VOX Options History — February 2023 In February 2023, VOX traded between $90.37 and $100.70. ATM implied volatility averaged 26.8%, placing in the 23.5% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 0.2% (HV 20d: 26.6%). Max pain ranged from $86.00 to $94.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.20.
Notable Days 2023-02-02 : Highest Volume — 30 contracts2023-02-21 : Largest IV spike — 44.1% change2023-02-21 : Highest IV Rank — 34.1%2023-02-21 : Largest Expected Move — 9.5%Monthly Statistics Metric Avg Min Max Open Close Price $94.80 $90.37 $100.70 $96.27 $91.12 Max Pain $93.58 $86.00 $94.00 $86.00 $94.00 ATM IV 26.8% 22.2% 33.1% 29.1% 30.0% Expected Move 7.4% 5.9% 9.5% 8.3% 8.6% HV 20d 26.6% 16.9% 29.2% 16.9% 27.7% HV 60d 26.3% 24.9% 27.9% 26.3% 24.9% IV Rank 23.5% 15.7% 34.1% 27.3% 28.8% IV Percentile 49.1% 17.1% 86.9% 67.5% 71.8% Term Structure -2.1% -17.3% 4.1% -7.4% -5.0% VWIV 23.9% 18.5% 26.7% 25.7% 26.1% Skew 25d 4.9% -3.0% 24.3% 9.8% 24.3% Skew 10d -2.0% -19.1% 11.3% 8.0% -16.5% Call IV 25d 26.3% 14.8% 33.4% 29.7% 14.8% Put IV 25d 31.2% 21.9% 43.6% 39.5% 39.1% Bid-Ask Spread % 112.47 84.90 133.14 126.75 133.14 Gamma HHI 0.10 0.08 0.12 0.12 0.09 Net GEX 33.8K 26.4K 41.6K 40.4K 41.6K Net DEX -946.8K -1.3M -631.4K -1.0M -711.4K Net VEX -3.2K -3.5K -2.4K -2.9K -3.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.20 0.00 1.00 0.58 0.04 Total Volume 5.421 0 30 10 0 Total OI 236.737 217 251 217 249
Daily Data (19 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 2023-02-01 $96.27 $86.00 29.1% 8.3% 16.9% 27.3% 0.0% 9.8% -7.4% 40.4K -1.0M -2.9K 0.00 126.75 N/A N/A 0 10 171 46 2023-02-02 $100.70 $94.00 23.4% 6.3% 21.5% 17.7% 25.7% 0.2% -2.3% 28.9K -1.3M -2.4K 0.58 97.14 N/A N/A 19 11 171 56 2023-02-03 $99.06 $94.00 25.3% 5.9% 23.3% 20.8% 0.0% 3.3% 3.8% 34.0K -1.3M -2.9K 0.00 100.28 N/A N/A 0 0 179 60 2023-02-06 $98.02 $94.00 27.1% 5.9% 23.8% 23.9% 18.5% 8.2% 0.9% 32.8K -1.2M -3.2K 0.00 84.90 N/A N/A 1 0 179 60 2023-02-07 $99.44 $94.00 27.3% 6.8% 23.9% 24.3% 22.2% 2.9% 0.4% 34.8K -1.2M -3.0K 0.00 104.42 N/A N/A 12 0 180 60 2023-02-08 $96.68 $94.00 30.2% 8.7% 26.9% 29.2% 0.0% 12.8% -6.7% 33.5K -1.0M -3.4K 1.00 98.29 N/A N/A 1 1 180 60 2023-02-09 $94.39 $94.00 30.7% 8.8% 28.7% 29.9% 0.0% 10.5% 0.4% 32.8K -884.9K -3.4K 0.00 97.67 N/A N/A 0 1 179 61 2023-02-10 $93.52 $94.00 30.2% 8.7% 28.9% 29.1% 0.0% 5.4% -8.0% 32.8K -820.6K -3.5K 0.00 104.67 N/A N/A 10 0 179 62 2023-02-13 $94.47 $94.00 32.6% 9.3% 29.0% 33.2% 0.0% 3.4% -2.1% 34.6K -930.4K -3.5K 0.00 108.90 N/A N/A 0 0 189 62 2023-02-14 $94.63 $94.00 23.8% 6.8% 28.9% 18.4% 0.0% 2.2% -4.5% 38.4K -962.0K -3.3K 0.00 127.91 N/A N/A 0 0 189 62 2023-02-15 $95.89 $94.00 22.2% 6.4% 28.6% 15.7% 0.0% -1.5% -2.2% 36.4K -1.1M -3.1K 0.00 131.54 N/A N/A 0 0 189 62 2023-02-16 $94.72 $94.00 24.0% 6.9% 29.2% 18.8% 0.0% 1.5% -3.6% 39.2K -1.0M -3.2K 0.00 132.16 N/A N/A 0 0 189 62 2023-02-17 $94.34 $94.00 23.0% 6.6% 27.8% 17.1% 26.7% 5.1% 1.4% 41.0K -949.2K -3.3K 0.00 117.94 N/A N/A 3 0 189 62 2023-02-21 $92.47 $94.00 33.1% 9.5% 28.2% 34.1% 0.0% 0.8% -17.3% 27.0K -772.9K -3.3K 0.00 123.35 N/A N/A 1 0 175 46 2023-02-22 $92.23 $94.00 24.7% 7.1% 28.2% 19.9% 0.0% 2.9% 4.1% 30.3K -771.7K -3.4K 0.00 115.78 N/A N/A 0 0 176 46 2023-02-23 $92.15 $94.00 23.4% 6.7% 28.2% 17.8% 25.6% 1.4% 3.0% 28.9K -740.7K -3.3K 0.00 112.61 N/A N/A 0 1 176 46 2023-02-24 $90.37 $94.00 25.7% 7.4% 28.5% 21.7% 22.2% -3.0% 3.9% 28.7K -631.4K -3.2K 0.00 106.90 N/A N/A 0 5 176 47 2023-02-27 $90.74 $94.00 24.1% 6.9% 28.0% 18.9% 26.1% 3.1% 2.1% 26.4K -660.4K -3.2K 0.04 112.66 N/A N/A 26 1 176 47 2023-02-28 $91.12 $94.00 30.0% 8.6% 27.7% 28.8% 0.0% 24.3% -5.0% 41.6K -711.4K -3.2K 0.00 133.14 N/A N/A 0 0 202 47
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