YMAX Options History — December 2024

In December 2024, YMAX traded between $16.95 and $18.64. ATM implied volatility averaged 16.5%, placing in the 7.2% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded below realized volatility by 4.1% (HV 20d: 20.7%). Max pain ranged from $18.00 to $19.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 1.49.

Notable Days

  • 2024-12-18: Highest Volume — 1,277 contracts
  • 2024-12-18: Largest IV spike — 168.7% change
  • 2024-12-30: Highest IV Rank — 20.5%
  • 2024-12-30: Largest Expected Move — 9.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.96$16.95$18.64$18.34$16.95
Max Pain$18.29$18.00$19.00$18.00$18.00
ATM IV16.5%7.0%34.0%12.7%16.8%
Expected Move4.7%2.0%9.8%3.6%4.8%
HV 20d20.7%16.2%25.0%20.6%24.5%
HV 60d19.4%17.4%22.0%17.7%21.5%
IV Rank7.2%0.0%20.5%3.2%7.5%
IV Percentile30.0%0.0%82.4%10.7%35.4%
Term Structure3.0%-23.9%16.9%10.9%5.7%
VWIV17.9%5.9%35.7%13.9%16.3%
Skew 25d2.2%-65.3%69.0%46.1%29.4%
Skew 10d24.8%-50.1%142.4%132.1%42.1%
Call IV 25d39.7%9.7%123.2%11.1%16.7%
Put IV 25d41.9%1.1%127.6%57.2%46.1%
Bid-Ask Spread %107.5178.54132.93132.9391.88
Gamma HHI0.430.220.840.260.44
Net GEX-102.1K-397.7K62.3K-38.5K-147.9K
Net DEX1.2M-369.7K3.1M444.4K2.5M
Net VEX-2.8K-4.2K-1.2K-3.0K-3.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.490.254.720.581.88
Total Volume310.905961,277251147
Total OI3,975.6673,1374,9253,1744,919

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$18.34$18.0012.7%3.6%20.6%3.2%13.9%46.1%10.9%-38.5K444.4K-3.0K0.58132.93N/AN/A159929062,268
2024-12-03$18.40$18.007.0%2.0%20.5%0.0%11.5%19.4%7.1%-41.9K237.6K-4.2K0.63117.46N/AN/A1691071,0082,326
2024-12-04$18.64$18.0013.9%4.0%20.5%5.2%35.7%69.0%10.3%62.3K-369.7K-1.4K0.25120.45N/AN/A4341091,1232,325
2024-12-05$18.38$19.0017.1%3.2%18.4%7.7%20.3%-20.0%-6.0%-136.8K579.8K-1.4K1.76119.69N/AN/A1192107612,376
2024-12-06$18.63$19.0015.7%4.4%18.9%6.6%15.2%-0.3%8.1%-13.1K197.0K-1.6K1.92117.56N/AN/A851638492,437
2024-12-09$18.46$19.0022.0%2.8%19.2%11.4%12.0%4.0%13.4%-41.1K521.5K-2.9K2.30113.39N/AN/A811868672,562
2024-12-10$18.29$19.0015.5%8.5%17.9%6.4%28.2%-14.7%-3.1%-53.0K651.0K-2.9K0.88113.14N/AN/A1341188732,654
2024-12-11$18.48$19.0010.0%2.9%18.2%2.3%7.3%2.6%0.4%-33.5K522.3K-1.8K1.3880.32N/AN/A1161609892,752
2024-12-12$18.21$19.0016.9%4.8%18.8%7.5%17.3%17.9%7.1%-167.6K1.1M-3.7K1.06112.22N/AN/A1061121,0092,876
2024-12-13$18.16$18.0017.0%4.9%17.4%7.6%17.6%5.3%13.7%-185.1K1.2M-3.5K1.83111.98N/AN/A811481,0832,929
2024-12-16$18.27$18.0016.6%4.7%17.3%7.3%17.8%16.4%16.9%-329.3K1.0M-3.8K1.39109.74N/AN/A67931,1293,049
2024-12-17$18.27$18.0012.5%3.6%16.2%4.2%14.5%8.9%13.6%-397.7K928.0K-3.8K1.56107.63N/AN/A45701,1493,084
2024-12-18$17.44$18.0033.6%9.6%22.3%20.2%32.6%-44.7%-23.9%-100.1K2.5M-2.5K1.38113.23N/AN/A5377401,1893,135
2024-12-19$17.32$18.0012.0%3.4%22.3%3.8%12.3%-16.0%7.2%-99.8K3.1M-2.4K2.59118.55N/AN/A812101,5173,378
2024-12-20$17.51$18.0018.6%5.3%22.8%8.8%18.4%-2.4%-4.3%-90.2K2.8M-3.7K4.72103.66N/AN/A673161,5673,358
2024-12-23$17.51$18.0010.8%3.1%22.3%2.9%11.9%-32.7%7.8%-3.8K1.8M-1.2K0.59107.19N/AN/A128751,4002,499
2024-12-24$17.79$18.0015.8%4.5%23.1%6.6%17.4%-0.3%-5.0%-114.8K1.2M-2.7K0.7878.54N/AN/A54421,5212,561
2024-12-26$17.82$18.0016.2%4.6%22.9%7.0%16.3%29.6%3.0%-65.6K1.1M-2.9K1.05100.19N/AN/A1081131,5712,574
2024-12-27$17.27$18.0012.8%3.7%25.0%4.4%5.9%-65.3%-4.8%-40.5K1.9M-2.0K1.81100.69N/AN/A1733141,5562,666
2024-12-30$17.10$18.0034.0%9.8%25.0%20.5%33.1%-5.6%-15.5%-105.5K2.1M-3.7K1.0687.19N/AN/A1261341,7042,990
2024-12-31$16.95$18.0016.8%4.8%24.5%7.5%16.3%29.4%5.7%-147.9K2.5M-3.6K1.8891.88N/AN/A51961,8153,104