VYMI Options History — July 2025

In July 2025, VYMI traded between $79.85 and $82.72. ATM implied volatility averaged 14.5%, placing in the 14.6% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 2.0% (HV 20d: 12.5%). Max pain ranged from $75.00 to $80.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 2.40.

Notable Days

  • 2025-07-23: Highest Volume — 52 contracts
  • 2025-07-08: Largest IV spike — 78.8% change
  • 2025-07-08: Highest IV Rank — 25.7%
  • 2025-07-01: Largest Expected Move — 5.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$80.78$79.85$82.72$80.42$80.09
Max Pain$76.91$75.00$80.00$78.00$80.00
ATM IV14.5%8.8%19.7%18.1%12.5%
Expected Move4.0%2.5%5.2%5.2%3.6%
HV 20d12.5%10.0%14.0%12.6%12.5%
HV 60d13.1%10.0%24.7%24.7%11.0%
IV Rank14.6%2.6%25.7%22.3%10.6%
IV Percentile31.0%2.0%79.8%68.7%15.9%
Term Structure-1.8%-7.5%3.9%-5.2%-5.7%
VWIV11.5%7.5%15.7%9.6%11.4%
Skew 25d3.3%-4.0%9.7%3.4%8.3%
Skew 10d5.3%-5.2%21.8%-0.1%21.8%
Call IV 25d12.3%6.9%20.3%9.7%20.3%
Put IV 25d15.6%11.7%28.6%13.2%28.6%
Bid-Ask Spread %134.19122.19151.85151.85132.56
Gamma HHI0.250.180.730.260.73
Net GEX79.3K41.6K193.1K80.4K193.1K
Net DEX-627.9K-729.3K-358.5K-669.3K-358.5K
Net VEX-1.6K-2.1K-1.2K-1.7K-1.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.400.0033.000.290.00
Total Volume9.54505297
Total OI203.864148221196220

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-07-01$80.42$78.0018.1%5.2%12.6%22.3%9.6%3.4%-5.2%80.4K-669.3K-1.7K0.29151.85N/AN/A7214452
2025-07-02$80.66$79.0016.7%4.8%12.6%19.3%15.7%-1.8%-2.1%74.7K-729.3K-1.7K0.25146.69N/AN/A4115156
2025-07-03$80.91$75.0016.4%3.6%12.6%18.7%0.0%1.5%0.3%73.8K-718.9K-1.7K0.00137.95N/AN/A0014857
2025-07-07$79.87$75.0011.0%3.8%13.5%7.4%0.0%2.4%-1.0%97.8K-613.9K-1.6K1.00136.13N/AN/A1114857
2025-07-08$80.41$75.0019.7%3.8%13.7%25.7%0.0%3.9%0.3%75.5K-661.4K-1.6K0.00137.38N/AN/A0114858
2025-07-09$80.91$75.0013.2%3.8%13.8%12.0%0.0%2.0%-0.5%75.6K-724.2K-1.5K0.00138.77N/AN/A0114859
2025-07-10$81.03$75.0014.4%4.1%13.8%14.6%15.0%4.8%-3.8%67.8K-720.4K-1.6K0.00134.48N/AN/A4014860
2025-07-11$80.53$75.0013.4%3.8%14.0%12.3%0.0%2.9%-2.0%75.5K-682.8K-1.6K0.00138.70N/AN/A1015260
2025-07-14$80.55$75.0011.9%3.4%13.8%9.2%8.1%2.4%1.7%81.8K-693.4K-1.5K0.00137.43N/AN/A4015360
2025-07-15$79.85$75.0016.7%4.8%13.5%19.4%10.5%2.6%-7.5%97.8K-625.2K-1.6K0.00134.84N/AN/A2015660
2025-07-16$80.18$75.0013.4%3.8%13.3%12.4%11.4%5.8%-2.1%88.9K-658.5K-1.4K0.00132.71N/AN/A3015660
2025-07-17$80.16$75.0014.7%4.2%12.5%15.2%11.1%4.7%-1.7%97.8K-665.2K-1.3K0.00133.33N/AN/A14015960
2025-07-18$80.06$75.0012.4%3.6%12.5%10.3%11.0%4.0%3.9%111.4K-669.6K-1.3K0.00125.34N/AN/A17015860
2025-07-21$80.59$75.0014.8%4.2%10.0%15.3%7.5%5.4%-2.0%68.8K-506.3K-1.4K3.50133.35N/AN/A41410741
2025-07-22$81.18$79.0014.9%4.3%10.2%15.6%13.4%1.4%-1.9%56.2K-541.4K-1.3K1.18124.35N/AN/A111311050
2025-07-23$82.72$79.008.8%2.5%11.0%2.6%10.3%9.7%2.4%45.9K-675.6K-1.2K0.11122.19N/AN/A47511163
2025-07-24$82.38$79.0015.3%4.4%10.9%16.3%0.0%1.5%-2.0%62.3K-727.4K-1.7K0.00130.50N/AN/A0113668
2025-07-25$82.16$79.0013.0%3.7%10.7%11.5%11.9%6.8%-1.2%65.9K-706.2K-1.7K1.00128.72N/AN/A2213669
2025-07-28$80.97$79.0016.3%4.7%12.1%18.6%14.2%5.8%-3.0%54.0K-558.4K-1.9K33.00131.57N/AN/A13313670
2025-07-29$81.12$80.0016.8%4.8%12.1%19.5%11.4%-1.8%-2.6%57.2K-515.5K-2.0K0.50132.66N/AN/A4213784
2025-07-30$80.44$80.0013.8%3.9%12.4%13.1%0.0%-4.0%-4.5%41.6K-391.9K-2.1K0.00130.59N/AN/A0113386
2025-07-31$80.09$80.0012.5%3.6%12.5%10.6%0.0%8.3%-5.7%193.1K-358.5K-1.8K0.00132.56N/AN/A7013387