VYMI Options History — December 2025

In December 2025, VYMI traded between $87.59 and $90.50. ATM implied volatility averaged 13.2%, placing in the 12.0% IV rank vs the trailing year. The 30-day expected move averaged 3.8%. IV traded above realized volatility by 3.2% (HV 20d: 10.0%). Max pain ranged from $86.00 to $89.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 1.26.

Notable Days

  • 2025-12-16: Highest Volume — 62 contracts
  • 2025-12-02: Largest IV spike — 30.6% change
  • 2025-12-31: Highest IV Rank — 16.0%
  • 2025-12-31: Largest Expected Move — 4.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$89.27$87.59$90.50$87.59$90.06
Max Pain$87.23$86.00$89.00$86.00$89.00
ATM IV13.2%10.8%15.1%10.8%15.1%
Expected Move3.8%3.1%4.3%3.1%4.3%
HV 20d10.0%7.4%12.0%12.0%7.8%
HV 60d9.7%9.5%9.9%9.8%9.6%
IV Rank12.0%6.9%16.0%6.9%16.0%
IV Percentile29.8%12.3%50.4%12.3%50.4%
Term Structure-2.4%-6.2%4.1%-0.3%-2.1%
VWIV10.3%6.0%17.6%12.2%7.7%
Skew 25d4.4%-5.1%9.5%-5.1%9.2%
Skew 10d5.1%-9.7%11.2%-9.7%9.6%
Call IV 25d10.8%6.4%17.8%17.8%6.4%
Put IV 25d15.2%9.5%17.5%12.6%15.6%
Bid-Ask Spread %154.77143.90162.91143.90151.89
Gamma HHI0.310.190.430.280.19
Net GEX110.9K56.8K198.2K97.4K87.5K
Net DEX-937.6K-1.3M-612.7K-795.3K-700.2K
Net VEX-2.8K-3.3K-2.2K-2.9K-3.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.260.0010.000.410.67
Total Volume8.773062245
Total OI252.455174305266221

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-12-01$87.59$86.0010.8%3.1%12.0%6.9%12.2%-5.1%-0.3%97.4K-795.3K-2.9K0.41143.90N/AN/A17719967
2025-12-02$87.97$86.0014.1%4.0%12.0%13.9%13.5%1.0%3.8%86.7K-815.5K-3.3K3.00146.42N/AN/A1320173
2025-12-03$88.20$86.0013.6%3.9%11.7%12.8%10.6%7.0%4.1%102.5K-897.5K-2.9K1.00147.53N/AN/A1120275
2025-12-04$88.43$86.0013.6%3.8%11.4%12.8%0.0%7.9%-6.2%95.1K-936.3K-3.2K0.00162.91N/AN/A1020375
2025-12-05$88.45$86.0011.5%3.7%11.4%8.4%0.0%0.6%-2.5%119.2K-1.0M-2.9K0.25161.24N/AN/A4120475
2025-12-08$88.13$86.0011.4%3.8%11.5%8.1%7.2%2.4%-2.8%107.0K-921.4K-2.8K0.50161.95N/AN/A2120575
2025-12-09$88.19$86.0013.4%3.9%10.7%12.5%0.0%1.4%-2.7%126.4K-953.8K-2.7K0.00161.12N/AN/A2020774
2025-12-10$89.19$86.0013.5%3.9%11.2%12.6%0.0%6.6%-0.8%154.1K-1.1M-2.5K0.00155.96N/AN/A4020574
2025-12-11$89.72$86.0012.9%3.7%11.1%11.4%0.0%9.3%-4.2%118.4K-1.2M-2.6K0.00158.10N/AN/A0020574
2025-12-12$89.33$86.0012.8%3.7%10.9%11.2%0.0%0.7%-5.1%164.5K-1.2M-2.4K0.00154.91N/AN/A1020474
2025-12-15$90.02$86.0012.5%3.6%11.1%10.6%6.7%9.5%-0.9%151.6K-1.3M-2.2K0.13152.77N/AN/A8120574
2025-12-16$89.45$86.0013.8%4.0%10.1%13.3%0.0%2.4%-6.2%118.9K-1.2M-2.4K0.00150.36N/AN/A62020875
2025-12-17$89.23$86.0013.8%4.0%9.9%13.3%12.5%1.9%-1.9%198.2K-1.3M-2.8K0.00158.38N/AN/A0222975
2025-12-18$89.80$89.0014.8%4.2%9.7%15.3%17.6%5.8%-6.2%152.4K-1.3M-2.7K0.00155.48N/AN/A0522877
2025-12-19$89.30$89.0011.4%3.3%9.1%8.2%0.0%4.3%-1.5%56.8K-612.7K-2.7K7.00152.00N/AN/A1713973
2025-12-22$89.57$89.0013.2%3.8%8.4%11.9%10.4%-2.4%-4.4%73.7K-641.1K-2.6K0.75151.95N/AN/A4313539
2025-12-23$90.19$89.0013.1%3.8%8.6%11.8%6.0%8.2%-1.9%80.0K-722.3K-2.6K0.00152.62N/AN/A2013940
2025-12-24$90.22$89.0013.5%3.9%8.0%12.6%8.6%6.2%-2.2%85.5K-733.7K-2.6K0.00153.29N/AN/A28014140
2025-12-26$90.28$89.0013.8%4.0%7.4%13.3%7.7%8.4%-2.4%102.7K-793.6K-3.0K10.00155.29N/AN/A11016840
2025-12-29$90.10$89.0014.7%4.2%7.5%15.1%0.0%7.5%-2.8%82.8K-741.5K-3.1K0.00157.45N/AN/A1016950
2025-12-30$90.50$89.0013.1%3.7%7.6%11.7%0.0%4.4%-3.1%78.1K-804.3K-3.1K0.17159.34N/AN/A6116850
2025-12-31$90.06$89.0015.1%4.3%7.8%16.0%0.0%9.2%-2.1%87.5K-700.2K-3.1K0.67151.89N/AN/A3217051