VYMI Options History — January 2025

In January 2025, VYMI traded between $66.98 and $70.72. ATM implied volatility averaged 15.4%, placing in the 22.9% IV rank vs the trailing year. The 30-day expected move averaged 3.6%. IV traded above realized volatility by 3.6% (HV 20d: 11.8%). Max pain ranged from $69.00 to $70.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.62.

Notable Days

2025-01-06: Highest Volume — 45 contracts
2025-01-22: Largest IV spike — 102.7% change
2025-01-13: Highest IV Rank — 70.9%
2025-01-03: Largest Expected Move — 5.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$68.86	$66.98	$70.72	$67.60	$70.25
Max Pain	$69.55	$69.00	$70.00	$70.00	$69.00
ATM IV	15.4%	7.5%	34.4%	19.1%	9.3%
Expected Move	3.6%	2.2%	5.6%	5.5%	2.7%
HV 20d	11.8%	10.9%	13.7%	11.2%	11.5%
HV 60d	11.8%	11.3%	12.2%	11.4%	12.1%
IV Rank	22.9%	2.9%	70.9%	32.2%	7.4%
IV Percentile	41.9%	1.2%	97.2%	82.9%	9.1%
Term Structure	1.7%	-5.4%	8.7%	-5.4%	7.5%
VWIV	11.2%	7.3%	16.0%	14.2%	9.2%
Skew 25d	4.5%	-3.0%	9.6%	9.6%	4.5%
Skew 10d	3.6%	-1.6%	9.2%	0.5%	3.2%
Call IV 25d	11.3%	7.1%	17.0%	15.0%	9.5%
Put IV 25d	15.8%	7.8%	24.5%	24.5%	14.0%
Bid-Ask Spread %	150.54	137.66	166.38	164.50	137.66
Gamma HHI	0.17	0.14	0.25	0.14	0.17
Net GEX	17.3K	-17.4K	54.6K	10.5K	49.9K
Net DEX	-41.0K	-222.4K	126.7K	-5.4K	-171.9K
Net VEX	-775	-986	-576	-582	-753
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.62	0.00	7.00	0.00	0.33
Total Volume	5.4	0	45	0	0
Total OI	175.6	125	198	125	198

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
2025-01-02	$67.60	$70.00	19.1%	5.5%	11.2%	32.2%	0.0%	9.6%	-5.4%	10.5K	-5.4K	-582	0.00	164.50	N/A	N/A	0	0	104	21
2025-01-03	$67.93	$70.00	19.5%	5.6%	11.5%	33.3%	14.2%	5.9%	-4.6%	11.6K	-9.7K	-606	0.00	166.38	N/A	N/A	5	0	104	21
2025-01-06	$68.31	$70.00	15.2%	4.2%	11.3%	22.4%	15.8%	3.4%	-2.1%	14.4K	-28.5K	-576	0.00	148.51	N/A	N/A	0	45	107	21
2025-01-07	$68.37	$70.00	21.0%	4.4%	11.3%	37.0%	10.4%	2.1%	-4.3%	2.8K	13.9K	-878	0.00	150.87	N/A	N/A	3	0	107	63
2025-01-08	$68.21	$70.00	23.4%	4.1%	11.2%	43.1%	0.0%	1.8%	-1.8%	1.9K	31.2K	-986	0.00	149.74	N/A	N/A	0	0	109	63
2025-01-10	$67.04	$70.00	21.6%	4.2%	12.1%	38.5%	14.6%	1.8%	-1.6%	-9.8K	90.0K	-835	7.00	148.98	N/A	N/A	1	7	109	63
2025-01-13	$66.98	$70.00	34.4%	4.0%	12.1%	70.9%	13.4%	-1.4%	-2.9%	-17.4K	126.7K	-814	0.00	143.41	N/A	N/A	0	4	109	70
2025-01-14	$67.47	$70.00	28.9%	4.4%	12.6%	57.2%	16.0%	2.3%	-2.4%	-14.1K	102.3K	-838	0.00	149.37	N/A	N/A	0	6	109	72
2025-01-15	$68.34	$70.00	14.8%	4.2%	13.7%	21.2%	9.4%	5.8%	-1.6%	-3.3K	40.8K	-821	0.75	149.76	N/A	N/A	4	3	109	72
2025-01-16	$68.23	$70.00	15.0%	4.3%	13.6%	22.0%	0.0%	2.1%	6.4%	-3.5K	50.0K	-879	0.00	152.85	N/A	N/A	1	0	113	74
2025-01-17	$68.53	$70.00	10.7%	3.1%	13.7%	10.9%	7.3%	5.7%	8.7%	815	22.0K	-822	0.00	152.22	N/A	N/A	9	0	114	74
2025-01-21	$69.60	$69.00	7.5%	2.2%	11.7%	2.9%	8.4%	7.3%	6.2%	26.5K	-83.0K	-736	0.00	152.11	N/A	N/A	3	0	117	65
2025-01-22	$69.27	$69.00	15.2%	4.4%	11.8%	22.5%	0.0%	9.2%	0.6%	22.0K	-61.9K	-738	0.00	157.36	N/A	N/A	1	0	118	65
2025-01-23	$69.75	$69.00	8.4%	2.4%	11.1%	5.1%	10.4%	8.2%	4.3%	30.0K	-103.8K	-796	0.00	152.41	N/A	N/A	5	0	119	65
2025-01-24	$70.03	$69.00	8.0%	2.3%	11.2%	4.1%	8.3%	6.0%	5.8%	39.7K	-140.0K	-782	0.00	150.00	N/A	N/A	1	0	124	65
2025-01-27	$70.27	$69.00	8.8%	2.5%	11.1%	6.1%	7.7%	4.7%	4.4%	40.1K	-156.3K	-747	0.00	148.97	N/A	N/A	1	0	125	65
2025-01-28	$70.16	$69.00	8.9%	2.6%	11.1%	6.5%	11.6%	5.5%	4.6%	44.6K	-155.2K	-753	0.00	148.88	N/A	N/A	1	0	127	65
2025-01-29	$70.16	$69.00	9.3%	2.7%	10.9%	7.5%	0.0%	9.2%	4.6%	45.4K	-158.3K	-763	0.00	147.20	N/A	N/A	0	0	128	65
2025-01-30	$70.72	$69.00	9.4%	2.7%	11.1%	7.7%	9.2%	-3.0%	6.5%	54.6K	-222.4K	-787	0.33	139.66	N/A	N/A	6	2	128	65
2025-01-31	$70.25	$69.00	9.3%	2.7%	11.5%	7.4%	0.0%	4.5%	7.5%	49.9K	-171.9K	-753	0.00	137.66	N/A	N/A	0	0	131	67