VOX Options History — April 2023

In April 2023, VOX traded between $93.58 and $98.76. ATM implied volatility averaged 21.8%, placing in the 15.1% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 4.5% (HV 20d: 17.4%). Max pain ranged from $81.00 to $99.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.24.

Notable Days

2023-04-27: Highest Volume — 47 contracts
2023-04-12: Largest IV drop — 30.0% change
2023-04-11: Highest IV Rank — 24.1%
2023-04-27: Largest Expected Move — 7.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$97.00	$93.58	$98.76	$96.84	$98.56
Max Pain	$90.95	$81.00	$99.00	$81.00	$95.00
ATM IV	21.8%	19.0%	27.2%	21.5%	22.1%
Expected Move	6.1%	5.5%	7.3%	6.2%	6.3%
HV 20d	17.4%	14.3%	22.8%	21.4%	22.8%
HV 60d	22.4%	21.7%	24.0%	22.7%	23.6%
IV Rank	15.1%	10.4%	24.1%	14.5%	15.5%
IV Percentile	16.3%	3.6%	52.0%	11.9%	17.5%
Term Structure	-0.7%	-5.3%	4.7%	0.1%	0.1%
VWIV	20.3%	16.7%	23.4%	22.0%	23.4%
Skew 25d	4.4%	0.5%	12.8%	1.5%	6.5%
Skew 10d	7.4%	-2.7%	19.7%	19.7%	14.1%
Call IV 25d	21.7%	15.7%	27.8%	22.6%	15.7%
Put IV 25d	26.2%	20.3%	33.7%	24.0%	22.2%
Bid-Ask Spread %	106.95	63.62	145.41	98.98	113.54
Gamma HHI	0.17	0.12	0.23	0.15	0.14
Net GEX	63.4K	19.7K	91.7K	75.7K	38.5K
Net DEX	-1.2M	-1.5M	-613.4K	-1.3M	-1.2M
Net VEX	-1.8K	-2.4K	-1.4K	-2.0K	-2.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.24	0.00	1.00	1.00	0.50
Total Volume	5.632	0	47	2	3
Total OI	211.737	121	235	231	202

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
2023-04-03	$96.84	$81.00	21.5%	6.2%	21.4%	14.5%	0.0%	1.5%	0.1%	75.7K	-1.3M	-2.0K	1.00	98.98	N/A	N/A	1	1	204	27
2023-04-04	$96.69	$81.00	21.6%	6.2%	20.8%	14.8%	0.0%	9.0%	-2.6%	71.7K	-1.2M	-2.1K	0.00	97.89	N/A	N/A	4	0	203	28
2023-04-05	$96.64	$81.00	19.4%	5.5%	20.8%	10.9%	0.0%	2.0%	3.2%	76.7K	-1.2M	-2.2K	0.00	110.39	N/A	N/A	0	0	207	28
2023-04-06	$98.00	$99.00	22.2%	6.1%	18.2%	15.8%	0.0%	1.1%	-2.3%	76.2K	-1.4M	-2.1K	0.00	63.83	N/A	N/A	2	0	207	28
2023-04-10	$97.81	$99.00	25.9%	6.2%	16.3%	21.9%	0.0%	6.6%	-1.7%	75.5K	-1.4M	-1.9K	0.00	63.62	N/A	N/A	0	0	207	28
2023-04-11	$97.88	$99.00	27.2%	6.3%	16.3%	24.1%	0.0%	2.4%	-3.8%	80.7K	-1.4M	-1.9K	0.00	68.53	N/A	N/A	0	0	207	28
2023-04-12	$96.92	$99.00	19.0%	5.5%	16.9%	10.4%	0.0%	5.5%	2.3%	75.6K	-1.3M	-1.8K	0.00	99.48	N/A	N/A	0	0	207	28
2023-04-13	$98.76	$99.00	20.4%	5.8%	17.5%	12.6%	0.0%	2.9%	-0.3%	76.5K	-1.5M	-1.6K	0.00	136.65	N/A	N/A	0	0	207	28
2023-04-14	$98.54	$99.00	19.9%	5.7%	16.0%	11.8%	22.0%	2.6%	0.8%	83.4K	-1.4M	-1.6K	0.20	131.52	N/A	N/A	5	1	207	28
2023-04-17	$97.89	$87.00	21.5%	6.2%	15.9%	14.6%	0.0%	7.9%	0.9%	91.7K	-1.4M	-1.6K	0.00	107.52	N/A	N/A	2	0	208	27
2023-04-18	$97.47	$87.00	22.5%	6.4%	16.1%	16.2%	0.0%	0.5%	-5.0%	81.3K	-1.3M	-1.4K	0.00	141.36	N/A	N/A	0	0	203	27
2023-04-19	$96.78	$87.00	22.1%	6.3%	14.3%	15.5%	0.0%	2.9%	-2.2%	76.1K	-1.2M	-1.4K	0.00	145.41	N/A	N/A	0	0	203	27
2023-04-20	$95.74	$87.00	21.3%	6.1%	14.5%	14.2%	0.0%	3.9%	-3.6%	65.8K	-1.1M	-1.4K	0.00	125.89	N/A	N/A	2	0	204	27
2023-04-21	$95.89	$87.00	20.6%	5.9%	14.4%	13.1%	0.0%	12.8%	-5.3%	62.8K	-1.1M	-1.5K	0.00	104.65	N/A	N/A	3	0	206	27
2023-04-24	$95.98	$87.00	21.4%	6.1%	14.4%	14.4%	21.4%	4.4%	1.3%	20.1K	-659.8K	-1.4K	0.17	105.61	N/A	N/A	6	1	96	25
2023-04-25	$94.69	$87.00	21.0%	6.0%	15.3%	13.7%	16.7%	3.8%	4.7%	19.7K	-616.5K	-1.7K	0.04	104.61	N/A	N/A	26	1	100	26
2023-04-26	$93.58	$92.00	19.7%	5.6%	15.2%	11.5%	20.8%	4.3%	-1.5%	27.2K	-613.4K	-1.9K	1.00	103.42	N/A	N/A	1	1	126	27
2023-04-27	$98.37	$95.00	25.4%	7.3%	22.8%	21.2%	17.3%	3.3%	2.4%	28.9K	-790.3K	-1.9K	0.00	109.18	N/A	N/A	47	0	127	28
2023-04-28	$98.56	$95.00	22.1%	6.3%	22.8%	15.5%	23.4%	6.5%	0.1%	38.5K	-1.2M	-2.4K	0.50	113.54	N/A	N/A	2	1	174	28