VERS Options History — September 2024 In September 2024, VERS traded between $40.79 and $44.13. ATM implied volatility averaged 25.9%, placing in the 24.1% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 3.7% (HV 20d: 22.2%). Max pain ranged from $39.00 to $39.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-09-25 : Highest Volume — 3 contracts2024-09-26 : Largest IV spike — 45.9% change2024-09-09 : Highest IV Rank — 40.4%2024-09-18 : Largest Expected Move — 8.9%Monthly Statistics Metric Avg Min Max Open Close Price $42.67 $40.79 $44.13 $41.25 $43.80 Max Pain $39.00 $39.00 $39.00 $39.00 $39.00 ATM IV 25.9% 18.7% 32.5% 25.3% 25.7% Expected Move 7.2% 5.4% 8.9% 7.3% 7.4% HV 20d 22.2% 19.2% 25.7% 25.7% 20.5% HV 60d 26.2% 25.8% 26.8% 25.8% 26.7% IV Rank 24.1% 6.4% 40.4% 22.7% 23.6% IV Percentile 57.5% 3.2% 91.3% 58.3% 61.9% Term Structure -1.0% -10.5% 8.4% -4.5% 0.0% VWIV 14.9% 14.9% 14.9% 14.9% 14.9% Skew 25d -1.0% -5.8% 1.9% -2.8% -1.6% Skew 10d 0.4% -4.5% 2.6% -1.2% -0.6% Call IV 25d 26.6% 22.7% 32.5% 31.6% 27.3% Put IV 25d 25.6% 23.1% 30.2% 28.8% 25.7% Bid-Ask Spread % 126.50 119.65 141.32 129.94 123.96 Gamma HHI 0.24 0.21 0.32 0.21 0.30 Net GEX 2.1K 2.0K 2.4K 2.2K 2.2K Net DEX -38.9K -46.7K -30.2K -33.0K -42.9K Net VEX -103 -115 -87 -115 -87 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 0.2 0 3 0 1 Total OI 15.8 15 16 16 15
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 2024-09-03 $41.25 $0.00 25.3% 7.3% 25.7% 22.7% 0.0% -2.8% -4.5% 2.2K -33.0K -115 0.00 129.94 N/A N/A 0 0 16 0 2024-09-04 $41.44 $0.00 27.8% 8.0% 25.6% 28.8% 0.0% 0.2% -6.5% 2.0K -32.9K -115 0.00 130.19 N/A N/A 0 0 16 0 2024-09-05 $41.38 $39.00 28.7% 7.0% 25.1% 31.2% 0.0% -1.4% 1.4% 2.0K -33.0K -114 0.00 123.65 N/A N/A 0 0 16 0 2024-09-06 $40.79 $39.00 27.3% 7.6% 24.8% 27.5% 0.0% -4.5% -0.2% 2.0K -30.5K -113 0.00 121.44 N/A N/A 0 0 16 0 2024-09-09 $41.11 $39.00 32.5% 7.6% 24.9% 40.4% 0.0% -2.9% 0.6% 2.0K -31.2K -112 0.00 124.68 N/A N/A 0 0 16 0 2024-09-10 $41.48 $39.00 30.9% 7.6% 24.6% 36.6% 0.0% -5.8% -1.6% 2.1K -30.2K -105 0.00 121.27 N/A N/A 0 0 16 0 2024-09-11 $42.08 $39.00 26.7% 7.6% 22.5% 26.1% 0.0% -1.1% 1.1% 2.1K -34.0K -110 0.00 121.12 N/A N/A 0 0 16 0 2024-09-12 $42.81 $39.00 24.3% 7.0% 23.0% 20.3% 0.0% 1.4% 0.1% 2.2K -38.8K -109 0.00 119.65 N/A N/A 0 0 16 0 2024-09-13 $43.38 $39.00 25.8% 7.4% 21.8% 23.8% 0.0% 1.0% -3.0% 2.1K -43.8K -109 0.00 125.04 N/A N/A 0 0 16 0 2024-09-16 $43.19 $39.00 25.2% 7.2% 21.7% 22.5% 0.0% -0.1% -1.7% 2.2K -42.8K -104 0.00 125.80 N/A N/A 0 0 16 0 2024-09-17 $42.99 $39.00 24.8% 7.1% 21.2% 21.5% 0.0% 0.1% -3.4% 2.1K -41.5K -106 0.00 122.37 N/A N/A 0 0 16 0 2024-09-18 $43.03 $39.00 31.0% 8.9% 21.1% 36.8% 0.0% -1.0% -10.5% 2.0K -42.4K -106 0.00 141.32 N/A N/A 0 0 16 0 2024-09-19 $43.68 $39.00 23.9% 6.9% 21.2% 19.4% 0.0% -2.2% -0.2% 2.2K -46.7K -94 0.00 125.08 N/A N/A 0 0 16 0 2024-09-20 $43.20 $39.00 22.6% 6.5% 20.4% 15.9% 0.0% 1.3% 2.9% 2.2K -43.3K -101 0.00 126.09 N/A N/A 0 0 16 0 2024-09-23 $42.97 $39.00 23.1% 6.6% 19.2% 17.4% 0.0% 1.9% 1.7% 2.3K -40.1K -97 0.00 129.87 N/A N/A 0 0 16 0 2024-09-24 $43.61 $39.00 21.7% 6.2% 19.6% 13.8% 0.0% -0.5% 0.6% 2.0K -45.2K -90 0.00 126.29 N/A N/A 0 0 16 0 2024-09-25 $43.28 $39.00 18.7% 5.4% 19.8% 6.4% 14.9% 1.5% 8.4% 2.4K -39.4K -90 0.00 127.69 N/A N/A 3 0 15 0 2024-09-26 $44.13 $39.00 27.3% 7.8% 20.3% 27.5% 0.0% -2.6% -4.8% 2.0K -44.2K -87 0.00 136.20 N/A N/A 0 0 15 0 2024-09-27 $43.88 $39.00 24.0% 6.9% 20.5% 19.5% 0.0% -1.3% -0.1% 2.1K -42.8K -90 0.00 128.39 N/A N/A 0 0 15 0 2024-09-30 $43.80 $39.00 25.7% 7.4% 20.5% 23.6% 0.0% -1.6% 0.0% 2.2K -42.9K -87 0.00 123.96 N/A N/A 1 0 15 0
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