VOX Options History — March 2024 In March 2024, VOX traded between $125.83 and $131.48. ATM implied volatility averaged 18.5%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 2.6% (HV 20d: 15.8%). Max pain ranged from $95.00 to $125.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-03-12 : Highest Volume — 41 contracts2024-03-07 : Largest IV drop — 49.2% change2024-03-06 : Highest IV Rank — 38.8%2024-03-26 : Largest Expected Move — 5.2%Monthly Statistics Metric Avg Min Max Open Close Price $129.17 $125.83 $131.48 $128.84 $131.37 Max Pain $96.50 $95.00 $125.00 $125.00 $95.00 ATM IV 18.5% 14.1% 32.6% 15.9% 16.2% Expected Move 4.6% 4.1% 5.2% 4.6% 4.6% HV 20d 15.8% 12.9% 22.0% 22.0% 12.9% HV 60d 17.3% 17.1% 17.5% 17.1% 17.1% IV Rank 20.2% 8.4% 38.8% 9.4% 21.4% IV Percentile 37.0% 5.2% 98.0% 15.9% 21.8% Term Structure 0.7% -2.7% 5.8% -1.1% -2.2% VWIV 24.4% 18.5% 30.9% 26.7% 25.5% Skew 25d 2.2% -3.9% 8.4% -1.8% 2.1% Skew 10d 4.2% -1.3% 15.8% 6.6% -1.3% Call IV 25d 20.4% 12.8% 24.7% 19.4% 17.1% Put IV 25d 22.5% 17.6% 29.8% 17.6% 19.1% Bid-Ask Spread % 120.54 113.13 126.11 126.11 114.49 Gamma HHI 0.27 0.24 0.30 0.30 0.28 Net GEX 70.6K 52.8K 94.9K 79.5K 61.5K Net DEX -1.2M -1.3M -1.0M -1.2M -1.3M Net VEX -2.5K -2.8K -2.3K -2.4K -2.6K 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 3.9 0 41 0 0 Total OI 142.1 133 153 139 141
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 2024-03-01 $128.84 $125.00 15.9% 4.6% 22.0% 9.4% 0.0% -1.8% -1.1% 79.5K -1.2M -2.4K 0.00 126.11 N/A N/A 0 0 138 1 2024-03-04 $127.04 $95.00 18.5% 4.3% 16.8% 14.1% 26.7% 1.5% 1.6% 85.5K -1.1M -2.3K 0.00 121.14 N/A N/A 1 0 138 1 2024-03-05 $125.83 $95.00 24.9% 4.4% 16.6% 25.4% 0.0% 0.7% 0.6% 78.1K -1.0M -2.3K 0.00 122.51 N/A N/A 0 1 137 1 2024-03-06 $125.98 $95.00 32.6% 4.3% 16.5% 38.8% 0.0% 1.4% 2.7% 69.2K -1.0M -2.4K 0.00 122.32 N/A N/A 0 1 137 2 2024-03-07 $128.04 $95.00 16.5% 4.5% 17.5% 10.6% 0.0% 3.2% 4.2% 85.2K -1.2M -2.3K 0.00 119.72 N/A N/A 10 0 137 3 2024-03-08 $127.83 $95.00 23.7% 4.6% 17.5% 23.3% 20.4% 1.0% 0.4% 77.9K -1.2M -2.5K 0.00 120.55 N/A N/A 3 0 147 3 2024-03-11 $128.06 $95.00 21.2% 4.7% 17.5% 18.9% 0.0% 2.1% 1.6% 94.3K -1.2M -2.6K 0.00 120.45 N/A N/A 1 0 148 3 2024-03-12 $128.95 $95.00 20.9% 4.3% 17.6% 18.3% 18.5% 1.5% 2.7% 94.9K -1.3M -2.6K 0.00 122.72 N/A N/A 41 0 149 3 2024-03-13 $128.89 $95.00 15.3% 4.4% 16.0% 8.4% 0.0% 1.7% 2.1% 83.2K -1.3M -2.7K 0.00 123.56 N/A N/A 0 0 150 3 2024-03-14 $128.19 $95.00 15.9% 4.6% 15.0% 15.0% 0.0% 2.0% 2.5% 82.4K -1.2M -2.7K 0.00 123.53 N/A N/A 0 0 150 3 2024-03-15 $127.35 $95.00 16.9% 4.9% 14.8% 24.1% 0.0% 2.5% 0.2% 75.0K -1.1M -2.8K 0.00 124.27 N/A N/A 0 2 150 3 2024-03-18 $129.80 $95.00 15.8% 4.5% 15.5% 20.0% 30.9% 4.5% -0.3% 54.3K -1.2M -2.7K 0.00 121.13 N/A N/A 6 0 136 5 2024-03-19 $129.68 $95.00 16.2% 4.6% 15.2% 21.3% 0.0% 5.2% -0.7% 53.4K -1.1M -2.8K 0.00 120.50 N/A N/A 0 0 132 5 2024-03-20 $131.31 $95.00 16.2% 4.6% 15.7% 21.3% 0.0% 2.8% 0.4% 53.6K -1.2M -2.5K 0.00 123.78 N/A N/A 1 0 132 5 2024-03-21 $131.48 $95.00 15.1% 4.3% 14.5% 17.3% 0.0% 0.8% 5.8% 57.1K -1.2M -2.4K 0.00 116.84 N/A N/A 0 0 131 5 2024-03-22 $131.35 $95.00 17.4% 5.0% 14.5% 25.9% 25.5% 6.6% 1.3% 55.1K -1.2M -2.4K 0.00 113.13 N/A N/A 3 0 131 5 2024-03-25 $131.20 $95.00 17.9% 5.1% 13.7% 27.9% 0.0% 0.7% -1.8% 52.8K -1.2M -2.4K 0.00 121.98 N/A N/A 0 0 128 5 2024-03-26 $131.01 $95.00 18.1% 5.2% 13.6% 28.6% 0.0% 8.4% -2.5% 57.0K -1.2M -2.3K 0.00 115.07 N/A N/A 8 0 128 5 2024-03-27 $131.25 $95.00 14.1% 4.1% 13.1% 13.6% 0.0% -3.9% -2.7% 62.2K -1.3M -2.6K 0.00 117.11 N/A N/A 0 0 136 5 2024-03-28 $131.37 $95.00 16.2% 4.6% 12.9% 21.4% 0.0% 2.1% -2.2% 61.5K -1.3M -2.6K 0.00 114.49 N/A N/A 0 0 136 5
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