MAX Options History — July 2024 In July 2024, MAX traded between $12.46 and $14.93. ATM implied volatility averaged 87.0%, placing in the 23.5% IV rank vs the trailing year. The 30-day expected move averaged 24.9%. IV traded above realized volatility by 37.6% (HV 20d: 49.4%). Max pain ranged from $15.00 to $20.00. Net GEX was positive for 11 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 1.04.
Notable Days 2024-07-23 : Highest Volume — 5,848 contracts2024-07-08 : Largest IV spike — 48.2% change2024-07-31 : Highest IV Rank — 45.1%2024-07-31 : Largest Expected Move — 39.1%Monthly Statistics Metric Avg Min Max Open Close Price $13.68 $12.46 $14.93 $12.65 $14.73 Max Pain $16.70 $15.00 $20.00 $17.50 $15.00 ATM IV 87.0% 54.6% 136.3% 72.0% 136.3% Expected Move 24.9% 15.7% 39.1% 20.6% 39.1% HV 20d 49.4% 38.1% 58.3% 51.4% 38.1% HV 60d 52.0% 48.5% 53.5% 53.4% 48.9% IV Rank 23.5% 9.3% 45.1% 16.9% 45.1% IV Percentile 73.5% 27.0% 97.6% 63.9% 97.6% Term Structure -20.4% -64.0% 27.5% -6.0% -41.4% VWIV 85.8% 44.6% 123.6% 44.6% 123.6% Skew 25d 2.4% -88.7% 56.6% 34.4% 19.9% Skew 10d 12.7% -29.3% 72.7% 37.4% 16.0% Call IV 25d 76.2% 48.7% 148.1% 52.4% 103.9% Put IV 25d 78.5% 53.4% 143.3% 86.8% 123.9% Bid-Ask Spread % 102.54 63.22 124.60 122.93 63.22 Gamma HHI 0.51 0.23 0.80 0.55 0.61 Net GEX 26.5K -54.2K 146.0K -18.0K 141.3K Net DEX 343.0K -4.0M 2.5M 2.5M -4.0M Net VEX -3.7K -9.0K -1.4K -2.2K -8.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.04 0.00 11.50 1.80 0.42 Total Volume 466.455 1 5,848 14 141 Total OI 4,684.045 1,721 7,936 4,743 7,936
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 2024-07-01 $12.65 $17.50 72.0% 20.6% 51.4% 16.9% 44.6% 34.4% -6.0% -18.0K 2.5M -2.2K 1.80 122.93 N/A N/A 5 9 1,939 2,804 2024-07-02 $12.54 $17.50 54.6% 15.7% 51.5% 9.3% 49.0% -16.3% 27.5% -15.9K 2.4M -2.9K 0.00 113.81 N/A N/A 0 12 1,944 2,800 2024-07-03 $12.59 $17.50 72.7% 20.8% 50.9% 17.2% 80.5% 22.5% -3.4% -16.4K 2.5M -2.0K 0.00 120.72 N/A N/A 0 41 1,944 2,706 2024-07-05 $12.52 $20.00 56.4% 17.6% 48.0% 10.1% 63.4% 7.3% -11.8% -9.7K 2.5M -1.7K 0.42 113.00 N/A N/A 12 5 1,944 2,747 2024-07-08 $12.62 $20.00 83.5% 20.3% 47.0% 22.0% 0.0% 15.9% 4.4% -15.1K 2.3M -1.9K 11.50 115.65 N/A N/A 2 23 1,956 2,629 2024-07-09 $12.72 $20.00 62.8% 20.1% 47.9% 12.9% 0.0% 5.8% -2.4% -17.7K 2.3M -1.9K 0.00 122.14 N/A N/A 0 18 1,957 2,649 2024-07-10 $12.46 $20.00 67.6% 19.4% 47.3% 15.0% 0.0% 8.5% -0.1% -11.0K 2.3M -1.7K 0.00 124.60 N/A N/A 0 1 1,957 2,661 2024-07-11 $12.73 $17.50 68.8% 19.7% 48.5% 15.5% 55.2% 10.5% 2.8% -8.9K 2.2M -1.4K 0.00 122.55 N/A N/A 875 1 1,957 2,444 2024-07-12 $12.79 $17.50 69.2% 19.8% 48.5% 15.7% 0.0% 0.4% -0.9% -12.9K 2.0M -1.5K 0.00 118.88 N/A N/A 0 1 1,259 2,362 2024-07-15 $13.68 $17.50 73.2% 21.0% 54.7% 17.5% 82.2% 14.3% 15.7% -31.9K 1.9M -2.0K 0.00 112.28 N/A N/A 21 0 1,259 2,363 2024-07-16 $14.34 $17.50 86.3% 24.7% 58.3% 23.2% 89.8% -33.1% -24.5% -54.2K 1.2M -1.9K 0.01 93.92 N/A N/A 170 2 1,280 1,881 2024-07-17 $14.02 $15.00 82.4% 23.6% 58.1% 21.5% 82.5% -5.1% -38.2% 9.5K 1.4M -1.9K 0.00 113.07 N/A N/A 47 0 1,442 1,883 2024-07-18 $13.97 $15.00 81.3% 23.3% 57.4% 21.0% 81.4% 0.9% -7.0% 9.9K 1.4M -1.7K 0.00 108.12 N/A N/A 30 0 1,482 1,883 2024-07-19 $14.24 $15.00 98.7% 28.3% 57.4% 28.6% 99.7% -88.7% -27.5% 9.3K 1.5M -1.7K 0.00 108.90 N/A N/A 15 0 1,509 1,883 2024-07-22 $14.64 $15.00 103.1% 29.6% 58.2% 30.6% 96.5% -7.5% -39.0% 10.9K -127.0K -1.9K 0.42 104.21 N/A N/A 33 14 1,253 468 2024-07-23 $14.93 $15.00 95.2% 27.3% 54.3% 27.1% 94.2% -14.6% -40.1% 13.2K -190.3K -2.1K 0.00 81.62 N/A N/A 5,845 3 1,285 480 2024-07-24 $14.50 $15.00 102.8% 29.5% 52.5% 30.4% 102.4% 52.3% -57.0% 104.3K -2.9M -7.9K 0.05 95.02 N/A N/A 644 33 5,600 484 2024-07-25 $14.41 $15.00 112.6% 32.3% 39.0% 34.7% 106.0% -40.9% -53.1% 103.8K -2.9M -8.0K 0.00 83.27 N/A N/A 603 0 5,804 512 2024-07-26 $14.79 $15.00 114.8% 32.9% 39.2% 35.7% 67.9% -27.4% -27.1% 119.6K -3.6M -8.9K 2.38 88.25 N/A N/A 52 124 6,391 512 2024-07-29 $14.57 $15.00 111.3% 31.9% 40.0% 34.1% 108.8% 56.6% -55.1% 126.5K -3.5M -8.3K 0.11 65.13 N/A N/A 1,266 135 6,443 513 2024-07-30 $14.41 $15.00 109.4% 31.4% 38.2% 33.3% 117.2% 36.8% -64.0% 146.0K -3.6M -9.0K 0.61 64.53 N/A N/A 49 30 7,144 700 2024-07-31 $14.73 $15.00 136.3% 39.1% 38.1% 45.1% 123.6% 19.9% -41.4% 141.3K -4.0M -8.9K 0.42 63.22 N/A N/A 99 42 7,206 730
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