VELO Options History — April 2026

In April 2026, VELO traded between $9.50 and $11.57. ATM implied volatility averaged 144.6%. The 30-day expected move averaged 41.5%. IV traded below realized volatility by 18.7% (HV 20d: 163.3%). Max pain ranged from $7.50 to $12.50. Net GEX was positive for 1 of 2 trading days. Term structure was in contango for 2 of 2 days. Put/call ratio averaged 0.16.

Notable Days

  • 2026-04-02: Highest Volume — 1,111 contracts
  • 2026-04-02: Largest IV spike — 4.5% change
  • 2026-04-02: Largest Expected Move — 42.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.54$9.50$11.57$9.50$11.57
Max Pain$10.00$7.50$12.50$12.50$7.50
ATM IV144.6%141.5%147.8%141.5%147.8%
Expected Move41.5%40.6%42.4%40.6%42.4%
HV 20d163.3%156.5%170.1%156.5%170.1%
Term Structure10.2%9.7%10.7%10.7%9.7%
VWIV151.5%148.2%154.9%148.2%154.9%
Skew 25d-4.8%-5.7%-3.9%-5.7%-3.9%
Skew 10d9.3%-17.3%35.8%-17.3%35.8%
Call IV 25d143.5%143.3%143.6%143.3%143.6%
Put IV 25d138.6%137.6%139.7%137.6%139.7%
Bid-Ask Spread %33.0527.5638.5327.5638.53
Gamma HHI0.210.210.210.210.21
Net GEX-2.1K-8.6K4.3K-8.6K4.3K
Net DEX-465.7K-1.3M391.2K391.2K-1.3M
Net VEX-11.8K-12.8K-10.9K-10.9K-12.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.160.080.250.080.25
Total Volume8365611,1115611,111
Total OI15,31715,30615,32815,30615,328

Daily Data (2 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-04-01$9.50$12.50141.5%40.6%156.5%0.0%148.2%-5.7%10.7%-8.6K391.2K-10.9K0.0827.56N/AN/A5214010,0975,209
2026-04-02$11.57$7.50147.8%42.4%170.1%0.0%154.9%-3.9%9.7%4.3K-1.3M-12.8K0.2538.53N/AN/A89122010,1355,193