MAX Options History — April 2023 In April 2023, MAX traded between $7.41 and $15.25. ATM implied volatility averaged 81.2%, placing in the 12.9% IV rank vs the trailing year. The 30-day expected move averaged 23.6%. IV traded above realized volatility by 7.8% (HV 20d: 73.5%). Max pain ranged from $10.00 to $17.50. Net GEX was positive for 12 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 22.03.
Notable Days 2023-04-28 : Highest Volume — 3,907 contracts2023-04-26 : Largest IV spike — 46.8% change2023-04-27 : Highest IV Rank — 35.9%2023-04-27 : Largest Expected Move — 43.2%Monthly Statistics Metric Avg Min Max Open Close Price $11.16 $7.41 $15.25 $15.25 $7.41 Max Pain $15.66 $10.00 $17.50 $17.50 $15.00 ATM IV 81.2% 51.2% 150.8% 61.9% 140.8% Expected Move 23.6% 16.8% 43.2% 17.7% 40.4% HV 20d 73.5% 36.5% 108.8% 36.5% 108.1% HV 60d 62.7% 47.5% 78.9% 47.7% 77.7% IV Rank 12.9% 3.0% 35.9% 6.5% 32.6% IV Percentile 45.9% 2.0% 98.4% 17.1% 96.8% Term Structure -12.1% -62.4% 22.6% 4.3% -62.4% VWIV 90.9% 60.0% 171.5% 61.8% 142.1% Skew 25d 10.0% -32.1% 35.4% 33.4% -23.1% Skew 10d 23.3% -33.1% 83.5% 18.4% 31.3% Call IV 25d 78.1% 42.8% 168.1% 42.8% 152.4% Put IV 25d 88.2% 47.5% 176.6% 76.2% 129.3% Bid-Ask Spread % 93.76 39.08 122.17 113.50 55.19 Gamma HHI 0.56 0.38 0.97 0.48 0.51 Net GEX -4.8K -40.0K 8.8K 86 -40.0K Net DEX 525.2K -6.4K 3.6M -6.4K 3.6M Net VEX -621 -3.9K -45 -58 -3.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 22.03 0.00 125.00 0.00 65.22 Total Volume 651 0 3,907 1 3,907 Total OI 1,394.421 37 6,844 37 6,844
Daily Data (19 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 2023-04-03 $15.25 $17.50 61.9% 17.7% 36.5% 6.5% 61.8% 33.4% 4.3% 86 -6.4K -58 0.00 113.50 N/A N/A 1 0 25 12 2023-04-04 $15.03 $15.00 60.6% 17.4% 36.9% 6.1% 0.0% 27.0% -1.6% 41 -5.4K -56 0.00 112.67 N/A N/A 0 0 26 12 2023-04-05 $14.48 $15.00 62.0% 17.8% 38.6% 6.5% 0.0% -5.0% -2.2% 58 -1.8K -53 0.00 121.06 N/A N/A 0 2 26 12 2023-04-06 $14.14 $10.00 51.2% 16.8% 38.5% 3.0% 0.0% -1.2% -12.0% 33 747 -51 0.00 122.17 N/A N/A 0 0 26 13 2023-04-10 $13.94 $10.00 62.7% 18.3% 38.1% 6.8% 60.0% 12.0% -25.9% 28 1.8K -45 125.00 114.24 N/A N/A 1 125 26 13 2023-04-11 $13.87 $17.50 54.1% 18.5% 38.1% 3.9% 0.0% 13.8% -2.8% -2.2K 143.6K -189 0.00 114.52 N/A N/A 0 1 27 137 2023-04-12 $13.29 $17.50 65.0% 18.6% 40.4% 7.5% 62.9% 11.0% -6.5% -1.7K 148.8K -147 0.00 114.84 N/A N/A 0 8 27 139 2023-04-13 $13.00 $17.50 66.7% 19.1% 39.8% 8.1% 60.5% 7.6% -6.4% -1.5K 158.8K -142 0.04 89.98 N/A N/A 810 31 27 149 2023-04-14 $10.17 $17.50 89.6% 25.7% 93.6% 15.7% 81.9% 7.2% -43.1% 8.8K 87.8K -263 0.44 101.93 N/A N/A 286 127 837 173 2023-04-17 $10.27 $17.50 76.5% 21.9% 94.1% 11.4% 76.8% 26.5% -10.1% -110 136.0K -135 0.68 74.26 N/A N/A 69 47 1,121 262 2023-04-18 $9.39 $17.50 74.9% 21.5% 97.6% 10.8% 73.8% 5.1% -5.3% 1.9K 172.8K -106 2.12 62.97 N/A N/A 17 36 1,182 262 2023-04-19 $9.44 $17.50 75.0% 21.5% 95.1% 10.8% 61.1% 22.6% 3.6% 3.1K 140.5K -123 2.93 92.97 N/A N/A 14 41 1,194 249 2023-04-20 $9.21 $17.50 62.6% 18.0% 95.0% 6.8% 0.0% 25.9% -11.5% 122 163.3K -61 0.10 94.21 N/A N/A 21 2 1,205 201 2023-04-21 $9.29 $17.50 71.7% 20.6% 94.1% 9.8% 81.9% 4.5% -5.2% 147 135.8K -56 0.24 95.30 N/A N/A 17 4 1,205 169 2023-04-24 $9.73 $17.50 68.7% 19.7% 96.5% 8.8% 67.4% 4.2% 22.6% 329 89.8K -66 0.05 95.11 N/A N/A 91 5 70 117 2023-04-25 $8.99 $12.50 100.8% 28.9% 97.7% 19.4% 102.1% 35.4% -25.5% 1.5K 50.2K -167 85.46 90.03 N/A N/A 41 3,504 181 119 2023-04-26 $7.66 $12.50 148.0% 42.4% 108.8% 35.0% 168.2% 15.5% -36.4% -24.2K 1.7M -2.6K 20.65 77.39 N/A N/A 134 2,767 173 3,619 2023-04-27 $7.53 $15.00 150.8% 43.2% 108.6% 35.9% 171.5% -32.1% -3.4% -37.8K 3.3M -3.9K 5.50 39.08 N/A N/A 40 220 241 6,373 2023-04-28 $7.41 $15.00 140.8% 40.4% 108.1% 32.6% 142.1% -23.1% -62.4% -40.0K 3.6M -3.6K 65.22 55.19 N/A N/A 59 3,848 257 6,587
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