VYMI Options History — September 2025

In September 2025, VYMI traded between $83.36 and $85.75. ATM implied volatility averaged 13.7%, placing in the 13.0% IV rank vs the trailing year. The 30-day expected move averaged 3.9%. IV traded above realized volatility by 4.7% (HV 20d: 9.0%). Max pain ranged from $81.00 to $85.00. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.89.

Notable Days

  • 2025-09-02: Highest Volume — 45 contracts
  • 2025-09-08: Largest IV spike — 181.0% change
  • 2025-09-08: Highest IV Rank — 31.1%
  • 2025-09-16: Largest Expected Move — 4.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$84.59$83.36$85.75$83.52$84.68
Max Pain$84.57$81.00$85.00$81.00$85.00
ATM IV13.7%7.9%22.3%12.6%15.2%
Expected Move3.9%3.1%4.7%3.6%4.4%
HV 20d9.0%7.2%9.8%9.8%8.2%
HV 60d10.9%10.1%11.9%11.8%10.1%
IV Rank13.0%0.9%31.1%10.7%16.2%
IV Percentile30.6%0.4%90.5%20.6%39.7%
Term Structure-0.9%-6.4%5.0%1.2%-1.3%
VWIV13.1%9.8%18.3%12.6%9.9%
Skew 25d1.5%-2.7%7.7%1.1%1.5%
Skew 10d4.9%-5.8%11.7%1.8%4.6%
Call IV 25d14.8%9.2%18.3%17.3%17.1%
Put IV 25d16.2%14.2%18.6%18.4%18.6%
Bid-Ask Spread %160.03144.48166.55144.48165.06
Gamma HHI0.230.150.480.210.20
Net GEX-7.2K-66.8K34.9K34.9K12.5K
Net DEX-592.9K-947.8K-250.2K-557.8K-596.8K
Net VEX-1.7K-2.3K-1.2K-2.0K-1.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.890.006.506.501.00
Total Volume9.19045451
Total OI247.238179294230227

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-09-02$83.52$81.0012.6%3.6%9.8%10.7%12.6%1.1%1.2%34.9K-557.8K-2.0K6.50144.48N/AN/A63914981
2025-09-03$83.44$82.0015.0%4.3%9.8%15.8%0.0%-0.2%-6.4%28.0K-408.5K-2.3K0.00145.67N/AN/A00155112
2025-09-04$83.94$85.008.2%3.9%9.6%1.5%0.0%6.1%0.1%-41.8K-520.7K-2.0K0.00153.32N/AN/A02155112
2025-09-05$84.27$85.007.9%3.7%9.5%0.9%13.7%1.9%-0.9%-32.9K-602.4K-2.0K0.00156.08N/AN/A014155114
2025-09-08$84.77$85.0022.3%4.4%9.6%31.1%0.0%0.0%-4.9%3.0K-638.1K-2.0K0.00161.80N/AN/A00155116
2025-09-09$84.69$85.0020.9%4.5%9.6%28.2%0.0%0.7%-5.4%-32.9K-695.1K-1.7K0.00163.02N/AN/A100155116
2025-09-10$84.91$85.0015.5%4.4%8.8%16.8%0.0%3.9%-1.4%20.1K-746.7K-1.7K0.06162.90N/AN/A352165116
2025-09-11$85.65$85.0011.5%3.3%9.2%8.4%10.9%3.5%5.0%15.7K-843.3K-1.8K0.00160.81N/AN/A10169118
2025-09-12$85.34$84.0013.2%3.8%9.3%12.0%0.0%0.1%-0.3%18.3K-843.6K-1.5K0.20163.37N/AN/A51170118
2025-09-15$85.75$84.0013.3%3.8%9.3%12.2%18.3%1.3%4.3%8.1K-947.8K-1.2K0.14159.45N/AN/A142167119
2025-09-16$85.60$85.0016.4%4.7%9.4%18.7%0.0%0.7%-1.8%2.1K-843.6K-1.6K0.00163.77N/AN/A10166121
2025-09-17$85.44$85.0013.6%3.9%9.4%12.8%0.0%-1.4%-2.2%-18.1K-773.6K-1.9K0.00159.56N/AN/A08165121
2025-09-18$85.16$85.0011.3%3.2%9.1%8.0%0.0%-0.4%-1.8%-22.6K-782.8K-1.6K0.00161.31N/AN/A01165129
2025-09-19$84.41$85.0012.1%3.5%9.7%9.7%0.0%-0.1%0.5%-66.8K-250.2K-1.8K0.00165.67N/AN/A00106130
2025-09-22$84.47$85.0012.5%3.6%8.2%10.5%9.8%7.7%-1.3%-16.3K-369.0K-1.8K0.00162.74N/AN/A409584
2025-09-23$84.54$85.0012.3%3.5%7.2%10.2%11.4%2.3%-0.4%-11.1K-394.5K-1.7K1.00163.84N/AN/A119984
2025-09-24$83.93$85.0012.6%3.6%7.6%10.7%0.0%1.3%-0.6%-19.2K-360.9K-1.7K0.00160.02N/AN/A1009985
2025-09-25$83.36$85.0015.4%4.4%7.9%16.6%18.1%0.8%-3.1%-9.9K-361.2K-1.6K2.67160.92N/AN/A3810485
2025-09-26$84.16$85.0010.9%3.1%8.6%7.2%9.9%3.0%3.6%-16.7K-439.2K-1.5K0.00160.40N/AN/A4011093
2025-09-29$84.37$85.0014.3%4.1%8.5%14.3%0.0%-2.7%-2.9%-5.3K-474.6K-1.7K1.00166.55N/AN/A101011493
2025-09-30$84.68$85.0015.2%4.4%8.2%16.2%0.0%1.5%-1.3%12.5K-596.8K-1.5K0.00165.06N/AN/A01124103