YMAX Options History — August 2024

In August 2024, YMAX traded between $17.03 and $18.13. ATM implied volatility averaged 28.2%. The 30-day expected move averaged 7.3%. IV traded below realized volatility by 3.6% (HV 20d: 31.8%). Max pain ranged from $18.00 to $20.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 2.51.

Notable Days

  • 2024-08-16: Highest Volume — 211 contracts
  • 2024-08-09: Largest IV spike — 199.6% change
  • 2024-08-08: Largest Expected Move — 12.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.76$17.03$18.13$18.13$17.65
Max Pain$19.23$18.00$20.00$19.00$18.00
ATM IV28.2%16.5%67.8%18.1%19.0%
Expected Move7.3%4.7%12.1%5.2%5.4%
HV 20d31.8%26.5%36.1%28.0%26.5%
HV 60d24.1%21.2%24.8%21.2%24.6%
Term Structure-1.6%-16.0%25.9%25.9%0.7%
VWIV23.3%16.6%36.5%22.8%22.1%
Skew 25d10.5%-7.0%68.3%22.6%-7.0%
Skew 10d36.7%-0.4%84.2%47.5%61.5%
Call IV 25d20.4%13.4%31.6%21.7%22.1%
Put IV 25d30.8%14.8%86.4%44.3%15.1%
Bid-Ask Spread %120.35101.26135.64118.65117.09
Gamma HHI0.420.210.920.740.64
Net GEX-31.4K-93.3K-9.5K-72.2K-38.8K
Net DEX857.6K563.3K1.3M952.1K724.5K
Net VEX-1.1K-1.6K-388-756-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.510.0714.381.920.48
Total Volume70.545152113537
Total OI1,172.7279171,4201,1291,194

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$18.13$19.0018.1%5.2%28.0%0.0%22.8%22.6%25.9%-72.2K952.1K-7561.92118.65N/AN/A1223393736
2024-08-02$17.74$19.0025.9%7.4%28.3%0.0%31.5%-6.9%-3.8%-33.4K1.1M-6301.00121.43N/AN/A2323402758
2024-08-05$17.03$20.0064.0%11.6%30.9%0.0%32.0%5.1%-16.0%-13.1K839.2K-1.5K1.87135.64N/AN/A3973414765
2024-08-06$17.48$20.0045.4%10.8%33.0%0.0%32.8%30.9%-15.7%-21.0K996.0K-1.3K2.08132.62N/AN/A1225437810
2024-08-07$17.19$20.0047.8%8.3%33.0%0.0%33.7%9.5%-11.5%-23.4K1.1M-8621.02128.73N/AN/A4041441822
2024-08-08$17.71$20.0022.7%12.1%35.5%0.0%26.9%1.1%-9.5%-9.5K1.0M-1.0K9.00128.38N/AN/A436461805
2024-08-09$17.82$19.0067.8%9.9%35.5%0.0%36.5%3.4%-3.7%-27.2K1.0M-5671.33127.25N/AN/A1216463836
2024-08-12$17.80$20.0031.2%8.3%35.1%0.0%17.3%68.3%-0.2%-26.7K1.0M-4393.81128.87N/AN/A1661474844
2024-08-13$18.12$20.0023.9%7.4%36.1%0.0%21.3%7.6%-5.9%-93.3K874.0K-38814.38126.95N/AN/A8115478842
2024-08-14$18.09$20.0025.1%7.2%32.1%0.0%18.9%59.7%1.0%-48.5K952.2K-5231.68127.93N/AN/A68114479851
2024-08-15$17.67$20.0029.7%8.5%32.7%0.0%18.1%17.9%-2.3%-29.3K1.2M-1.2K2.19125.36N/AN/A4394444938
2024-08-16$17.79$20.0021.7%6.2%32.9%0.0%26.1%10.9%3.1%-23.3K1.3M-1.1K4.55120.73N/AN/A38173456964
2024-08-19$17.90$19.0016.5%4.7%32.5%0.0%16.7%7.3%5.9%-23.6K615.6K-1.2K1.41101.26N/AN/A3245317600
2024-08-20$17.91$19.0018.1%5.2%32.5%0.0%18.7%1.6%1.2%-24.5K612.7K-1.4K0.29105.00N/AN/A175332630
2024-08-21$18.02$19.0018.7%5.4%30.8%0.0%18.7%3.8%4.3%-29.0K617.7K-1.2K1.33119.52N/AN/A1520346633
2024-08-22$17.71$19.0019.4%5.6%31.3%0.0%19.4%-4.8%-10.5%-11.8K563.3K-1.6K1.64120.33N/AN/A1118362633
2024-08-23$17.96$19.0017.7%5.1%31.7%0.0%19.3%0.7%3.2%-29.7K616.1K-1.2K1.83106.26N/AN/A611371650
2024-08-26$17.93$19.0021.9%6.3%31.6%0.0%23.4%1.4%0.2%-33.5K630.8K-1.1K0.42111.50N/AN/A4519376660
2024-08-27$17.84$18.0020.1%5.8%31.5%0.0%20.6%-2.7%0.8%-28.8K660.2K-1.1K0.07107.73N/AN/A141421674
2024-08-28$17.58$18.0022.1%6.3%30.6%0.0%16.6%-5.5%-4.2%-18.7K678.4K-1.5K2.59116.74N/AN/A3488428675
2024-08-29$17.65$18.0023.6%6.8%27.6%0.0%19.8%5.2%1.4%-32.0K693.2K-1.3K0.32119.81N/AN/A196443742
2024-08-30$17.65$18.0019.0%5.4%26.5%0.0%22.1%-7.0%0.7%-38.8K724.5K-1.2K0.48117.09N/AN/A2512446748