VERS Options History — February 2024 In February 2024, VERS traded between $40.84 and $42.88. ATM implied volatility averaged 25.7%, placing in the 13.3% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 2.0% (HV 20d: 23.7%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-02-07 : Highest Volume — 4 contracts2024-02-07 : Largest IV drop — 32.0% change2024-02-06 : Highest IV Rank — 19.0%2024-02-21 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $41.84 $40.84 $42.88 $41.23 $42.02 ATM IV 25.7% 20.2% 29.8% 25.8% 26.1% Expected Move 7.1% 5.8% 8.4% 6.5% 7.5% HV 20d 23.7% 20.4% 26.9% 21.0% 24.2% HV 60d 21.9% 19.9% 22.6% 21.9% 22.5% IV Rank 13.3% 5.5% 19.0% 13.5% 13.9% IV Percentile 47.2% 2.8% 71.4% 48.8% 53.6% Term Structure -0.5% -4.2% 2.9% -0.4% 0.1% Skew 25d 0.9% -0.0% 2.0% 1.5% 2.0% Skew 10d 1.6% 1.0% 2.4% 1.8% 1.2% Call IV 25d 25.3% 20.3% 30.2% 21.6% 28.8% Put IV 25d 26.2% 22.0% 31.4% 23.0% 30.8% Bid-Ask Spread % 129.81 125.19 133.77 128.00 130.94 Gamma HHI 0.28 0.23 0.35 0.23 0.30 Net GEX 1.4K 1.2K 1.6K 1.6K 1.3K Net DEX -49.7K -58.8K -42.8K -48.0K -48.8K Net VEX -67 -81 -53 -81 -58 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 0.35 0 4 0 2 Total OI 18.4 18 19 19 18
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 2024-02-01 $41.23 $0.00 25.8% 6.5% 21.0% 13.5% 0.0% 1.5% -0.4% 1.6K -48.0K -81 0.00 128.00 N/A N/A 0 0 17 2 2024-02-02 $42.09 $0.00 24.3% 6.1% 22.1% 11.3% 0.0% 1.7% 0.8% 1.5K -52.8K -69 0.00 125.19 N/A N/A 0 0 17 2 2024-02-05 $41.77 $0.00 27.5% 6.3% 22.3% 15.9% 0.0% 1.5% -0.2% 1.5K -52.1K -71 0.00 127.76 N/A N/A 0 0 17 2 2024-02-06 $41.84 $0.00 29.8% 6.3% 20.4% 19.0% 0.0% 1.2% -1.0% 1.5K -52.5K -68 0.00 131.27 N/A N/A 0 0 17 2 2024-02-07 $41.56 $0.00 20.2% 5.8% 20.4% 5.5% 0.0% 0.7% 1.3% 1.6K -50.3K -69 0.00 131.45 N/A N/A 4 0 17 2 2024-02-08 $41.87 $0.00 21.1% 6.1% 20.5% 6.8% 0.0% 0.4% -0.1% 1.5K -52.3K -64 0.00 130.31 N/A N/A 0 0 17 2 2024-02-09 $42.48 $0.00 20.7% 5.9% 21.0% 6.2% 0.0% 1.3% 1.5% 1.4K -55.1K -60 0.00 129.73 N/A N/A 0 0 17 2 2024-02-12 $42.88 $0.00 21.5% 6.2% 20.9% 7.4% 0.0% 0.4% -1.6% 1.3K -58.8K -53 0.00 127.94 N/A N/A 1 0 17 2 2024-02-13 $41.40 $0.00 24.1% 6.9% 24.5% 11.1% 0.0% 0.7% 2.2% 1.3K -45.9K -78 0.00 129.36 N/A N/A 0 0 16 2 2024-02-14 $42.48 $0.00 25.0% 7.2% 25.2% 12.3% 0.0% 0.2% 2.9% 1.2K -50.2K -69 0.00 128.17 N/A N/A 0 0 16 2 2024-02-15 $42.67 $0.00 27.0% 7.7% 24.8% 15.2% 0.0% 0.4% -0.4% 1.2K -51.2K -65 0.00 127.69 N/A N/A 0 0 16 2 2024-02-16 $41.91 $0.00 28.1% 8.0% 25.0% 16.7% 0.0% 0.7% -4.2% 1.3K -49.1K -69 0.00 126.55 N/A N/A 0 0 16 2 2024-02-20 $41.27 $0.00 27.9% 8.0% 25.0% 16.4% 0.0% 0.9% -1.7% 1.3K -45.6K -70 0.00 128.00 N/A N/A 0 0 16 2 2024-02-21 $40.84 $0.00 29.2% 8.4% 25.1% 18.3% 0.0% 0.1% -1.9% 1.3K -42.8K -74 0.00 131.37 N/A N/A 0 0 16 2 2024-02-22 $41.87 $0.00 28.3% 8.1% 26.8% 17.0% 0.0% 0.7% -2.2% 1.3K -48.1K -66 0.00 131.35 N/A N/A 0 0 16 2 2024-02-23 $41.50 $0.00 26.8% 7.7% 26.9% 14.8% 0.0% -0.0% -2.1% 1.3K -46.7K -68 0.00 130.35 N/A N/A 0 0 16 2 2024-02-26 $41.82 $0.00 26.9% 7.7% 26.8% 15.0% 0.0% 0.5% -0.2% 1.3K -48.2K -62 0.00 133.73 N/A N/A 0 0 16 2 2024-02-27 $41.69 $0.00 27.0% 7.8% 26.2% 15.2% 0.0% 1.6% -1.2% 1.4K -47.4K -58 0.00 133.33 N/A N/A 0 0 16 2 2024-02-28 $41.56 $0.00 27.2% 7.8% 25.4% 15.4% 0.0% 1.2% -1.9% 1.4K -47.3K -58 0.00 133.77 N/A N/A 0 0 16 2 2024-02-29 $42.02 $0.00 26.1% 7.5% 24.2% 13.9% 0.0% 2.0% 0.1% 1.3K -48.8K -58 0.00 130.94 N/A N/A 2 0 16 2
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