VYMI Options History — May 2025

In May 2025, VYMI traded between $75.64 and $79.38. ATM implied volatility averaged 18.5%, placing in the 23.1% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 2.1% (HV 20d: 16.4%). Max pain ranged from $71.00 to $75.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.38.

Notable Days

  • 2025-05-13: Highest Volume — 33 contracts
  • 2025-05-14: Largest IV drop — 49.0% change
  • 2025-05-13: Highest IV Rank — 50.9%
  • 2025-05-01: Largest Expected Move — 5.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$77.74$75.64$79.38$75.64$79.13
Max Pain$72.76$71.00$75.00$72.00$75.00
ATM IV18.5%12.1%31.6%19.1%18.0%
Expected Move4.6%3.5%5.5%5.5%5.2%
HV 20d16.4%7.3%41.3%41.3%7.9%
HV 60d25.4%25.1%25.5%25.4%25.1%
IV Rank23.1%9.7%50.9%24.4%22.0%
IV Percentile59.0%16.7%95.6%81.0%69.4%
Term Structure-1.3%-6.6%4.4%-2.5%-3.9%
VWIV12.7%8.0%19.2%13.0%12.7%
Skew 25d3.7%-4.0%12.8%1.9%9.3%
Skew 10d1.7%-6.7%6.3%6.3%-3.4%
Call IV 25d13.9%7.2%22.6%22.6%10.9%
Put IV 25d17.6%11.5%24.5%24.5%20.2%
Bid-Ask Spread %146.72138.76155.54143.42147.22
Gamma HHI0.280.140.540.430.15
Net GEX47.9K28.6K84.2K38.5K40.7K
Net DEX-552.4K-718.0K-387.6K-460.2K-532.8K
Net VEX-1.5K-1.7K-1.3K-1.7K-1.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.380.001.750.000.00
Total Volume7.28603301
Total OI167.238120205179155

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-05-01$75.64$72.0019.1%5.5%41.3%24.4%0.0%1.9%-2.5%38.5K-460.2K-1.7K0.00143.42N/AN/A0011861
2025-05-02$76.61$72.0017.6%5.1%41.0%21.3%0.0%9.5%-6.6%56.6K-565.5K-1.5K0.00138.76N/AN/A10011861
2025-05-05$76.78$71.0013.5%4.8%36.5%12.6%13.0%1.9%-0.8%84.2K-643.5K-1.4K0.00150.23N/AN/A8012861
2025-05-06$76.91$71.0019.8%4.7%31.1%25.8%0.0%2.3%0.5%79.9K-608.8K-1.4K0.11148.24N/AN/A9112261
2025-05-07$76.62$71.0021.9%4.1%30.3%30.4%10.0%2.0%1.4%66.8K-563.5K-1.5K1.00152.91N/AN/A1112760
2025-05-08$76.27$71.0024.4%4.8%19.3%35.5%0.0%1.3%-2.0%58.1K-548.7K-1.6K0.00155.54N/AN/A0112861
2025-05-09$76.64$71.0024.1%4.8%16.0%34.9%0.0%1.6%-0.9%54.1K-574.1K-1.6K0.00148.85N/AN/A0112862
2025-05-12$76.91$71.0028.3%4.6%11.8%43.9%0.0%1.4%-1.0%54.9K-613.1K-1.4K0.00154.41N/AN/A0012861
2025-05-13$77.27$71.0031.6%4.5%11.1%50.9%0.0%1.7%-0.6%51.5K-646.3K-1.3K0.06152.09N/AN/A31212861
2025-05-14$77.08$71.0016.1%4.6%11.3%18.2%10.4%2.5%-3.3%60.3K-652.2K-1.6K0.00146.89N/AN/A8013762
2025-05-15$77.78$71.0016.0%4.6%11.4%17.9%15.6%1.9%-2.9%49.3K-718.0K-1.3K1.63148.05N/AN/A81313262
2025-05-16$77.96$71.0015.7%4.5%10.9%17.3%15.0%1.9%-2.4%35.5K-662.3K-1.3K0.06148.45N/AN/A18113273
2025-05-19$78.46$74.0016.5%4.7%10.4%19.0%14.3%2.4%-4.0%30.5K-387.6K-1.4K1.75140.81N/AN/A478337
2025-05-20$78.95$75.0014.2%4.1%8.1%14.2%12.1%-3.3%-2.7%32.2K-450.5K-1.4K0.00139.65N/AN/A409038
2025-05-21$78.82$75.0012.7%3.6%8.1%10.9%8.0%1.7%4.4%29.7K-460.2K-1.5K0.00141.29N/AN/A109438
2025-05-22$78.67$75.0017.4%5.0%7.5%20.9%9.2%-4.0%-2.4%28.6K-447.0K-1.6K0.00142.68N/AN/A509538
2025-05-23$78.86$75.0014.6%4.2%7.4%14.9%0.0%10.9%3.3%35.8K-497.3K-1.4K0.00145.26N/AN/A0110038
2025-05-27$79.38$75.0012.1%3.5%7.3%9.7%0.0%10.5%-0.1%36.7K-515.7K-1.4K0.00143.41N/AN/A8010039
2025-05-28$78.75$75.0017.6%5.1%8.2%21.3%19.2%6.5%-0.9%39.3K-502.8K-1.6K1.00146.34N/AN/A1110839
2025-05-29$79.13$75.0016.7%4.8%8.0%19.5%12.7%12.8%-0.7%41.8K-550.1K-1.4K0.40146.64N/AN/A5210840
2025-05-30$79.13$75.0018.0%5.2%7.9%22.0%0.0%9.3%-3.9%40.7K-532.8K-1.7K0.00147.22N/AN/A1011342