VYMI Options History — January 2026

In January 2026, VYMI traded between $90.63 and $96.31. ATM implied volatility averaged 12.6%, placing in the 10.4% IV rank vs the trailing year. The 30-day expected move averaged 2.9%. IV traded above realized volatility by 4.1% (HV 20d: 8.5%). Max pain ranged from $87.00 to $90.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.58.

Notable Days

2026-01-15: Highest Volume — 41 contracts
2026-01-14: Largest IV drop — 46.1% change
2026-01-09: Highest IV Rank — 24.2%
2026-01-15: Largest Expected Move — 4.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$92.82	$90.63	$96.31	$90.79	$95.14
Max Pain	$88.45	$87.00	$90.00	$89.00	$90.00
ATM IV	12.6%	8.0%	19.0%	8.0%	11.0%
Expected Move	2.9%	2.3%	4.0%	2.3%	3.2%
HV 20d	8.5%	7.3%	11.0%	8.2%	11.0%
HV 60d	9.4%	9.0%	10.3%	9.6%	10.3%
IV Rank	10.4%	0.7%	24.2%	1.1%	6.6%
IV Percentile	30.7%	1.6%	84.1%	1.6%	15.9%
Term Structure	3.0%	-7.5%	8.2%	1.0%	5.3%
VWIV	10.7%	5.6%	19.6%	18.8%	12.3%
Skew 25d	4.3%	-4.8%	11.3%	11.3%	-1.0%
Skew 10d	4.4%	-6.3%	24.7%	13.8%	-3.0%
Call IV 25d	8.1%	2.6%	15.1%	6.5%	15.1%
Put IV 25d	12.4%	8.4%	17.8%	17.8%	14.1%
Bid-Ask Spread %	122.32	111.33	150.29	150.29	113.10
Gamma HHI	0.24	0.20	0.33	0.22	0.26
Net GEX	88.4K	67.7K	117.2K	86.0K	87.2K
Net DEX	-1.1M	-1.6M	-817.7K	-817.7K	-1.5M
Net VEX	-2.8K	-4.0K	-2.1K	-3.1K	-4.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.58	0.00	7.00	0.00	1.17
Total Volume	12.45	0	41	1	13
Total OI	243.15	216	311	224	311

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2026-01-02	$90.79	$89.00	8.0%	2.3%	8.2%	1.1%	0.0%	11.3%	1.0%	86.0K	-817.7K	-3.1K	0.00	150.29	N/A	N/A	1	0	171	53
2026-01-05	$91.31	$87.00	10.9%	2.3%	8.3%	7.2%	0.0%	7.3%	8.2%	86.6K	-894.2K	-3.0K	0.00	125.43	N/A	N/A	3	0	172	53
2026-01-06	$91.40	$87.00	12.7%	2.6%	8.3%	11.0%	18.8%	5.7%	6.1%	89.9K	-937.5K	-2.9K	0.00	128.72	N/A	N/A	2	0	173	53
2026-01-07	$90.63	$87.00	18.4%	2.8%	8.9%	22.9%	0.0%	3.8%	4.3%	84.0K	-833.7K	-3.1K	0.00	129.99	N/A	N/A	0	1	174	53
2026-01-08	$90.91	$87.00	18.8%	2.9%	8.9%	23.8%	0.0%	5.6%	4.9%	93.0K	-848.1K	-3.0K	0.50	131.39	N/A	N/A	2	1	174	53
2026-01-09	$91.31	$87.00	19.0%	2.7%	8.2%	24.2%	0.0%	6.1%	5.5%	87.4K	-902.4K	-3.0K	0.00	130.52	N/A	N/A	0	0	174	53
2026-01-12	$91.82	$87.00	17.6%	2.7%	8.2%	21.2%	5.6%	10.1%	5.6%	111.6K	-1.0M	-2.7K	0.00	120.66	N/A	N/A	18	0	174	53
2026-01-13	$91.72	$87.00	18.3%	2.5%	8.0%	22.7%	10.9%	6.2%	4.2%	112.8K	-1.1M	-2.8K	0.13	122.85	N/A	N/A	8	1	192	53
2026-01-14	$92.41	$87.00	9.9%	2.8%	7.9%	4.9%	6.0%	9.6%	5.4%	117.2K	-1.2M	-2.6K	0.00	123.46	N/A	N/A	7	0	194	54
2026-01-15	$92.59	$88.00	14.1%	4.0%	7.4%	13.8%	19.6%	7.9%	-7.5%	106.8K	-1.2M	-2.9K	0.03	125.88	N/A	N/A	40	1	201	54
2026-01-16	$92.63	$88.00	10.6%	3.1%	7.3%	6.6%	7.6%	0.4%	-2.3%	113.0K	-1.2M	-2.3K	0.00	120.67	N/A	N/A	17	0	188	55
2026-01-20	$91.85	$88.00	12.4%	3.5%	7.9%	10.2%	12.1%	4.7%	1.3%	68.0K	-876.4K	-2.6K	7.00	119.26	N/A	N/A	1	7	163	53
2026-01-21	$92.73	$90.00	12.9%	3.7%	8.0%	11.3%	10.6%	8.3%	-5.5%	67.7K	-965.7K	-2.4K	1.00	119.37	N/A	N/A	2	2	163	60
2026-01-22	$93.30	$90.00	10.2%	2.9%	8.2%	5.7%	9.3%	3.7%	7.1%	70.8K	-1.0M	-2.3K	0.13	118.09	N/A	N/A	16	2	164	60
2026-01-23	$93.73	$90.00	8.2%	2.4%	8.0%	0.7%	0.0%	-1.0%	2.9%	80.7K	-1.2M	-2.3K	0.00	113.48	N/A	N/A	1	0	174	62
2026-01-26	$94.35	$90.00	8.3%	2.4%	8.2%	0.8%	8.6%	-2.3%	4.4%	77.7K	-1.2M	-2.1K	0.11	114.92	N/A	N/A	28	3	173	62
2026-01-27	$95.90	$90.00	10.5%	3.0%	9.5%	5.6%	9.3%	0.4%	2.7%	75.2K	-1.5M	-2.4K	0.35	115.38	N/A	N/A	23	8	200	64
2026-01-28	$95.50	$90.00	9.0%	2.6%	9.7%	2.4%	9.1%	-4.8%	3.8%	78.1K	-1.5M	-3.3K	0.06	111.33	N/A	N/A	16	1	216	72
2026-01-29	$96.31	$90.00	10.2%	2.9%	9.9%	4.7%	10.1%	5.0%	3.0%	74.1K	-1.6M	-3.2K	0.04	111.64	N/A	N/A	23	1	219	73
2026-01-30	$95.14	$90.00	11.0%	3.2%	11.0%	6.6%	12.3%	-1.0%	5.3%	87.2K	-1.5M	-4.0K	1.17	113.10	N/A	N/A	6	7	238	73