VOX Options History — July 2022

In July 2022, VOX traded between $93.68 and $100.34. ATM implied volatility averaged 28.8%, placing in the 49.0% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded below realized volatility by 2.2% (HV 20d: 31.0%). Max pain ranged from $87.00 to $95.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.38.

Notable Days

2022-07-15: Highest Volume — 477 contracts
2022-07-11: Largest IV spike — 78.8% change
2022-07-05: Highest IV Rank — 100.0%
2022-07-13: Largest Expected Move — 8.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$96.72	$93.68	$100.34	$95.13	$97.55
Max Pain	$92.45	$87.00	$95.00	$92.00	$95.00
ATM IV	28.8%	18.5%	51.1%	28.2%	19.4%
Expected Move	7.0%	5.3%	8.4%	8.1%	5.6%
HV 20d	31.0%	24.3%	36.1%	35.5%	30.8%
HV 60d	34.0%	33.2%	34.6%	33.9%	33.8%
IV Rank	49.0%	19.5%	100.0%	58.2%	21.7%
IV Percentile	69.5%	38.1%	100.0%	76.6%	40.1%
Term Structure	-1.0%	-7.8%	6.9%	0.4%	-4.9%
VWIV	27.4%	19.1%	33.1%	26.4%	24.9%
Skew 25d	4.6%	-9.6%	14.5%	-4.3%	14.5%
Skew 10d	9.4%	-5.8%	31.2%	1.7%	10.6%
Call IV 25d	27.8%	17.2%	38.8%	29.5%	26.4%
Put IV 25d	32.4%	24.6%	45.7%	25.3%	40.9%
Bid-Ask Spread %	84.98	54.34	124.77	113.54	111.13
Gamma HHI	0.37	0.17	0.55	0.17	0.45
Net GEX	86.8K	26.5K	133.7K	26.5K	92.3K
Net DEX	-430.7K	-900.5K	63.8K	-23.7K	-473.3K
Net VEX	-4.3K	-5.6K	-2.7K	-2.7K	-4.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.38	0.21	0.56	0.28	0.56
Total Volume	337.15	226	477	337	230
Total OI	436.4	336	535	336	391

Daily Data (20 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
2022-07-01	$95.13	$92.00	28.2%	8.1%	35.5%	58.2%	26.4%	-4.3%	0.4%	26.5K	-23.7K	-2.7K	0.28	113.54	N/A	N/A	263	74	282	54
2022-07-05	$96.86	$87.00	42.5%	7.6%	35.7%	100.0%	27.0%	-9.6%	2.0%	30.3K	-128.3K	-2.9K	0.22	78.81	N/A	N/A	344	74	286	55
2022-07-06	$97.26	$87.00	40.0%	7.2%	35.6%	92.1%	25.1%	4.9%	-0.7%	73.0K	-429.4K	-4.1K	0.22	96.01	N/A	N/A	364	80	368	55
2022-07-07	$98.54	$91.00	30.6%	7.3%	35.9%	62.6%	25.4%	6.4%	-1.9%	120.9K	-879.0K	-5.3K	0.22	65.17	N/A	N/A	364	79	463	61
2022-07-08	$98.23	$91.00	28.6%	5.9%	35.9%	56.4%	22.7%	0.6%	6.9%	122.5K	-794.8K	-5.4K	0.22	55.17	N/A	N/A	364	81	463	62
2022-07-11	$95.46	$91.00	51.1%	8.0%	36.1%	100.0%	23.5%	-6.5%	-2.8%	87.4K	-343.4K	-4.5K	0.22	54.34	N/A	N/A	364	81	463	69
2022-07-12	$95.26	$91.00	46.8%	8.1%	34.8%	89.3%	27.3%	5.2%	-0.8%	86.9K	-374.0K	-4.5K	0.22	55.63	N/A	N/A	364	81	461	69
2022-07-13	$94.82	$91.00	29.4%	8.4%	28.8%	46.4%	28.7%	4.5%	-1.0%	83.4K	-362.3K	-4.3K	0.22	64.72	N/A	N/A	368	82	461	69
2022-07-14	$93.68	$91.00	27.6%	7.9%	29.2%	41.8%	33.1%	8.3%	0.7%	60.8K	-253.4K	-4.1K	0.22	65.56	N/A	N/A	373	82	462	71
2022-07-15	$95.78	$91.00	21.9%	6.3%	29.0%	27.7%	24.3%	5.4%	4.9%	86.5K	-353.9K	-4.2K	0.21	73.28	N/A	N/A	395	82	464	71
2022-07-18	$95.35	$91.00	21.8%	6.2%	24.3%	27.5%	19.1%	10.2%	0.2%	96.7K	-351.1K	-4.4K	0.30	102.75	N/A	N/A	244	73	320	67
2022-07-19	$98.75	$95.00	23.6%	6.8%	26.5%	32.0%	32.9%	10.0%	1.9%	124.2K	-624.8K	-5.1K	0.55	77.57	N/A	N/A	146	80	320	68
2022-07-20	$100.34	$95.00	23.5%	6.7%	26.6%	31.9%	32.6%	9.7%	-0.1%	133.7K	-900.5K	-5.6K	0.54	78.31	N/A	N/A	148	80	321	75
2022-07-21	$99.79	$95.00	25.9%	7.4%	26.8%	37.7%	32.3%	9.3%	0.5%	126.8K	-752.9K	-5.1K	0.54	91.49	N/A	N/A	149	81	317	75
2022-07-22	$96.11	$95.00	20.3%	5.8%	30.2%	24.0%	27.2%	2.9%	-5.6%	82.3K	-274.3K	-4.2K	0.54	85.91	N/A	N/A	149	81	318	76
2022-07-25	$95.72	$95.00	24.2%	6.9%	28.1%	33.4%	31.1%	10.8%	-6.0%	73.0K	-330.6K	-4.3K	0.54	108.65	N/A	N/A	149	81	318	76
2022-07-26	$94.34	$95.00	27.1%	7.8%	28.4%	40.6%	26.1%	-5.1%	-7.8%	37.8K	63.8K	-3.1K	0.55	91.80	N/A	N/A	149	82	318	76
2022-07-27	$98.34	$95.00	25.8%	7.4%	30.8%	37.5%	27.3%	3.2%	-2.5%	100.0K	-596.0K	-4.6K	0.56	124.77	N/A	N/A	149	83	318	73
2022-07-28	$97.10	$95.00	18.5%	5.3%	31.2%	19.5%	30.3%	10.7%	-3.1%	89.8K	-432.4K	-4.3K	0.56	104.94	N/A	N/A	147	83	318	74
2022-07-29	$97.55	$95.00	19.4%	5.6%	30.8%	21.7%	24.9%	14.5%	-4.9%	92.3K	-473.3K	-4.1K	0.56	111.13	N/A	N/A	147	83	318	73