VERS Options History — June 2022

Name: VERS Options Analytics - June 2022
Creator: Options Analysis Suite

In June 2022, VERS traded between $31.43 and $35.25. ATM implied volatility averaged 48.3%. The 30-day expected move averaged 13.8%. Max pain ranged from $35.00 to $35.00. Net GEX was positive for 3 of 14 trading days. Term structure was in contango for 5 of 14 days. Put/call ratio averaged 0.00.

Notable Days

2022-06-27: Highest Volume — 2 contracts
2022-06-29: Largest IV spike — 27.1% change
2022-06-15: Largest Expected Move — 16.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$33.48	$31.43	$35.25	$34.13	$33.66
Max Pain	$35.00	$35.00	$35.00	$35.00	$35.00
ATM IV	48.3%	36.4%	57.5%	49.4%	43.7%
Expected Move	13.8%	10.4%	16.5%	14.2%	12.5%
Term Structure	0.9%	-12.6%	43.0%	-4.6%	2.4%
VWIV	45.4%	41.1%	53.7%	41.3%	53.7%
Skew 25d	4.4%	0.2%	11.5%	4.3%	6.9%
Skew 10d	3.4%	-3.3%	11.1%	11.1%	-3.3%
Call IV 25d	43.1%	37.5%	49.9%	44.1%	43.2%
Put IV 25d	47.5%	42.5%	52.8%	48.4%	50.1%
Bid-Ask Spread %	128.52	114.11	143.29	143.29	124.18
Gamma HHI	0.54	0.52	0.55	0.53	0.55
Net GEX	55	0	337	0	205
Net DEX	-364	-2.2K	0	0	-1.2K
Net VEX	-1	-5	0	0	-3
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	0.357	0	2	0	1
Total OI	0.429	0	2	0	2

Daily Data (14 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2022-06-10	$34.13	$0.00	49.4%	14.2%	0.0%	0.0%	0.0%	4.3%	-4.6%	0	0	0	143.29	N/A	N/A	0	0
2022-06-13	$32.28	$0.00	53.6%	15.4%	0.0%	0.0%	0.0%	11.3%	-6.7%	0	0	0	114.11	N/A	N/A	0	0
2022-06-14	$32.25	$0.00	53.9%	15.4%	0.0%	0.0%	0.0%	3.5%	-7.3%	0	0	0	125.08	N/A	N/A	0	0
2022-06-15	$33.44	$0.00	57.5%	16.5%	0.0%	0.0%	0.0%	11.5%	-12.6%	0	0	0	126.16	N/A	N/A	0	0
2022-06-16	$31.43	$0.00	52.8%	15.1%	0.0%	0.0%	0.0%	2.9%	43.0%	0	0	0	139.42	N/A	N/A	0	0
2022-06-17	$31.79	$0.00	53.1%	15.2%	0.0%	0.0%	0.0%	0.8%	-12.5%	0	0	0	130.87	N/A	N/A	0	0
2022-06-21	$33.36	$0.00	48.0%	13.8%	0.0%	0.0%	0.0%	3.1%	-2.7%	0	0	0	137.92	N/A	N/A	0	0
2022-06-22	$33.34	$0.00	46.8%	13.4%	0.0%	0.0%	0.0%	3.1%	-0.0%	0	0	0	123.90	N/A	N/A	0	0
2022-06-23	$33.86	$0.00	47.4%	13.6%	0.0%	0.0%	0.0%	3.2%	-2.5%	0	0	0	128.50	N/A	N/A	0	0
2022-06-24	$35.25	$0.00	46.8%	13.4%	0.0%	0.0%	0.0%	3.2%	-1.1%	0	0	0	136.67	N/A	N/A	0	0
2022-06-27	$35.02	$0.00	39.9%	11.4%	0.0%	0.0%	41.3%	0.2%	5.5%	0	0	0	123.70	N/A	N/A	2	0
2022-06-28	$35.00	$35.00	36.4%	10.4%	0.0%	0.0%	41.1%	4.6%	10.5%	337	-2.2K	-5	122.61	N/A	N/A	1	2
2022-06-29	$33.86	$35.00	46.3%	13.3%	0.0%	0.0%	45.6%	3.5%	1.8%	227	-1.7K	-4	122.91	N/A	N/A	1	2
2022-06-30	$33.66	$35.00	43.7%	12.5%	0.0%	0.0%	53.7%	6.9%	2.4%	205	-1.2K	-3	124.18	N/A	N/A	1	2