YMAX Options History — July 2024

In July 2024, YMAX traded between $18.45 and $20.19. ATM implied volatility averaged 19.4%. The 30-day expected move averaged 5.4%. IV traded below realized volatility by 0.4% (HV 20d: 19.7%). Max pain ranged from $19.00 to $20.00. Net GEX was positive for 7 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 3.47.

Notable Days

  • 2024-07-15: Highest Volume — 755 contracts
  • 2024-07-12: Largest IV spike — 269.1% change
  • 2024-07-12: Largest Expected Move — 15.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.36$18.45$20.19$19.58$18.86
Max Pain$19.82$19.00$20.00$20.00$20.00
ATM IV19.4%9.2%53.2%16.7%22.5%
Expected Move5.4%1.9%15.3%4.8%6.5%
HV 20d19.7%8.6%24.8%18.6%24.8%
HV 60d19.1%16.8%19.8%19.6%19.8%
Term Structure2.3%-36.8%28.1%-6.7%-4.1%
VWIV17.8%1.9%51.5%15.6%22.6%
Skew 25d12.5%-9.0%58.0%-4.9%40.8%
Skew 10d22.6%-28.2%60.7%8.7%59.4%
Call IV 25d32.3%12.6%78.6%18.0%20.0%
Put IV 25d44.8%12.5%77.7%13.2%60.9%
Bid-Ask Spread %135.02105.86164.09122.66126.61
Gamma HHI0.520.220.840.660.32
Net GEX-35.8K-327.6K85.0K-69.2K-38.0K
Net DEX646.6K-1.2M2.1M647.7K697.6K
Net VEX-1.4K-2.1K-485-1.7K-1.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.470.1616.002.750.82
Total Volume145.364177554560
Total OI1,494.7738312,3441,5171,098

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$19.58$20.0016.7%4.8%18.6%0.0%15.6%-4.9%-6.7%-69.2K647.7K-1.7K2.75122.66N/AN/A1233649868
2024-07-02$19.66$20.0019.4%5.6%18.3%0.0%15.6%-5.0%-10.4%-42.8K593.5K-1.9K7.50135.00N/AN/A215655898
2024-07-03$19.75$20.0014.2%4.1%18.3%0.0%13.5%-8.9%-2.8%-24.9K419.5K-2.1K0.32142.96N/AN/A9731657913
2024-07-05$19.88$19.0017.9%3.6%18.2%0.0%51.5%-6.6%11.5%-25.5K416.3K-1.3K0.23164.09N/AN/A4410702924
2024-07-08$19.84$19.009.2%1.9%18.0%0.0%14.9%-9.0%7.9%30.4K759.9K-5780.46156.38N/AN/A7836709925
2024-07-09$19.89$19.0019.1%4.0%18.1%0.0%20.8%6.8%4.9%56.2K376.0K-1.3K0.17153.17N/AN/A16327757941
2024-07-10$19.96$19.0012.0%3.4%18.1%0.0%15.7%18.0%9.9%70.7K138.3K-1.7K4.29149.92N/AN/A1773831954
2024-07-11$19.87$20.0014.4%4.1%18.1%0.0%23.2%25.1%2.9%66.3K788.3K-5331.81152.31N/AN/A2138829990
2024-07-12$19.99$20.0053.2%15.3%17.9%0.0%1.9%-1.2%-36.8%85.0K150.7K-1.3K1.00152.88N/AN/A142142824996
2024-07-15$20.18$20.009.4%2.7%18.1%0.0%2.0%-6.0%-3.0%83.3K-216.3K-1.2K1.84154.04N/AN/A2664898321,131
2024-07-16$20.19$20.0012.0%3.4%8.6%0.0%7.5%-1.4%-12.1%20.6K-1.2M-4852.66144.53N/AN/A701869141,430
2024-07-17$19.21$20.0021.1%6.1%19.9%0.0%13.1%23.2%4.0%-196.5K1.7M-1.5K6.79129.73N/AN/A432922771,507
2024-07-18$18.97$20.0018.5%5.3%20.2%0.0%19.3%11.5%27.9%-327.6K2.1M-95410.60108.01N/AN/A202123091,615
2024-07-19$18.96$20.0017.8%5.1%20.2%0.0%17.4%0.8%28.1%-204.9K2.0M-90311.53127.99N/AN/A192193191,677
2024-07-22$19.23$20.0018.8%5.4%21.0%0.0%18.8%58.0%0.6%-63.2K511.8K-1.7K0.35122.51N/AN/A6824237594
2024-07-23$19.16$20.0016.0%4.6%20.9%0.0%16.0%57.4%5.0%-104.9K513.9K-1.4K0.16124.07N/AN/A569261618
2024-07-24$18.55$20.0021.5%6.2%23.3%0.0%22.6%8.6%8.1%-24.6K653.2K-1.9K2.07105.86N/AN/A1429314627
2024-07-25$18.45$20.0037.6%10.8%23.3%0.0%19.5%1.7%-8.4%-22.3K668.2K-1.8K16.00130.81N/AN/A232326645
2024-07-26$18.57$20.0022.1%6.3%23.4%0.0%28.9%5.7%-7.5%-25.7K766.7K-1.6K0.90124.89N/AN/A3027330673
2024-07-29$18.66$20.0013.4%3.8%23.5%0.0%13.6%35.3%2.8%-12.3K876.5K-1.2K1.50116.36N/AN/A1015354699
2024-07-30$18.48$20.0019.4%5.6%23.5%0.0%18.1%25.1%28.1%-17.6K863.8K-1.3K2.57125.58N/AN/A718363713
2024-07-31$18.86$20.0022.5%6.5%24.8%0.0%22.6%40.8%-4.1%-38.0K697.6K-1.6K0.82126.61N/AN/A3327369729