VERS Options History — October 2022

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

In October 2022, VERS traded between $28.51 and $32.13. ATM implied volatility averaged 44.4%. The 30-day expected move averaged 12.4%. IV traded below realized volatility by 25.7% (HV 20d: 70.0%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2022-10-19: Highest Volume — 4 contracts
2022-10-10: Largest IV spike — 21.7% change
2022-10-20: Largest Expected Move — 13.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$30.11	$28.51	$32.13	$30.60	$29.72
Max Pain	$35.00	$35.00	$35.00	$35.00	$35.00
ATM IV	44.4%	37.3%	53.8%	45.6%	44.8%
Expected Move	12.4%	10.7%	13.6%	13.1%	12.9%
HV 20d	70.0%	37.2%	115.9%	114.4%	37.2%
HV 60d	99.3%	98.6%	100.3%	98.9%	98.6%
Term Structure	1.1%	-14.3%	37.1%	3.3%	-3.9%
Skew 25d	3.6%	0.6%	6.3%	5.3%	2.9%
Skew 10d	4.9%	1.2%	7.3%	4.9%	4.2%
Call IV 25d	41.6%	35.8%	47.5%	46.6%	47.5%
Put IV 25d	45.2%	39.2%	51.9%	51.9%	50.4%
Bid-Ask Spread %	125.17	120.00	130.13	126.50	130.13
Gamma HHI	0.45	0.33	0.62	0.51	0.52
Net GEX	141	61	271	173	135
Net DEX	-2.0K	-3.6K	-371	-1.5K	-2.9K
Net VEX	-13	-23	-3	-9	-20
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	2.095	2	4	2	2
Total OI	4.905	4	7	5	4

Daily Data (21 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
2022-10-03	$30.60	$35.00	45.6%	13.1%	114.4%	0.0%	0.0%	5.3%	3.3%	173	-1.5K	-9	126.50	N/A	N/A	2	5
2022-10-04	$32.01	$35.00	42.6%	12.2%	115.7%	0.0%	0.0%	3.7%	-0.8%	254	-2.4K	-12	124.92	N/A	N/A	2	5
2022-10-05	$31.17	$35.00	46.1%	13.2%	115.9%	0.0%	0.0%	0.6%	-14.3%	217	-2.2K	-12	123.23	N/A	N/A	2	5
2022-10-06	$32.13	$0.00	42.4%	12.0%	115.7%	0.0%	0.0%	3.4%	-1.6%	271	-2.0K	-11	123.24	N/A	N/A	2	5
2022-10-07	$30.55	$0.00	44.1%	12.3%	115.6%	0.0%	0.0%	3.4%	-1.8%	156	-1.3K	-9	120.00	N/A	N/A	2	5
2022-10-10	$29.40	$0.00	53.6%	12.8%	115.8%	0.0%	0.0%	3.3%	-1.5%	104	-1.0K	-8	124.27	N/A	N/A	2	5
2022-10-11	$28.51	$0.00	53.8%	12.5%	115.1%	0.0%	0.0%	3.3%	-3.6%	61	-791	-7	121.91	N/A	N/A	2	5
2022-10-12	$28.97	$0.00	47.1%	13.5%	88.2%	0.0%	0.0%	4.8%	-3.0%	91	-1.0K	-7	127.91	N/A	N/A	2	5
2022-10-13	$29.76	$0.00	43.1%	12.4%	89.4%	0.0%	0.0%	4.8%	-0.1%	121	-1.0K	-7	123.71	N/A	N/A	2	5
2022-10-14	$29.76	$0.00	45.0%	12.9%	42.4%	0.0%	0.0%	1.8%	-2.2%	134	-1.2K	-7	120.27	N/A	N/A	2	5
2022-10-17	$29.88	$0.00	45.7%	13.1%	42.4%	0.0%	0.0%	4.2%	-2.1%	104	-916	-6	127.93	N/A	N/A	2	5
2022-10-18	$29.88	$0.00	44.5%	12.8%	42.2%	0.0%	0.0%	5.0%	-1.3%	102	-1.0K	-7	126.93	N/A	N/A	2	5
2022-10-19	$29.79	$0.00	44.3%	12.7%	42.0%	0.0%	0.0%	2.7%	-1.2%	66	-371	-3	126.66	N/A	N/A	4	5
2022-10-20	$29.81	$0.00	47.5%	13.6%	41.3%	0.0%	0.0%	4.9%	5.9%	169	-3.3K	-23	129.15	N/A	N/A	2	7
2022-10-21	$29.62	$0.00	39.0%	11.2%	40.4%	0.0%	0.0%	1.6%	16.4%	127	-3.0K	-21	123.91	N/A	N/A	2	7
2022-10-24	$29.61	$0.00	40.8%	11.7%	40.4%	0.0%	0.0%	3.1%	37.1%	108	-2.6K	-18	125.47	N/A	N/A	2	4
2022-10-25	$30.08	$0.00	43.7%	12.5%	40.6%	0.0%	0.0%	1.5%	-8.3%	145	-3.5K	-23	125.98	N/A	N/A	2	4
2022-10-26	$30.55	$0.00	37.3%	10.7%	40.9%	0.0%	0.0%	3.3%	-0.4%	152	-3.6K	-23	121.20	N/A	N/A	2	4
2022-10-27	$30.45	$0.00	39.5%	11.3%	37.4%	0.0%	0.0%	6.3%	6.1%	139	-3.1K	-21	126.97	N/A	N/A	2	4
2022-10-28	$29.99	$0.00	41.1%	11.8%	37.8%	0.0%	0.0%	4.9%	0.9%	138	-3.0K	-21	128.30	N/A	N/A	2	4
2022-10-31	$29.72	$0.00	44.8%	12.9%	37.2%	0.0%	0.0%	2.9%	-3.9%	135	-2.9K	-20	130.13	N/A	N/A	2	4