YMAX Options History — November 2024

In November 2024, YMAX traded between $16.91 and $18.41. ATM implied volatility averaged 15.9%, placing in the 5.6% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded below realized volatility by 6.0% (HV 20d: 21.9%). Max pain ranged from $17.00 to $18.00. Net GEX was positive for 1 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 4.59.

Notable Days

  • 2024-11-07: Highest Volume — 1,132 contracts
  • 2024-11-11: Largest IV spike — 70.1% change
  • 2024-11-01: Highest IV Rank — 11.3%
  • 2024-11-06: Largest Expected Move — 9.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.86$16.91$18.41$16.95$18.13
Max Pain$17.60$17.00$18.00$17.00$18.00
ATM IV15.9%9.5%23.3%23.3%13.6%
Expected Move4.5%2.9%9.6%6.7%3.9%
HV 20d21.9%17.8%23.9%17.9%20.5%
HV 60d18.4%17.3%19.0%17.3%18.4%
IV Rank5.6%0.7%11.3%11.3%3.9%
IV Percentile26.9%3.2%65.8%65.8%14.3%
Term Structure3.5%-2.5%31.9%-1.4%-0.2%
VWIV18.9%8.7%73.4%23.4%13.9%
Skew 25d25.9%-7.8%65.6%6.0%63.5%
Skew 10d64.1%0.5%110.4%41.4%106.9%
Call IV 25d23.3%9.8%121.3%18.9%11.4%
Put IV 25d49.2%9.2%140.1%24.9%74.9%
Bid-Ask Spread %125.6398.11137.16122.5398.11
Gamma HHI0.510.210.920.440.44
Net GEX-126.6K-753.9K34.3K-47.6K-66.7K
Net DEX692.8K-119.2K2.6M675.7K467.1K
Net VEX-1.8K-3.3K-528-1.2K-2.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.590.7746.880.811.34
Total Volume406.35471,13225582
Total OI2,662.451,5023,6551,5023,105

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$16.95$17.0023.3%6.7%17.9%11.3%23.4%6.0%-1.4%-47.6K675.7K-1.2K0.81122.53N/AN/A141114531971
2024-11-04$16.91$17.0022.3%5.2%17.8%10.5%18.2%1.3%26.7%-40.5K863.0K-1.8K2.15135.31N/AN/A1372945531,065
2024-11-05$17.12$17.0022.9%3.6%18.4%11.0%15.8%57.7%31.9%-65.6K619.9K-1.7K1.12134.79N/AN/A1451636781,353
2024-11-06$17.70$17.0023.0%9.6%22.1%11.1%14.4%15.5%5.6%-43.2K-119.2K-1.3K1.57133.10N/AN/A3575597721,528
2024-11-07$17.74$17.0021.2%3.1%21.4%9.7%10.1%64.6%4.1%-101.9K891.8K-1.8K1.98137.16N/AN/A3807525912,010
2024-11-08$17.69$17.009.5%9.6%20.9%0.7%18.7%65.1%-2.5%-51.3K1.3M-5280.95135.66N/AN/A96914042,008
2024-11-11$18.11$17.0016.1%3.4%22.5%5.8%16.8%0.9%-0.2%-327.6K447.8K-1.2K2.37130.95N/AN/A3267724832,046
2024-11-12$18.09$18.0018.1%3.2%22.0%7.3%17.4%9.9%0.6%-502.1K904.2K-2.0K1.35118.60N/AN/A1111507202,752
2024-11-13$17.95$18.0014.5%4.1%22.2%4.5%18.9%0.6%-1.4%-753.9K1.8M-3.3K1.94116.23N/AN/A16317832,805
2024-11-14$17.61$18.0018.0%5.2%22.7%7.2%19.8%6.3%1.3%-223.2K2.3M-1.2K3.29132.37N/AN/A311027542,812
2024-11-15$17.55$18.0015.1%4.3%22.2%5.0%8.7%-7.8%1.1%-44.5K2.6M-2.2K46.88124.90N/AN/A177977832,872
2024-11-18$17.88$18.0010.2%2.9%23.2%1.3%17.4%10.5%0.3%-6.2K270.7K-1.4K1.93128.59N/AN/A871687061,244
2024-11-19$18.21$17.0013.5%3.9%23.9%3.7%17.2%57.0%2.1%-29.8K29.2K-2.0K10.54120.84N/AN/A788227861,400
2024-11-20$18.20$18.0010.9%3.1%23.2%1.8%73.4%4.8%0.2%-31.0K-60.0K-2.1K0.77127.36N/AN/A2471908561,691
2024-11-21$18.13$18.0016.2%4.6%23.3%5.8%16.4%65.6%-1.4%-47.9K333.2K-2.1K1.22125.55N/AN/A1051287741,839
2024-11-22$18.33$18.0010.5%3.0%23.5%1.5%22.5%18.8%3.4%34.3K-64.2K-1.2K2.23121.78N/AN/A26588201,939
2024-11-25$18.41$18.0013.1%3.7%23.4%3.4%9.8%50.7%0.5%-3.1K68.3K-2.1K4.63121.19N/AN/A431998281,982
2024-11-26$18.20$18.0012.7%3.6%23.9%3.2%13.2%27.3%2.0%-63.0K202.7K-1.9K3.29130.90N/AN/A351158562,079
2024-11-27$18.32$18.0013.0%3.7%23.7%3.4%12.6%-0.4%-1.9%-117.6K281.5K-2.4K1.38116.61N/AN/A68948902,180
2024-11-29$18.13$18.0013.6%3.9%20.5%3.9%13.9%63.5%-0.2%-66.7K467.1K-2.1K1.3498.11N/AN/A35478842,221