VERS Options History — January 2023 In January 2023, VERS traded between $28.07 and $34.13. ATM implied volatility averaged 36.9%, placing in the 6.3% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 4.7% (HV 20d: 32.2%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-01-04 : Highest Volume — 9 contracts2023-01-11 : Largest IV drop — 27.5% change2023-01-10 : Highest IV Rank — 17.2%2023-01-03 : Largest Expected Move — 12.6%Monthly Statistics Metric Avg Min Max Open Close Price $31.25 $28.07 $34.13 $28.07 $33.66 Max Pain $40.00 $40.00 $40.00 $40.00 $40.00 ATM IV 36.9% 29.7% 47.3% 43.8% 36.7% Expected Move 10.1% 8.5% 12.6% 12.6% 10.5% HV 20d 32.2% 27.4% 35.9% 33.7% 29.5% HV 60d 42.0% 41.0% 43.5% 42.8% 43.5% IV Rank 6.3% 0.0% 17.2% 12.5% 8.8% IV Percentile 18.7% 0.0% 75.7% 54.0% 12.7% Term Structure -1.4% -8.7% 3.8% -8.7% 0.9% Skew 25d 2.1% -0.5% 4.5% 0.0% 3.7% Skew 10d 2.3% -10.8% 4.9% 3.7% 4.9% Call IV 25d 36.1% 30.9% 49.8% 49.8% 36.6% Put IV 25d 38.2% 33.0% 50.9% 49.8% 40.4% Bid-Ask Spread % 126.62 120.51 134.29 125.10 123.80 Gamma HHI 0.67 0.60 0.99 0.99 0.62 Net GEX 577 86 720 86 675 Net DEX -16.9K -25.2K -1.5K -1.5K -23.8K Net VEX -81 -93 -10 -10 -87 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 0.5 0 9 0 0 Total OI 11.25 4 13 4 11
Daily Data (20 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 2023-01-03 $28.07 $40.00 43.8% 12.6% 33.7% 12.5% 0.0% 0.0% -8.7% 86 -1.5K -10 0.00 125.10 N/A N/A 0 0 4 0 2023-01-04 $28.51 $40.00 43.1% 12.4% 33.6% 11.5% 0.0% 1.7% -6.5% 98 -1.6K -10 0.00 128.56 N/A N/A 9 0 4 0 2023-01-05 $28.08 $0.00 41.9% 10.8% 32.9% 9.9% 0.0% 2.0% -0.3% 478 -11.3K -80 0.00 125.73 N/A N/A 0 0 13 0 2023-01-06 $28.84 $0.00 41.9% 10.3% 34.5% 9.8% 0.0% 0.6% 0.8% 482 -11.4K -83 0.00 120.51 N/A N/A 0 0 13 0 2023-01-09 $29.59 $0.00 45.9% 10.0% 35.0% 15.2% 0.0% 2.1% 0.3% 536 -14.8K -88 0.00 128.73 N/A N/A 0 0 13 0 2023-01-10 $30.00 $0.00 47.3% 10.2% 35.3% 17.2% 0.0% 3.2% -0.8% 555 -14.8K -89 0.00 129.45 N/A N/A 0 0 13 0 2023-01-11 $30.62 $0.00 34.3% 9.8% 35.9% 0.0% 0.0% 2.3% 0.4% 589 -15.9K -91 0.00 123.31 N/A N/A 0 0 13 0 2023-01-12 $31.05 $0.00 33.9% 9.7% 35.8% 0.0% 0.0% 1.1% -0.7% 595 -16.7K -92 0.00 127.93 N/A N/A 0 0 13 0 2023-01-13 $31.46 $0.00 31.1% 8.9% 35.9% 0.0% 0.0% 2.1% 3.8% 642 -17.9K -93 0.00 123.34 N/A N/A 0 0 13 0 2023-01-17 $31.87 $0.00 33.4% 9.6% 31.6% 2.9% 0.0% 3.5% -2.5% 661 -19.1K -93 0.00 132.25 N/A N/A 1 0 13 0 2023-01-18 $31.59 $0.00 34.7% 9.9% 31.9% 4.7% 0.0% 2.0% -4.6% 660 -19.0K -92 0.00 134.29 N/A N/A 0 0 12 0 2023-01-19 $30.93 $0.00 35.9% 10.3% 29.4% 6.2% 0.0% 2.3% -2.1% 638 -17.2K -91 0.00 131.78 N/A N/A 0 0 12 0 2023-01-20 $31.84 $0.00 34.8% 10.0% 30.6% 4.8% 0.0% 3.5% 0.6% 663 -18.4K -92 0.00 127.48 N/A N/A 0 0 12 0 2023-01-23 $33.05 $0.00 34.5% 9.9% 32.5% 4.4% 0.0% 3.7% 1.0% 687 -21.7K -91 0.00 127.16 N/A N/A 0 0 11 0 2023-01-24 $32.63 $0.00 32.4% 9.3% 30.4% 1.6% 0.0% 0.9% -2.8% 691 -21.8K -91 0.00 128.77 N/A N/A 0 0 11 0 2023-01-25 $32.69 $0.00 29.7% 8.5% 30.4% 0.0% 0.0% -0.5% 0.8% 699 -20.7K -91 0.00 124.67 N/A N/A 0 0 11 0 2023-01-26 $33.26 $0.00 33.5% 9.6% 28.2% 4.7% 0.0% 2.7% -1.9% 720 -23.0K -90 0.00 122.48 N/A N/A 0 0 11 0 2023-01-27 $34.13 $0.00 32.5% 9.3% 27.4% 3.5% 0.0% 4.5% 2.8% 694 -25.2K -86 0.00 123.77 N/A N/A 0 0 11 0 2023-01-30 $33.05 $0.00 37.0% 10.6% 29.7% 9.2% 0.0% -0.2% -7.9% 699 -23.0K -88 0.00 123.37 N/A N/A 0 0 11 0 2023-01-31 $33.66 $0.00 36.7% 10.5% 29.5% 8.8% 0.0% 3.7% 0.9% 675 -23.8K -87 0.00 123.80 N/A N/A 0 0 11 0
« Dec 2022 | All History | Feb 2023 » Home VERS History January 2023