VOX Options History — August 2023

In August 2023, VOX traded between $105.72 and $112.30. ATM implied volatility averaged 20.7%, placing in the 13.2% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 3.6% (HV 20d: 17.1%). Max pain ranged from $108.00 to $108.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-08-23: Highest Volume — 23 contracts
  • 2023-08-30: Largest IV spike — 66.6% change
  • 2023-08-30: Highest IV Rank — 29.9%
  • 2023-08-30: Largest Expected Move — 8.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$108.50$105.72$112.30$112.30$109.91
Max Pain$108.00$108.00$108.00$108.00$108.00
ATM IV20.7%17.1%30.6%18.4%17.2%
Expected Move5.6%4.9%8.8%5.3%4.9%
HV 20d17.1%14.7%19.4%17.8%16.4%
HV 60d15.3%14.5%16.2%14.5%16.2%
IV Rank13.2%7.1%29.9%9.3%7.3%
IV Percentile27.5%7.1%84.9%11.9%7.9%
Term Structure-0.8%-12.0%3.5%0.0%0.4%
VWIV18.2%17.3%18.7%18.3%17.3%
Skew 25d2.0%-7.8%14.0%-7.8%3.0%
Skew 10d4.0%-6.8%14.9%2.4%8.8%
Call IV 25d19.8%16.3%30.8%23.3%16.4%
Put IV 25d21.8%12.7%36.5%15.5%19.4%
Bid-Ask Spread %107.7957.99158.33109.1992.18
Gamma HHI0.130.090.180.180.12
Net GEX32.9K12.5K46.3K43.2K46.3K
Net DEX-824.3K-1.0M-634.9K-1.0M-881.1K
Net VEX-2.0K-2.3K-1.7K-1.9K-1.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume3.60902323
Total OI155.652126185168133

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$112.30$108.0018.4%5.3%17.8%9.3%0.0%-7.8%0.0%43.2K-1.0M-1.9K0.00109.19N/AN/A2013335
2023-08-02$110.06$108.0025.5%7.3%19.4%21.2%18.3%-1.2%-7.5%35.0K-892.8K-1.9K0.00146.45N/AN/A13013135
2023-08-03$109.81$0.0022.5%5.5%18.9%16.2%0.0%-5.9%2.8%29.4K-841.1K-2.3K0.00121.99N/AN/A0013435
2023-08-04$109.42$0.0027.2%5.9%19.0%24.1%0.0%1.5%-4.2%30.9K-864.5K-2.1K0.00142.99N/AN/A2013435
2023-08-07$110.80$0.0030.2%5.3%19.2%29.2%0.0%7.5%-0.5%37.4K-955.0K-1.9K0.00150.36N/AN/A0013635
2023-08-08$110.78$0.0019.3%5.2%18.3%10.9%0.0%3.5%0.4%38.4K-948.8K-1.9K0.0086.64N/AN/A2013635
2023-08-09$109.36$0.0017.9%5.1%18.4%8.4%0.0%3.1%3.5%34.8K-883.8K-2.0K0.0066.66N/AN/A0013535
2023-08-10$109.29$0.0017.9%5.1%17.3%8.5%0.0%4.9%-1.2%31.1K-861.1K-1.9K0.0096.00N/AN/A0013535
2023-08-11$109.18$0.0017.1%4.9%16.7%7.1%0.0%14.0%0.5%34.5K-819.8K-2.1K0.0096.30N/AN/A0013535
2023-08-14$109.59$0.0019.1%5.5%16.7%10.5%0.0%-6.0%0.6%29.7K-818.0K-2.0K0.00152.90N/AN/A0013535
2023-08-15$108.51$0.0019.7%5.6%16.9%11.5%0.0%-5.0%0.4%25.0K-790.1K-2.0K0.00158.33N/AN/A1013535
2023-08-16$107.60$0.0019.2%5.5%17.0%10.6%0.0%3.1%-0.5%12.5K-737.6K-1.9K0.0057.99N/AN/A14013635
2023-08-17$106.24$0.0021.0%6.0%15.9%13.7%0.0%-4.5%-2.1%13.1K-765.0K-2.1K0.00141.47N/AN/A5014635
2023-08-18$105.72$0.0020.9%6.0%15.8%13.5%0.0%-1.1%-0.2%22.2K-703.3K-2.2K0.00150.61N/AN/A0015035
2023-08-21$106.26$0.0018.9%5.4%15.9%10.1%0.0%4.5%0.5%34.6K-808.6K-2.2K0.0090.50N/AN/A0012511
2023-08-22$105.97$0.0019.8%5.7%15.9%11.7%18.7%4.4%1.0%34.0K-802.2K-2.2K0.0086.38N/AN/A7012511
2023-08-23$107.77$108.0018.9%5.4%16.3%10.2%18.3%5.5%-0.7%37.3K-915.9K-2.1K0.0082.11N/AN/A23013211
2023-08-24$105.77$108.0018.7%5.4%17.5%9.9%0.0%6.5%0.9%36.5K-651.2K-1.9K0.0096.62N/AN/A0011511
2023-08-25$105.75$108.0018.6%5.3%14.7%9.7%0.0%3.8%1.2%36.2K-634.9K-1.8K0.0077.65N/AN/A0011511
2023-08-28$106.70$108.0018.8%5.4%15.2%9.9%0.0%4.3%-0.7%40.4K-722.2K-1.7K0.0080.78N/AN/A0011511
2023-08-29$109.26$108.0018.4%5.3%17.8%9.2%18.5%3.1%0.4%38.1K-812.7K-1.7K0.0083.19N/AN/A5011511
2023-08-30$109.44$108.0030.6%8.8%16.4%29.9%18.3%5.6%-12.0%37.2K-813.0K-1.8K0.00111.99N/AN/A6011611
2023-08-31$109.91$108.0017.2%4.9%16.4%7.3%17.3%3.0%0.4%46.3K-881.1K-1.7K0.0092.18N/AN/A0312211