VYMI Options History — February 2026

In February 2026, VYMI traded between $95.57 and $101.63. ATM implied volatility averaged 13.9%, placing in the 12.8% IV rank vs the trailing year. The 30-day expected move averaged 3.9%. IV traded above realized volatility by 0.7% (HV 20d: 13.2%). Max pain ranged from $90.00 to $97.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.66.

Notable Days

  • 2026-02-02: Highest Volume — 91 contracts
  • 2026-02-13: Largest IV spike — 26.1% change
  • 2026-02-06: Highest IV Rank — 20.4%
  • 2026-02-04: Largest Expected Move — 4.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$99.26$95.57$101.63$95.57$101.16
Max Pain$94.21$90.00$97.00$90.00$97.00
ATM IV13.9%10.8%17.5%12.7%14.7%
Expected Move3.9%3.1%4.6%3.6%4.2%
HV 20d13.2%10.8%14.4%10.8%13.0%
HV 60d10.7%10.2%11.4%10.2%10.3%
IV Rank12.8%6.2%20.4%10.2%14.3%
IV Percentile40.4%10.3%75.4%28.2%49.6%
Term Structure-1.8%-4.6%2.2%-3.8%-3.6%
VWIV13.4%8.4%20.3%12.8%11.2%
Skew 25d0.9%-5.8%6.7%-4.9%2.8%
Skew 10d1.4%-7.3%9.4%-7.3%-0.3%
Call IV 25d12.6%7.7%17.2%17.2%9.8%
Put IV 25d13.6%10.4%16.3%12.3%12.7%
Bid-Ask Spread %131.93104.56146.88109.50133.15
Gamma HHI0.240.120.390.260.12
Net GEX133.4K63.0K220.5K77.2K68.3K
Net DEX-2.8M-3.7M-1.6M-1.6M-2.7M
Net VEX-4.2K-5.0K-3.6K-3.9K-4.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.660.003.400.120.06
Total Volume25.6322919118
Total OI456.263317570317439

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-02-02$95.57$90.0012.7%3.6%10.8%10.2%12.8%-4.9%-3.8%77.2K-1.6M-3.9K0.12109.50N/AN/A811024077
2026-02-03$96.52$91.0013.6%3.9%11.1%12.0%13.9%-3.3%-0.5%122.5K-2.0M-4.2K2.00104.56N/AN/A1229284
2026-02-04$97.65$91.0016.0%4.6%11.5%17.2%16.3%0.0%-2.9%108.5K-2.2M-3.6K0.03110.87N/AN/A33129386
2026-02-05$96.28$90.0014.9%4.1%12.4%14.9%0.0%0.1%-4.2%139.0K-2.1M-4.9K0.00145.58N/AN/A0232587
2026-02-06$98.03$90.0017.5%3.7%13.5%20.4%15.1%1.3%1.4%128.4K-2.4M-4.3K0.50146.88N/AN/A2132589
2026-02-09$99.22$90.0014.4%3.7%13.8%13.8%13.5%1.7%0.3%93.9K-2.7M-3.6K0.12143.64N/AN/A60732588
2026-02-10$99.41$95.0014.5%3.9%13.8%14.0%8.4%0.8%-0.8%141.2K-3.1M-4.5K0.15140.56N/AN/A13239089
2026-02-11$100.18$95.0012.7%3.6%13.8%10.2%11.1%5.4%2.2%153.8K-3.3M-4.1K0.14135.72N/AN/A29440391
2026-02-12$99.63$96.0010.8%3.1%14.1%6.2%0.0%1.7%-0.4%163.5K-3.3M-4.7K0.00129.48N/AN/A10043193
2026-02-13$99.27$96.0013.6%3.9%14.4%12.2%14.3%3.2%-3.3%186.1K-3.3M-4.4K0.33132.93N/AN/A9343493
2026-02-17$99.50$96.0014.4%4.1%14.3%13.7%20.3%4.5%-2.4%197.8K-3.3M-4.4K0.00135.29N/AN/A01343696
2026-02-18$99.56$96.0013.8%4.0%13.7%12.5%0.0%0.0%-3.5%206.6K-3.4M-5.0K0.60138.52N/AN/A53449118
2026-02-19$99.47$96.0014.6%4.2%13.6%14.3%17.4%-3.1%-4.6%184.5K-3.4M-4.8K0.00138.35N/AN/A90452117
2026-02-20$100.48$96.0011.7%3.3%13.8%8.0%15.8%6.7%-1.6%220.5K-3.7M-3.6K0.10132.72N/AN/A697453117
2026-02-23$100.41$96.0012.1%3.5%13.9%8.9%12.6%-5.8%-0.2%112.3K-2.6M-4.2K3.40128.01N/AN/A51733757
2026-02-24$100.68$96.0015.1%4.3%13.8%15.3%9.6%3.5%-1.6%87.0K-2.6M-4.3K2.00133.30N/AN/A61233970
2026-02-25$101.63$96.0012.9%3.7%13.2%10.5%10.1%1.0%-2.9%79.8K-2.8M-3.9K1.50134.35N/AN/A162434282
2026-02-26$101.38$97.0014.5%4.2%13.0%14.0%11.2%2.2%-1.8%63.0K-2.7M-3.9K0.08133.17N/AN/A12134486
2026-02-27$101.16$97.0014.7%4.2%13.0%14.3%11.2%2.8%-3.6%68.3K-2.7M-4.3K0.06133.15N/AN/A17135386