MAX Options History — March 2023 In March 2023, MAX traded between $13.75 and $15.49. ATM implied volatility averaged 66.5%, placing in the 8.1% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded above realized volatility by 13.2% (HV 20d: 53.3%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 18 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.00.
Notable Days 2023-03-06 : Highest Volume — 15 contracts2023-03-15 : Largest IV drop — 35.4% change2023-03-14 : Highest IV Rank — 28.7%2023-03-15 : Largest Expected Move — 23.9%Monthly Statistics Metric Avg Min Max Open Close Price $14.45 $13.75 $15.49 $14.83 $14.85 Max Pain $17.39 $15.00 $17.50 $17.50 $17.50 ATM IV 66.5% 46.4% 129.0% 58.0% 58.9% Expected Move 16.3% 13.1% 23.9% 16.6% 16.9% HV 20d 53.3% 38.1% 62.7% 60.1% 38.1% HV 60d 54.9% 47.2% 59.7% 59.1% 47.5% IV Rank 8.1% 1.4% 28.7% 5.2% 5.5% IV Percentile 26.0% 0.4% 97.2% 6.3% 10.7% Term Structure 3.4% -22.8% 35.7% -22.8% 8.3% VWIV 54.9% 44.4% 71.2% 46.6% 57.7% Skew 25d 23.1% -10.8% 194.4% 12.1% 194.4% Skew 10d 31.1% -11.7% 276.3% 32.5% 276.3% Call IV 25d 52.9% 35.8% 75.5% 75.5% 49.6% Put IV 25d 76.1% 49.2% 244.0% 87.6% 244.0% Bid-Ask Spread % 111.85 101.94 129.29 103.28 116.66 Gamma HHI 0.50 0.44 0.62 0.62 0.53 Net GEX 110 -376 526 -376 -125 Net DEX -1.7K -13.5K 12.2K 12.2K -1.6K Net VEX -71 -106 -55 -102 -55 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 2.478 0 15 5 0 Total OI 49.609 37 72 72 37
Daily Data (23 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 2023-03-01 $14.83 $17.50 58.0% 16.6% 60.1% 5.2% 46.6% 12.1% -22.8% -376 12.2K -102 0.00 103.28 N/A N/A 0 5 38 34 2023-03-02 $14.96 $17.50 63.8% 18.3% 59.8% 7.2% 71.2% 13.3% -11.5% -151 5.9K -105 0.00 101.94 N/A N/A 0 10 38 33 2023-03-03 $15.49 $15.00 66.3% 19.0% 60.7% 8.0% 0.0% 0.2% -12.0% 152 -13.5K -106 0.00 105.50 N/A N/A 0 0 38 23 2023-03-06 $14.87 $17.50 81.0% 13.6% 62.7% 12.8% 0.0% 2.2% 17.3% 83 -6.3K -94 0.00 106.18 N/A N/A 0 15 38 23 2023-03-07 $14.96 $17.50 59.5% 15.9% 62.4% 5.7% 0.0% 0.8% 12.2% 526 -11.9K -80 0.00 105.12 N/A N/A 2 0 38 11 2023-03-08 $14.66 $17.50 71.7% 17.3% 61.6% 9.8% 0.0% 26.6% 1.2% 511 -11.2K -79 0.00 106.24 N/A N/A 3 0 40 11 2023-03-09 $14.29 $17.50 66.2% 15.8% 61.2% 7.9% 0.0% 25.3% -3.1% 391 -7.2K -74 0.00 113.71 N/A N/A 0 0 43 11 2023-03-10 $14.00 $17.50 88.8% 16.1% 56.2% 15.4% 0.0% 9.4% -4.3% 378 -5.8K -68 0.00 117.77 N/A N/A 0 0 43 11 2023-03-13 $13.96 $17.50 101.9% 13.1% 56.1% 19.7% 44.4% 26.8% 20.2% 356 -4.8K -65 0.00 118.50 N/A N/A 0 8 43 11 2023-03-14 $14.18 $17.50 129.0% 16.3% 54.9% 28.7% 0.0% 52.5% -9.8% 254 -2.6K -83 0.00 123.39 N/A N/A 0 0 43 19 2023-03-15 $13.75 $17.50 83.3% 23.9% 55.6% 13.6% 54.8% 11.3% -20.0% 65 8.2K -69 0.00 115.78 N/A N/A 0 12 43 19 2023-03-16 $14.15 $17.50 65.4% 18.8% 56.4% 7.7% 0.0% -8.4% -11.5% 105 4.7K -68 0.00 110.76 N/A N/A 0 0 43 17 2023-03-17 $13.93 $17.50 57.8% 16.6% 54.7% 5.2% 0.0% 9.0% 4.4% 59 5.8K -65 0.00 105.89 N/A N/A 0 1 43 17 2023-03-20 $13.88 $17.50 46.9% 13.4% 54.6% 1.6% 0.0% 20.9% 13.6% 51 -447 -60 0.00 110.54 N/A N/A 0 0 25 12 2023-03-21 $14.51 $17.50 52.4% 15.0% 56.3% 3.4% 0.0% 21.8% 3.5% 49 -2.5K -62 0.00 107.91 N/A N/A 0 0 25 12 2023-03-22 $14.02 $17.50 59.3% 17.0% 57.7% 5.7% 0.0% 29.0% -4.4% 98 -524 -59 0.00 113.11 N/A N/A 0 0 25 12 2023-03-23 $14.37 $17.50 48.1% 13.8% 58.3% 1.9% 0.0% 36.0% 35.7% 11 -925 -61 0.00 125.08 N/A N/A 0 0 25 12 2023-03-24 $14.56 $17.50 55.9% 16.0% 42.8% 4.5% 0.0% 28.7% 13.3% -62 4 -57 0.00 129.29 N/A N/A 0 0 25 12 2023-03-27 $14.79 $17.50 58.9% 16.9% 39.1% 5.5% 0.0% -0.2% 11.8% 31 -2.8K -60 0.00 111.91 N/A N/A 0 0 25 12 2023-03-28 $14.52 $17.50 46.4% 13.3% 39.5% 1.4% 0.0% 26.9% 21.7% 88 -1.9K -58 0.00 109.87 N/A N/A 0 0 25 12 2023-03-29 $14.39 $17.50 53.4% 15.3% 38.7% 3.7% 0.0% -10.8% 17.4% -6 -373 -55 0.00 106.60 N/A N/A 0 0 25 12 2023-03-30 $14.39 $17.50 57.9% 16.6% 38.5% 5.2% 57.7% 4.1% -3.9% 45 -1.3K -56 0.00 107.41 N/A N/A 0 1 25 12 2023-03-31 $14.85 $17.50 58.9% 16.9% 38.1% 5.5% 0.0% 194.4% 8.3% -125 -1.6K -55 0.00 116.66 N/A N/A 0 0 25 12
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