VERS Options History — July 2024 In July 2024, VERS traded between $42.86 and $47.04. ATM implied volatility averaged 22.2%, placing in the 18.5% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 5.7% (HV 20d: 16.5%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-07-19 : Highest Volume — 12 contracts2024-07-18 : Largest IV spike — 49.4% change2024-07-26 : Highest IV Rank — 30.5%2024-07-26 : Largest Expected Move — 7.5%Monthly Statistics Metric Avg Min Max Open Close Price $44.66 $42.86 $47.04 $43.18 $43.88 ATM IV 22.2% 16.1% 26.2% 20.5% 26.0% Expected Move 6.1% 4.6% 7.5% 5.9% 7.5% HV 20d 16.5% 11.5% 24.2% 13.8% 24.2% HV 60d 17.1% 15.9% 18.2% 18.0% 17.8% IV Rank 18.5% 0.0% 30.5% 12.8% 30.1% IV Percentile 33.8% 0.0% 67.1% 7.1% 65.1% Term Structure -2.4% -6.5% 0.4% -4.5% -1.9% Skew 25d 0.9% -1.1% 2.4% -0.4% 0.2% Skew 10d 2.3% -0.5% 6.6% 0.6% 0.9% Call IV 25d 22.6% 17.4% 28.0% 24.6% 28.0% Put IV 25d 23.5% 18.8% 28.4% 24.2% 28.2% Bid-Ask Spread % 140.76 128.76 149.10 129.95 139.59 Gamma HHI 0.29 0.23 0.34 0.31 0.23 Net GEX 527 304 763 390 763 Net DEX -34.6K -43.9K -26.9K -26.9K -33.2K Net VEX -127 -181 -65 -134 -173 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 0.545 0 12 0 0 Total OI 20.273 19 23 19 23
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 2024-07-01 $43.18 $0.00 20.5% 5.9% 13.8% 12.8% 0.0% -0.4% -4.5% 390 -26.9K -134 0.00 129.95 N/A N/A 0 0 11 8 2024-07-02 $43.72 $0.00 21.8% 6.2% 14.3% 16.6% 0.0% 2.0% -5.3% 397 -28.0K -128 0.00 128.76 N/A N/A 0 0 11 8 2024-07-03 $44.02 $0.00 23.0% 6.6% 14.1% 20.3% 0.0% 1.2% -5.7% 387 -29.0K -127 0.00 131.99 N/A N/A 0 0 11 8 2024-07-05 $44.35 $0.00 22.7% 4.7% 11.9% 19.3% 0.0% 1.7% -1.5% 403 -32.0K -122 0.00 148.13 N/A N/A 0 0 11 8 2024-07-08 $44.93 $0.00 25.3% 4.9% 12.5% 27.2% 0.0% 1.2% -3.0% 468 -35.9K -102 0.00 148.44 N/A N/A 0 0 11 8 2024-07-09 $44.70 $0.00 25.2% 4.7% 12.3% 27.1% 0.0% 1.0% -2.9% 466 -34.3K -109 0.00 148.31 N/A N/A 0 0 11 8 2024-07-10 $45.10 $0.00 16.1% 4.6% 12.5% 0.0% 0.0% 1.8% -1.8% 472 -36.5K -101 0.00 149.10 N/A N/A 0 0 11 8 2024-07-11 $45.31 $0.00 16.9% 4.8% 12.5% 2.4% 0.0% 0.4% -2.2% 473 -37.9K -91 0.00 142.73 N/A N/A 0 0 11 8 2024-07-12 $45.90 $0.00 16.5% 4.7% 12.3% 1.2% 0.0% 1.3% 0.3% 420 -40.4K -83 0.00 143.47 N/A N/A 0 0 11 8 2024-07-15 $46.28 $0.00 17.3% 5.0% 11.7% 3.7% 0.0% 1.9% -3.0% 476 -43.0K -69 0.00 142.08 N/A N/A 0 0 11 8 2024-07-16 $47.04 $0.00 17.7% 5.1% 11.5% 4.8% 0.0% 2.4% 0.0% 458 -43.9K -65 0.00 138.76 N/A N/A 0 0 11 8 2024-07-17 $45.71 $0.00 17.0% 4.9% 16.2% 2.8% 0.0% -0.7% -4.4% 477 -41.4K -74 0.00 143.06 N/A N/A 0 0 11 8 2024-07-18 $44.97 $0.00 25.4% 7.3% 17.5% 28.2% 0.0% 0.5% -0.6% 304 -31.8K -119 0.00 143.27 N/A N/A 0 0 11 8 2024-07-19 $44.59 $0.00 23.8% 6.8% 17.9% 23.3% 0.0% 0.8% -1.6% 337 -28.7K -128 0.00 142.03 N/A N/A 12 0 11 8 2024-07-22 $45.27 $0.00 23.9% 6.8% 18.5% 23.5% 0.0% 0.6% 0.4% 715 -39.0K -154 0.00 139.15 N/A N/A 0 0 14 8 2024-07-23 $45.42 $0.00 22.8% 6.5% 18.4% 20.3% 0.0% 0.6% -0.8% 690 -39.1K -156 0.00 140.46 N/A N/A 0 0 14 8 2024-07-24 $43.95 $0.00 24.7% 7.1% 22.3% 25.9% 0.0% -1.1% -6.5% 692 -35.3K -155 0.00 139.97 N/A N/A 0 0 14 8 2024-07-25 $43.73 $0.00 26.0% 7.5% 22.3% 30.0% 0.0% 0.6% -2.9% 623 -31.0K -164 0.00 135.87 N/A N/A 0 0 14 8 2024-07-26 $43.94 $0.00 26.2% 7.5% 22.2% 30.5% 0.0% 1.3% -0.7% 729 -32.3K -181 0.00 141.48 N/A N/A 0 0 15 8 2024-07-29 $43.72 $0.00 25.6% 7.3% 22.2% 28.9% 0.0% 1.5% -1.7% 759 -33.3K -174 0.00 138.65 N/A N/A 0 0 15 8 2024-07-30 $42.86 $0.00 25.3% 7.3% 23.0% 27.9% 0.0% 0.2% -2.5% 699 -28.7K -175 0.00 141.42 N/A N/A 0 0 15 8 2024-07-31 $43.88 $0.00 26.0% 7.5% 24.2% 30.1% 0.0% 0.2% -1.9% 763 -33.2K -173 0.00 139.59 N/A N/A 0 0 15 8
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