averaged 14.3%, placing in the 13.5% IV rank vs the trailing year. The 30-day expected move averaged 3.9%. IV traded above realized volatility by 2.5% (HV 20d: 11.8%). Max pain ranged from $68.00 to $71.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 1.36.

Notable Days

2024-06-18: Highest Volume — 26 contracts
2024-06-07: Largest IV spike — 70.5% change
2024-06-07: Highest IV Rank — 25.1%
2024-06-04: Largest Expected Move — 5.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$69.36	$68.06	$71.03	$71.03	$68.44
Max Pain	$68.75	$68.00	$71.00	$71.00	$68.00
ATM IV	14.3%	9.3%	22.0%	12.9%	10.5%
Expected Move	3.9%	2.7%	5.1%	3.7%	3.0%
HV 20d	11.8%	9.6%	14.1%	9.6%	13.0%
HV 60d	10.8%	10.0%	11.8%	10.0%	11.7%
IV Rank	13.5%	5.4%	25.1%	10.4%	7.6%
IV Percentile	26.5%	6.7%	55.2%	19.4%	15.1%
Term Structure	0.4%	-6.8%	5.9%	4.5%	5.2%
VWIV	13.0%	10.0%	16.2%	15.9%	10.0%
Skew 25d	2.6%	-5.6%	11.8%	6.9%	3.4%
Skew 10d	0.9%	-5.0%	7.1%	-5.0%	1.4%
Call IV 25d	13.9%	7.7%	23.2%	12.9%	7.7%
Put IV 25d	16.5%	10.9%	20.0%	19.9%	11.1%
Bid-Ask Spread %	160.96	152.49	172.22	152.49	153.91
Gamma HHI	0.44	0.31	0.53	0.45	0.39
Net GEX	70.0K	6.0K	133.0K	75.7K	21.9K
Net DEX	-860.2K	-1.4M	-30.9K	-1.4M	-246.6K
Net VEX	-2.3K	-2.7K	-1.6K	-2.6K	-1.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.36	0.00	4.50	1.00	0.00
Total Volume	3.737	0	26	0	0
Total OI	249.789	162	335	274	169

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
2024-06-03	$71.03	$71.00	12.9%	3.7%	9.6%	10.4%	0.0%	6.9%	4.5%	75.7K	-1.4M	-2.6K	0.00	152.49	N/A	N/A	0	0	266	8
2024-06-04	$70.48	$71.00	17.9%	5.1%	9.9%	18.5%	0.0%	11.8%	-6.8%	79.4K	-1.3M	-2.7K	0.00	154.04	N/A	N/A	0	0	266	8
2024-06-05	$70.56	$71.00	16.6%	4.8%	9.9%	16.4%	0.0%	-3.2%	0.3%	82.9K	-1.3M	-2.6K	0.00	154.25	N/A	N/A	0	1	266	8
2024-06-06	$70.88	$0.00	12.9%	4.1%	10.0%	10.5%	0.0%	3.4%	-1.7%	79.7K	-1.4M	-2.4K	0.00	172.22	N/A	N/A	0	0	266	9
2024-06-07	$70.06	$0.00	22.0%	4.1%	10.7%	25.1%	0.0%	4.1%	-1.6%	88.2K	-1.3M	-2.7K	0.00	170.50	N/A	N/A	0	2	266	9
2024-06-10	$70.10	$0.00	17.8%	4.2%	10.5%	18.4%	0.0%	7.0%	-1.9%	87.9K	-1.3M	-2.6K	1.00	170.17	N/A	N/A	2	2	266	11
2024-06-11	$69.32	$0.00	15.3%	4.4%	11.2%	14.3%	0.0%	5.9%	-0.4%	109.1K	-1.1M	-2.6K	4.50	169.53	N/A	N/A	2	9	268	12
2024-06-12	$69.80	$0.00	14.7%	4.2%	11.4%	13.3%	0.0%	6.2%	-1.8%	82.9K	-1.2M	-2.7K	0.00	169.93	N/A	N/A	0	1	269	21
2024-06-13	$69.07	$0.00	14.8%	4.2%	11.5%	13.5%	0.0%	3.0%	-0.7%	129.1K	-1.0M	-2.3K	2.00	168.17	N/A	N/A	1	2	269	22
2024-06-14	$68.53	$0.00	17.0%	4.9%	11.7%	19.8%	15.9%	1.0%	-1.6%	123.0K	-916.7K	-2.5K	0.00	159.40	N/A	N/A	0	4	270	24
2024-06-17	$68.82	$68.00	16.7%	4.8%	11.5%	19.2%	0.0%	1.2%	-1.2%	133.0K	-983.4K	-2.3K	0.00	161.27	N/A	N/A	0	1	270	27
2024-06-18	$69.22	$68.00	16.8%	4.8%	11.9%	19.4%	16.2%	2.1%	-2.5%	83.3K	-1.0M	-2.7K	0.00	162.17	N/A	N/A	0	26	270	28
2024-06-20	$69.48	$68.00	17.7%	5.1%	12.0%	20.9%	0.0%	-3.3%	-2.7%	55.1K	-983.8K	-2.7K	0.00	161.38	N/A	N/A	0	0	270	65
2024-06-21	$68.06	$68.00	9.3%	2.7%	13.6%	5.4%	11.4%	-2.3%	5.4%	6.0K	-30.9K	-1.6K	2.00	156.40	N/A	N/A	3	6	123	65
2024-06-24	$68.82	$68.00	9.3%	2.7%	14.1%	5.5%	11.3%	-5.6%	1.7%	43.6K	-255.3K	-1.6K	0.00	155.85	N/A	N/A	1	0	121	41
2024-06-25	$68.73	$68.00	9.4%	2.7%	13.7%	5.6%	0.0%	2.4%	1.5%	20.2K	-275.5K	-1.6K	0.00	155.38	N/A	N/A	0	0	122	41
2024-06-26	$68.14	$68.00	9.4%	2.7%	13.9%	5.6%	0.0%	2.5%	5.9%	12.3K	-197.7K	-1.6K	0.00	155.62	N/A	N/A	6	0	122	41
2024-06-27	$68.26	$68.00	10.1%	2.9%	13.2%	6.9%	10.0%	2.7%	5.8%	15.8K	-219.7K	-1.6K	0.00	155.62	N/A	N/A	2	0	126	41
2024-06-28	$68.44	$68.00	10.5%	3.0%	13.0%	7.6%	0.0%	3.4%	5.2%	21.9K	-246.6K	-1.7K	0.00	153.91	N/A	N/A	0	0	128	41