VYMI Options History — March 2025

In March 2025, VYMI traded between $72.64 and $76.18. ATM implied volatility averaged 17.0%, placing in the 28.2% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 3.9% (HV 20d: 13.1%). Max pain ranged from $70.00 to $76.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.18.

Notable Days

  • 2025-03-13: Highest Volume — 39 contracts
  • 2025-03-05: Largest IV spike — 43.6% change
  • 2025-03-05: Highest IV Rank — 38.9%
  • 2025-03-14: Largest Expected Move — 12.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$74.50$72.64$76.18$72.64$73.79
Max Pain$72.19$70.00$76.00$76.00$70.00
ATM IV17.0%12.5%21.7%12.5%18.6%
Expected Move4.7%3.0%12.3%3.6%4.3%
HV 20d13.1%9.3%15.0%9.9%14.9%
HV 60d11.9%11.1%12.7%11.1%12.1%
IV Rank28.2%15.5%38.9%15.5%33.8%
IV Percentile61.4%26.6%88.9%26.6%80.6%
Term Structure-2.8%-12.0%4.7%4.7%-7.6%
VWIV16.5%14.1%21.4%16.8%15.4%
Skew 25d5.2%-0.8%24.3%9.0%-0.8%
Skew 10d5.8%-3.8%30.1%-3.8%-3.6%
Call IV 25d13.8%8.8%23.5%9.4%23.5%
Put IV 25d19.0%13.6%34.3%18.4%22.7%
Bid-Ask Spread %142.20126.14147.82142.83140.71
Gamma HHI0.330.190.570.200.37
Net GEX23.2K11.0K34.0K19.1K19.6K
Net DEX-247.3K-382.9K-120.9K-120.9K-201.7K
Net VEX-1.3K-1.6K-775-855-1.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.180.001.330.000.00
Total Volume6.8103932
Total OI126.9059415894141

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-03-03$72.64$76.0012.5%3.6%9.9%15.5%0.0%9.0%4.7%19.1K-120.9K-8550.00142.83N/AN/A306232
2025-03-04$73.11$76.0015.1%4.3%9.3%22.2%0.0%1.4%0.7%23.5K-129.4K-7750.00147.31N/AN/A106332
2025-03-05$74.52$76.0021.7%6.2%10.7%38.9%16.8%7.0%-0.6%13.8K-197.4K-9480.05141.16N/AN/A2216432
2025-03-06$74.24$74.0015.9%4.6%10.9%24.1%14.9%6.4%-1.4%30.5K-254.6K-1.2K0.00143.63N/AN/A208133
2025-03-07$74.92$74.0021.2%6.1%11.1%37.6%0.0%6.9%-1.5%20.3K-273.2K-1.3K0.00142.93N/AN/A008133
2025-03-10$73.74$74.0017.3%4.9%12.7%27.6%16.3%5.6%-2.5%24.5K-215.4K-1.2K0.00141.98N/AN/A208133
2025-03-11$73.69$74.0016.3%5.7%12.7%25.0%0.0%0.6%-2.7%23.1K-214.3K-1.2K0.00144.10N/AN/A018133
2025-03-12$73.97$74.0016.7%5.7%12.6%26.1%0.0%2.7%-2.9%29.9K-241.7K-1.1K0.00146.10N/AN/A108134
2025-03-13$73.75$74.0016.9%4.4%12.7%26.6%14.1%0.9%-1.9%34.0K-219.9K-1.1K0.00126.14N/AN/A0398234
2025-03-14$74.88$74.0017.2%12.3%13.4%27.3%21.4%24.3%-2.0%25.3K-240.4K-1.4K0.00146.58N/AN/A108273
2025-03-17$75.92$70.0016.9%4.0%14.1%29.1%0.0%0.5%-2.7%13.5K-310.8K-1.4K0.00143.18N/AN/A108273
2025-03-18$75.95$70.0016.7%4.1%14.1%28.6%15.4%0.7%-3.0%18.3K-329.4K-1.3K0.10140.76N/AN/A3038373
2025-03-19$76.18$70.0016.3%4.1%13.5%27.4%0.0%-0.1%-2.3%11.0K-382.9K-1.2K0.00144.47N/AN/A008672
2025-03-20$75.58$70.0014.9%4.0%14.0%23.7%0.0%3.6%2.3%21.2K-281.8K-1.3K0.00142.47N/AN/A108172
2025-03-21$74.58$70.0016.3%3.1%14.7%27.4%0.0%5.9%-3.0%14.9K-200.7K-1.4K0.00139.18N/AN/A407472
2025-03-24$74.60$70.0016.8%3.3%14.7%28.8%0.0%7.3%-5.8%29.9K-254.6K-1.4K1.33143.71N/AN/A347739
2025-03-25$75.06$70.0017.0%3.1%14.6%29.3%0.0%11.3%-12.0%26.5K-304.7K-1.4K1.00147.82N/AN/A118043
2025-03-26$74.54$70.0016.7%3.1%14.9%28.5%0.0%9.9%-5.0%28.3K-281.8K-1.5K0.00138.74N/AN/A708044
2025-03-27$74.82$70.0017.6%3.0%14.5%31.1%0.0%5.8%-5.9%31.4K-297.1K-1.5K0.00141.51N/AN/A0108444
2025-03-28$74.00$70.0018.2%4.1%15.0%32.9%0.0%0.3%-3.7%28.5K-240.8K-1.5K0.00140.89N/AN/A038454
2025-03-31$73.79$70.0018.6%4.3%14.9%33.8%0.0%-0.8%-7.6%19.6K-201.7K-1.6K0.00140.71N/AN/A028457