YMAX Options History — May 2024

In May 2024, YMAX traded between $19.87 and $20.64. ATM implied volatility averaged 42.4%. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 22.0% (HV 20d: 20.4%). Max pain ranged from $19.00 to $22.00. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 6.46.

Notable Days

  • 2024-05-24: Highest Volume — 157 contracts
  • 2024-05-16: Largest IV spike — 194.8% change
  • 2024-05-01: Largest Expected Move — 19.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.25$19.87$20.64$19.87$19.96
Max Pain$20.23$19.00$22.00$22.00$20.00
ATM IV42.4%8.6%138.6%69.3%19.0%
Expected Move8.1%2.5%19.9%19.9%5.4%
HV 20d20.4%16.6%24.4%23.0%16.7%
Term Structure9.8%-22.7%33.3%-22.7%-7.2%
VWIV30.5%4.8%89.1%89.1%19.2%
Skew 25d11.7%-12.7%55.3%-7.6%31.1%
Skew 10d12.0%-12.5%58.6%-6.1%47.6%
Call IV 25d22.9%10.0%39.3%26.5%17.9%
Put IV 25d34.6%10.4%70.0%18.9%48.9%
Bid-Ask Spread %154.73134.36169.54159.67134.36
Gamma HHI0.680.300.900.300.87
Net GEX-25.4K-84.0K16.6K-1.5K-54.7K
Net DEX124.7K-133.8K420.1K17.2K392.7K
Net VEX-888-1.2K-341-751-705
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio6.460.0038.250.0035.00
Total Volume50.56157636
Total OI515.909260804260622

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-05-01$19.87$22.0069.3%19.9%23.0%0.0%89.1%-7.6%-22.7%-1.5K17.2K-7510.00159.67N/AN/A06146114
2024-05-02$20.15$22.0033.8%9.7%23.7%0.0%33.6%25.0%13.4%8-11.4K-8170.00153.06N/AN/A1150146120
2024-05-03$20.41$22.0024.7%7.1%24.2%0.0%30.1%24.3%12.1%7.6K-91.1K-1.0K0.20160.55N/AN/A204264120
2024-05-06$20.64$19.0063.4%10.3%24.4%0.0%38.2%-1.7%-1.3%10.3K-65.9K-8870.65163.81N/AN/A1711263122
2024-05-07$20.51$20.0092.2%5.0%24.4%0.0%27.3%8.5%23.0%9.8K-68.1K-9180.00160.42N/AN/A08279125
2024-05-08$20.45$20.0073.6%13.5%24.4%0.0%35.8%13.0%-7.7%8.3K-80.3K-9380.01169.54N/AN/A911279133
2024-05-09$20.49$20.0062.8%11.9%23.8%0.0%46.2%20.7%-8.0%14.7K-111.2K-9880.18162.68N/AN/A7213365134
2024-05-10$20.29$20.0069.0%12.2%23.2%0.0%47.4%5.5%-8.0%16.6K-93.5K-1.0K2.97160.36N/AN/A35104435146
2024-05-13$20.44$20.0084.1%13.3%22.3%0.0%59.6%1.1%-3.9%14.8K-30.1K-1.2K1.40169.09N/AN/A57465250
2024-05-14$20.62$20.00138.6%12.2%22.6%0.0%57.5%14.3%6.2%11.5K-133.8K-1.2K0.89160.49N/AN/A98465254
2024-05-15$20.04$20.0015.4%4.4%19.9%0.0%19.5%-12.7%21.2%-29.0K297.9K-6100.56161.59N/AN/A3620460264
2024-05-16$20.02$20.0045.5%13.0%19.8%0.0%36.2%8.3%-10.7%-15.4K272.0K-7224.11163.61N/AN/A937492271
2024-05-17$20.12$20.0011.3%3.2%18.0%0.0%12.7%16.0%9.7%-57.7K257.5K-7087.67163.38N/AN/A323496308
2024-05-20$20.32$20.008.6%2.5%17.8%0.0%7.0%4.7%33.3%-42.5K-456-3412.66146.96N/AN/A328593210
2024-05-21$20.34$20.0013.9%4.0%16.6%0.0%4.8%10.4%2.0%-63.3K167.3K-8200.00154.13N/AN/A019112299
2024-05-22$20.18$20.0019.5%5.6%16.9%0.0%19.6%4.1%25.8%-37.6K257.2K-8200.13139.66N/AN/A162112315
2024-05-23$19.92$20.0015.6%4.5%17.4%0.0%15.0%0.2%33.1%-55.3K347.4K-9011.04148.69N/AN/A2627128316
2024-05-24$20.22$20.0018.3%5.2%17.7%0.0%18.4%10.1%27.3%-53.1K271.4K-91938.25143.74N/AN/A4153105343
2024-05-28$20.25$20.0015.2%4.4%17.6%0.0%6.1%-3.2%21.9%-78.3K338.6K-99519.00142.96N/AN/A119104474
2024-05-29$20.17$20.0017.1%4.9%17.1%0.0%17.1%29.8%30.5%-84.0K390.6K-1.2K7.00141.68N/AN/A17105492
2024-05-30$20.19$20.0023.1%6.6%16.9%0.0%31.0%55.3%25.6%-79.2K420.1K-1.1K1.07143.63N/AN/A1415106498
2024-05-31$19.96$20.0019.0%5.4%16.7%0.0%19.2%31.1%-7.2%-54.7K392.7K-70535.00134.36N/AN/A135119503