VOX Options History — February 2019

In February 2019, VOX traded between $80.91 and $83.10. ATM implied volatility averaged 20.7%, placing in the 14.1% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 2.1% (HV 20d: 18.7%). Max pain ranged from $76.00 to $76.00. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.12.

Notable Days

  • 2019-02-14: Highest Volume — 99 contracts
  • 2019-02-20: Largest IV spike — 130.3% change
  • 2019-02-01: Highest IV Rank — 35.2%
  • 2019-02-26: Largest Expected Move — 8.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$82.17$80.91$83.10$81.86$82.13
Max Pain$76.00$76.00$76.00$76.00$76.00
ATM IV20.7%12.6%39.1%39.1%14.5%
Expected Move5.6%3.6%8.9%6.5%4.1%
HV 20d18.7%16.3%22.2%22.2%16.3%
HV 60d23.5%22.5%24.3%24.3%22.5%
IV Rank14.1%4.7%35.2%35.2%6.9%
IV Percentile31.9%5.6%88.5%88.5%11.9%
Term Structure-5.7%-31.8%8.5%-7.0%-0.4%
VWIV19.4%8.3%42.0%26.6%8.3%
Skew 25d3.7%-7.5%8.3%3.4%-2.1%
Skew 10d4.7%-36.1%28.4%8.9%2.2%
Call IV 25d18.7%8.9%50.0%28.6%13.9%
Put IV 25d22.4%11.5%48.0%32.0%11.8%
Bid-Ask Spread %127.2888.75172.97165.56125.44
Gamma HHI0.160.110.230.120.23
Net GEX26.0K-13.6K76.6K-13.6K76.6K
Net DEX-559.9K-984.3K-76.0K-76.0K-984.3K
Net VEX-4.4K-5.2K-3.8K-4.1K-4.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.120.000.670.000.67
Total Volume30.78909995
Total OI412.579336473336473

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-02-01$81.86$76.0039.1%6.5%22.2%35.2%26.6%3.4%-7.0%-13.6K-76.0K-4.1K0.00165.56N/AN/A90144192
2019-02-04$82.32$76.0021.0%5.5%18.7%14.4%0.0%5.2%-0.6%-11.1K-93.9K-3.9K0.00101.71N/AN/A310144192
2019-02-05$82.95$76.0028.3%6.6%18.5%22.8%0.0%-1.4%-11.0%4.1K-478.5K-3.8K0.00162.79N/AN/A340177192
2019-02-06$81.80$76.0021.2%6.1%19.0%14.6%16.3%0.7%5.7%-5.6K-204.4K-3.9K0.50137.60N/AN/A42177192
2019-02-07$80.91$76.0020.7%5.9%19.5%14.1%17.9%5.9%-8.0%16.5K-98.2K-4.1K0.12103.08N/AN/A172180194
2019-02-08$81.25$76.0017.7%5.1%19.5%10.6%17.7%3.7%0.4%25.6K-198.2K-4.1K0.0688.75N/AN/A483192194
2019-02-11$81.03$76.0018.7%5.4%19.5%11.8%16.0%8.3%-6.3%1.7K-189.5K-4.0K0.00117.68N/AN/A30182193
2019-02-12$82.03$76.0015.8%4.5%19.8%8.4%17.3%7.1%-4.2%3.2K-422.5K-3.9K0.02103.46N/AN/A411185193
2019-02-13$82.01$76.0014.5%4.2%19.3%6.9%22.8%8.2%3.9%5.1K-396.2K-3.9K0.01101.52N/AN/A971188192
2019-02-14$82.28$76.0025.8%7.4%19.2%20.0%23.3%5.0%-16.0%23.0K-633.3K-4.5K0.02134.93N/AN/A972244192
2019-02-15$82.64$76.0013.6%3.9%19.2%5.8%13.6%6.7%0.8%26.0K-811.2K-4.2K0.02109.27N/AN/A972244193
2019-02-19$83.10$76.0012.6%3.6%19.2%4.7%0.0%7.6%8.5%54.4K-933.8K-4.8K0.00126.73N/AN/A140268173
2019-02-20$82.84$76.0029.0%8.3%17.3%23.6%42.0%-7.5%-17.7%29.0K-889.6K-5.2K0.00167.70N/AN/A160273173
2019-02-21$81.96$76.0014.9%4.3%17.9%7.4%11.2%3.0%1.2%56.2K-732.7K-5.0K0.19122.20N/AN/A163273173
2019-02-22$82.71$76.0012.7%3.6%18.1%4.8%8.3%7.9%0.3%63.5K-904.0K-4.6K0.09113.19N/AN/A323273176
2019-02-25$82.69$76.0026.7%7.7%17.8%21.0%0.0%-2.0%-24.5%37.1K-799.7K-5.2K0.00164.13N/AN/A00292177
2019-02-26$82.45$76.0031.1%8.9%17.3%26.0%0.0%7.8%-31.8%31.5K-920.4K-5.2K0.00172.97N/AN/A01292177
2019-02-27$82.21$76.0016.4%4.7%16.7%9.1%0.0%3.0%-1.0%70.3K-872.5K-5.1K0.3399.68N/AN/A31292178
2019-02-28$82.13$76.0014.5%4.1%16.3%6.9%0.0%-2.1%-0.4%76.6K-984.3K-4.9K0.67125.44N/AN/A32295178