VOX Options History — October 2024

In October 2024, VOX traded between $144.30 and $150.38. ATM implied volatility averaged 19.5%, placing in the 33.3% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 8.8% (HV 20d: 10.7%). Max pain ranged from $110.00 to $143.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.08.

Notable Days

  • 2024-10-29: Highest Volume — 11 contracts
  • 2024-10-07: Largest IV spike — 46.7% change
  • 2024-10-07: Highest IV Rank — 49.1%
  • 2024-10-31: Largest Expected Move — 6.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$146.41$144.30$150.38$145.64$148.75
Max Pain$138.43$110.00$143.00$110.00$143.00
ATM IV19.5%16.2%23.7%16.3%23.0%
Expected Move5.7%4.7%6.6%4.7%6.6%
HV 20d10.7%9.0%12.2%11.9%12.2%
HV 60d15.5%12.2%16.9%16.7%12.4%
IV Rank33.3%21.0%49.1%21.6%46.3%
IV Percentile70.7%42.9%92.5%46.8%92.5%
Term Structure-1.2%-5.3%2.8%2.8%-2.9%
VWIV19.3%13.4%29.3%15.5%19.1%
Skew 25d2.7%-0.7%6.4%2.3%5.8%
Skew 10d7.5%1.5%14.4%3.7%13.4%
Call IV 25d16.1%13.8%22.9%15.4%16.1%
Put IV 25d18.7%15.6%24.4%17.7%21.9%
Bid-Ask Spread %118.08105.32127.65120.26115.16
Gamma HHI0.130.110.150.120.11
Net GEX27.0K5.2K37.3K31.9K30.6K
Net DEX-1.0M-1.4M-541.6K-1.2M-897.7K
Net VEX-4.9K-5.1K-4.8K-5.1K-5.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.080.001.000.000.00
Total Volume201135
Total OI213.391174238209238

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$145.64$110.0016.3%4.7%11.9%21.6%15.5%2.3%2.8%31.9K-1.2M-5.1K0.00120.26N/AN/A3015356
2024-10-02$145.43$110.0017.3%4.9%12.0%25.0%29.3%2.0%2.5%31.1K-1.2M-5.1K0.00122.08N/AN/A2015256
2024-10-03$144.94$140.0017.7%5.9%12.2%26.8%0.0%6.4%-1.3%31.3K-1.2M-5.1K0.00109.59N/AN/A0015356
2024-10-04$146.43$140.0016.2%5.7%9.5%21.0%13.4%3.2%-2.1%29.8K-1.2M-5.0K0.00108.76N/AN/A0115356
2024-10-07$144.30$140.0023.7%5.9%11.6%49.1%0.0%0.9%-0.6%31.1K-1.1M-5.0K0.00126.94N/AN/A1015356
2024-10-08$145.60$140.0016.2%5.5%11.7%21.0%0.0%1.3%-1.2%30.1K-1.2M-4.9K0.00105.32N/AN/A0015256
2024-10-09$145.51$140.0019.8%5.7%11.8%34.5%0.0%2.9%-2.5%30.0K-1.2M-4.9K0.00110.09N/AN/A0015256
2024-10-10$144.89$140.0019.1%5.5%10.7%32.0%0.0%2.4%-1.4%30.4K-1.1M-4.9K0.00111.31N/AN/A3015256
2024-10-11$146.18$140.0018.9%5.4%10.5%31.1%0.0%2.5%-0.7%30.4K-1.3M-4.8K0.00118.23N/AN/A4015556
2024-10-14$146.84$140.0017.8%5.1%10.3%27.2%17.3%2.5%1.0%32.7K-1.3M-4.8K0.00120.95N/AN/A1015556
2024-10-15$146.64$140.0018.9%5.4%10.4%31.0%0.0%-0.7%0.8%33.7K-1.3M-4.9K0.00116.92N/AN/A0015856
2024-10-16$146.71$140.0019.2%5.5%10.4%32.4%0.0%1.0%-1.1%33.0K-1.3M-4.9K0.00119.95N/AN/A4015856
2024-10-17$146.04$140.0019.7%5.6%9.0%33.9%0.0%3.2%-0.5%37.3K-1.3M-4.9K0.00122.45N/AN/A1016256
2024-10-18$147.10$140.0017.8%5.1%9.3%27.1%17.4%4.1%-0.5%34.0K-1.4M-4.8K0.00117.40N/AN/A6016156
2024-10-21$146.24$140.0017.7%5.1%9.6%26.8%18.5%1.0%0.3%27.5K-684.4K-4.8K1.00115.20N/AN/A1112153
2024-10-22$146.54$143.0016.8%4.8%9.4%23.4%0.0%2.6%-1.0%28.6K-727.6K-4.8K0.00126.31N/AN/A0012254
2024-10-23$145.09$143.0022.5%6.5%10.1%44.6%0.0%3.2%-5.3%5.2K-541.6K-5.1K0.00125.54N/AN/A00122104
2024-10-24$145.46$143.0021.3%6.1%10.1%40.1%0.0%5.1%-3.7%7.9K-569.3K-5.1K0.00125.93N/AN/A00122104
2024-10-25$146.31$143.0022.1%6.3%10.3%43.0%0.0%4.8%-2.2%9.2K-631.0K-5.1K0.00125.15N/AN/A00122104
2024-10-28$147.37$143.0021.3%6.1%10.5%39.9%0.0%1.9%-2.5%13.5K-718.4K-4.9K0.00127.65N/AN/A00122104
2024-10-29$149.02$143.0022.4%6.4%11.1%44.1%21.5%1.2%-2.8%17.3K-839.2K-4.9K0.00111.00N/AN/A110122104
2024-10-30$150.38$143.0022.4%6.4%11.4%44.2%21.2%1.5%-2.7%33.8K-1.0M-4.9K0.00113.69N/AN/A20133104
2024-10-31$148.75$143.0023.0%6.6%12.2%46.3%19.1%5.8%-2.9%30.6K-897.7K-5.1K0.00115.16N/AN/A50134104