MAX Options History — June 2021 In June 2021, MAX traded between $40.05 and $46.18. ATM implied volatility averaged 68.1%. The 30-day expected move averaged 19.5%. Max pain ranged from $30.00 to $35.00. Net GEX was positive for 14 of 14 trading days. Term structure was in contango for 10 of 14 days. Put/call ratio averaged 0.51.
Notable Days 2021-06-29 : Highest Volume — 77 contracts2021-06-28 : Largest IV spike — 26.1% change2021-06-17 : Largest Expected Move — 22.0%Monthly Statistics Metric Avg Min Max Open Close Price $42.69 $40.05 $46.18 $41.84 $42.42 Max Pain $30.36 $30.00 $35.00 $30.00 $35.00 ATM IV 68.1% 60.5% 76.8% 73.8% 74.0% Expected Move 19.5% 17.3% 22.0% 21.1% 21.2% Term Structure 10.8% -7.9% 32.3% -1.1% 32.3% VWIV 66.6% 46.0% 75.8% 73.2% 71.9% Skew 25d -1.2% -29.7% 43.5% -18.1% 43.5% Skew 10d -0.9% -38.5% 51.3% 8.3% -38.5% Call IV 25d 79.9% 56.2% 97.5% 87.8% 61.5% Put IV 25d 78.7% 60.7% 105.0% 69.7% 105.0% Bid-Ask Spread % 109.47 101.18 124.45 110.38 115.71 Gamma HHI 0.30 0.20 0.53 0.51 0.21 Net GEX 3.6K 1.5K 8.4K 6.6K 2.5K Net DEX -140.3K -191.3K -110.6K -146.1K -122.6K Net VEX -531 -641 -448 -583 -520 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.00 4.00 0.00 0.00 Total Volume 16.143 1 77 19 7 Total OI 113.714 81 156 133 98
Daily Data (14 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 2021-06-11 $41.84 $30.00 73.8% 21.1% 0.0% 0.0% 73.2% -18.1% -1.1% 6.6K -146.1K -583 0.00 110.38 N/A N/A 19 0 98 35 2021-06-14 $42.01 $30.00 61.3% 17.6% 0.0% 0.0% 46.0% 2.1% 21.7% 8.4K -191.3K -637 0.00 107.29 N/A N/A 5 0 115 35 2021-06-15 $40.05 $30.00 68.0% 19.5% 0.0% 0.0% 0.0% -19.5% 14.8% 7.0K -187.0K -641 4.00 106.00 N/A N/A 1 4 120 35 2021-06-16 $41.27 $30.00 68.0% 19.5% 0.0% 0.0% 0.0% -16.3% 19.1% 7.9K -177.4K -620 0.00 105.34 N/A N/A 5 0 121 35 2021-06-17 $42.66 $30.00 76.8% 22.0% 0.0% 0.0% 0.0% -29.7% -3.6% 1.6K -124.5K -549 0.00 101.18 N/A N/A 2 0 117 35 2021-06-18 $41.58 $30.00 66.5% 19.1% 0.0% 0.0% 0.0% -18.4% 23.5% 1.5K -125.4K -549 0.33 106.43 N/A N/A 3 1 117 35 2021-06-21 $42.16 $30.00 64.9% 18.6% 0.0% 0.0% 61.8% -4.4% 16.9% 1.6K -110.6K -516 0.67 112.10 N/A N/A 3 2 58 29 2021-06-22 $42.45 $30.00 67.2% 19.3% 0.0% 0.0% 0.0% -16.8% 15.7% 1.8K -125.6K -496 0.00 124.45 N/A N/A 5 0 59 27 2021-06-23 $43.00 $30.00 67.1% 19.2% 0.0% 0.0% 67.3% 3.8% 6.4% 1.9K -112.7K -479 0.63 108.87 N/A N/A 38 24 54 27 2021-06-24 $43.92 $30.00 63.5% 18.2% 0.0% 0.0% 65.0% 11.6% 5.2% 2.0K -125.2K -458 0.00 110.39 N/A N/A 1 0 54 27 2021-06-25 $44.20 $30.00 60.5% 17.3% 0.0% 0.0% 72.0% 30.8% 8.3% 2.1K -124.5K -459 1.00 109.71 N/A N/A 1 1 55 27 2021-06-28 $46.18 $30.00 76.2% 21.9% 0.0% 0.0% 75.8% 20.1% -7.9% 2.3K -149.2K -448 0.00 101.78 N/A N/A 27 0 56 28 2021-06-29 $43.87 $30.00 65.1% 18.7% 0.0% 0.0% 71.9% -5.4% -0.0% 2.8K -142.2K -475 0.48 112.94 N/A N/A 52 25 67 28 2021-06-30 $42.42 $35.00 74.0% 21.2% 0.0% 0.0% 0.0% 43.5% 32.3% 2.5K -122.6K -520 0.00 115.71 N/A N/A 7 0 69 29
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