VERS Options History — October 2024

In October 2024, VERS traded between $43.17 and $45.32. ATM implied volatility averaged 25.9%, placing in the 24.2% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 9.5% (HV 20d: 16.4%). Max pain ranged from $39.00 to $39.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 0.00.

Notable Days

2024-10-01: Highest Volume — 2 contracts
2024-10-02: Largest IV spike — 11.9% change
2024-10-31: Highest IV Rank — 30.6%
2024-10-31: Largest Expected Move — 8.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$44.24	$43.17	$45.32	$43.17	$43.75
Max Pain	$39.00	$39.00	$39.00	$39.00	$39.00
ATM IV	25.9%	22.6%	28.5%	25.2%	28.5%
Expected Move	7.4%	6.5%	8.2%	7.2%	8.2%
HV 20d	16.4%	13.9%	18.0%	17.3%	15.4%
HV 60d	24.8%	19.4%	26.9%	26.7%	19.7%
IV Rank	24.2%	16.0%	30.6%	22.5%	30.6%
IV Percentile	60.2%	23.4%	82.9%	55.6%	82.9%
Term Structure	-2.0%	-3.9%	0.6%	0.6%	-3.3%
VWIV	25.5%	25.5%	25.5%	25.5%	25.5%
Skew 25d	1.5%	0.5%	3.0%	0.5%	2.0%
Skew 10d	3.8%	-0.2%	5.9%	0.6%	1.4%
Call IV 25d	25.1%	22.6%	29.6%	28.0%	29.6%
Put IV 25d	26.6%	23.8%	31.5%	28.5%	31.5%
Bid-Ask Spread %	137.96	125.06	145.53	125.48	141.01
Gamma HHI	0.36	0.26	0.47	0.26	0.40
Net GEX	2.1K	1.2K	2.8K	2.3K	1.5K
Net DEX	-42.0K	-57.1K	-27.8K	-40.9K	-28.4K
Net VEX	-92	-108	-80	-98	-80
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	0.087	0	2	2	0
Total OI	14.609	11	17	16	11

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2024-10-01	$43.17	$39.00	25.2%	7.2%	17.3%	22.5%	25.5%	0.5%	0.6%	2.3K	-40.9K	-98	125.48	N/A	N/A	2	16
2024-10-02	$43.73	$39.00	28.2%	8.1%	17.7%	29.8%	0.0%	0.8%	-2.5%	2.3K	-46.4K	-107	125.06	N/A	N/A	0	17
2024-10-03	$43.45	$0.00	27.0%	7.5%	18.0%	26.9%	0.0%	1.4%	-1.4%	2.4K	-45.8K	-108	134.68	N/A	N/A	0	17
2024-10-04	$44.00	$0.00	26.1%	7.6%	17.1%	24.6%	0.0%	1.8%	-2.7%	2.4K	-49.3K	-103	134.67	N/A	N/A	0	17
2024-10-07	$43.60	$0.00	27.0%	7.5%	17.7%	27.0%	0.0%	1.4%	-2.7%	2.4K	-46.8K	-103	136.46	N/A	N/A	0	17
2024-10-08	$43.95	$0.00	28.0%	7.6%	17.6%	29.4%	0.0%	1.3%	-3.1%	2.5K	-48.1K	-100	136.83	N/A	N/A	0	17
2024-10-09	$44.22	$0.00	26.1%	7.5%	17.1%	24.8%	0.0%	1.3%	-1.5%	2.5K	-50.0K	-101	136.10	N/A	N/A	0	17
2024-10-10	$44.21	$0.00	25.7%	7.4%	16.2%	23.7%	0.0%	1.6%	-1.5%	2.8K	-49.6K	-98	134.65	N/A	N/A	0	17
2024-10-11	$44.91	$0.00	24.6%	7.1%	16.5%	21.0%	0.0%	0.8%	-2.4%	2.5K	-54.0K	-96	135.68	N/A	N/A	0	17
2024-10-14	$45.32	$0.00	24.4%	7.0%	16.5%	20.5%	0.0%	1.6%	-2.0%	2.4K	-57.1K	-91	138.44	N/A	N/A	0	17
2024-10-15	$44.69	$0.00	22.6%	6.5%	17.4%	16.0%	0.0%	1.4%	-0.6%	2.7K	-53.9K	-92	133.28	N/A	N/A	0	17
2024-10-16	$44.55	$0.00	23.8%	6.8%	17.5%	19.1%	0.0%	2.0%	-2.0%	2.7K	-52.4K	-92	141.57	N/A	N/A	0	17
2024-10-17	$44.41	$0.00	24.7%	7.1%	16.8%	21.2%	0.0%	1.1%	-1.5%	2.8K	-51.5K	-92	143.01	N/A	N/A	0	17
2024-10-18	$44.58	$0.00	23.9%	6.8%	16.2%	19.2%	0.0%	0.6%	-1.3%	2.8K	-53.1K	-87	142.08	N/A	N/A	0	17
2024-10-21	$44.41	$0.00	23.7%	6.8%	16.2%	18.7%	0.0%	2.2%	-3.2%	1.2K	-29.2K	-89	142.05	N/A	N/A	0	11
2024-10-22	$44.57	$0.00	23.9%	6.9%	15.4%	19.3%	0.0%	2.2%	-0.9%	1.4K	-30.7K	-84	145.53	N/A	N/A	0	11
2024-10-23	$43.85	$0.00	26.3%	7.5%	16.4%	25.3%	0.0%	0.7%	-2.2%	1.5K	-27.8K	-85	138.41	N/A	N/A	0	11
2024-10-24	$43.97	$0.00	27.1%	7.8%	14.8%	27.1%	0.0%	0.8%	-2.2%	1.5K	-28.5K	-85	140.63	N/A	N/A	0	11
2024-10-25	$44.13	$0.00	26.3%	7.5%	14.7%	25.2%	0.0%	1.9%	-3.4%	1.5K	-29.2K	-84	140.49	N/A	N/A	0	11
2024-10-28	$44.74	$0.00	26.7%	7.6%	15.4%	26.0%	0.0%	2.5%	-1.5%	1.6K	-30.3K	-82	144.64	N/A	N/A	0	11
2024-10-29	$44.83	$0.00	27.7%	8.0%	14.3%	28.7%	0.0%	3.0%	-0.9%	1.5K	-30.9K	-81	141.21	N/A	N/A	0	11
2024-10-30	$44.58	$0.00	27.9%	8.0%	13.9%	29.0%	0.0%	0.9%	-3.9%	1.5K	-31.0K	-81	141.03	N/A	N/A	0	11
2024-10-31	$43.75	$0.00	28.5%	8.2%	15.4%	30.6%	0.0%	2.0%	-3.3%	1.5K	-28.4K	-80	141.01	N/A	N/A	0	11