VERS Options History — May 2024 In May 2024, VERS traded between $39.28 and $42.58. ATM implied volatility averaged 26.3%, placing in the 15.1% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 6.7% (HV 20d: 19.6%). Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-05-24 : Highest Volume — 8 contracts2024-05-15 : Largest IV drop — 53.8% change2024-05-14 : Highest IV Rank — 38.6%2024-05-01 : Largest Expected Move — 8.0%Monthly Statistics Metric Avg Min Max Open Close Price $41.59 $39.28 $42.58 $39.28 $41.81 ATM IV 26.3% 20.1% 43.5% 27.8% 21.5% Expected Move 6.4% 5.8% 8.0% 8.0% 6.2% HV 20d 19.6% 15.1% 25.3% 23.2% 15.1% HV 60d 20.2% 18.5% 22.3% 21.5% 18.5% IV Rank 15.1% 5.4% 38.6% 16.3% 15.7% IV Percentile 45.1% 2.4% 96.8% 75.4% 10.3% Term Structure 0.4% -5.5% 6.8% -5.5% 2.4% Skew 25d 1.2% -0.0% 3.3% 0.6% 1.9% Skew 10d 3.7% 0.6% 6.3% 1.5% 1.9% Call IV 25d 23.5% 20.4% 30.6% 28.9% 24.8% Put IV 25d 24.7% 22.4% 31.6% 29.5% 26.7% Bid-Ask Spread % 141.66 138.18 144.83 138.72 141.10 Gamma HHI 0.42 0.27 0.48 0.42 0.27 Net GEX 671 -133 927 870 456 Net DEX -24.0K -29.2K -17.8K -18.9K -22.7K Net VEX -82 -186 -54 -75 -186 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 0.636 0 8 0 0 Total OI 10.045 8 21 8 21
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 2024-05-01 $39.28 $0.00 27.8% 8.0% 23.2% 16.3% 0.0% 0.6% -5.5% 870 -18.9K -75 0.00 138.72 N/A N/A 0 0 8 0 2024-05-02 $39.94 $0.00 26.3% 7.5% 24.0% 14.1% 0.0% 1.6% -0.0% 834 -19.6K -74 0.00 138.77 N/A N/A 0 0 8 0 2024-05-03 $40.70 $0.00 27.3% 7.8% 25.0% 15.6% 0.0% 1.0% -3.3% 811 -22.4K -70 0.00 144.83 N/A N/A 0 0 8 0 2024-05-06 $41.25 $0.00 29.3% 6.5% 25.3% 18.4% 0.0% 0.9% 0.6% 800 -23.7K -68 0.00 141.94 N/A N/A 0 0 8 0 2024-05-07 $41.32 $0.00 31.6% 6.5% 25.2% 21.6% 0.0% 1.3% -1.3% 778 -24.3K -65 0.00 139.31 N/A N/A 0 0 8 0 2024-05-08 $41.13 $0.00 30.5% 6.5% 24.1% 20.1% 0.0% 1.7% 0.3% 802 -23.3K -68 0.00 142.10 N/A N/A 0 0 8 0 2024-05-09 $41.05 $0.00 30.9% 6.3% 23.6% 20.7% 0.0% 1.6% 0.6% 798 -22.9K -68 0.00 143.18 N/A N/A 0 0 8 0 2024-05-10 $40.81 $0.00 32.0% 6.1% 21.6% 22.2% 0.0% 1.9% -0.1% 837 -22.9K -67 0.00 142.59 N/A N/A 0 0 8 0 2024-05-13 $41.20 $0.00 40.6% 6.0% 20.3% 34.4% 0.0% 1.3% 0.2% 808 -23.8K -65 0.00 142.33 N/A N/A 0 0 8 0 2024-05-14 $41.85 $0.00 43.5% 5.9% 20.8% 38.6% 0.0% 1.8% 0.3% 738 -25.6K -61 0.00 138.87 N/A N/A 0 0 8 0 2024-05-15 $42.42 $0.00 20.1% 5.8% 20.1% 5.4% 0.0% 3.3% 2.7% 690 -26.5K -60 0.00 138.18 N/A N/A 0 0 8 0 2024-05-16 $42.40 $0.00 21.4% 6.1% 20.1% 7.2% 0.0% 0.9% 6.8% 697 -26.3K -61 0.00 142.91 N/A N/A 0 0 8 0 2024-05-17 $42.09 $0.00 22.1% 6.3% 17.1% 8.3% 0.0% 0.3% -0.5% 746 -26.3K -59 0.00 138.43 N/A N/A 0 0 8 0 2024-05-20 $42.58 $0.00 21.2% 6.1% 15.8% 6.9% 0.0% 0.7% 2.9% 681 -26.7K -58 0.00 142.45 N/A N/A 0 0 8 0 2024-05-21 $42.36 $0.00 21.8% 6.2% 15.9% 7.7% 0.0% 1.1% -0.1% 708 -26.6K -58 0.00 144.39 N/A N/A 0 0 8 0 2024-05-22 $42.29 $0.00 20.6% 5.9% 15.9% 6.1% 0.0% 0.9% -1.3% 756 -27.3K -54 0.00 139.98 N/A N/A 0 0 8 0 2024-05-23 $41.76 $0.00 20.3% 5.8% 16.7% 5.6% 0.0% 0.0% -2.4% 787 -26.6K -54 0.00 142.45 N/A N/A 2 0 8 0 2024-05-24 $42.19 $0.00 21.4% 6.1% 15.5% 7.2% 0.0% 1.6% 3.2% 927 -29.2K -67 0.00 143.01 N/A N/A 0 8 9 0 2024-05-28 $42.55 $0.00 22.2% 6.4% 15.5% 8.4% 0.0% 0.6% 0.5% -133 -19.8K -139 0.00 142.53 N/A N/A 0 0 9 8 2024-05-29 $42.22 $0.00 23.6% 6.8% 15.3% 10.4% 0.0% 2.3% 2.7% -74 -17.8K -144 0.00 143.60 N/A N/A 4 0 9 8 2024-05-30 $41.80 $0.00 23.4% 6.7% 15.9% 21.6% 0.0% -0.0% -0.3% 443 -24.2K -186 0.00 144.78 N/A N/A 0 0 13 8 2024-05-31 $41.81 $0.00 21.5% 6.2% 15.1% 15.7% 0.0% 1.9% 2.4% 456 -22.7K -186 0.00 141.10 N/A N/A 0 0 13 8
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