VERS Options History — April 2024

In April 2024, VERS traded between $37.55 and $41.22. ATM implied volatility averaged 25.9%, placing in the 13.5% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 8.0% (HV 20d: 17.9%). Max pain ranged from $36.00 to $39.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2024-04-03: Highest Volume — 4 contracts
  • 2024-04-10: Largest IV drop — 23.7% change
  • 2024-04-08: Highest IV Rank — 19.3%
  • 2024-04-30: Largest Expected Move — 7.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$39.73$37.55$41.22$41.16$39.38
Max Pain$37.20$36.00$39.00$36.00$39.00
ATM IV25.9%22.4%29.9%25.3%27.6%
Expected Move7.2%6.4%7.9%7.3%7.9%
HV 20d17.9%12.4%23.2%18.0%23.2%
HV 60d21.4%20.6%22.5%21.2%21.6%
IV Rank13.5%8.6%19.3%12.8%16.0%
IV Percentile55.0%14.3%81.7%51.2%74.2%
Term Structure-0.5%-7.6%12.9%-3.5%-7.6%
VWIV23.0%20.5%25.9%25.9%20.5%
Skew 25d0.9%-0.8%2.8%0.2%-0.1%
Skew 10d1.7%-4.9%13.1%13.1%1.3%
Call IV 25d26.0%22.6%30.7%28.3%30.7%
Put IV 25d26.9%22.1%30.8%28.5%30.7%
Bid-Ask Spread %137.54128.92144.80128.92142.91
Gamma HHI0.370.230.760.260.42
Net GEX1.4K4153.8K1.2K838
Net DEX-36.6K-52.1K-8.8K-46.1K-19.4K
Net VEX-50-80-27-27-74
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.4090400
Total OI15.818420188

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$41.16$36.0025.3%7.3%18.0%12.8%0.0%0.2%-3.5%1.2K-46.1K-270.00128.92N/AN/A00162
2024-04-02$40.77$36.0026.6%7.6%18.1%14.6%0.0%1.7%-1.3%1.3K-44.2K-300.00132.09N/AN/A00162
2024-04-03$40.81$36.0025.9%7.4%15.6%13.6%25.9%1.6%-0.1%1.2K-44.6K-270.00130.17N/AN/A40162
2024-04-04$40.55$0.0024.5%6.4%15.2%11.6%0.0%-0.5%-2.4%1.4K-49.1K-470.00136.74N/AN/A00182
2024-04-05$40.73$0.0027.3%7.1%12.4%15.6%0.0%0.0%0.5%1.4K-49.5K-470.00138.80N/AN/A00182
2024-04-08$40.99$0.0029.9%7.0%12.7%19.3%0.0%1.3%-0.4%1.3K-51.0K-450.00141.88N/AN/A00182
2024-04-09$41.22$0.0029.3%7.0%12.9%18.5%0.0%0.8%-0.8%1.3K-52.1K-410.00140.21N/AN/A00182
2024-04-10$40.38$0.0022.4%6.4%14.3%8.6%0.0%1.5%0.1%1.2K-48.1K-440.00139.24N/AN/A00182
2024-04-11$40.96$0.0024.8%7.1%15.5%12.1%0.0%0.1%0.1%1.2K-50.9K-400.00139.58N/AN/A00182
2024-04-12$39.89$0.0024.4%7.0%16.6%11.5%0.0%0.5%-0.0%1.3K-46.4K-420.00137.01N/AN/A10182
2024-04-15$39.12$0.0026.7%7.6%17.6%14.7%0.0%-0.8%-6.6%1.6K-42.4K-430.00137.39N/AN/A00182
2024-04-16$39.07$0.0027.0%7.7%17.6%15.2%0.0%1.5%-1.3%1.6K-42.0K-420.00140.44N/AN/A00182
2024-04-17$38.55$0.0025.4%7.3%17.9%12.8%0.0%0.6%-0.8%1.9K-39.8K-410.00135.19N/AN/A00182
2024-04-18$38.55$0.0025.2%7.2%16.4%12.7%0.0%0.5%12.9%1.9K-40.0K-390.00135.29N/AN/A00182
2024-04-19$37.55$0.0025.3%7.2%18.2%12.7%0.0%1.3%-0.9%3.8K-36.4K-360.00135.37N/AN/A00182
2024-04-22$38.47$0.0025.2%7.2%20.9%12.6%0.0%2.0%2.2%415-8.8K-350.00136.94N/AN/A2040
2024-04-23$38.97$0.0025.1%7.2%21.7%12.5%0.0%1.9%-0.6%842-17.6K-780.00141.34N/AN/A0080
2024-04-24$38.89$0.0023.6%6.8%21.7%10.3%22.8%0.4%1.9%855-17.8K-770.00136.25N/AN/A1080
2024-04-25$38.69$39.0025.3%7.2%21.2%12.7%0.0%2.8%1.7%1.1K-18.3K-800.00137.75N/AN/A0090
2024-04-26$39.56$39.0024.9%7.1%23.0%12.1%20.5%1.1%-1.2%1.1K-21.8K-800.00137.63N/AN/A1090
2024-04-29$39.77$0.0027.2%7.8%23.2%15.4%0.0%1.7%-2.9%810-19.7K-750.00144.80N/AN/A0080
2024-04-30$39.38$0.0027.6%7.9%23.2%16.0%0.0%-0.1%-7.6%838-19.4K-740.00142.91N/AN/A0080