VOX Options History — November 2024

In November 2024, VOX traded between $147.72 and $155.63. ATM implied volatility averaged 17.3%, placing in the 25.2% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 2.3% (HV 20d: 15.0%). Max pain ranged from $143.00 to $155.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.03.

Notable Days

2024-11-08: Highest Volume — 18 contracts
2024-11-06: Largest IV drop — 26.6% change
2024-11-04: Highest IV Rank — 46.2%
2024-11-01: Largest Expected Move — 5.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$153.12	$147.72	$155.63	$148.89	$155.63
Max Pain	$153.18	$143.00	$155.00	$143.00	$154.00
ATM IV	17.3%	15.0%	22.9%	20.7%	15.9%
Expected Move	4.8%	4.3%	5.9%	5.9%	4.6%
HV 20d	15.0%	10.7%	17.0%	11.7%	15.4%
HV 60d	13.2%	12.1%	13.9%	12.1%	13.1%
IV Rank	25.2%	16.7%	46.2%	37.7%	19.9%
IV Percentile	52.2%	26.2%	92.5%	80.2%	37.3%
Term Structure	0.1%	-1.9%	2.1%	-0.6%	0.3%
VWIV	14.9%	14.6%	15.2%	14.6%	15.2%
Skew 25d	2.7%	0.2%	5.6%	3.0%	2.2%
Skew 10d	2.1%	-4.1%	9.6%	0.3%	3.3%
Call IV 25d	15.7%	13.9%	17.8%	17.5%	14.2%
Put IV 25d	18.4%	15.2%	21.1%	20.6%	16.4%
Bid-Ask Spread %	91.55	67.02	128.44	128.44	102.34
Gamma HHI	0.15	0.12	0.19	0.12	0.17
Net GEX	34.6K	25.4K	57.8K	39.5K	28.1K
Net DEX	-1.0M	-1.4M	-759.0K	-960.5K	-1.0M
Net VEX	-4.3K	-4.9K	-3.9K	-4.9K	-3.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.03	0.00	0.20	0.00	0.00
Total Volume	2.6	0	18	0	0
Total OI	198.2	150	242	238	157

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
2024-11-01	$148.89	$143.00	20.7%	5.9%	11.7%	37.7%	0.0%	3.0%	-0.6%	39.5K	-960.5K	-4.9K	0.00	128.44	N/A	N/A	0	0	134	104
2024-11-04	$147.72	$0.00	22.9%	5.6%	10.7%	46.2%	0.0%	5.6%	-0.1%	38.3K	-866.3K	-4.8K	0.00	112.31	N/A	N/A	0	0	134	104
2024-11-05	$149.26	$0.00	22.9%	5.2%	10.9%	46.1%	0.0%	3.9%	-0.9%	43.3K	-991.8K	-4.8K	0.00	67.02	N/A	N/A	2	0	134	104
2024-11-06	$153.23	$0.00	16.8%	4.6%	14.0%	23.4%	0.0%	2.9%	0.9%	44.8K	-1.3M	-4.5K	0.00	98.42	N/A	N/A	2	0	136	104
2024-11-07	$155.41	$0.00	15.6%	4.8%	14.3%	18.9%	0.0%	1.7%	0.2%	31.8K	-1.4M	-4.3K	0.00	80.87	N/A	N/A	12	0	136	104
2024-11-08	$154.12	$0.00	16.0%	4.7%	14.7%	20.2%	0.0%	0.3%	-1.4%	43.1K	-1.4M	-4.3K	0.20	75.51	N/A	N/A	15	3	138	104
2024-11-11	$155.09	$0.00	16.1%	4.7%	14.8%	20.7%	0.0%	3.0%	0.0%	35.1K	-1.2M	-4.2K	0.00	82.60	N/A	N/A	0	0	124	104
2024-11-12	$155.53	$0.00	17.8%	4.7%	14.7%	27.1%	0.0%	3.0%	0.1%	32.9K	-1.3M	-4.1K	0.00	81.53	N/A	N/A	0	0	124	104
2024-11-13	$154.83	$0.00	16.4%	4.7%	14.9%	21.9%	0.0%	2.0%	0.9%	36.7K	-1.2M	-4.2K	0.00	84.07	N/A	N/A	1	0	124	104
2024-11-14	$153.71	$0.00	15.5%	4.5%	15.1%	18.6%	14.6%	3.3%	0.7%	43.7K	-1.1M	-4.2K	0.00	77.10	N/A	N/A	4	0	124	104
2024-11-15	$150.71	$155.00	18.3%	5.2%	16.9%	28.8%	0.0%	5.1%	0.0%	57.8K	-953.7K	-4.3K	0.00	82.63	N/A	N/A	0	1	124	104
2024-11-18	$152.15	$155.00	16.9%	4.8%	17.0%	23.7%	15.2%	4.5%	-0.0%	25.4K	-759.0K	-4.2K	0.00	85.29	N/A	N/A	1	0	102	48
2024-11-19	$153.14	$154.00	17.2%	4.9%	17.0%	24.7%	0.0%	1.6%	-1.9%	26.4K	-814.5K	-4.2K	0.00	86.42	N/A	N/A	0	0	103	48
2024-11-20	$153.59	$154.00	16.5%	4.7%	16.4%	22.1%	0.0%	1.4%	1.2%	25.9K	-837.5K	-4.1K	0.00	95.00	N/A	N/A	0	0	103	48
2024-11-21	$153.16	$154.00	15.4%	4.4%	16.5%	18.2%	0.0%	3.6%	0.2%	25.7K	-817.0K	-4.1K	0.00	96.84	N/A	N/A	11	0	103	48
2024-11-22	$152.93	$154.00	16.0%	4.6%	16.6%	20.5%	0.0%	2.5%	1.8%	28.7K	-892.4K	-4.1K	0.00	92.48	N/A	N/A	0	0	109	48
2024-11-25	$153.87	$154.00	15.0%	4.3%	16.5%	16.7%	0.0%	0.2%	2.1%	28.4K	-940.4K	-4.0K	0.00	108.42	N/A	N/A	0	0	109	48
2024-11-26	$154.62	$154.00	17.5%	5.0%	16.2%	25.9%	0.0%	3.7%	-1.7%	27.5K	-977.6K	-4.0K	0.00	94.35	N/A	N/A	0	0	109	48
2024-11-27	$154.80	$154.00	16.6%	4.8%	16.0%	22.5%	0.0%	0.8%	0.6%	28.4K	-974.2K	-4.0K	0.00	99.35	N/A	N/A	0	0	109	48
2024-11-29	$155.63	$154.00	15.9%	4.6%	15.4%	19.9%	0.0%	2.2%	0.3%	28.1K	-1.0M	-3.9K	0.00	102.34	N/A	N/A	0	0	109	48