VYMI Options History — December 2024

In December 2024, VYMI traded between $67.36 and $71.52. ATM implied volatility averaged 18.6%, placing in the 27.0% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 7.6% (HV 20d: 11.0%). Max pain ranged from $70.00 to $73.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.04.

Notable Days

2024-12-05: Highest Volume — 16 contracts
2024-12-03: Largest IV spike — 94.8% change
2024-12-03: Highest IV Rank — 53.8%
2024-12-03: Largest Expected Move — 9.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$69.49	$67.36	$71.52	$70.74	$67.79
Max Pain	$71.86	$70.00	$73.00	$70.00	$70.00
ATM IV	18.6%	15.4%	34.4%	17.6%	17.5%
Expected Move	4.9%	2.9%	9.8%	5.1%	5.0%
HV 20d	11.0%	7.9%	13.3%	13.3%	11.2%
HV 60d	12.1%	11.4%	12.8%	12.8%	11.4%
IV Rank	27.0%	18.6%	53.8%	21.6%	28.2%
IV Percentile	63.7%	42.1%	95.6%	65.9%	67.9%
Term Structure	-2.4%	-11.4%	3.5%	2.5%	-4.0%
VWIV	12.7%	11.3%	14.1%	14.1%	11.3%
Skew 25d	3.3%	-10.6%	11.5%	10.2%	7.3%
Skew 10d	1.7%	-32.0%	11.4%	-0.1%	0.9%
Call IV 25d	15.9%	8.3%	32.5%	8.3%	15.7%
Put IV 25d	19.1%	8.6%	38.8%	18.5%	23.0%
Bid-Ask Spread %	167.74	160.08	172.77	165.12	165.23
Gamma HHI	0.24	0.15	0.38	0.35	0.16
Net GEX	26.1K	3.6K	51.6K	31.6K	13.4K
Net DEX	-97.9K	-252.8K	61.7K	-164.5K	-21.3K
Net VEX	-933	-1.3K	-626	-1.1K	-650
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.04	0.00	0.33	0.00	0.00
Total Volume	2.524	0	16	0	0
Total OI	123.857	105	145	105	125

Daily Data (21 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
2024-12-02	$70.74	$70.00	17.6%	5.1%	13.3%	21.6%	0.0%	10.2%	2.5%	31.6K	-164.5K	-1.1K	0.00	165.12	N/A	N/A	0	0	90	15
2024-12-03	$70.84	$70.00	34.4%	9.8%	13.2%	53.8%	0.0%	6.3%	-11.4%	29.8K	-174.8K	-1.1K	0.00	172.77	N/A	N/A	1	0	90	15
2024-12-04	$70.75	$70.00	22.6%	6.5%	12.7%	31.1%	0.0%	-10.6%	-7.2%	32.9K	-154.2K	-995	0.00	163.04	N/A	N/A	4	0	90	15
2024-12-05	$71.25	$73.00	20.9%	4.1%	12.4%	28.0%	0.0%	1.4%	-1.4%	41.3K	-198.2K	-1.2K	0.00	168.79	N/A	N/A	16	0	94	15
2024-12-06	$71.32	$73.00	20.3%	3.6%	11.0%	26.7%	0.0%	7.7%	1.8%	51.6K	-212.8K	-1.2K	0.00	169.76	N/A	N/A	0	0	110	15
2024-12-09	$71.52	$73.00	17.4%	2.9%	8.9%	21.1%	0.0%	3.8%	3.5%	48.3K	-252.8K	-1.3K	0.00	168.15	N/A	N/A	1	0	110	15
2024-12-10	$70.86	$73.00	26.4%	4.2%	9.5%	38.4%	0.0%	0.4%	-2.4%	40.4K	-197.1K	-1.2K	0.00	171.18	N/A	N/A	0	0	109	15
2024-12-11	$70.82	$73.00	16.1%	4.6%	9.2%	18.6%	0.0%	0.8%	-2.3%	39.3K	-197.2K	-1.2K	0.00	170.75	N/A	N/A	0	0	109	15
2024-12-12	$70.66	$73.00	16.6%	4.7%	8.8%	19.6%	0.0%	0.9%	-2.5%	39.4K	-162.5K	-1.0K	0.00	170.43	N/A	N/A	0	6	109	15
2024-12-13	$70.26	$73.00	15.4%	4.4%	9.0%	22.9%	0.0%	6.3%	-4.0%	32.8K	-127.6K	-1.0K	0.00	171.90	N/A	N/A	0	0	109	20
2024-12-16	$69.89	$73.00	17.5%	5.0%	9.2%	28.2%	0.0%	3.1%	-5.4%	28.4K	-103.8K	-952	0.00	172.16	N/A	N/A	0	5	109	20
2024-12-17	$69.63	$73.00	18.4%	5.3%	7.9%	30.4%	0.0%	9.3%	-4.7%	24.2K	-84.1K	-955	0.00	171.86	N/A	N/A	0	10	109	25
2024-12-18	$67.93	$73.00	15.4%	4.4%	11.6%	22.8%	0.0%	-0.7%	-3.2%	9.4K	39.1K	-809	0.00	164.99	N/A	N/A	0	0	109	35
2024-12-19	$68.11	$73.00	18.1%	5.2%	11.5%	29.7%	0.0%	-1.8%	-1.8%	3.6K	58.0K	-632	0.00	168.38	N/A	N/A	1	0	109	35
2024-12-20	$67.36	$73.00	15.9%	4.6%	11.9%	24.1%	0.0%	1.5%	-1.1%	6.9K	61.7K	-773	0.00	160.08	N/A	N/A	0	0	110	35
2024-12-23	$67.56	$73.00	15.8%	4.5%	12.0%	24.0%	14.1%	6.1%	-0.9%	10.9K	-10.5K	-626	0.33	164.39	N/A	N/A	3	1	100	18
2024-12-24	$67.88	$70.00	15.6%	4.5%	12.2%	23.3%	0.0%	3.5%	-0.6%	14.1K	-24.2K	-680	0.00	166.88	N/A	N/A	2	0	101	19
2024-12-26	$68.23	$70.00	15.5%	4.4%	12.1%	23.0%	0.0%	3.3%	0.2%	16.0K	-35.8K	-685	0.00	167.44	N/A	N/A	0	0	103	19
2024-12-27	$67.97	$70.00	15.9%	4.6%	12.0%	24.2%	11.3%	-1.4%	-1.4%	15.4K	-34.1K	-704	0.00	166.45	N/A	N/A	1	0	103	19
2024-12-30	$67.91	$70.00	17.4%	5.0%	11.4%	28.0%	0.0%	11.5%	-3.6%	18.4K	-59.5K	-801	0.00	162.85	N/A	N/A	0	2	104	19
2024-12-31	$67.79	$70.00	17.5%	5.0%	11.2%	28.2%	0.0%	7.3%	-4.0%	13.4K	-21.3K	-650	0.00	165.23	N/A	N/A	0	0	104	21