YMAX Options History — March 2026

In March 2026, YMAX traded between $7.51 and $8.68. ATM implied volatility averaged 43.7%, placing in the 36.8% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 16.0% (HV 20d: 27.7%). Max pain ranged from $9.00 to $12.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 4.19.

Notable Days

  • 2026-03-26: Highest Volume — 737 contracts
  • 2026-03-20: Largest IV spike — 6670.0% change
  • 2026-03-16: Highest IV Rank — 100.0%
  • 2026-03-13: Largest Expected Move — 43.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.27$7.51$8.68$8.68$7.81
Max Pain$11.68$9.00$12.00$10.00$12.00
ATM IV43.7%1.0%355.8%43.2%12.6%
Expected Move11.0%0.3%43.2%12.4%3.6%
HV 20d27.7%19.9%36.5%31.5%36.5%
HV 60d24.9%22.5%29.1%22.5%29.1%
IV Rank36.8%0.0%100.0%56.6%10.9%
IV Percentile64.7%0.0%100.0%97.2%23.0%
Term Structure10.2%-16.5%45.8%17.1%4.4%
VWIV44.9%17.1%78.2%46.3%58.4%
Skew 25d36.5%-4.8%149.7%16.7%149.7%
Skew 10d68.4%-4.7%177.4%-4.7%177.4%
Call IV 25d21.2%13.5%36.8%14.9%16.5%
Put IV 25d57.7%21.3%166.2%31.6%166.2%
Bid-Ask Spread %57.3828.23100.06100.0630.66
Gamma HHI0.460.290.810.290.37
Net GEX-25.6K-44.9K-7.8K-28.5K-7.8K
Net DEX2.5M2.1M2.7M2.5M2.3M
Net VEX-3.1K-4.6K-1.9K-3.4K-2.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.190.0535.853.170.40
Total Volume219.4551573732584
Total OI7,638.5917,1477,9607,1477,768

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-03-02$8.68$10.0043.2%12.4%31.5%56.6%46.3%16.7%17.1%-28.5K2.5M-3.4K3.17100.06N/AN/A782472,9584,189
2026-03-03$8.55$9.0029.1%8.3%31.7%35.4%42.5%25.3%2.2%-44.9K2.4M-3.0K0.5092.00N/AN/A32163,0224,304
2026-03-04$8.67$10.0023.4%6.7%31.1%26.8%33.5%19.8%17.0%-23.8K2.6M-3.4K2.3393.93N/AN/A15352,9734,314
2026-03-05$8.54$12.0031.9%12.9%30.6%39.6%34.6%7.4%10.1%-32.8K2.6M-3.0K0.4090.85N/AN/A73292,9844,337
2026-03-06$8.39$12.0039.9%13.2%26.7%51.5%63.6%63.8%-16.5%-43.7K2.6M-2.2K0.0099.61N/AN/A0153,0494,340
2026-03-09$8.59$12.0033.5%12.1%23.4%41.9%20.1%20.3%45.8%-30.8K2.7M-2.8K0.4579.53N/AN/A38173,0494,351
2026-03-10$8.61$12.0025.9%12.9%23.4%30.5%32.4%-4.8%10.6%-29.6K2.6M-2.4K2.0489.77N/AN/A25513,0674,302
2026-03-11$8.52$12.0045.7%13.1%23.6%60.3%32.9%-2.4%35.4%-31.5K2.7M-2.1K0.8695.64N/AN/A1291113,0494,301
2026-03-12$8.39$12.0025.3%19.5%22.7%29.6%53.2%7.9%2.8%-19.4K2.5M-3.3K0.1548.21N/AN/A440653,1644,303
2026-03-13$8.32$12.0032.0%43.2%19.9%39.6%47.7%40.6%-3.1%-25.9K2.6M-2.6K0.0544.07N/AN/A440203,6034,295
2026-03-16$8.50$12.00355.8%9.9%21.0%100.0%44.8%35.5%-10.8%-26.1K2.5M-3.4K1.7742.94N/AN/A31553,6174,303
2026-03-17$8.59$12.0013.8%3.7%21.3%12.4%28.6%42.5%18.2%-22.3K2.3M-4.6K1.6135.08N/AN/A691113,6244,323
2026-03-18$8.32$12.0017.8%4.9%24.2%18.4%52.0%15.0%30.2%-17.8K2.6M-3.2K0.3839.32N/AN/A1663,6344,286
2026-03-19$8.30$12.001.0%7.8%24.2%0.0%54.0%39.0%21.0%-19.6K2.5M-3.4K0.8844.61N/AN/A32283,6494,279
2026-03-20$7.97$12.0067.7%6.7%27.9%93.2%17.1%19.7%26.8%-43.5K2.3M-3.9K1.2733.53N/AN/A1421803,6734,287
2026-03-23$8.23$12.0016.6%5.5%30.2%16.6%26.7%2.1%4.2%-38.8K2.5M-2.0K1.5035.06N/AN/A18273,6254,259
2026-03-24$7.96$12.001.0%7.7%31.8%0.0%29.8%98.2%-8.7%-23.7K2.5M-1.9K1.5133.53N/AN/A2143233,6394,279
2026-03-25$8.00$12.0031.6%4.8%30.9%39.1%75.0%36.8%4.6%-19.6K2.1M-3.9K17.0334.50N/AN/A345793,5824,067
2026-03-26$7.88$12.001.0%0.3%31.1%0.0%78.2%120.9%10.5%-12.8K2.3M-2.5K35.8528.23N/AN/A207173,6223,972
2026-03-27$7.58$12.005.8%1.7%33.4%6.7%57.9%20.9%6.7%-10.5K2.1M-4.0K14.8238.62N/AN/A111633,6344,199
2026-03-30$7.51$12.00107.8%30.9%32.8%100.0%58.8%27.6%-4.4%-9.9K2.2M-3.4K1.0032.62N/AN/A46463,6394,135
2026-03-31$7.81$12.0012.6%3.6%36.5%10.9%58.4%149.7%4.4%-7.8K2.3M-2.9K0.4030.66N/AN/A60243,6364,132