VOX Options History — February 2024

In February 2024, VOX traded between $123.50 and $129.38. ATM implied volatility averaged 17.5%, placing in the 12.3% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded below realized volatility by 4.8% (HV 20d: 22.3%). Max pain ranged from $125.00 to $126.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.00.

Notable Days

2024-02-02: Highest Volume — 56 contracts
2024-02-29: Largest IV spike — 71.9% change
2024-02-29: Highest IV Rank — 22.9%
2024-02-29: Largest Expected Move — 6.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$127.37	$123.50	$129.38	$123.50	$127.70
Max Pain	$125.10	$125.00	$126.00	$126.00	$125.00
ATM IV	17.5%	13.7%	23.5%	17.1%	23.5%
Expected Move	5.0%	3.9%	6.8%	4.5%	6.8%
HV 20d	22.3%	16.1%	24.1%	16.1%	22.0%
HV 60d	16.4%	13.7%	17.2%	13.7%	17.2%
IV Rank	12.3%	5.6%	22.9%	11.6%	22.9%
IV Percentile	31.4%	4.4%	83.3%	21.0%	83.3%
Term Structure	-1.4%	-8.9%	2.6%	2.6%	-8.8%
VWIV	16.9%	15.5%	20.7%	16.0%	20.7%
Skew 25d	3.8%	0.2%	8.8%	5.8%	0.2%
Skew 10d	6.0%	0.1%	11.6%	5.2%	6.0%
Call IV 25d	23.1%	12.4%	28.8%	22.0%	27.3%
Put IV 25d	26.9%	21.2%	31.4%	27.9%	27.6%
Bid-Ask Spread %	138.88	128.65	144.73	141.62	143.58
Gamma HHI	0.26	0.17	0.30	0.21	0.28
Net GEX	52.9K	14.6K	77.9K	41.3K	69.4K
Net DEX	-1.2M	-1.6M	-737.6K	-737.6K	-1.2M
Net VEX	-2.3K	-2.5K	-2.1K	-2.3K	-2.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	8.3	0	56	1	0
Total OI	185.25	132	242	186	139

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	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2024-02-01	$123.50	$126.00	17.1%	4.5%	16.1%	11.6%	0.0%	5.8%	2.6%	41.3K	-737.6K	-2.3K	141.62	N/A	N/A	1	112	74
2024-02-02	$128.84	$126.00	16.2%	4.2%	21.2%	10.0%	16.0%	8.8%	-0.5%	18.4K	-1.0M	-2.1K	132.87	N/A	N/A	56	113	74
2024-02-05	$127.23	$125.00	14.2%	4.6%	22.0%	6.5%	0.0%	2.6%	2.5%	42.3K	-1.2M	-2.2K	139.37	N/A	N/A	0	138	74
2024-02-06	$126.80	$125.00	15.0%	4.3%	21.7%	7.9%	0.0%	3.1%	2.0%	59.9K	-1.2M	-2.3K	140.13	N/A	N/A	1	139	74
2024-02-07	$127.12	$125.00	15.4%	4.4%	21.6%	8.7%	0.0%	1.3%	1.8%	53.1K	-1.2M	-2.2K	138.84	N/A	N/A	17	140	74
2024-02-08	$127.50	$125.00	15.8%	4.5%	21.5%	9.3%	0.0%	2.2%	0.9%	58.0K	-1.4M	-2.3K	138.51	N/A	N/A	0	152	74
2024-02-09	$127.90	$125.00	15.1%	4.3%	21.3%	8.0%	0.0%	1.9%	0.8%	63.1K	-1.4M	-2.3K	141.07	N/A	N/A	0	152	74
2024-02-12	$128.63	$125.00	15.3%	4.4%	21.3%	8.3%	0.0%	4.3%	-1.2%	33.1K	-1.5M	-2.1K	136.98	N/A	N/A	14	152	74
2024-02-13	$126.18	$125.00	17.2%	4.9%	22.5%	11.8%	15.5%	0.5%	0.5%	66.4K	-1.2M	-2.2K	136.25	N/A	N/A	28	146	74
2024-02-14	$128.37	$125.00	17.2%	4.9%	22.7%	11.7%	0.0%	3.5%	-0.1%	26.1K	-1.5M	-2.3K	137.66	N/A	N/A	2	166	74
2024-02-15	$129.38	$125.00	17.4%	5.0%	22.5%	12.1%	15.6%	2.3%	-0.7%	14.6K	-1.6M	-2.3K	133.38	N/A	N/A	22	168	74
2024-02-16	$127.49	$125.00	18.2%	5.2%	23.2%	13.6%	0.0%	3.4%	1.1%	49.0K	-1.2M	-2.3K	139.44	N/A	N/A	18	148	74
2024-02-20	$126.69	$125.00	18.9%	5.4%	23.3%	14.7%	20.7%	6.6%	-2.6%	59.4K	-1.1M	-2.4K	141.51	N/A	N/A	2	131	1
2024-02-21	$126.38	$125.00	19.4%	5.6%	23.3%	15.6%	0.0%	4.5%	0.1%	62.3K	-1.0M	-2.5K	140.94	N/A	N/A	0	133	1
2024-02-22	$128.63	$125.00	19.9%	5.7%	23.9%	16.5%	0.0%	5.9%	-7.4%	63.1K	-1.2M	-2.3K	142.36	N/A	N/A	4	133	1
2024-02-23	$128.14	$125.00	20.8%	5.9%	23.7%	18.0%	0.0%	4.5%	-5.6%	65.7K	-1.2M	-2.5K	136.90	N/A	N/A	0	137	1
2024-02-26	$126.73	$125.00	18.2%	5.2%	24.1%	13.5%	0.0%	4.8%	-3.3%	68.0K	-1.1M	-2.5K	142.72	N/A	N/A	0	137	1
2024-02-27	$127.67	$125.00	22.2%	6.4%	24.0%	20.5%	0.0%	1.9%	-8.9%	67.2K	-1.1M	-2.4K	144.73	N/A	N/A	0	137	1
2024-02-28	$126.60	$125.00	13.7%	3.9%	24.1%	5.6%	0.0%	7.8%	-2.0%	77.9K	-1.1M	-2.4K	128.65	N/A	N/A	1	137	1
2024-02-29	$127.70	$125.00	23.5%	6.8%	22.0%	22.9%	0.0%	0.2%	-8.8%	69.4K	-1.2M	-2.3K	143.58	N/A	N/A	0	138	1