VYMI Options History — February 2025

In February 2025, VYMI traded between $69.68 and $73.10. ATM implied volatility averaged 13.8%, placing in the 18.9% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 3.6% (HV 20d: 10.3%). Max pain ranged from $69.00 to $70.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.95.

Notable Days

2025-02-21: Highest Volume — 27 contracts
2025-02-28: Largest IV spike — 78.3% change
2025-02-28: Highest IV Rank — 64.7%
2025-02-28: Largest Expected Move — 9.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$71.86	$69.68	$73.10	$69.68	$72.11
Max Pain	$69.84	$69.00	$70.00	$69.00	$70.00
ATM IV	13.8%	8.9%	31.9%	10.0%	31.9%
Expected Move	4.3%	2.6%	9.1%	2.9%	9.1%
HV 20d	10.3%	8.8%	12.4%	11.9%	10.1%
HV 60d	11.2%	10.8%	12.2%	12.2%	11.0%
IV Rank	18.9%	6.4%	64.7%	9.1%	64.7%
IV Percentile	33.6%	6.0%	96.4%	15.5%	96.4%
Term Structure	-2.0%	-22.4%	7.7%	3.9%	-22.4%
VWIV	11.2%	6.7%	19.7%	10.8%	19.7%
Skew 25d	1.7%	-4.9%	17.3%	9.8%	17.3%
Skew 10d	1.2%	-7.6%	12.0%	12.0%	-1.8%
Call IV 25d	14.8%	9.8%	19.0%	10.9%	13.0%
Put IV 25d	16.6%	9.0%	30.3%	20.6%	30.3%
Bid-Ask Spread %	151.63	142.83	160.71	145.44	158.64
Gamma HHI	0.24	0.16	0.40	0.16	0.19
Net GEX	63.3K	8.2K	114.0K	36.7K	9.5K
Net DEX	-307.1K	-580.2K	-104.2K	-104.2K	-141.1K
Net VEX	-717	-893	-532	-717	-831
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.95	0.00	10.00	0.00	10.00
Total Volume	6.632	0	27	1	11
Total OI	175.947	58	229	198	83

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
2025-02-03	$69.68	$69.00	10.0%	2.9%	11.9%	9.1%	0.0%	9.8%	3.9%	36.7K	-104.2K	-717	0.00	145.44	N/A	N/A	0	1	131	67
2025-02-04	$70.38	$69.00	9.6%	2.8%	12.2%	8.3%	10.8%	6.1%	5.1%	50.4K	-169.9K	-751	0.00	145.59	N/A	N/A	1	0	132	68
2025-02-05	$70.87	$69.00	9.2%	2.6%	12.3%	7.2%	10.0%	-2.3%	5.3%	60.8K	-227.5K	-754	2.00	147.45	N/A	N/A	1	2	133	68
2025-02-06	$71.14	$70.00	9.0%	4.3%	12.3%	6.8%	0.0%	-0.3%	-3.6%	66.9K	-260.1K	-746	0.00	160.65	N/A	N/A	10	0	134	68
2025-02-07	$70.82	$70.00	8.9%	4.2%	12.4%	6.4%	0.0%	-4.9%	-4.1%	62.0K	-234.8K	-776	0.00	158.09	N/A	N/A	0	0	140	68
2025-02-10	$71.18	$70.00	9.8%	4.5%	10.2%	8.6%	0.0%	-2.5%	-4.4%	68.3K	-276.0K	-733	0.00	160.71	N/A	N/A	17	0	140	68
2025-02-11	$71.53	$70.00	9.0%	4.6%	10.1%	6.6%	0.0%	-3.5%	-5.6%	84.7K	-368.1K	-704	0.00	157.85	N/A	N/A	0	0	149	68
2025-02-12	$71.73	$70.00	15.3%	4.4%	10.0%	22.7%	13.1%	-1.4%	-4.0%	90.5K	-397.4K	-706	0.20	150.34	N/A	N/A	5	1	149	68
2025-02-13	$72.35	$70.00	15.3%	4.4%	9.6%	22.6%	12.2%	1.5%	-2.0%	105.7K	-529.7K	-858	0.09	155.41	N/A	N/A	11	1	154	69
2025-02-14	$72.50	$70.00	17.4%	5.0%	9.4%	27.8%	11.0%	-0.9%	-4.3%	114.0K	-535.5K	-850	1.00	148.98	N/A	N/A	2	2	155	70
2025-02-18	$72.89	$70.00	16.4%	4.7%	9.4%	25.3%	0.0%	-1.3%	-4.8%	107.0K	-580.2K	-893	0.00	151.22	N/A	N/A	0	1	155	72
2025-02-19	$72.28	$70.00	17.0%	4.9%	9.1%	27.0%	0.0%	-2.4%	-4.9%	99.1K	-458.3K	-656	0.00	148.02	N/A	N/A	1	0	155	73
2025-02-20	$72.69	$70.00	13.7%	3.9%	8.8%	18.6%	0.0%	-1.0%	3.8%	100.0K	-577.1K	-676	0.00	152.75	N/A	N/A	0	0	156	73
2025-02-21	$72.22	$70.00	14.6%	4.2%	9.2%	20.8%	0.0%	-1.7%	0.8%	97.5K	-457.5K	-532	0.00	150.64	N/A	N/A	27	0	156	73
2025-02-24	$72.37	$70.00	14.3%	4.1%	9.1%	20.0%	9.6%	7.5%	-5.3%	13.0K	-117.6K	-533	0.00	151.20	N/A	N/A	2	0	36	22
2025-02-25	$73.00	$70.00	12.1%	3.5%	9.5%	14.5%	7.7%	3.6%	7.7%	8.2K	-132.1K	-651	0.00	146.54	N/A	N/A	2	0	39	22
2025-02-26	$73.10	$70.00	11.5%	3.3%	9.4%	12.9%	6.7%	5.2%	7.2%	9.5K	-132.1K	-702	0.00	148.54	N/A	N/A	8	0	41	22
2025-02-27	$72.50	$70.00	17.9%	5.1%	10.1%	29.2%	11.5%	4.1%	-6.9%	19.2K	-136.3K	-552	0.00	142.83	N/A	N/A	20	0	44	22
2025-02-28	$72.11	$70.00	31.9%	9.1%	10.1%	64.7%	19.7%	17.3%	-22.4%	9.5K	-141.1K	-831	10.00	158.64	N/A	N/A	1	10	61	22