VYMI Options History — August 2025

In August 2025, VYMI traded between $79.96 and $85.47. ATM implied volatility averaged 14.3%, placing in the 14.3% IV rank vs the trailing year. The 30-day expected move averaged 3.6%. IV traded above realized volatility by 2.8% (HV 20d: 11.4%). Max pain ranged from $80.00 to $81.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.63.

Notable Days

  • 2025-08-07: Highest Volume — 31 contracts
  • 2025-08-12: Largest IV spike — 215.5% change
  • 2025-08-12: Highest IV Rank — 50.8%
  • 2025-08-19: Largest Expected Move — 4.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$83.36$79.96$85.47$79.96$84.12
Max Pain$80.33$80.00$81.00$80.00$81.00
ATM IV14.3%8.0%31.6%13.2%12.1%
Expected Move3.6%2.3%4.9%3.8%3.5%
HV 20d11.4%9.8%12.4%12.4%9.8%
HV 60d11.4%11.0%11.7%11.0%11.7%
IV Rank14.3%1.0%50.8%11.9%9.6%
IV Percentile32.3%0.4%96.0%18.7%14.7%
Term Structure-0.7%-5.3%4.5%-2.7%0.8%
VWIV13.1%8.5%19.8%12.3%19.8%
Skew 25d2.9%-3.9%10.8%1.7%2.1%
Skew 10d6.8%-3.2%12.5%-3.2%7.4%
Call IV 25d11.5%5.9%16.7%11.1%13.8%
Put IV 25d14.4%10.8%17.6%12.7%15.9%
Bid-Ask Spread %146.34118.15162.47130.39141.22
Gamma HHI0.190.150.310.220.18
Net GEX48.9K20.7K91.6K46.6K33.2K
Net DEX-711.7K-953.0K-345.3K-345.3K-626.7K
Net VEX-1.6K-2.0K-740-2.0K-1.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.630.0016.000.000.14
Total Volume10.714031516
Total OI215.048162259226222

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-08-01$79.96$80.0013.2%3.8%12.4%11.9%12.3%1.7%-2.7%46.6K-345.3K-2.0K0.00130.39N/AN/A0513987
2025-08-04$80.88$80.0019.1%4.1%12.2%24.5%14.2%-0.1%-2.5%43.3K-459.5K-2.0K0.00162.47N/AN/A1013987
2025-08-05$81.13$80.0020.0%4.1%12.0%26.4%14.8%3.4%-2.7%48.1K-498.7K-2.0K0.00153.83N/AN/A2013987
2025-08-06$81.87$80.0018.2%4.0%12.3%22.6%13.0%4.2%-2.0%55.2K-610.2K-1.8K1.00152.34N/AN/A1113887
2025-08-07$82.30$80.0016.7%3.9%12.4%19.5%15.7%1.1%-3.4%58.0K-680.5K-1.7K0.03145.97N/AN/A30113988
2025-08-08$82.64$80.0015.3%3.4%12.1%16.4%14.1%4.2%1.3%91.6K-847.1K-1.3K3.25155.46N/AN/A41315089
2025-08-11$82.59$80.0010.0%4.1%12.2%5.3%8.5%7.3%-3.8%64.2K-761.2K-1.9K0.00161.39N/AN/A70152102
2025-08-12$83.55$80.0031.6%3.5%12.1%50.8%0.0%8.2%0.3%73.0K-933.8K-1.4K0.00149.57N/AN/A200155102
2025-08-13$83.90$80.0010.2%2.9%12.1%5.7%16.7%2.1%4.4%55.3K-937.3K-1.6K0.00153.29N/AN/A100157102
2025-08-14$83.82$80.0012.1%3.5%12.1%9.6%0.0%0.3%1.0%65.8K-953.0K-1.4K0.00151.27N/AN/A00153102
2025-08-15$84.21$80.0014.2%4.1%12.1%14.2%15.8%2.6%-4.7%57.5K-952.8K-1.5K0.04142.55N/AN/A231153103
2025-08-18$84.12$80.0012.4%3.6%12.0%10.4%11.1%1.3%-1.6%56.1K-724.8K-1.3K1.33118.15N/AN/A6812141
2025-08-19$83.95$80.0016.9%4.9%11.9%19.9%13.9%10.8%-2.2%32.6K-600.1K-1.9K1.00148.06N/AN/A1112245
2025-08-20$84.56$80.0013.1%3.8%10.3%11.8%8.8%1.6%0.2%43.7K-679.3K-1.6K1.00142.89N/AN/A6612246
2025-08-21$84.31$81.0011.4%3.3%10.3%8.1%0.0%1.7%-2.7%26.0K-705.9K-1.6K5.00145.42N/AN/A1512751
2025-08-22$85.47$81.008.3%2.4%11.1%1.8%10.8%3.8%0.7%50.6K-928.6K-74016.00140.22N/AN/A11612856
2025-08-25$84.50$81.0016.6%4.7%10.5%19.1%8.7%4.1%-5.3%38.6K-714.3K-1.5K0.00144.79N/AN/A6012957
2025-08-26$84.27$81.009.0%2.6%10.6%3.2%8.9%3.3%4.5%25.9K-713.3K-1.5K0.33149.12N/AN/A3113557
2025-08-27$84.07$81.0011.6%3.3%10.1%8.6%12.3%-3.9%1.4%40.4K-667.0K-1.6K0.00139.31N/AN/A02113558
2025-08-28$84.36$81.008.0%2.3%9.8%1.0%15.9%1.7%4.5%20.7K-607.2K-1.8K0.14145.45N/AN/A7113579
2025-08-29$84.12$81.0012.1%3.5%9.8%9.6%19.8%2.1%0.8%33.2K-626.7K-1.7K0.14141.22N/AN/A14214280