VYMI Options History — April 2025

In April 2025, VYMI traded between $65.33 and $75.97. ATM implied volatility averaged 23.2%, placing in the 35.8% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded below realized volatility by 11.3% (HV 20d: 34.5%). Max pain ranged from $69.00 to $72.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 2.30.

Notable Days

  • 2025-04-04: Highest Volume — 27 contracts
  • 2025-04-07: Largest IV spike — 55.1% change
  • 2025-04-07: Highest IV Rank — 100.0%
  • 2025-04-11: Largest Expected Move — 8.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$72.36$65.33$75.97$73.86$75.71
Max Pain$70.52$69.00$72.00$70.00$72.00
ATM IV23.2%10.7%54.9%19.4%18.9%
Expected Move5.6%3.1%8.4%4.3%5.4%
HV 20d34.5%13.0%41.5%14.7%41.3%
HV 60d22.2%12.0%25.6%12.0%25.5%
IV Rank35.8%6.7%100.0%35.0%24.0%
IV Percentile75.1%15.9%100.0%85.3%78.2%
Term Structure-1.9%-8.3%3.9%-8.3%-1.6%
VWIV20.0%10.5%31.8%24.1%10.5%
Skew 25d4.0%-2.1%12.2%-0.2%1.1%
Skew 10d3.6%-6.5%14.9%-4.0%-2.9%
Call IV 25d19.3%11.6%35.8%24.1%20.1%
Put IV 25d23.4%13.3%35.4%23.9%21.2%
Bid-Ask Spread %141.06127.50152.98143.85135.49
Gamma HHI0.420.200.650.410.52
Net GEX22.8K-2.7K50.6K23.7K48.3K
Net DEX-179.0K-507.5K165.4K-220.1K-480.9K
Net VEX-1.5K-1.8K-1.2K-1.6K-1.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.300.0021.005.000.00
Total Volume6.667027124
Total OI155.905143175143175

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-04-01$73.86$70.0019.4%4.3%14.7%35.0%0.0%-0.2%-8.3%23.7K-220.1K-1.6K5.00143.85N/AN/A2108459
2025-04-02$74.03$70.0020.3%4.3%13.0%36.5%0.0%5.8%0.5%21.6K-215.8K-1.6K0.00145.49N/AN/A108669
2025-04-03$72.84$70.0029.8%5.9%14.2%63.8%0.0%2.0%-3.7%20.3K-142.7K-1.8K0.00151.06N/AN/A008769
2025-04-04$69.45$70.0035.4%7.0%21.3%79.8%24.1%5.4%-4.8%1.6K76.2K-1.6K8.00149.58N/AN/A3248769
2025-04-07$66.30$70.0054.9%8.0%25.9%100.0%31.8%-0.5%1.8%-2.7K165.4K-1.5K21.00148.20N/AN/A1218971
2025-04-08$65.33$70.0045.2%7.8%26.0%79.6%0.0%2.9%-2.3%581136.9K-1.2K0.00139.51N/AN/A009057
2025-04-09$70.15$70.0024.1%6.9%37.8%34.9%20.6%11.5%-2.9%8.8K-37.3K-1.6K0.80149.91N/AN/A549057
2025-04-10$68.46$70.0023.9%6.9%38.5%34.6%28.8%3.8%-2.3%3.9K55.8K-1.5K0.00144.93N/AN/A409260
2025-04-11$70.88$70.0029.2%8.4%40.4%45.8%0.0%12.2%-5.2%12.3K-69.5K-1.6K0.00152.98N/AN/A409460
2025-04-14$71.92$70.0018.9%5.4%40.4%24.1%21.3%5.3%-4.3%16.6K-117.1K-1.5K0.17146.26N/AN/A619860
2025-04-15$72.23$70.0015.2%4.4%40.5%16.2%23.2%4.7%-4.1%18.2K-144.6K-1.5K0.00137.90N/AN/A409761
2025-04-16$72.16$69.0019.9%5.7%40.4%26.2%21.6%8.0%-4.0%18.0K-139.5K-1.6K2.00147.18N/AN/A129861
2025-04-17$73.10$70.0017.5%5.0%40.8%21.1%16.0%2.7%2.4%22.4K-183.5K-1.5K0.67137.86N/AN/A329463
2025-04-21$72.70$70.0019.0%5.4%40.6%24.2%15.5%4.0%-0.7%24.0K-168.5K-1.5K0.11127.50N/AN/A918956
2025-04-22$74.29$70.0018.0%5.2%41.4%22.1%17.3%9.1%-0.3%30.4K-295.0K-1.5K0.50133.53N/AN/A219757
2025-04-23$74.25$72.0019.0%5.4%41.3%24.2%0.0%-0.6%-5.0%31.0K-283.2K-1.5K0.00133.13N/AN/A009858
2025-04-24$75.17$72.0013.4%3.8%41.5%12.3%16.0%5.4%-0.7%34.9K-361.1K-1.4K0.00129.17N/AN/A1109858
2025-04-25$75.09$72.0010.7%3.1%41.5%6.7%0.0%0.3%3.3%50.6K-392.4K-1.4K0.00138.17N/AN/A0110158
2025-04-28$75.67$72.0015.4%4.4%41.3%16.6%12.7%3.6%3.9%44.0K-434.0K-1.4K0.67133.51N/AN/A3210159
2025-04-29$75.97$72.0018.7%5.4%41.3%23.6%10.5%-2.1%-2.6%50.1K-507.5K-1.4K0.14137.09N/AN/A7110760
2025-04-30$75.71$72.0018.9%5.4%41.3%24.0%0.0%1.1%-1.6%48.3K-480.9K-1.6K0.00135.49N/AN/A4011461