YMAX Options History — April 2024 In April 2024, YMAX traded between $19.41 and $21.69. ATM implied volatility averaged 37.0%. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 12.9% (HV 20d: 24.1%). Max pain ranged from $21.00 to $22.00. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 3.46.
Notable Days 2024-04-29 : Highest Volume — 50 contracts2024-04-25 : Largest IV spike — 254.1% change2024-04-30 : Largest Expected Move — 17.7%Monthly Statistics Metric Avg Min Max Open Close Price $20.64 $19.41 $21.69 $21.39 $20.00 Max Pain $21.80 $21.00 $22.00 $22.00 $22.00 ATM IV 37.0% 17.0% 61.9% 35.1% 61.9% Expected Move 11.2% 4.9% 17.7% 10.1% 17.7% HV 20d 24.1% 23.1% 25.5% 25.5% 23.1% Term Structure -5.6% -31.4% 28.6% -21.8% -26.0% VWIV 40.7% 5.2% 79.6% 46.1% 60.2% Skew 25d 16.5% -15.9% 55.2% 30.1% 19.0% Skew 10d 16.2% -2.0% 36.2% 14.8% -2.0% Call IV 25d 29.1% 15.7% 47.3% 18.8% 26.6% Put IV 25d 45.6% 20.3% 70.9% 48.9% 45.6% Bid-Ask Spread % 163.45 155.02 168.64 168.36 162.24 Gamma HHI 0.40 0.22 0.68 0.41 0.31 Net GEX -1.1K -4.6K 1.6K -738 -499 Net DEX 16.4K -33.5K 116.1K 11.4K 2.0K Net VEX -560 -912 -45 -45 -722 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.46 0.08 14.00 0.92 14.00 Total Volume 21.429 2 50 23 15 Total OI 164.429 16 274 16 247
Daily Data (21 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 2024-04-02 $21.39 $22.00 35.1% 10.1% 0.0% 0.0% 46.1% 30.1% -21.8% -738 11.4K -45 0.92 168.36 N/A N/A 12 11 3 13 2024-04-03 $21.41 $22.00 38.4% 11.0% 0.0% 0.0% 18.2% 5.1% -23.0% -1.3K 16.0K -76 0.08 160.09 N/A N/A 36 3 14 21 2024-04-04 $21.20 $0.00 17.2% 13.2% 0.0% 0.0% 56.8% 21.5% -12.7% -751 -24.0K -283 1.00 165.79 N/A N/A 5 5 50 23 2024-04-05 $21.31 $21.00 19.4% 10.1% 0.0% 0.0% 0.0% 19.8% -3.5% 669 -19.3K -279 0.00 168.64 N/A N/A 0 2 54 26 2024-04-08 $21.49 $21.00 45.2% 10.9% 0.0% 0.0% 0.0% 23.2% -13.4% -1.3K -33.5K -312 1.36 165.94 N/A N/A 11 15 54 27 2024-04-09 $21.47 $21.00 51.2% 15.6% 0.0% 0.0% 70.4% 6.0% -14.8% -574 -13.5K -384 7.50 166.16 N/A N/A 2 15 61 44 2024-04-10 $21.41 $21.00 34.5% 9.9% 0.0% 0.0% 66.8% 9.4% -14.7% -822 -10.9K -423 2.89 167.14 N/A N/A 9 26 62 58 2024-04-11 $21.69 $22.00 34.8% 10.0% 0.0% 0.0% 5.2% 6.1% 17.5% -3.2K -4.8K -574 4.00 164.71 N/A N/A 1 4 63 84 2024-04-12 $21.27 $22.00 35.4% 10.2% 0.0% 0.0% 0.0% 4.0% -15.4% -3.9K 43.5K -494 1.00 162.40 N/A N/A 1 1 64 88 2024-04-15 $20.83 $22.00 44.6% 12.8% 0.0% 0.0% 35.2% 22.9% -31.4% -2.9K 50.6K -500 0.64 163.78 N/A N/A 14 9 64 91 2024-04-16 $20.77 $22.00 45.6% 13.1% 0.0% 0.0% 16.7% 55.2% 3.8% -4.6K 23.5K -605 0.44 167.56 N/A N/A 16 7 78 97 2024-04-17 $19.94 $22.00 45.0% 12.9% 0.0% 0.0% 63.3% 32.3% -21.0% -441 66.1K -489 4.00 160.00 N/A N/A 4 16 89 104 2024-04-18 $19.84 $22.00 52.6% 15.1% 0.0% 0.0% 57.4% -15.9% 28.6% -2.5K 69.1K -656 1.11 163.83 N/A N/A 19 21 93 120 2024-04-19 $19.41 $22.00 37.5% 10.7% 0.0% 0.0% 79.6% 4.6% -16.7% -428 116.1K -757 13.50 159.51 N/A N/A 2 27 96 142 2024-04-22 $19.67 $22.00 41.1% 11.8% 0.0% 0.0% 31.2% 28.7% 19.9% -1.0K 17.4K -775 0.11 163.32 N/A N/A 35 4 85 97 2024-04-23 $20.04 $22.00 17.0% 4.9% 25.5% 0.0% 22.2% 8.6% 16.4% 706 -143 -857 0.17 159.63 N/A N/A 12 2 120 101 2024-04-24 $20.05 $22.00 17.4% 5.0% 24.7% 0.0% 20.8% 23.9% -3.6% -694 25.9K -796 0.57 160.69 N/A N/A 7 4 131 103 2024-04-25 $19.93 $22.00 61.6% 17.7% 23.9% 0.0% 38.2% 0.3% -17.6% 1.6K -10.9K -904 5.67 161.95 N/A N/A 3 17 138 106 2024-04-26 $20.18 $22.00 21.9% 6.3% 24.0% 0.0% 23.1% 20.5% 15.3% -33 8.1K -912 1.33 165.75 N/A N/A 3 4 141 127 2024-04-29 $20.24 $22.00 19.3% 5.5% 23.5% 0.0% 20.3% 20.3% 16.9% -372 12.0K -908 9.00 155.02 N/A N/A 5 45 143 131 2024-04-30 $20.00 $22.00 61.9% 17.7% 23.1% 0.0% 60.2% 19.0% -26.0% -499 2.0K -722 14.00 162.24 N/A N/A 1 14 145 102
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