VELO Options History — March 2026

In March 2026, VELO traded between $8.53 and $15.73. ATM implied volatility averaged 162.5%. The 30-day expected move averaged 46.3%. IV traded above realized volatility by 0.7% (HV 20d: 161.8%). Max pain ranged from $7.50 to $12.50. Net GEX was positive for 11 of 18 trading days. Term structure was in contango for 6 of 18 days. Put/call ratio averaged 0.60.

Notable Days

  • 2026-03-25: Highest Volume — 6,902 contracts
  • 2026-03-13: Largest IV drop — 27.7% change
  • 2026-03-09: Largest Expected Move — 53.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.38$8.53$15.73$11.84$9.40
Max Pain$11.81$7.50$12.50$7.50$12.50
ATM IV162.5%139.5%214.0%185.9%146.5%
Expected Move46.3%41.4%53.6%51.3%42.0%
HV 20d161.8%159.6%164.8%164.8%161.1%
Term Structure-9.2%-41.9%8.8%-18.9%4.6%
VWIV161.7%145.2%181.7%177.6%145.2%
Skew 25d-10.0%-28.2%-0.1%-18.2%-4.5%
Skew 10d-19.8%-58.1%33.3%-50.5%-24.5%
Call IV 25d165.1%146.1%187.9%187.9%147.5%
Put IV 25d155.1%133.8%173.2%169.7%143.0%
Bid-Ask Spread %40.8417.3373.6659.8429.52
Gamma HHI0.270.190.370.290.21
Net GEX31.1K-8.5K86.0K27.7K-7.5K
Net DEX-2.3M-6.8M968.5K-2.4M527.1K
Net VEX-10.8K-13.4K-7.1K-7.4K-10.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.600.032.200.310.75
Total Volume1,674.0562826,902930449
Total OI12,471.57,93016,2737,93015,172

Daily Data (18 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-03-06$11.84$7.50185.9%51.3%0.0%0.0%177.6%-18.2%-18.9%27.7K-2.4M-7.4K0.3159.84N/AN/A7092214,9273,003
2026-03-09$12.19$10.00214.0%53.6%0.0%0.0%181.7%-6.1%-41.9%37.0K-2.2M-8.0K0.2473.66N/AN/A228545,3343,188
2026-03-10$12.75$10.00168.3%51.6%0.0%0.0%157.7%-28.2%-25.7%49.7K-3.1M-7.1K2.2061.56N/AN/A4038865,4823,189
2026-03-11$13.96$10.00172.5%49.5%0.0%0.0%168.5%-14.2%-23.2%56.8K-4.2M-8.0K0.6045.60N/AN/A3,2581,9455,5714,031
2026-03-12$15.73$12.50195.4%46.8%0.0%0.0%179.6%-4.6%-21.5%75.6K-6.8M-11.7K0.2149.49N/AN/A9452017,0255,574
2026-03-13$13.95$12.50141.3%47.2%0.0%0.0%157.5%-10.3%2.6%74.2K-4.8M-12.1K0.6561.74N/AN/A7114657,4535,686
2026-03-16$14.48$12.50165.6%48.0%0.0%0.0%166.1%-0.6%-10.3%78.9K-5.3M-11.7K1.1239.58N/AN/A9101,0227,7126,127
2026-03-17$15.40$12.50160.6%47.2%0.0%0.0%162.5%-0.1%-14.7%86.0K-6.6M-13.4K0.5234.80N/AN/A6433358,2557,144
2026-03-18$13.96$12.50162.1%46.6%0.0%0.0%162.8%-11.0%-14.3%70.7K-4.2M-13.1K1.8539.55N/AN/A2304258,3037,447
2026-03-19$12.64$12.50156.5%44.9%0.0%0.0%162.0%-22.9%7.7%43.7K-1.4M-12.1K0.4540.64N/AN/A8393818,3517,735
2026-03-20$11.69$12.50159.4%44.8%0.0%0.0%161.3%-16.4%0.4%-8.5K682.0K-11.2K0.9334.11N/AN/A5785398,4997,774
2026-03-23$13.27$12.50157.1%44.9%0.0%0.0%157.6%-4.3%-3.9%-5.1K-1.5M-11.9K0.0333.51N/AN/A1,281424,1744,399
2026-03-24$13.43$12.50161.8%46.9%0.0%0.0%161.9%-0.7%-9.6%8.0K-2.1M-13.1K0.2019.39N/AN/A1,1282315,1354,415
2026-03-25$10.66$12.50139.5%41.8%0.0%0.0%151.3%-18.2%-1.3%-8.2K18.4K-10.9K0.0934.97N/AN/A6,3205825,6734,564
2026-03-26$9.93$12.50147.7%42.3%0.0%0.0%148.4%-0.2%0.2%-4.0K127.8K-11.6K0.2131.04N/AN/A1,4333018,7884,861
2026-03-27$8.94$12.50144.4%41.4%164.8%0.0%150.3%-1.7%8.8%-7.5K716.4K-10.5K0.2317.33N/AN/A8822009,5345,062
2026-03-30$8.53$12.50146.5%42.0%159.6%0.0%157.9%-18.2%-4.6%-8.5K968.5K-9.8K0.2628.81N/AN/A1,0752819,7815,119
2026-03-31$9.40$12.50146.5%42.0%161.1%0.0%145.2%-4.5%4.6%-7.5K527.1K-10.8K0.7529.52N/AN/A25719210,0185,154