MAX Options History — June 2023 In June 2023, MAX traded between $8.55 and $10.27. ATM implied volatility averaged 66.4%, placing in the 9.0% IV rank vs the trailing year. The 30-day expected move averaged 20.5%. IV traded below realized volatility by 24.0% (HV 20d: 90.4%). Max pain ranged from $5.00 to $10.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 2.66.
Notable Days 2023-06-27 : Highest Volume — 238 contracts2023-06-16 : Largest IV spike — 63.9% change2023-06-16 : Highest IV Rank — 22.0%2023-06-16 : Largest Expected Move — 30.4%Monthly Statistics Metric Avg Min Max Open Close Price $9.45 $8.55 $10.27 $8.55 $10.27 Max Pain $6.43 $5.00 $10.00 $7.50 $10.00 ATM IV 66.4% 38.5% 105.9% 76.9% 79.7% Expected Move 20.5% 14.5% 30.4% 22.0% 22.8% HV 20d 90.4% 41.1% 116.3% 116.3% 43.0% HV 60d 103.7% 102.7% 104.3% 102.7% 104.3% IV Rank 9.0% 0.0% 22.0% 12.1% 13.5% IV Percentile 33.7% 0.0% 90.1% 56.7% 62.3% Term Structure 7.9% -24.7% 52.7% -20.4% 14.4% VWIV 73.1% 46.8% 125.3% 76.5% 53.5% Skew 25d 39.6% -21.9% 173.9% 6.5% 113.3% Skew 10d 50.5% -45.7% 180.8% 24.4% 158.4% Call IV 25d 64.0% 43.8% 97.1% 67.2% 43.8% Put IV 25d 103.6% 45.3% 258.8% 73.7% 157.1% Bid-Ask Spread % 110.41 76.83 133.21 78.42 90.23 Gamma HHI 0.52 0.27 0.79 0.61 0.44 Net GEX 2.3K -5.1K 7.0K -5.1K 2.4K Net DEX -87.3K -159.1K 17.0K 17.0K -159.1K Net VEX -414 -826 -259 -637 -800 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.66 0.00 30.00 1.09 0.04 Total Volume 32.381 0 238 113 28 Total OI 827.571 238 1,205 1,148 531
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 2023-06-01 $8.55 $7.50 76.9% 22.0% 116.3% 12.1% 76.5% 6.5% -20.4% -5.1K 17.0K -637 1.09 78.42 N/A N/A 54 59 390 758 2023-06-02 $9.13 $7.50 50.6% 14.5% 113.5% 3.5% 52.6% -12.0% 17.0% 385 -89.5K -443 2.33 78.30 N/A N/A 9 21 417 758 2023-06-05 $8.93 $5.00 41.1% 20.8% 114.1% 0.4% 0.0% 4.3% -0.5% 989 -84.6K -370 0.00 111.71 N/A N/A 2 0 423 750 2023-06-06 $9.20 $5.00 57.4% 16.6% 113.0% 5.7% 0.0% 56.0% 25.0% 4.1K -111.5K -349 1.50 117.05 N/A N/A 8 12 423 750 2023-06-07 $9.41 $5.00 55.0% 21.3% 111.9% 4.9% 0.0% 21.7% 3.3% 4.6K -125.8K -359 0.00 110.39 N/A N/A 15 0 423 739 2023-06-08 $9.19 $5.00 38.5% 23.2% 112.5% 0.0% 0.0% 171.7% -5.8% 3.9K -97.8K -309 0.00 127.03 N/A N/A 0 0 422 739 2023-06-09 $9.43 $5.00 49.2% 14.6% 111.4% 3.5% 46.8% 12.5% 20.6% 5.6K -121.3K -324 30.00 110.98 N/A N/A 1 30 422 739 2023-06-12 $9.57 $5.00 73.3% 17.6% 110.0% 11.4% 60.7% 6.2% 8.6% 4.8K -124.2K -348 0.04 102.31 N/A N/A 27 1 424 768 2023-06-13 $9.61 $5.00 59.3% 23.3% 108.0% 6.8% 74.3% 19.3% -16.1% 7.0K -115.9K -349 4.00 115.28 N/A N/A 1 4 437 768 2023-06-14 $9.55 $5.00 63.8% 18.3% 104.1% 8.3% 0.0% 173.9% 47.0% 6.1K -111.4K -343 0.00 133.21 N/A N/A 0 1 437 768 2023-06-15 $9.57 $5.00 64.6% 18.5% 93.7% 8.6% 0.0% 28.8% 10.8% 4.1K -126.8K -344 0.00 113.20 N/A N/A 1 0 437 768 2023-06-16 $9.61 $5.00 105.9% 30.4% 89.9% 22.0% 125.3% 28.2% -24.7% 1.2K -74.1K -284 0.00 124.91 N/A N/A 0 31 436 768 2023-06-20 $9.62 $7.50 61.0% 17.5% 88.8% 7.4% 0.0% 51.8% -9.5% 615 -49.7K -292 0.00 117.82 N/A N/A 0 0 171 67 2023-06-21 $9.63 $7.50 70.2% 20.1% 82.8% 10.4% 65.3% 98.1% 16.3% 683 -45.6K -277 0.00 119.89 N/A N/A 2 0 171 67 2023-06-22 $9.54 $7.50 56.0% 16.1% 83.1% 5.7% 72.9% 4.1% 10.2% 814 -46.3K -282 0.00 129.04 N/A N/A 6 0 173 67 2023-06-23 $9.27 $7.50 73.9% 21.2% 84.4% 11.6% 0.0% 56.1% -9.1% 875 -36.5K -259 0.00 129.15 N/A N/A 0 100 173 67 2023-06-26 $9.68 $7.50 83.3% 23.9% 85.1% 14.7% 76.6% 17.9% -4.7% 494 -41.3K -385 0.75 116.76 N/A N/A 4 3 173 167 2023-06-27 $9.34 $7.50 84.4% 24.2% 46.8% 15.0% 105.4% 13.7% 14.7% 176 -22.4K -323 0.03 103.78 N/A N/A 230 8 164 170 2023-06-28 $9.45 $7.50 95.9% 27.5% 41.1% 18.8% 0.0% -21.9% 52.7% 1.7K -116.2K -826 0.00 112.40 N/A N/A 0 0 357 170 2023-06-29 $9.96 $7.50 54.8% 15.7% 44.6% 5.3% 67.7% -18.3% 16.0% 2.3K -149.5K -794 0.16 76.83 N/A N/A 19 3 357 170 2023-06-30 $10.27 $10.00 79.7% 22.8% 43.0% 13.5% 53.5% 113.3% 14.4% 2.4K -159.1K -800 0.04 90.23 N/A N/A 27 1 358 173
« May 2023 | All History | Jul 2023 » Home MAX History June 2023