VYMI Options History — June 2025

In June 2025, VYMI traded between $77.88 and $80.76. ATM implied volatility averaged 16.7%, placing in the 19.3% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 7.4% (HV 20d: 9.3%). Max pain ranged from $75.00 to $78.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.23.

Notable Days

2025-06-20: Highest Volume — 40 contracts
2025-06-11: Largest IV drop — 42.1% change
2025-06-10: Highest IV Rank — 34.2%
2025-06-04: Largest Expected Move — 6.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$79.67	$77.88	$80.76	$79.77	$80.14
Max Pain	$76.55	$75.00	$78.00	$75.00	$78.00
ATM IV	16.7%	11.5%	23.7%	19.3%	11.8%
Expected Move	4.3%	3.3%	6.0%	5.5%	3.4%
HV 20d	9.3%	6.7%	12.9%	7.3%	12.9%
HV 60d	24.8%	24.5%	25.1%	25.1%	25.0%
IV Rank	19.3%	8.4%	34.2%	24.9%	9.0%
IV Percentile	47.1%	13.9%	90.1%	79.8%	13.9%
Term Structure	-3.8%	-8.1%	2.1%	-5.4%	-4.8%
VWIV	12.7%	8.8%	17.5%	8.8%	13.1%
Skew 25d	5.0%	-4.7%	10.8%	2.4%	-3.6%
Skew 10d	5.1%	-8.5%	26.6%	3.9%	-3.3%
Call IV 25d	12.2%	6.5%	19.3%	19.3%	13.3%
Put IV 25d	17.3%	9.7%	25.1%	21.7%	9.7%
Bid-Ask Spread %	153.15	140.05	161.87	146.52	146.75
Gamma HHI	0.21	0.14	0.34	0.15	0.34
Net GEX	52.0K	33.9K	106.7K	46.9K	106.7K
Net DEX	-575.0K	-743.4K	-279.2K	-587.4K	-632.4K
Net VEX	-1.5K	-1.7K	-1.0K	-1.4K	-1.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.23	0.00	1.00	1.00	0.43
Total Volume	7.1	0	40	2	10
Total OI	165.55	138	189	156	189

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
2025-06-02	$79.77	$75.00	19.3%	5.5%	7.3%	24.9%	0.0%	2.4%	-5.4%	46.9K	-587.4K	-1.4K	1.00	146.52	N/A	N/A	1	1	114	42
2025-06-03	$79.51	$75.00	16.4%	4.7%	7.5%	18.8%	0.0%	8.7%	2.1%	43.0K	-579.4K	-1.6K	0.00	145.42	N/A	N/A	0	0	115	43
2025-06-04	$79.73	$75.00	21.0%	6.0%	7.5%	28.5%	8.8%	10.8%	-8.1%	34.9K	-620.3K	-1.5K	0.00	141.88	N/A	N/A	3	0	115	43
2025-06-05	$79.80	$76.00	21.7%	3.9%	7.2%	29.9%	0.0%	8.5%	-3.8%	42.6K	-593.5K	-1.6K	0.00	161.53	N/A	N/A	1	0	118	43
2025-06-06	$80.00	$76.00	21.7%	3.8%	6.8%	29.9%	0.0%	8.6%	-3.8%	39.3K	-611.5K	-1.6K	0.00	161.87	N/A	N/A	0	0	118	43
2025-06-09	$80.11	$76.00	23.1%	3.8%	6.7%	32.8%	0.0%	8.9%	-4.0%	44.3K	-649.5K	-1.4K	0.00	160.11	N/A	N/A	0	1	118	43
2025-06-10	$80.22	$76.00	23.7%	3.9%	6.7%	34.2%	0.0%	9.5%	-4.0%	37.9K	-626.4K	-1.6K	0.00	160.15	N/A	N/A	0	0	118	44
2025-06-11	$80.20	$76.00	13.7%	3.9%	6.7%	13.1%	0.0%	10.0%	-4.1%	42.9K	-648.6K	-1.4K	0.00	158.05	N/A	N/A	4	0	118	44
2025-06-12	$80.76	$76.00	15.0%	4.3%	6.7%	15.9%	0.0%	10.7%	-1.4%	48.7K	-743.4K	-1.0K	0.00	158.01	N/A	N/A	11	0	122	44
2025-06-13	$79.81	$76.00	14.4%	4.1%	7.9%	14.6%	0.0%	4.2%	-5.4%	56.1K	-662.3K	-1.4K	0.00	155.99	N/A	N/A	8	0	133	44
2025-06-16	$80.40	$76.00	14.5%	4.2%	8.2%	14.8%	0.0%	1.5%	-6.6%	56.2K	-740.8K	-1.5K	0.00	155.87	N/A	N/A	0	2	138	44
2025-06-17	$79.40	$76.00	16.7%	4.8%	9.4%	19.4%	0.0%	6.2%	-2.0%	56.0K	-642.2K	-1.6K	0.00	159.99	N/A	N/A	0	0	138	43
2025-06-18	$79.46	$76.00	17.3%	5.0%	9.2%	20.6%	17.5%	3.5%	-1.7%	55.2K	-635.3K	-1.6K	1.00	150.66	N/A	N/A	1	1	138	43
2025-06-20	$77.88	$78.00	13.7%	3.9%	11.7%	13.1%	12.1%	2.1%	-3.5%	33.9K	-279.2K	-1.2K	0.33	140.05	N/A	N/A	30	10	94	44
2025-06-23	$78.25	$78.00	12.4%	3.6%	11.8%	10.3%	14.9%	1.2%	-5.3%	36.0K	-294.7K	-1.5K	0.22	143.34	N/A	N/A	18	4	95	46
2025-06-24	$79.40	$78.00	16.1%	4.6%	12.9%	18.1%	13.1%	6.1%	-3.9%	49.1K	-439.7K	-1.4K	0.00	154.94	N/A	N/A	13	0	104	50
2025-06-25	$78.98	$78.00	14.8%	4.2%	12.9%	15.3%	0.0%	-1.2%	-4.7%	66.2K	-434.2K	-1.5K	0.00	155.93	N/A	N/A	4	0	116	50
2025-06-26	$79.68	$78.00	11.5%	3.3%	12.9%	8.4%	9.0%	7.3%	-1.1%	63.5K	-523.0K	-1.6K	0.00	155.96	N/A	N/A	17	0	120	50
2025-06-27	$79.86	$78.00	14.4%	4.1%	12.8%	14.6%	13.0%	-4.7%	-4.1%	81.4K	-556.1K	-1.7K	0.00	150.05	N/A	N/A	0	2	137	50
2025-06-30	$80.14	$78.00	11.8%	3.4%	12.9%	9.0%	13.1%	-3.6%	-4.8%	106.7K	-632.4K	-1.5K	0.43	146.75	N/A	N/A	7	3	137	52