VERS Options History — August 2022 In August 2022, VERS traded between $34.95 and $46.95. ATM implied volatility averaged 45.6%. The 30-day expected move averaged 13.0%. IV traded below realized volatility by 16.7% (HV 20d: 62.3%). Max pain ranged from $35.00 to $37.00. Net GEX was positive for 10 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.00.
Notable Days 2022-08-23 : Highest Volume — 2 contracts2022-08-30 : Largest IV spike — 164.3% change2022-08-30 : Largest Expected Move — 31.3%Monthly Statistics Metric Avg Min Max Open Close Price $38.74 $34.95 $46.95 $37.33 $34.95 Max Pain $36.33 $35.00 $37.00 $35.00 $37.00 ATM IV 45.6% 35.3% 109.2% 38.8% 42.9% Expected Move 13.0% 10.1% 31.3% 11.1% 12.3% HV 20d 62.3% 35.9% 125.6% 42.8% 125.6% HV 60d 67.8% 64.0% 83.7% 65.9% 83.7% Term Structure -1.4% -5.4% 3.7% 3.7% -2.5% VWIV 43.7% 40.7% 47.3% 40.7% 43.0% Skew 25d 4.1% -0.8% 31.1% 2.6% 1.7% Skew 10d 8.4% 2.1% 20.9% 10.0% 4.8% Call IV 25d 35.2% 20.9% 44.6% 39.8% 44.6% Put IV 25d 39.3% 32.7% 52.0% 42.4% 46.3% Bid-Ask Spread % 122.61 113.57 129.95 124.72 126.47 Gamma HHI 0.86 0.50 1.00 1.00 0.74 Net GEX 51 -123 369 -103 300 Net DEX -1.3K -8.1K 1.0K 1.0K -2.6K Net VEX -5 -13 0 -3 -8 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 0.478 0 2 1 2 Total OI 1.652 1 3 1 3
Daily Data (23 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 2022-08-01 $37.33 $35.00 38.8% 11.1% 42.8% 0.0% 40.7% 2.6% 3.7% -103 1.0K -3 0.00 124.72 N/A N/A 0 1 0 1 2022-08-02 $37.45 $35.00 40.1% 11.5% 42.6% 0.0% 45.2% 3.1% -1.1% -123 739 -2 0.00 127.22 N/A N/A 0 1 0 1 2022-08-03 $37.70 $35.00 38.7% 11.1% 41.1% 0.0% 47.3% 4.2% -0.9% -96 807 -2 0.00 125.77 N/A N/A 0 1 0 1 2022-08-04 $38.35 $0.00 41.0% 11.5% 40.6% 0.0% 0.0% 3.0% -4.4% -96 545 -2 0.00 122.45 N/A N/A 0 1 0 1 2022-08-05 $38.77 $0.00 38.2% 11.0% 36.2% 0.0% 0.0% 4.3% -0.3% -82 389 -1 0.00 119.56 N/A N/A 0 1 0 1 2022-08-08 $39.08 $0.00 43.8% 11.4% 35.9% 0.0% 0.0% 0.9% -1.1% -76 377 -1 0.00 119.24 N/A N/A 0 1 0 1 2022-08-09 $37.92 $0.00 45.1% 11.6% 36.8% 0.0% 0.0% 2.4% -2.2% -109 564 -2 0.00 123.94 N/A N/A 0 0 0 1 2022-08-10 $39.95 $0.00 36.4% 10.4% 38.8% 0.0% 0.0% 2.3% 1.5% -47 175 -1 0.00 119.98 N/A N/A 0 0 0 1 2022-08-11 $39.86 $0.00 37.1% 10.6% 38.8% 0.0% 0.0% 1.2% -4.2% -58 269 -1 0.00 116.23 N/A N/A 0 0 0 1 2022-08-12 $40.98 $0.00 37.5% 10.8% 38.8% 0.0% 0.0% 3.8% -1.3% -16 41 0 0.00 121.40 N/A N/A 0 0 0 1 2022-08-15 $41.07 $0.00 38.1% 10.9% 38.7% 0.0% 0.0% 2.7% -0.5% -12 30 0 0.00 120.61 N/A N/A 0 0 0 1 2022-08-16 $41.25 $0.00 44.0% 12.6% 38.7% 0.0% 0.0% 5.2% -4.7% -8 17 0 0.00 113.57 N/A N/A 1 0 0 1 2022-08-17 $46.95 $0.00 106.8% 30.6% 56.9% 0.0% 0.0% 0.0% 0.0% 23 -2.7K -8 0.00 118.65 N/A N/A 0 0 1 1 2022-08-18 $39.89 $0.00 40.7% 11.7% 83.8% 0.0% 0.0% 3.2% -3.2% 76 -1.2K -6 0.00 124.07 N/A N/A 0 0 1 1 2022-08-19 $38.00 $0.00 38.1% 10.9% 85.5% 0.0% 0.0% 0.7% 0.6% -6 -731 -5 0.00 119.20 N/A N/A 0 0 1 1 2022-08-22 $36.61 $0.00 37.8% 10.8% 84.4% 0.0% 0.0% 8.0% -0.1% 66 -678 -4 0.00 123.19 N/A N/A 0 0 1 0 2022-08-23 $36.55 $0.00 40.8% 11.7% 84.0% 0.0% 42.0% 2.4% -2.8% 63 -712 -4 0.00 129.95 N/A N/A 2 0 1 0 2022-08-24 $36.89 $37.00 39.5% 11.3% 83.5% 0.0% 0.0% 2.4% -1.3% 369 -4.5K -12 0.00 119.76 N/A N/A 0 0 3 0 2022-08-25 $37.73 $37.00 38.2% 11.0% 83.9% 0.0% 0.0% 3.7% 3.7% 350 -5.4K -12 0.00 128.05 N/A N/A 0 0 3 0 2022-08-26 $35.98 $37.00 35.3% 10.1% 85.5% 0.0% 0.0% -0.8% -3.0% 289 -4.0K -10 0.00 122.53 N/A N/A 0 0 3 0 2022-08-29 $35.62 $37.00 41.3% 11.8% 85.3% 0.0% 0.0% 2.5% -0.9% 343 -3.3K -9 0.00 126.70 N/A N/A 0 0 3 0 2022-08-30 $42.20 $37.00 109.2% 31.3% 104.9% 0.0% 0.0% 31.1% -5.4% 132 -8.1K -13 0.00 126.79 N/A N/A 0 0 3 0 2022-08-31 $34.95 $37.00 42.9% 12.3% 125.6% 0.0% 43.0% 1.7% -2.5% 300 -2.6K -8 0.00 126.47 N/A N/A 2 0 3 0
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