YMAX Options History — September 2024 In September 2024, YMAX traded between $16.73 and $17.87. ATM implied volatility averaged 18.8%. The 30-day expected move averaged 5.3%. IV traded below realized volatility by 0.2% (HV 20d: 19.0%). Max pain ranged from $18.00 to $21.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 3.52.
Notable Days 2024-09-06 : Highest Volume — 192 contracts2024-09-13 : Largest IV spike — 59.9% change2024-09-18 : Largest Expected Move — 8.3%Monthly Statistics Metric Avg Min Max Open Close Price $17.48 $16.73 $17.87 $17.20 $17.77 Max Pain $19.70 $18.00 $21.00 $18.00 $19.00 ATM IV 18.8% 12.1% 28.8% 16.6% 20.9% Expected Move 5.3% 3.8% 8.3% 4.7% 6.0% HV 20d 19.0% 16.1% 23.9% 23.9% 16.2% HV 60d 24.7% 24.3% 25.7% 25.0% 24.3% Term Structure 2.5% -13.7% 30.7% -13.7% -8.3% VWIV 21.4% 10.3% 64.5% 64.5% 22.2% Skew 25d 18.3% -4.4% 80.5% 35.9% 3.9% Skew 10d 48.2% 0.1% 108.9% 91.2% 57.3% Call IV 25d 18.9% 12.6% 39.5% 39.5% 15.1% Put IV 25d 37.2% 13.8% 96.1% 75.4% 18.9% Bid-Ask Spread % 113.14 76.34 129.16 125.53 114.09 Gamma HHI 0.67 0.38 0.90 0.80 0.41 Net GEX -52.6K -133.4K -20.2K -35.7K -36.8K Net DEX 804.7K 612.9K 1.0M 877.1K 657.5K Net VEX -810 -1.5K -413 -1.0K -842 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.52 0.09 24.00 2.73 4.25 Total Volume 62.85 25 192 41 147 Total OI 1,247.05 912 1,491 1,209 1,058
Daily Data (20 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 2024-09-03 $17.20 $18.00 16.6% 4.7% 23.9% 0.0% 64.5% 35.9% -13.7% -35.7K 877.1K -1.0K 2.73 125.53 N/A N/A 11 30 456 753 2024-09-04 $17.23 $18.00 13.7% 3.9% 21.9% 0.0% 13.2% 42.6% -5.0% -50.3K 923.5K -590 3.00 119.52 N/A N/A 9 27 459 773 2024-09-05 $17.16 $21.00 12.1% 3.8% 21.1% 0.0% 10.3% 9.7% 5.9% -59.3K 941.3K -863 4.63 111.09 N/A N/A 8 37 468 795 2024-09-06 $16.73 $21.00 16.7% 5.5% 19.8% 0.0% 20.6% 2.8% 27.2% -30.3K 1.0M -835 1.56 109.48 N/A N/A 75 117 475 780 2024-09-09 $17.02 $21.00 21.5% 6.3% 20.8% 0.0% 22.0% -2.0% 17.0% -78.5K 1.0M -906 0.39 103.32 N/A N/A 18 7 488 838 2024-09-10 $17.13 $20.00 20.6% 4.2% 21.1% 0.0% 14.3% 11.4% 8.1% -133.4K 974.9K -537 24.00 109.75 N/A N/A 2 48 478 844 2024-09-11 $17.29 $20.00 18.3% 5.2% 20.2% 0.0% 27.0% 11.2% -0.4% -117.3K 922.0K -620 1.71 104.09 N/A N/A 14 24 480 866 2024-09-12 $17.38 $20.00 15.7% 4.5% 20.4% 0.0% 21.6% 8.7% -2.9% -92.2K 828.5K -632 0.09 116.64 N/A N/A 23 2 493 868 2024-09-13 $17.51 $20.00 25.0% 7.2% 19.0% 0.0% 20.6% 13.8% -4.0% -24.5K 815.8K -413 2.00 117.79 N/A N/A 16 32 510 868 2024-09-16 $17.51 $20.00 26.5% 7.6% 18.8% 0.0% 20.3% 20.9% -8.9% -64.2K 734.3K -1.3K 7.25 118.30 N/A N/A 4 29 522 899 2024-09-17 $17.55 $20.00 19.6% 5.6% 18.6% 0.0% 17.3% -4.4% -5.2% -64.4K 817.4K -1.2K 0.52 118.20 N/A N/A 65 34 517 923 2024-09-18 $17.62 $20.00 28.8% 8.3% 18.7% 0.0% 31.5% 12.1% 11.0% -20.2K 633.8K -1.5K 2.40 129.16 N/A N/A 15 36 545 946 2024-09-19 $17.69 $20.00 15.5% 4.4% 18.6% 0.0% 15.5% 3.3% 30.7% -43.8K 803.6K -903 3.73 108.20 N/A N/A 30 112 494 972 2024-09-20 $17.68 $20.00 22.3% 6.4% 17.6% 0.0% 20.2% 7.6% 15.8% -34.5K 888.7K -752 4.44 116.45 N/A N/A 9 40 503 986 2024-09-23 $17.73 $20.00 15.3% 4.4% 16.8% 0.0% 15.6% 19.8% -1.2% -29.6K 666.5K -446 0.50 116.86 N/A N/A 48 24 318 594 2024-09-24 $17.87 $19.00 16.1% 4.6% 17.1% 0.0% 17.1% 80.5% 3.2% -30.0K 627.1K -616 2.13 113.88 N/A N/A 8 17 360 612 2024-09-25 $17.86 $19.00 15.6% 4.5% 17.0% 0.0% 14.8% 78.5% -9.9% -28.7K 612.9K -771 1.91 116.96 N/A N/A 11 21 365 616 2024-09-26 $17.80 $19.00 17.3% 5.0% 16.1% 0.0% 21.4% 2.6% -0.5% -38.5K 672.6K -693 0.86 117.17 N/A N/A 36 31 355 626 2024-09-27 $17.86 $19.00 17.4% 5.0% 16.1% 0.0% 19.0% 6.2% -8.1% -39.6K 633.8K -770 2.33 76.34 N/A N/A 12 28 385 653 2024-09-30 $17.77 $19.00 20.9% 6.0% 16.2% 0.0% 22.2% 3.9% -8.3% -36.8K 657.5K -842 4.25 114.09 N/A N/A 28 119 393 665
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