VYMI Options History — March 2026

In March 2026, VYMI traded between $90.45 and $99.48. ATM implied volatility averaged 21.7%, placing in the 29.2% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 1.9% (HV 20d: 19.8%). Max pain ranged from $95.00 to $100.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 2.65.

Notable Days

  • 2026-03-03: Highest Volume — 70 contracts
  • 2026-03-05: Largest IV spike — 50.3% change
  • 2026-03-30: Highest IV Rank — 42.7%
  • 2026-03-30: Largest Expected Move — 8.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$94.14$90.45$99.48$99.48$94.03
Max Pain$97.59$95.00$100.00$97.00$95.00
ATM IV21.7%13.8%28.0%13.8%24.5%
Expected Move6.1%3.9%8.0%3.9%7.0%
HV 20d19.8%13.8%24.8%13.8%24.8%
HV 60d15.1%11.0%18.5%11.0%18.5%
IV Rank29.2%12.4%42.7%12.4%35.3%
IV Percentile86.8%38.9%96.8%38.9%94.4%
Term Structure-2.5%-5.8%1.7%-5.1%-4.2%
VWIV21.8%8.5%38.8%8.5%22.8%
Skew 25d4.5%-3.9%17.3%-3.9%4.8%
Skew 10d4.3%-5.0%10.4%2.8%10.1%
Call IV 25d17.8%12.7%25.6%20.4%21.6%
Put IV 25d22.3%15.8%37.5%16.5%26.4%
Bid-Ask Spread %91.9052.68136.64132.5452.68
Gamma HHI0.130.100.170.120.17
Net GEX83.3K43.7K118.8K118.8K82.1K
Net DEX-1.0M-2.3M-201.0K-2.3M-1.1M
Net VEX-6.5K-7.1K-4.9K-4.9K-6.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.650.0215.001.602.71
Total Volume24.2274701326
Total OI514.273442580448521

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-03-02$99.48$97.0013.8%3.9%13.8%12.4%8.5%-3.9%-5.1%118.8K-2.3M-4.9K1.60132.54N/AN/A5836187
2026-03-03$96.56$97.0018.6%5.3%17.8%22.6%20.8%-2.9%-1.5%110.9K-1.6M-5.7K0.30126.82N/AN/A541636494
2026-03-04$97.19$97.0016.0%4.6%17.6%17.2%19.8%9.2%-3.8%84.9K-1.5M-5.7K0.02136.64N/AN/A551338104
2026-03-05$95.19$100.0024.1%5.4%18.6%34.3%19.6%2.4%-2.4%92.9K-1.2M-6.3K0.29124.81N/AN/A175365105
2026-03-06$94.56$100.0020.2%5.8%18.1%26.1%0.0%5.2%-1.5%90.4K-1.1M-6.7K3.00121.73N/AN/A618380109
2026-03-09$95.19$100.0020.8%5.3%16.9%27.4%24.0%6.3%-4.8%109.6K-1.1M-6.4K15.00120.14N/AN/A230386127
2026-03-10$95.60$100.0024.6%5.5%16.3%35.6%20.7%2.6%-2.7%86.7K-1.3M-7.0K0.05127.87N/AN/A191386151
2026-03-11$95.47$100.0018.5%5.3%16.2%22.6%0.0%3.5%-1.5%90.9K-1.2M-7.1K1.00133.09N/AN/A22398152
2026-03-12$94.03$100.0017.4%6.9%16.4%20.1%0.0%2.8%-2.3%89.8K-795.0K-6.7K1.7573.15N/AN/A814400154
2026-03-13$92.93$100.0021.9%5.2%16.7%29.8%0.0%1.3%-5.6%75.2K-741.3K-6.9K0.8085.17N/AN/A54400157
2026-03-16$94.48$100.0021.3%6.1%18.2%28.5%15.7%7.1%-2.1%85.6K-871.3K-6.7K1.4092.04N/AN/A57402160
2026-03-17$95.23$100.0018.9%5.5%18.5%23.3%19.3%3.9%-0.1%118.3K-1.0M-6.6K2.0078.65N/AN/A36404167
2026-03-18$93.85$98.0020.0%5.9%18.9%25.7%17.0%3.7%1.7%76.4K-782.2K-6.7K0.0678.55N/AN/A624405164
2026-03-19$93.79$96.0019.8%5.3%18.9%25.3%20.3%-0.8%-1.2%90.3K-993.2K-6.5K3.0086.52N/AN/A26412166
2026-03-20$90.45$96.0022.4%6.8%21.7%30.8%20.3%3.1%-1.9%43.7K-201.0K-6.4K13.5063.64N/AN/A227410170
2026-03-23$92.69$96.0023.8%6.7%24.1%33.8%22.5%10.7%-0.9%59.1K-792.4K-6.4K0.1761.93N/AN/A407329115
2026-03-24$92.23$95.0023.9%7.0%23.9%34.0%24.4%10.8%-0.5%59.9K-717.2K-6.5K3.0063.44N/AN/A39340122
2026-03-25$93.44$95.0025.1%7.3%24.3%36.5%20.1%5.1%-5.8%61.5K-951.0K-6.7K0.0672.77N/AN/A362342129
2026-03-26$91.88$95.0025.5%7.3%24.7%37.4%27.1%1.8%-1.2%71.8K-930.1K-7.1K1.5058.97N/AN/A23377131
2026-03-27$91.20$95.0027.5%7.9%24.6%41.6%30.7%4.4%-4.6%69.1K-743.5K-6.8K4.0069.48N/AN/A14379134
2026-03-30$91.59$95.0028.0%8.0%24.5%42.7%38.8%17.3%-3.7%64.3K-717.7K-6.7K3.0061.24N/AN/A13379138
2026-03-31$94.03$95.0024.5%7.0%24.8%35.3%22.8%4.8%-4.2%82.1K-1.1M-6.8K2.7152.68N/AN/A719380141