VERS Options History — May 2023 In May 2023, VERS traded between $31.13 and $36.83. ATM implied volatility averaged 33.1%, placing in the 16.1% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 11.5% (HV 20d: 21.7%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2023-05-02 : Highest Volume — 4 contracts2023-05-25 : Largest IV spike — 220.4% change2023-05-26 : Highest IV Rank — 75.4%2023-05-26 : Largest Expected Move — 24.9%Monthly Statistics Metric Avg Min Max Open Close Price $33.49 $31.13 $36.83 $32.20 $36.48 ATM IV 33.1% 23.9% 86.9% 31.6% 28.7% Expected Move 9.1% 6.9% 24.9% 9.1% 8.2% HV 20d 21.7% 17.2% 25.3% 17.2% 24.7% HV 60d 24.4% 23.1% 25.4% 25.3% 24.3% IV Rank 16.1% 5.9% 75.4% 14.3% 11.1% IV Percentile 17.1% 2.6% 99.2% 11.8% 10.0% Term Structure -7.7% -119.4% 2.2% -5.7% -3.7% Skew 25d -4.5% -98.5% 3.4% 2.9% 2.9% Skew 10d 2.5% 1.1% 3.9% 2.7% 2.6% Call IV 25d 38.1% 25.4% 129.0% 33.5% 31.0% Put IV 25d 33.6% 26.7% 98.5% 36.4% 33.9% Bid-Ask Spread % 127.11 125.01 130.66 128.40 127.27 Gamma HHI 0.34 0.33 0.38 0.38 0.36 Net GEX 1.4K 949 1.5K 1.1K 1.2K Net DEX -27.8K -44.0K -16.0K -16.9K -42.6K Net VEX -96 -106 -73 -75 -80 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 0.182 0 4 0 0 Total OI 14.636 11 15 11 15
Daily Data (22 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 2023-05-01 $32.20 $0.00 31.6% 9.1% 17.2% 14.3% 0.0% 2.9% -5.7% 1.1K -16.9K -75 0.00 128.40 N/A N/A 0 0 11 0 2023-05-02 $31.70 $0.00 30.0% 8.6% 17.8% 12.6% 0.0% -0.5% -5.5% 949 -16.0K -73 0.00 125.34 N/A N/A 4 0 11 0 2023-05-03 $31.56 $0.00 31.4% 9.0% 17.6% 14.2% 0.0% -9.6% -8.6% 1.2K -19.9K -105 0.00 125.52 N/A N/A 0 0 15 0 2023-05-04 $31.13 $0.00 34.3% 7.8% 17.2% 17.3% 0.0% 1.1% -6.2% 1.2K -19.1K -102 0.00 128.24 N/A N/A 0 0 15 0 2023-05-05 $32.04 $0.00 31.9% 7.4% 20.5% 14.8% 0.0% 1.9% -4.6% 1.4K -21.5K -103 0.00 125.79 N/A N/A 0 0 15 0 2023-05-08 $32.52 $0.00 34.5% 7.1% 21.3% 17.5% 0.0% 3.0% -1.9% 1.4K -23.0K -105 0.00 125.59 N/A N/A 0 0 15 0 2023-05-09 $32.38 $0.00 36.2% 7.4% 21.3% 19.5% 0.0% 3.0% -2.3% 1.4K -23.2K -106 0.00 129.02 N/A N/A 0 0 15 0 2023-05-10 $32.72 $0.00 23.9% 6.9% 21.1% 5.9% 0.0% 2.4% 1.3% 1.4K -23.9K -105 0.00 126.74 N/A N/A 0 0 15 0 2023-05-11 $32.55 $0.00 24.6% 7.1% 20.2% 6.7% 0.0% 2.1% -0.7% 1.4K -23.4K -105 0.00 128.08 N/A N/A 0 0 15 0 2023-05-12 $32.12 $0.00 25.2% 7.2% 20.6% 7.3% 0.0% 0.1% -3.5% 1.4K -22.1K -104 0.00 125.28 N/A N/A 0 0 15 0 2023-05-15 $32.75 $0.00 24.1% 6.9% 21.8% 6.1% 0.0% 3.3% 0.3% 1.4K -23.7K -103 0.00 125.29 N/A N/A 0 0 15 0 2023-05-16 $32.82 $0.00 25.5% 7.3% 21.8% 7.6% 0.0% 1.8% -1.3% 1.5K -24.4K -103 0.00 129.10 N/A N/A 0 0 15 0 2023-05-17 $33.76 $0.00 24.9% 7.1% 24.0% 7.0% 0.0% 3.0% -0.1% 1.5K -28.2K -103 0.00 125.01 N/A N/A 0 0 15 0 2023-05-18 $34.36 $0.00 23.9% 6.9% 23.9% 5.9% 0.0% 1.6% 1.8% 1.5K -32.3K -99 0.00 127.47 N/A N/A 0 0 15 0 2023-05-19 $34.34 $0.00 24.0% 6.9% 23.8% 6.0% 0.0% 0.7% -0.1% 1.4K -32.2K -101 0.00 130.66 N/A N/A 0 0 15 0 2023-05-22 $34.86 $0.00 24.0% 6.9% 24.0% 5.9% 0.0% 3.4% -1.1% 1.5K -34.4K -96 0.00 126.01 N/A N/A 0 0 15 0 2023-05-23 $34.48 $0.00 26.2% 7.5% 22.4% 8.4% 0.0% 0.9% -5.8% 1.4K -33.7K -98 0.00 126.44 N/A N/A 0 0 15 0 2023-05-24 $34.20 $0.00 26.3% 7.5% 22.8% 8.5% 0.0% 1.3% -2.2% 1.5K -31.4K -98 0.00 128.38 N/A N/A 0 0 15 0 2023-05-25 $34.88 $0.00 84.1% 24.1% 22.5% 72.4% 0.0% -28.6% 2.2% 1.4K -34.8K -96 0.00 129.47 N/A N/A 0 0 15 0 2023-05-26 $36.12 $0.00 86.9% 24.9% 24.9% 75.4% 0.0% -98.5% -119.4% 1.4K -40.8K -83 0.00 127.92 N/A N/A 0 0 15 0 2023-05-30 $36.83 $0.00 27.1% 7.8% 25.3% 9.4% 0.0% 1.8% -1.1% 1.1K -44.0K -77 0.00 125.34 N/A N/A 0 0 15 0 2023-05-31 $36.48 $0.00 28.7% 8.2% 24.7% 11.1% 0.0% 2.9% -3.7% 1.2K -42.6K -80 0.00 127.27 N/A N/A 0 0 15 0
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