VERS Options History — December 2022

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

In December 2022, VERS traded between $27.09 and $31.97. ATM implied volatility averaged 45.6%, placing in the 8.3% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 3.2% (HV 20d: 42.4%). Max pain ranged from $31.00 to $40.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 11 of 21 days.

Notable Days

2022-12-19: Highest Volume — 2 contracts
2022-12-14: Largest IV drop — 50.8% change
2022-12-13: Highest IV Rank — 50.0%
2022-12-27: Largest Expected Move — 12.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$29.49	$27.09	$31.97	$31.97	$28.02
Max Pain	$36.68	$31.00	$40.00	$40.00	$40.00
ATM IV	45.6%	34.5%	75.5%	41.6%	41.1%
Expected Move	11.0%	9.9%	12.1%	11.9%	11.8%
HV 20d	42.4%	32.3%	59.4%	59.4%	33.5%
HV 60d	53.4%	43.3%	76.3%	76.3%	43.3%
IV Rank	8.3%	0.0%	50.0%	50.0%	8.8%
IV Percentile	22.0%	0.0%	95.2%	95.2%	31.9%
Term Structure	2.2%	-6.7%	63.8%	-3.0%	-2.8%
VWIV	38.8%	38.8%	38.8%	38.8%	38.8%
Skew 25d	2.2%	-1.2%	5.2%	5.1%	3.9%
Skew 10d	4.3%	1.5%	6.8%	6.1%	4.5%
Call IV 25d	39.4%	33.0%	53.1%	43.9%	44.7%
Put IV 25d	41.6%	35.3%	54.6%	49.0%	48.6%
Bid-Ask Spread %	126.79	119.02	134.09	130.16	129.37
Gamma HHI	0.71	0.45	1.00	0.48	0.98
Net GEX	58	-76	172	172	92
Net DEX	-1.2K	-3.7K	2.7K	-3.7K	-1.4K
Net VEX	-16	-24	-10	-20	-10
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0.095	0	2	0	0
Total OI	4.667	4	6	4	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	Put Vol	Call OI	Put OI
2022-12-01	$31.97	$0.00	41.6%	11.9%	59.4%	0.0%	0.0%	5.1%	-3.0%	172	-3.7K	-20	130.16	N/A	N/A	0	4	0
2022-12-02	$31.80	$0.00	41.1%	11.8%	55.8%	0.0%	0.0%	1.6%	-4.4%	167	-3.5K	-19	129.93	N/A	N/A	0	4	0
2022-12-05	$30.96	$40.00	47.8%	10.1%	57.0%	0.0%	0.0%	2.9%	1.5%	154	-3.3K	-17	122.54	N/A	N/A	0	4	0
2022-12-06	$30.17	$40.00	50.9%	10.6%	58.0%	0.0%	0.0%	2.7%	1.8%	134	-2.7K	-15	124.27	N/A	N/A	0	4	0
2022-12-07	$29.92	$40.00	49.3%	10.8%	58.1%	0.0%	0.0%	2.3%	0.8%	121	-2.5K	-15	119.02	N/A	N/A	0	4	0
2022-12-08	$30.55	$40.00	55.5%	10.6%	56.4%	0.0%	0.0%	2.2%	1.1%	133	-2.7K	-16	124.53	N/A	N/A	0	4	0
2022-12-09	$30.29	$31.00	62.2%	10.9%	56.3%	0.0%	0.0%	1.3%	-3.4%	-43	502	-24	128.25	N/A	N/A	0	4	2
2022-12-12	$30.55	$31.00	75.5%	10.3%	33.2%	0.0%	0.0%	3.7%	3.0%	-71	447	-23	127.28	N/A	N/A	0	4	2
2022-12-13	$31.06	$31.00	72.3%	10.6%	33.5%	50.0%	0.0%	2.6%	1.0%	-51	-543	-23	125.17	N/A	N/A	0	4	2
2022-12-14	$30.75	$31.00	35.6%	10.2%	32.3%	0.4%	0.0%	2.6%	0.5%	-76	212	-23	124.20	N/A	N/A	0	4	2
2022-12-15	$29.39	$31.00	38.0%	10.9%	34.1%	3.7%	0.0%	0.9%	63.8%	-67	1.4K	-20	131.13	N/A	N/A	0	4	2
2022-12-16	$29.37	$31.00	40.4%	11.6%	34.0%	6.8%	0.0%	2.0%	-4.5%	-51	1.4K	-20	134.09	N/A	N/A	0	4	2
2022-12-19	$28.27	$31.00	39.2%	11.2%	36.4%	5.3%	38.8%	-1.2%	-6.7%	-52	2.7K	-16	125.99	N/A	N/A	2	4	2
2022-12-20	$28.48	$40.00	37.4%	10.7%	36.3%	2.8%	0.0%	2.0%	-1.2%	100	-1.7K	-11	126.83	N/A	N/A	0	4	0
2022-12-21	$28.94	$40.00	36.8%	10.5%	36.8%	2.0%	0.0%	1.8%	-2.0%	109	-2.1K	-12	132.12	N/A	N/A	0	4	0
2022-12-22	$28.09	$40.00	34.5%	9.9%	36.4%	0.0%	0.0%	0.7%	2.2%	91	-1.4K	-10	121.05	N/A	N/A	0	4	0
2022-12-23	$28.13	$40.00	35.8%	10.3%	36.4%	1.7%	0.0%	1.1%	2.4%	90	-1.5K	-11	123.15	N/A	N/A	0	4	0
2022-12-27	$27.46	$40.00	42.1%	12.1%	35.9%	10.1%	0.0%	1.9%	-1.6%	87	-1.4K	-10	129.29	N/A	N/A	0	4	0
2022-12-28	$27.09	$40.00	41.6%	11.9%	36.0%	9.4%	0.0%	1.1%	-4.9%	84	-1.3K	-10	127.95	N/A	N/A	0	4	0
2022-12-29	$28.13	$40.00	39.6%	11.3%	35.1%	6.8%	0.0%	5.2%	1.8%	90	-1.4K	-10	126.17	N/A	N/A	0	4	0
2022-12-30	$28.02	$40.00	41.1%	11.8%	33.5%	8.8%	0.0%	3.9%	-2.8%	92	-1.4K	-10	129.37	N/A	N/A	0	4	0