VYMI Options History — April 2026

In April 2026, VYMI traded between $94.82 and $95.10. ATM implied volatility averaged 23.5%, placing in the 33.1% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded below realized volatility by 1.0% (HV 20d: 24.5%). Max pain ranged from $88.00 to $95.00. Net GEX was positive for 2 of 2 trading days. Term structure was in contango for 0 of 2 days. Put/call ratio averaged 0.11.

Notable Days

  • 2026-04-01: Highest Volume — 11 contracts
  • 2026-04-02: Largest IV spike — 9.8% change
  • 2026-04-02: Highest IV Rank — 35.5%
  • 2026-04-02: Largest Expected Move — 7.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$94.96$94.82$95.10$95.10$94.82
Max Pain$91.50$88.00$95.00$95.00$88.00
ATM IV23.5%22.4%24.6%22.4%24.6%
Expected Move6.7%6.4%7.1%6.4%7.1%
HV 20d24.5%23.9%25.0%25.0%23.9%
HV 60d18.6%18.6%18.7%18.6%18.7%
IV Rank33.1%30.8%35.5%30.8%35.5%
IV Percentile92.3%90.1%94.4%90.1%94.4%
Term Structure-1.0%-1.6%-0.4%-1.6%-0.4%
VWIV21.0%18.4%23.6%23.6%18.4%
Skew 25d8.8%6.4%11.2%11.2%6.4%
Skew 10d9.1%8.4%9.8%9.8%8.4%
Call IV 25d17.5%16.4%18.6%16.4%18.6%
Put IV 25d26.3%25.0%27.6%27.6%25.0%
Bid-Ask Spread %52.3843.6961.0661.0643.69
Gamma HHI0.190.190.200.200.19
Net GEX94.5K93.6K95.5K93.6K95.5K
Net DEX-1.4M-1.5M-1.4M-1.5M-1.4M
Net VEX-6.9K-6.9K-6.9K-6.9K-6.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.110.000.220.220.00
Total Volume6.5211112
Total OI528.5524533524533

Daily Data (2 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-04-01$95.10$95.0022.4%6.4%25.0%30.8%23.6%11.2%-1.6%93.6K-1.5M-6.9K0.2261.06N/AN/A92385139
2026-04-02$94.82$88.0024.6%7.1%23.9%35.5%18.4%6.4%-0.4%95.5K-1.4M-6.9K0.0043.69N/AN/A20392141