YMAX Options History — October 2024

In October 2024, YMAX traded between $16.96 and $17.71. ATM implied volatility averaged 20.6%, placing in the 9.3% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 5.7% (HV 20d: 14.9%). Max pain ranged from $16.00 to $19.00. Net GEX was positive for 3 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 1.47.

Notable Days

  • 2024-10-30: Highest Volume — 465 contracts
  • 2024-10-24: Largest IV spike — 122.4% change
  • 2024-10-07: Highest IV Rank — 39.2%
  • 2024-10-10: Largest Expected Move — 12.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.49$16.96$17.71$17.55$16.96
Max Pain$16.96$16.00$19.00$19.00$17.00
ATM IV20.6%8.7%59.6%22.8%18.4%
Expected Move5.5%2.5%12.1%6.5%5.3%
HV 20d14.9%12.0%19.4%13.9%19.4%
HV 60d22.4%17.5%24.9%24.4%18.4%
IV Rank9.3%0.1%39.2%10.9%7.5%
IV Percentile38.9%0.7%90.8%64.3%38.5%
Term Structure2.1%-28.9%41.0%6.2%6.9%
VWIV19.3%7.0%32.5%25.7%18.4%
Skew 25d37.0%-1.0%143.3%13.3%99.6%
Skew 10d70.0%5.4%188.6%14.1%145.3%
Call IV 25d24.6%7.0%70.9%13.6%16.5%
Put IV 25d61.6%17.7%200.8%26.9%116.1%
Bid-Ask Spread %122.55105.76141.08109.12120.52
Gamma HHI0.460.230.820.280.79
Net GEX-41.2K-112.5K22.4K-24.9K-25.9K
Net DEX560.4K-96.0K1.0M587.6K634.0K
Net VEX-1.0K-1.8K-239-1.2K-892
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.470.097.045.292.80
Total Volume127.34810465132342
Total OI1,299.0437681,7361,1471,209

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$17.55$19.0022.8%6.5%13.9%10.9%25.7%13.3%6.2%-24.9K587.6K-1.2K5.29109.12N/AN/A21111396751
2024-10-02$17.55$19.0027.4%7.9%13.9%14.5%26.2%9.1%-2.1%-44.6K767.6K-1.4K4.07113.87N/AN/A1561400885
2024-10-03$17.26$16.0014.0%4.7%15.2%4.2%27.6%17.2%10.9%-112.5K1.0M-9800.38119.35N/AN/A4015382935
2024-10-04$17.59$16.0027.6%8.2%13.3%14.6%7.0%10.8%3.2%-45.3K724.6K-1.7K1.00140.03N/AN/A55412942
2024-10-07$17.48$16.0059.6%6.4%12.4%39.2%10.4%46.3%-4.7%-62.4K813.3K-1.4K0.65141.08N/AN/A2617415946
2024-10-08$17.57$16.0026.2%7.7%12.3%13.5%32.5%19.2%9.4%-44.8K747.9K-1.3K7.04139.72N/AN/A24169428957
2024-10-09$17.64$16.0028.6%8.2%12.0%15.4%18.1%33.1%3.8%-63.7K771.9K-1.4K0.09130.60N/AN/A176154401,117
2024-10-10$17.39$17.0042.2%12.1%13.1%25.8%11.3%26.7%-28.9%-102.0K1.0M-9151.43132.82N/AN/A14203961,151
2024-10-11$17.62$17.0023.0%6.6%13.6%11.1%15.5%-1.0%-6.5%-86.6K907.3K-1.0K0.73118.93N/AN/A44324071,152
2024-10-14$17.71$17.0014.2%4.1%13.7%4.3%15.7%9.8%-5.8%-70.7K786.2K-1.8K0.51115.82N/AN/A47244491,167
2024-10-15$17.51$17.0019.5%5.6%14.4%8.4%22.4%17.8%-4.2%-92.9K937.4K-1.2K1.17122.32N/AN/A48564561,169
2024-10-16$17.59$17.0021.1%6.0%14.4%9.6%26.7%15.7%4.8%-91.3K898.1K-1.1K0.69126.93N/AN/A52364681,199
2024-10-17$17.34$17.0023.0%6.6%15.1%11.1%23.8%10.7%-5.2%-93.4K1.0M-1.4K0.25123.86N/AN/A55144991,237
2024-10-18$17.59$17.0010.0%2.9%16.1%1.0%10.3%59.9%41.0%-7.5K833.1K-2931.12127.30N/AN/A73825251,199
2024-10-21$17.59$17.008.7%2.5%16.0%0.1%15.9%10.4%6.2%-8.4K28.9K-3860.34116.42N/AN/A7726368400
2024-10-22$17.56$17.009.8%2.8%15.8%0.9%22.1%28.1%5.0%22.4K76.1K-4540.91124.61N/AN/A4743412414
2024-10-23$17.32$17.0010.5%3.0%16.4%1.5%11.9%67.8%4.6%-6.2K-19.4K-2391.71120.04N/AN/A93159438447
2024-10-24$17.30$17.0023.5%6.7%16.4%11.4%23.6%51.8%-3.9%19.9K159.3K-1.3K1.47108.44N/AN/A1522463549
2024-10-25$17.38$17.0012.3%3.5%16.4%2.9%24.0%69.5%2.0%-3.4K-18.1K-7980.79128.06N/AN/A2822477563
2024-10-28$17.55$17.009.7%2.8%16.8%0.8%12.7%53.1%-1.5%-775-96.0K-7420.32105.76N/AN/A16853502578
2024-10-29$17.64$17.009.1%2.6%16.3%0.4%16.6%143.3%8.3%5.5K46.8K-5560.71126.77N/AN/A4230465617
2024-10-30$17.52$17.0013.3%3.8%16.5%3.6%25.7%39.2%-0.1%-7.3K219.9K-7020.42106.38N/AN/A328137471625
2024-10-31$16.96$17.0018.4%5.3%19.4%7.5%18.4%99.6%6.9%-25.9K634.0K-8922.80120.52N/AN/A90252449760