CORN Options History — May 2025 In May 2025, CORN traded between $17.95 and $18.78. ATM implied volatility averaged 21.5%, placing in the 25.5% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 7.8% (HV 20d: 13.7%). Max pain ranged from $18.00 to $19.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.42.
Notable Days 2025-05-12 : Highest Volume — 4,313 contracts2025-05-23 : Largest IV spike — 43.9% change2025-05-20 : Highest IV Rank — 35.2%2025-05-20 : Largest Expected Move — 7.5%Monthly Statistics Metric Avg Min Max Open Close Price $18.34 $17.95 $18.78 $18.76 $18.10 Max Pain $18.38 $18.00 $19.00 $19.00 $18.00 ATM IV 21.5% 15.6% 26.1% 21.3% 21.0% Expected Move 6.2% 4.5% 7.5% 6.1% 6.0% HV 20d 13.7% 11.3% 16.3% 14.7% 13.0% HV 60d 14.2% 13.0% 14.9% 14.5% 13.0% IV Rank 25.5% 12.9% 35.2% 25.1% 24.3% IV Percentile 69.5% 18.7% 94.4% 71.0% 67.9% Term Structure 1.9% -7.2% 11.3% 0.8% 1.1% VWIV 22.2% 18.3% 25.7% 20.0% 21.3% Skew 25d 1.1% -5.4% 21.8% 0.1% 4.5% Skew 10d 2.5% -8.1% 41.1% 6.1% 1.0% Call IV 25d 20.6% 12.6% 25.0% 18.1% 13.2% Put IV 25d 21.7% 15.1% 43.3% 18.2% 17.7% Bid-Ask Spread % 106.16 96.74 135.25 111.16 116.12 Gamma HHI 0.28 0.20 0.41 0.41 0.20 Net GEX 209.1K 127.4K 290.5K 184.2K 229.0K Net DEX -1.7M -3.2M -803.7K -1.7M -1.6M Net VEX -15.1K -20.2K -11.4K -14.2K -11.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.42 0.00 4.58 0.24 0.23 Total Volume 340.905 35 4,313 189 108 Total OI 8,418.667 6,429 10,750 6,444 9,317
Daily Data (21 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 2025-05-01 $18.76 $19.00 21.3% 6.1% 14.7% 25.1% 20.0% 0.1% 0.8% 184.2K -1.7M -14.2K 0.24 111.16 N/A N/A 152 37 5,631 813 2025-05-02 $18.78 $19.00 20.4% 5.9% 14.6% 23.2% 20.1% -3.0% -7.2% 187.1K -1.8M -14.5K 0.70 104.78 N/A N/A 76 53 5,649 780 2025-05-05 $18.41 $19.00 24.4% 6.6% 16.3% 31.7% 22.1% -1.0% 1.2% 144.4K -1.1M -12.9K 0.36 100.88 N/A N/A 87 31 5,670 782 2025-05-06 $18.36 $19.00 22.6% 6.5% 16.3% 27.7% 22.5% -4.9% 2.5% 141.2K -1.1M -12.3K 0.07 101.28 N/A N/A 105 7 5,734 772 2025-05-07 $18.24 $19.00 23.1% 5.0% 16.3% 28.9% 22.2% 21.8% 0.7% 128.7K -803.7K -11.4K 4.58 135.25 N/A N/A 12 55 5,752 775 2025-05-08 $18.20 $19.00 23.4% 6.5% 15.0% 29.4% 22.5% 6.8% 2.7% 127.4K -841.6K -11.8K 0.02 101.11 N/A N/A 206 5 5,748 782 2025-05-09 $18.26 $19.00 21.0% 6.3% 14.6% 24.5% 21.7% 0.2% 1.8% 136.5K -955.9K -11.8K 0.02 101.70 N/A N/A 202 4 5,798 786 2025-05-12 $18.34 $19.00 17.7% 6.3% 11.9% 17.3% 22.1% -0.8% 1.8% 140.2K -1.1M -11.8K 0.03 101.96 N/A N/A 4,176 137 5,852 790 2025-05-13 $18.21 $18.00 15.8% 6.3% 11.9% 13.2% 22.4% 5.5% 1.6% 228.0K -1.7M -17.4K 0.68 102.36 N/A N/A 28 19 9,960 775 2025-05-14 $18.14 $18.00 21.9% 6.3% 11.9% 26.2% 25.1% -1.1% 2.5% 221.9K -1.5M -16.7K 0.15 99.30 N/A N/A 34 5 9,967 759 2025-05-15 $18.08 $18.00 21.2% 6.1% 11.3% 24.9% 21.2% -0.2% 1.3% 216.8K -1.5M -16.3K 0.89 102.28 N/A N/A 35 31 9,992 758 2025-05-16 $17.95 $18.00 22.2% 6.4% 11.4% 27.0% 23.3% -0.1% 11.3% 212.2K -1.3M -14.8K 0.32 111.60 N/A N/A 121 39 9,987 685 2025-05-19 $18.18 $18.00 22.8% 6.5% 12.9% 28.1% 23.3% -5.4% 2.4% 226.2K -2.1M -16.2K 0.00 104.02 N/A N/A 153 0 8,514 340 2025-05-20 $18.47 $18.00 26.1% 7.5% 13.7% 35.2% 25.7% -1.5% -0.4% 254.1K -2.4M -17.7K 0.00 106.13 N/A N/A 367 0 8,503 340 2025-05-21 $18.67 $18.00 24.3% 7.0% 14.2% 31.4% 24.6% -4.2% -0.2% 290.5K -3.2M -20.2K 0.00 100.36 N/A N/A 35 0 8,720 340 2025-05-22 $18.63 $18.00 15.6% 4.5% 13.9% 12.9% 23.8% 0.6% 10.5% 279.4K -2.8M -18.9K 0.02 117.48 N/A N/A 324 5 8,738 340 2025-05-23 $18.53 $18.00 22.5% 6.4% 14.0% 27.6% 18.3% -3.5% 1.4% 279.0K -2.9M -19.6K 0.06 96.74 N/A N/A 35 2 8,719 345 2025-05-27 $18.34 $18.00 22.5% 6.4% 14.2% 27.6% 22.5% 7.0% 1.1% 253.9K -2.2M -16.1K 0.00 101.58 N/A N/A 213 1 8,727 346 2025-05-28 $18.25 $18.00 20.9% 6.0% 13.1% 24.2% 19.8% 5.6% 0.8% 254.1K -2.1M -15.3K 0.17 107.97 N/A N/A 103 17 8,867 347 2025-05-29 $18.19 $18.00 21.7% 6.2% 13.0% 25.9% 21.6% -2.7% 1.0% 256.7K -2.2M -15.6K 0.22 105.39 N/A N/A 114 25 8,946 346 2025-05-30 $18.10 $18.00 21.0% 6.0% 13.0% 24.3% 21.3% 4.5% 1.1% 229.0K -1.6M -11.8K 0.23 116.12 N/A N/A 88 20 8,963 354
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