MAX Options History — May 2022 In May 2022, MAX traded between $9.69 and $15.15. ATM implied volatility averaged 84.6%, placing in the 30.5% IV rank vs the trailing year. The 30-day expected move averaged 22.9%. IV traded above realized volatility by 30.6% (HV 20d: 54.0%). Max pain ranged from $7.50 to $15.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 3.23.
Notable Days 2022-05-18 : Highest Volume — 206 contracts2022-05-05 : Largest IV spike — 65.3% change2022-05-10 : Highest IV Rank — 70.8%2022-05-11 : Largest Expected Move — 33.2%Monthly Statistics Metric Avg Min Max Open Close Price $11.18 $9.69 $15.15 $15.15 $10.03 Max Pain $8.57 $7.50 $15.00 $15.00 $7.50 ATM IV 84.6% 55.4% 124.8% 74.5% 71.6% Expected Move 22.9% 15.9% 33.2% 21.3% 20.5% HV 20d 54.0% 33.8% 63.5% 33.8% 61.3% HV 60d 66.1% 53.9% 74.4% 66.8% 54.3% IV Rank 30.5% 1.2% 70.8% 20.3% 17.5% IV Percentile 62.0% 0.4% 97.4% 42.4% 28.7% Term Structure -7.8% -52.5% 11.7% -6.2% 11.7% VWIV 109.5% 68.0% 167.3% 79.2% 119.9% Skew 25d 12.8% -8.2% 27.0% 16.1% -8.2% Skew 10d 23.9% -2.7% 51.6% 24.1% -1.7% Call IV 25d 81.7% 63.6% 126.0% 86.0% 99.8% Put IV 25d 94.5% 71.5% 143.6% 102.1% 91.6% Bid-Ask Spread % 105.33 95.20 129.79 98.78 103.46 Gamma HHI 0.61 0.39 0.73 0.64 0.70 Net GEX -380 -2.6K 431 -2.6K 381 Net DEX 28.5K -14.7K 90.1K 12.6K -14.2K Net VEX -127 -260 -71 -260 -78 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.23 2.38 5.00 2.61 5.00 Total Volume 160.429 54 206 202 54 Total OI 258.571 53 388 385 53
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 2022-05-02 $15.15 $15.00 74.5% 21.3% 33.8% 20.3% 79.2% 16.1% -6.2% -2.6K 12.6K -260 2.61 98.78 N/A N/A 56 146 233 152 2022-05-03 $14.09 $15.00 86.5% 24.8% 39.9% 32.4% 80.0% 8.6% -12.8% -1.8K 34.6K -257 2.56 96.63 N/A N/A 57 146 233 152 2022-05-04 $14.05 $15.00 67.1% 19.2% 39.8% 13.0% 68.0% 26.5% -5.6% -2.4K 44.8K -243 2.56 104.46 N/A N/A 57 146 234 152 2022-05-05 $13.41 $7.50 110.9% 23.5% 42.0% 56.9% 167.3% 11.8% -9.8% -1.8K 54.3K -234 2.56 95.20 N/A N/A 57 146 234 152 2022-05-06 $12.73 $7.50 96.2% 24.9% 43.4% 42.1% 143.5% 22.6% -7.3% -1.6K 78.8K -191 2.56 98.64 N/A N/A 57 146 234 152 2022-05-09 $11.96 $7.50 93.8% 19.9% 46.7% 39.7% 98.8% 11.2% -1.9% -1.3K 80.8K -152 2.56 129.79 N/A N/A 57 146 234 152 2022-05-10 $11.05 $7.50 124.8% 26.2% 51.6% 70.8% 125.6% 7.8% -52.5% -686 82.2K -160 2.53 115.56 N/A N/A 57 144 236 152 2022-05-11 $10.09 $7.50 115.8% 33.2% 56.6% 61.8% 163.3% 17.5% -6.8% -306 69.9K -130 2.53 123.80 N/A N/A 57 144 236 114 2022-05-12 $10.34 $7.50 83.1% 23.8% 57.5% 29.0% 94.4% 12.9% -9.7% 132 89.6K -91 2.54 104.36 N/A N/A 57 145 236 114 2022-05-13 $10.26 $7.50 84.0% 24.1% 57.2% 29.9% 120.4% 25.6% -10.2% 194 87.7K -83 2.54 98.41 N/A N/A 57 145 236 112 2022-05-16 $10.36 $7.50 76.8% 22.0% 58.0% 22.6% 95.8% 12.5% -2.7% 330 90.1K -77 2.54 98.70 N/A N/A 57 145 238 112 2022-05-17 $10.77 $7.50 85.4% 24.5% 60.3% 31.3% 97.6% 9.7% -12.7% 431 -14.0K -81 2.54 113.09 N/A N/A 57 145 238 13 2022-05-18 $10.34 $7.50 82.0% 23.5% 60.7% 27.9% 97.4% 3.8% -13.0% 375 -12.5K -77 2.38 104.95 N/A N/A 61 145 238 13 2022-05-19 $10.17 $7.50 77.0% 22.1% 60.3% 22.9% 97.3% -5.1% -13.6% 394 -12.0K -82 2.38 108.08 N/A N/A 61 145 242 13 2022-05-20 $10.04 $7.50 55.4% 15.9% 60.2% 1.2% 96.9% 5.2% 10.0% 399 -12.0K -82 2.38 104.80 N/A N/A 61 145 242 13 2022-05-23 $9.90 $7.50 79.4% 22.8% 59.6% 25.3% 110.3% 22.2% -2.5% 356 -12.3K -80 5.00 106.24 N/A N/A 9 45 41 12 2022-05-24 $9.69 $7.50 65.9% 18.9% 59.6% 11.8% 100.6% 8.7% 8.7% 360 -10.2K -71 5.00 104.08 N/A N/A 9 45 41 12 2022-05-25 $9.88 $7.50 86.4% 24.8% 61.2% 32.3% 123.1% 27.0% -6.2% 357 -11.7K -75 5.00 103.89 N/A N/A 9 45 41 12 2022-05-26 $10.11 $7.50 82.5% 23.7% 61.0% 28.4% 105.2% 16.2% -9.2% 389 -12.4K -79 5.00 102.73 N/A N/A 9 45 41 12 2022-05-27 $10.42 $7.50 76.8% 22.0% 63.5% 22.6% 115.1% 16.9% -12.3% 418 -14.7K -85 5.00 96.26 N/A N/A 9 45 41 12 2022-05-31 $10.03 $7.50 71.6% 20.5% 61.3% 17.5% 119.9% -8.2% 11.7% 381 -14.2K -78 5.00 103.46 N/A N/A 9 45 41 12
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