MAX Options History — October 2023 In October 2023, MAX traded between $7.89 and $10.39. ATM implied volatility averaged 93.9%, placing in the 24.9% IV rank vs the trailing year. The 30-day expected move averaged 26.6%. IV traded above realized volatility by 37.4% (HV 20d: 56.6%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.49.
Notable Days 2023-10-16 : Highest Volume — 253 contracts2023-10-17 : Largest IV spike — 76.6% change2023-10-02 : Highest IV Rank — 100.0%2023-10-02 : Largest Expected Move — 75.0%Monthly Statistics Metric Avg Min Max Open Close Price $9.19 $7.89 $10.39 $7.94 $10.18 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 93.9% 58.1% 261.6% 261.6% 87.0% Expected Move 26.6% 17.1% 75.0% 75.0% 24.9% HV 20d 56.6% 37.4% 74.6% 37.4% 74.6% HV 60d 52.8% 49.2% 56.7% 53.4% 53.7% IV Rank 24.9% 8.8% 100.0% 100.0% 21.8% IV Percentile 67.5% 16.7% 100.0% 100.0% 79.4% Term Structure -11.8% -44.1% 16.2% -14.5% -19.1% VWIV 82.4% 62.4% 125.3% 62.4% 125.3% Skew 25d 50.5% -4.0% 349.4% 349.4% -4.0% Skew 10d 60.9% -6.0% 232.7% 171.6% -6.0% Call IV 25d 65.5% 42.4% 92.6% 92.6% 82.3% Put IV 25d 115.9% 64.6% 442.0% 442.0% 78.3% Bid-Ask Spread % 85.29 64.33 132.22 132.22 95.25 Gamma HHI 0.64 0.50 0.86 0.55 0.55 Net GEX 2.2K 790 5.1K 1.5K 1.8K Net DEX -58.9K -186.6K -27.7K -61.7K -61.9K Net VEX -305 -493 -175 -493 -196 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.49 0.00 3.00 0.00 0.00 Total Volume 17.909 0 253 4 18 Total OI 429.045 309 535 524 320
Daily Data (22 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 2023-10-02 $7.94 $7.50 261.6% 75.0% 37.4% 100.0% 0.0% 349.4% -14.5% 1.5K -61.7K -493 0.00 132.22 N/A N/A 4 0 330 194 2023-10-03 $7.89 $7.50 68.8% 19.7% 37.4% 13.6% 0.0% 49.0% 4.3% 1.6K -37.5K -409 0.00 112.27 N/A N/A 0 0 334 194 2023-10-04 $8.20 $7.50 64.8% 18.6% 39.9% 11.8% 0.0% 22.3% 2.8% 1.9K -36.9K -352 3.00 90.10 N/A N/A 1 3 334 194 2023-10-05 $8.02 $7.50 65.2% 24.6% 39.6% 12.0% 0.0% 13.4% -19.9% 1.6K -52.9K -432 0.00 99.86 N/A N/A 0 0 335 194 2023-10-06 $8.80 $7.50 114.1% 17.1% 48.9% 33.9% 0.0% 16.9% 16.2% 3.4K -73.0K -419 0.00 68.50 N/A N/A 6 0 335 194 2023-10-09 $9.02 $7.50 61.5% 17.9% 48.7% 10.3% 62.4% 20.8% 2.6% 4.0K -83.1K -413 0.17 74.45 N/A N/A 12 2 341 194 2023-10-10 $9.00 $7.50 58.1% 17.9% 48.4% 8.8% 0.0% 20.9% 9.6% 4.0K -78.0K -399 0.00 86.46 N/A N/A 6 0 342 192 2023-10-11 $8.77 $7.50 67.5% 19.3% 49.1% 13.0% 67.6% 17.5% -5.9% 3.2K -72.2K -400 0.50 73.62 N/A N/A 2 1 336 192 2023-10-12 $8.71 $7.50 83.3% 23.9% 48.6% 20.1% 0.0% 15.7% -25.0% 3.4K -67.3K -372 0.00 72.24 N/A N/A 0 0 338 192 2023-10-13 $9.37 $7.50 74.9% 21.5% 52.5% 16.3% 0.0% 13.2% 3.4% 4.1K -112.7K -438 0.00 64.33 N/A N/A 2 0 338 192 2023-10-16 $10.30 $7.50 73.8% 21.1% 60.3% 15.8% 72.7% 19.4% -40.7% 5.1K -186.6K -441 0.00 73.56 N/A N/A 253 0 338 192 2023-10-17 $10.39 $7.50 130.2% 37.3% 59.0% 41.1% 0.0% 53.6% -29.0% 1.8K -69.6K -237 2.17 75.90 N/A N/A 6 13 157 192 2023-10-18 $9.71 $7.50 76.1% 21.8% 64.7% 16.9% 76.1% 29.6% -15.3% 1.4K -33.5K -200 1.31 79.42 N/A N/A 13 17 153 204 2023-10-19 $9.66 $7.50 75.0% 21.5% 64.7% 16.4% 0.0% 13.4% -4.3% 1.7K -32.2K -204 0.00 75.39 N/A N/A 9 0 165 203 2023-10-20 $9.71 $7.50 72.6% 20.8% 64.7% 15.3% 72.8% 149.3% -2.8% 1.4K -27.7K -198 0.63 77.52 N/A N/A 8 5 157 203 2023-10-23 $9.57 $7.50 82.2% 23.6% 65.2% 19.6% 0.0% 25.4% -10.4% 1.3K -37.4K -190 0.00 71.38 N/A N/A 0 0 149 160 2023-10-24 $9.43 $7.50 98.4% 28.2% 65.7% 26.9% 0.0% 34.4% -7.1% 1.2K -31.4K -180 0.00 94.87 N/A N/A 0 0 149 160 2023-10-25 $9.59 $7.50 97.7% 28.0% 65.7% 26.5% 0.0% 22.1% -8.5% 1.2K -38.1K -188 0.00 86.49 N/A N/A 2 0 149 160 2023-10-26 $9.54 $7.50 96.0% 27.5% 65.8% 25.8% 100.2% 3.8% -20.7% 1.3K -34.5K -181 0.00 84.19 N/A N/A 2 0 151 160 2023-10-27 $8.91 $7.50 126.7% 36.3% 71.1% 39.6% 0.0% 136.1% -31.8% 790 -30.5K -182 0.00 94.31 N/A N/A 0 0 151 160 2023-10-30 $9.55 $7.50 131.2% 37.6% 72.4% 41.6% 125.3% 88.0% -44.1% 1.2K -36.1K -175 0.00 94.13 N/A N/A 9 0 151 160 2023-10-31 $10.18 $7.50 87.0% 24.9% 74.6% 21.8% 0.0% -4.0% -19.1% 1.8K -61.9K -196 0.00 95.25 N/A N/A 18 0 160 160
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