MAX Options History — August 2023 In August 2023, MAX traded between $8.37 and $9.69. ATM implied volatility averaged 78.5%, placing in the 15.4% IV rank vs the trailing year. The 30-day expected move averaged 22.2%. IV traded above realized volatility by 14.6% (HV 20d: 63.8%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.62.
Notable Days 2023-08-02 : Highest Volume — 21 contracts2023-08-15 : Largest IV spike — 114.9% change2023-08-30 : Highest IV Rank — 33.3%2023-08-15 : Largest Expected Move — 35.3%Monthly Statistics Metric Avg Min Max Open Close Price $8.78 $8.37 $9.69 $9.69 $8.40 Max Pain $7.72 $7.50 $10.00 $10.00 $7.50 ATM IV 78.5% 50.8% 123.1% 118.3% 53.8% Expected Move 22.2% 14.6% 35.3% 33.9% 15.4% HV 20d 63.8% 47.3% 76.7% 63.3% 47.3% HV 60d 73.4% 57.4% 85.0% 80.8% 57.4% IV Rank 15.4% 4.0% 33.3% 26.1% 8.8% IV Percentile 51.4% 4.0% 94.8% 94.8% 7.9% Term Structure -6.4% -70.1% 44.8% -42.3% -10.6% VWIV 111.1% 69.7% 176.0% 103.2% 69.7% Skew 25d 5.9% -92.8% 49.7% -4.4% 23.5% Skew 10d 11.4% -112.9% 156.8% -9.0% 21.6% Call IV 25d 73.9% 40.9% 142.1% 112.9% 40.9% Put IV 25d 79.8% 47.6% 123.3% 108.5% 64.5% Bid-Ask Spread % 96.48 67.82 131.15 86.91 94.20 Gamma HHI 0.54 0.39 0.74 0.39 0.66 Net GEX 1.8K 1.4K 2.3K 1.9K 2.3K Net DEX -74.4K -120.9K -50.7K -120.9K -68.1K Net VEX -572 -763 -418 -763 -463 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.62 0.00 4.67 0.00 0.00 Total Volume 4.522 0 21 7 4 Total OI 563.478 485 616 589 494
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 2023-08-01 $9.69 $10.00 118.3% 33.9% 63.3% 26.1% 103.2% -4.4% -42.3% 1.9K -120.9K -763 0.00 86.91 N/A N/A 0 7 363 226 2023-08-02 $8.93 $10.00 114.6% 32.9% 69.3% 24.9% 0.0% 21.1% -43.8% 1.7K -80.8K -701 0.00 81.27 N/A N/A 21 0 363 229 2023-08-03 $9.55 $7.50 71.0% 19.0% 73.1% 10.6% 0.0% 9.8% 12.8% 1.4K -120.1K -718 0.31 80.74 N/A N/A 16 5 384 229 2023-08-04 $8.88 $7.50 65.3% 20.1% 76.2% 8.8% 0.0% -9.3% -12.6% 1.5K -78.4K -689 4.67 116.50 N/A N/A 3 14 373 234 2023-08-07 $9.13 $7.50 84.8% 23.3% 76.7% 15.1% 0.0% -9.3% -8.6% 1.4K -92.9K -691 0.00 99.55 N/A N/A 0 0 376 236 2023-08-08 $9.07 $7.50 90.3% 19.0% 65.7% 16.9% 0.0% 21.4% 2.0% 1.7K -90.8K -670 0.00 84.23 N/A N/A 4 0 376 236 2023-08-09 $8.48 $7.50 60.8% 17.4% 68.3% 7.3% 0.0% 9.5% -1.0% 1.5K -55.8K -633 0.00 90.71 N/A N/A 0 0 380 236 2023-08-10 $8.63 $7.50 70.8% 20.3% 62.4% 10.6% 0.0% 4.2% 6.8% 1.5K -60.1K -614 0.00 78.56 N/A N/A 2 0 380 236 2023-08-11 $8.93 $7.50 64.1% 18.4% 63.5% 8.4% 0.0% -1.6% 6.1% 1.4K -71.8K -610 0.00 91.37 N/A N/A 0 0 378 236 2023-08-14 $8.77 $7.50 57.3% 16.4% 63.4% 6.2% 0.0% 33.5% 11.0% 2.3K -50.7K -502 0.00 129.97 N/A N/A 0 0 378 236 2023-08-15 $8.78 $7.50 123.1% 35.3% 63.0% 27.6% 176.0% 34.6% -6.9% 1.8K -64.5K -625 0.00 119.62 N/A N/A 0 4 378 236 2023-08-16 $9.03 $7.50 85.4% 24.5% 64.0% 15.3% 0.0% -92.8% -38.4% 1.9K -65.3K -525 0.00 131.15 N/A N/A 3 0 378 236 2023-08-17 $8.91 $7.50 50.8% 14.6% 63.4% 4.0% 0.0% 6.2% 4.2% 2.2K -73.0K -593 0.00 96.23 N/A N/A 0 0 378 236 2023-08-18 $8.61 $7.50 68.8% 19.7% 62.9% 9.9% 0.0% -2.2% 2.2% 2.2K -57.8K -576 0.00 107.25 N/A N/A 0 10 378 236 2023-08-21 $8.41 $7.50 84.2% 24.2% 62.9% 15.0% 95.7% 10.7% 13.2% 1.7K -69.8K -537 0.00 105.97 N/A N/A 4 0 321 164 2023-08-22 $8.37 $7.50 62.6% 18.0% 62.7% 7.9% 0.0% -13.1% 15.1% 1.9K -61.6K -450 0.00 95.18 N/A N/A 0 2 325 164 2023-08-23 $8.60 $7.50 82.1% 23.5% 63.1% 14.3% 0.0% -5.7% -15.2% 1.6K -73.8K -436 0.00 103.05 N/A N/A 0 0 325 166 2023-08-24 $8.45 $7.50 77.9% 22.3% 61.7% 22.6% 0.0% 27.4% 23.8% 2.2K -61.7K -423 0.00 96.18 N/A N/A 0 0 325 166 2023-08-25 $8.45 $7.50 88.8% 25.5% 60.5% 28.8% 0.0% 49.7% -5.3% 1.7K -64.0K -418 0.00 68.87 N/A N/A 0 0 325 166 2023-08-28 $8.61 $7.50 68.5% 19.6% 61.0% 17.2% 0.0% -8.6% -34.5% 1.4K -65.3K -536 0.00 97.46 N/A N/A 0 2 325 166 2023-08-29 $8.74 $7.50 64.4% 18.5% 60.3% 14.9% 69.7% 8.8% 44.8% 1.7K -84.2K -501 0.00 96.29 N/A N/A 0 3 325 168 2023-08-30 $8.63 $7.50 96.6% 27.7% 53.2% 33.3% 0.0% 21.9% -70.1% 1.7K -80.2K -480 0.00 67.82 N/A N/A 0 0 325 169 2023-08-31 $8.40 $7.50 53.8% 15.4% 47.3% 8.8% 0.0% 23.5% -10.6% 2.3K -68.1K -463 0.00 94.20 N/A N/A 4 0 325 169
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