VERS Options History — June 2023 In June 2023, VERS traded between $36.98 and $39.95. ATM implied volatility averaged 27.4%, placing in the 9.8% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 5.1% (HV 20d: 22.3%). Max pain ranged from $32.00 to $32.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-06-01 : Highest Volume — 5 contracts2023-06-14 : Largest IV drop — 56.6% change2023-06-13 : Highest IV Rank — 32.8%2023-06-02 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $38.54 $36.98 $39.95 $36.98 $39.39 Max Pain $32.00 $32.00 $32.00 $32.00 $32.00 ATM IV 27.4% 21.0% 48.3% 26.7% 24.2% Expected Move 6.6% 5.9% 8.4% 7.7% 6.9% HV 20d 22.3% 20.7% 24.4% 24.4% 21.2% HV 60d 22.6% 21.7% 24.3% 24.3% 22.2% IV Rank 9.8% 2.6% 32.8% 9.0% 6.2% IV Percentile 14.7% 0.4% 86.8% 8.3% 8.7% Term Structure 0.1% -7.5% 5.8% -1.7% -3.5% VWIV 18.4% 14.7% 22.0% 14.7% 22.0% Skew 25d 1.4% -0.9% 3.3% 1.5% -0.9% Skew 10d 3.5% 1.0% 8.5% 2.8% 1.2% Call IV 25d 24.3% 20.6% 32.2% 30.9% 26.9% Put IV 25d 25.7% 22.8% 33.8% 32.4% 25.9% Bid-Ask Spread % 122.04 118.69 130.27 123.25 122.93 Gamma HHI 0.34 0.29 0.43 0.37 0.30 Net GEX 852 502 1.1K 1.1K 673 Net DEX -65.4K -74.2K -44.9K -44.9K -74.2K Net VEX -51 -75 -34 -75 -42 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 0.381 0 5 5 0 Total OI 18.619 15 20 15 20
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-06-01 $36.98 $0.00 26.7% 7.7% 24.4% 9.0% 0.0% 1.5% -1.7% 1.1K -44.9K -75 0.00 123.25 N/A N/A 5 0 15 0 2023-06-02 $37.31 $0.00 29.1% 8.4% 23.0% 11.6% 0.0% 1.6% -7.5% 1.1K -57.8K -72 0.00 130.27 N/A N/A 0 0 18 0 2023-06-05 $37.48 $32.00 30.2% 6.1% 21.8% 12.8% 0.0% 2.1% 3.3% 1.0K -58.9K -67 0.00 123.26 N/A N/A 0 0 18 0 2023-06-06 $38.28 $32.00 27.6% 6.3% 22.2% 10.0% 0.0% 2.9% 5.8% 934 -61.0K -64 0.00 119.86 N/A N/A 0 0 18 0 2023-06-07 $38.05 $32.00 32.0% 6.5% 22.3% 14.8% 0.0% 0.3% -2.2% 952 -60.4K -63 0.00 120.39 N/A N/A 0 0 18 0 2023-06-08 $38.74 $32.00 32.0% 6.5% 22.6% 14.8% 0.0% 3.3% 4.6% 876 -62.0K -61 0.00 120.96 N/A N/A 0 0 18 0 2023-06-09 $38.57 $32.00 33.0% 5.9% 22.5% 15.9% 14.7% 2.2% 1.6% 672 -64.0K -49 0.00 118.69 N/A N/A 1 0 18 0 2023-06-12 $39.01 $32.00 44.5% 6.4% 21.0% 28.6% 0.0% 1.4% 0.9% 814 -68.7K -48 0.00 122.80 N/A N/A 0 0 19 0 2023-06-13 $39.72 $32.00 48.3% 6.4% 20.9% 32.8% 0.0% 2.1% 3.0% 649 -71.0K -40 0.00 122.03 N/A N/A 0 0 19 0 2023-06-14 $39.39 $32.00 21.0% 6.0% 21.8% 2.6% 0.0% 1.5% 3.6% 649 -70.6K -40 0.00 119.63 N/A N/A 0 0 19 0 2023-06-15 $39.95 $32.00 21.4% 6.1% 20.7% 3.1% 0.0% 1.2% 0.6% 502 -72.3K -34 0.00 119.35 N/A N/A 0 0 19 0 2023-06-16 $39.66 $32.00 21.7% 6.2% 21.1% 3.5% 0.0% 0.8% 0.3% 582 -71.3K -36 0.00 121.09 N/A N/A 0 0 19 0 2023-06-20 $39.13 $32.00 23.3% 6.7% 22.2% 5.2% 0.0% 0.8% -2.0% 743 -69.3K -42 0.00 120.28 N/A N/A 0 0 19 0 2023-06-21 $38.23 $32.00 22.0% 6.3% 24.3% 3.7% 0.0% -0.4% -0.5% 926 -66.4K -50 0.00 120.04 N/A N/A 0 0 19 0 2023-06-22 $38.20 $32.00 23.0% 6.6% 23.7% 4.8% 0.0% 1.8% 0.5% 954 -66.0K -51 0.00 124.81 N/A N/A 0 0 19 0 2023-06-23 $37.66 $32.00 23.0% 6.6% 24.2% 4.8% 0.0% 1.2% -0.4% 1.1K -63.7K -56 0.00 125.12 N/A N/A 0 0 19 0 2023-06-26 $37.62 $32.00 23.1% 6.6% 23.6% 4.9% 0.0% 1.3% -1.3% 1.1K -64.0K -53 0.00 121.98 N/A N/A 0 0 19 0 2023-06-27 $38.63 $32.00 23.8% 6.8% 22.3% 5.7% 0.0% 3.0% 1.9% 860 -67.8K -44 0.00 122.97 N/A N/A 0 0 19 0 2023-06-28 $38.59 $32.00 23.1% 6.6% 21.5% 5.0% 22.0% 0.8% -1.4% 820 -68.0K -42 0.00 120.78 N/A N/A 2 0 19 0 2023-06-29 $38.77 $32.00 23.6% 6.8% 21.1% 5.5% 0.0% 1.1% -2.4% 856 -71.6K -49 0.00 122.25 N/A N/A 0 0 20 0 2023-06-30 $39.39 $32.00 24.2% 6.9% 21.2% 6.2% 0.0% -0.9% -3.5% 673 -74.2K -42 0.00 122.93 N/A N/A 0 0 20 0
« May 2023 | All History | Jul 2023 » Home VERS History June 2023