VYMI Options History — October 2025

In October 2025, VYMI traded between $83.04 and $86.25. ATM implied volatility averaged 15.4%, placing in the 16.7% IV rank vs the trailing year. The 30-day expected move averaged 3.8%. IV traded above realized volatility by 6.3% (HV 20d: 9.2%). Max pain ranged from $77.00 to $85.00. Net GEX was positive for 12 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.77.

Notable Days

  • 2025-10-29: Highest Volume — 29 contracts
  • 2025-10-15: Largest IV drop — 46.7% change
  • 2025-10-13: Highest IV Rank — 41.9%
  • 2025-10-03: Largest Expected Move — 4.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$84.99$83.04$86.25$85.12$85.31
Max Pain$78.04$77.00$85.00$85.00$77.00
ATM IV15.4%9.6%27.4%15.3%14.3%
Expected Move3.8%2.7%4.7%4.4%4.1%
HV 20d9.2%8.1%10.2%8.3%8.9%
HV 60d9.7%8.8%10.6%10.0%8.8%
IV Rank16.7%4.3%41.9%16.3%14.3%
IV Percentile44.4%7.5%95.2%41.3%35.7%
Term Structure0.2%-4.6%7.1%-0.4%0.5%
VWIV11.3%7.4%16.3%16.3%15.1%
Skew 25d2.2%-4.3%10.8%2.5%-2.1%
Skew 10d8.8%-6.0%17.5%10.7%13.1%
Call IV 25d12.7%4.3%17.9%15.1%15.8%
Put IV 25d14.9%9.8%19.1%17.6%13.7%
Bid-Ask Spread %134.59122.31165.77164.56132.77
Gamma HHI0.180.110.250.180.12
Net GEX6.7K-26.2K30.3K-4.3K26.0K
Net DEX-656.7K-899.8K-352.6K-547.8K-761.4K
Net VEX-1.4K-2.0K-750-1.9K-1.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.770.004.000.001.42
Total Volume3.60902902
Total OI218.087182238228230

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-10-01$85.12$85.0015.3%4.4%8.3%16.3%0.0%2.5%-0.4%-4.3K-547.8K-1.9K0.00164.56N/AN/A00124104
2025-10-02$84.87$85.0015.3%4.4%8.2%16.3%0.0%-0.5%-3.8%-9.8K-527.9K-2.0K0.00161.24N/AN/A00124104
2025-10-03$85.42$85.0016.4%4.7%8.4%18.8%0.0%5.6%-4.0%-3.0K-717.1K-1.3K0.00165.77N/AN/A00124104
2025-10-06$85.27$77.0018.1%3.6%8.2%22.4%16.3%1.8%-2.1%1.4K-704.2K-1.1K0.00132.72N/AN/A60124104
2025-10-07$84.74$77.0018.7%3.6%8.5%23.5%0.0%1.0%-0.2%-5.4K-579.8K-1.7K0.00129.93N/AN/A30125104
2025-10-08$84.85$77.0019.0%3.6%8.5%24.2%0.0%0.2%0.2%-8.6K-528.4K-1.9K0.00132.63N/AN/A10128104
2025-10-09$84.26$77.0017.0%3.5%8.1%20.0%0.0%-4.3%-2.2%20.1K-597.3K-1.4K0.00127.19N/AN/A00129104
2025-10-10$83.04$77.0020.9%3.8%9.5%28.3%13.6%-0.4%-4.6%-3.6K-352.6K-1.8K1.00122.31N/AN/A22129106
2025-10-13$83.72$77.0027.4%3.8%9.8%41.9%0.0%-3.2%-1.8%-1.2K-435.4K-1.6K0.00131.00N/AN/A01129108
2025-10-14$84.03$77.0020.5%3.7%10.0%27.4%0.0%-1.2%0.6%-21.0K-469.4K-1.6K0.00126.45N/AN/A00129109
2025-10-15$84.47$77.0010.9%3.1%10.2%7.2%0.0%1.6%5.7%-15.6K-521.7K-1.6K0.00129.04N/AN/A00129109
2025-10-16$84.77$77.0013.7%3.9%10.2%13.0%0.0%-1.1%0.5%-17.0K-499.3K-1.8K0.00128.99N/AN/A10129109
2025-10-17$84.90$77.0013.4%3.8%9.7%12.4%0.0%-2.6%-0.5%-26.2K-536.2K-1.5K0.00131.17N/AN/A00129109
2025-10-20$85.37$77.0013.9%4.0%9.9%13.5%0.0%10.8%0.1%26.7K-809.8K-9560.00132.74N/AN/A0011963
2025-10-21$84.90$77.0013.5%3.9%10.1%12.6%9.5%3.1%0.3%27.4K-762.3K-1.1K4.00133.07N/AN/A2811967
2025-10-22$85.03$77.0013.5%3.9%9.8%12.5%0.0%1.2%0.8%27.9K-763.5K-1.1K0.00131.86N/AN/A4012168
2025-10-23$85.41$77.0013.3%3.8%9.4%12.2%0.0%3.0%1.6%24.8K-778.3K-1.1K0.00133.72N/AN/A3011968
2025-10-24$85.59$77.009.6%2.7%8.9%4.3%0.0%8.5%7.1%21.3K-805.4K-1.0K2.00134.02N/AN/A1212068
2025-10-27$86.06$77.0011.2%3.2%9.0%7.7%7.4%9.0%5.1%12.9K-871.5K-7500.10128.51N/AN/A10112170
2025-10-28$86.25$77.0011.0%3.2%9.0%7.3%9.3%5.5%2.1%22.5K-899.8K-9800.67123.92N/AN/A3213169
2025-10-29$85.78$77.0013.9%4.0%9.1%13.4%7.9%8.6%-0.5%30.3K-862.6K-1.1K1.42129.62N/AN/A121713469
2025-10-30$85.61$77.0014.1%4.0%9.1%13.8%0.0%2.9%1.0%28.2K-772.4K-1.4K0.00132.27N/AN/A0014486
2025-10-31$85.31$77.0014.3%4.1%8.9%14.3%15.1%-2.1%0.5%26.0K-761.4K-1.4K0.00132.77N/AN/A0214486