YMAX Options History — June 2024 In June 2024, YMAX traded between $19.41 and $20.57. ATM implied volatility averaged 20.2%. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 2.6% (HV 20d: 17.5%). Max pain ranged from $20.00 to $21.00. Net GEX was positive for 1 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 6.67.
Notable Days 2024-06-20 : Highest Volume — 333 contracts2024-06-24 : Largest IV spike — 77.6% change2024-06-07 : Largest Expected Move — 14.2%Monthly Statistics Metric Avg Min Max Open Close Price $19.95 $19.41 $20.57 $20.14 $19.52 Max Pain $20.26 $20.00 $21.00 $21.00 $20.00 ATM IV 20.2% 13.9% 35.2% 21.6% 18.4% Expected Move 6.2% 2.1% 14.2% 6.2% 5.3% HV 20d 17.5% 12.2% 20.0% 16.4% 18.9% HV 60d 19.7% 18.7% 20.7% 19.6% 19.7% Term Structure 5.7% -32.8% 30.1% -8.1% -8.4% VWIV 15.5% 5.8% 23.6% 22.6% 18.6% Skew 25d 6.1% -10.1% 64.6% 30.5% -7.8% Skew 10d 20.5% -9.4% 55.2% 47.8% 11.0% Call IV 25d 21.5% 8.8% 71.4% 19.9% 24.7% Put IV 25d 27.6% 10.3% 79.9% 50.4% 16.9% Bid-Ask Spread % 137.19 127.22 152.67 132.61 129.56 Gamma HHI 0.67 0.36 0.93 0.88 0.80 Net GEX -99.9K -219.6K 70 -82.7K -69.9K Net DEX 597.9K -322.0K 1.9M 330.2K 755.2K Net VEX -1.3K -2.1K -309 -776 -1.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 6.67 0.11 32.00 0.43 0.11 Total Volume 144.947 37 333 83 118 Total OI 1,311.368 657 2,081 657 1,419
Daily Data (19 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 2024-06-03 $20.14 $21.00 21.6% 6.2% 16.4% 0.0% 22.6% 30.5% -8.1% -82.7K 330.2K -776 0.43 132.61 N/A N/A 58 25 120 537 2024-06-04 $20.23 $20.00 17.8% 5.1% 15.9% 0.0% 15.9% 64.6% -3.9% -63.6K 330.3K -744 15.00 138.81 N/A N/A 6 90 177 561 2024-06-05 $20.42 $20.00 13.9% 4.0% 16.2% 0.0% 11.8% 28.1% 11.1% 70 46.7K -309 10.43 129.95 N/A N/A 7 73 178 647 2024-06-06 $20.51 $21.00 18.3% 8.8% 16.2% 0.0% 9.9% 9.4% 7.3% -200.8K 252.1K -840 0.11 152.05 N/A N/A 192 22 180 716 2024-06-07 $20.44 $21.00 30.4% 14.2% 16.2% 0.0% 12.9% -1.8% -12.6% -127.1K -139.5K -579 2.32 148.75 N/A N/A 22 51 339 723 2024-06-10 $20.50 $21.00 16.6% 7.6% 15.9% 0.0% 9.6% -0.9% -6.7% -24.9K -214.9K -421 1.60 146.28 N/A N/A 91 146 342 742 2024-06-11 $20.39 $20.00 20.7% 2.1% 15.8% 0.0% 5.8% -10.1% 23.3% -159.3K -55.5K -817 6.16 150.09 N/A N/A 25 154 416 857 2024-06-12 $20.57 $20.00 30.1% 8.6% 15.8% 0.0% 13.4% 3.5% 7.2% -34.8K -322.0K -855 5.61 152.67 N/A N/A 38 213 433 958 2024-06-13 $20.39 $20.00 18.2% 5.2% 12.2% 0.0% 20.0% 8.5% 18.6% -106.1K 282.8K -1.9K 1.61 141.26 N/A N/A 38 61 458 1,133 2024-06-14 $19.53 $21.00 19.7% 5.6% 19.8% 0.0% 21.2% 7.3% 23.4% -99.3K 1.2M -1.7K 1.34 130.88 N/A N/A 96 129 202 1,178 2024-06-17 $19.69 $20.00 15.4% 4.4% 20.0% 0.0% 16.2% 0.0% 24.8% -194.9K 1.3M -1.5K 24.33 139.00 N/A N/A 9 219 315 1,237 2024-06-18 $19.55 $20.00 19.8% 5.7% 19.7% 0.0% 19.6% -0.3% 23.3% -219.6K 1.7M -1.5K 0.31 129.93 N/A N/A 123 38 318 1,403 2024-06-20 $19.53 $20.00 20.5% 5.9% 19.6% 0.0% 19.0% 6.1% 30.1% -210.6K 1.7M -1.6K 0.18 134.66 N/A N/A 282 51 372 1,425 2024-06-21 $19.51 $20.00 19.8% 5.7% 19.5% 0.0% 16.1% -2.3% 25.6% -48.7K 1.9M -1.7K 32.00 129.41 N/A N/A 3 96 626 1,455 2024-06-24 $19.41 $20.00 35.2% 10.1% 19.1% 0.0% 7.3% -0.7% -32.8% -25.5K 566.7K -2.0K 6.00 137.79 N/A N/A 12 72 537 773 2024-06-25 $19.61 $20.00 16.2% 4.6% 18.6% 0.0% 17.9% -3.5% 0.9% -69.5K 568.0K -2.0K 5.40 127.22 N/A N/A 10 54 545 801 2024-06-26 $19.54 $20.00 15.6% 4.5% 18.6% 0.0% 23.6% -6.0% -7.2% -76.5K 666.9K -1.6K 3.11 127.37 N/A N/A 9 28 545 843 2024-06-27 $19.66 $20.00 15.4% 4.4% 18.8% 0.0% 12.9% -8.7% -7.9% -84.4K 578.3K -2.1K 10.63 128.30 N/A N/A 8 85 550 855 2024-06-28 $19.52 $20.00 18.4% 5.3% 18.9% 0.0% 18.6% -7.8% -8.4% -69.9K 755.2K -1.8K 0.11 129.56 N/A N/A 106 12 551 868
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