VERS Options History — November 2024 In November 2024, VERS traded between $43.00 and $47.16. ATM implied volatility averaged 29.5%, placing in the 33.1% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 10.0% (HV 20d: 19.5%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-11-15 : Highest Volume — 8 contracts2024-11-13 : Largest IV drop — 45.0% change2024-11-12 : Highest IV Rank — 83.2%2024-11-01 : Largest Expected Move — 8.5%Monthly Statistics Metric Avg Min Max Open Close Price $44.84 $43.00 $47.16 $43.86 $47.16 ATM IV 29.5% 22.9% 49.9% 29.8% 22.9% Expected Move 7.3% 6.2% 8.5% 8.5% 6.6% HV 20d 19.5% 14.8% 24.3% 14.8% 23.2% HV 60d 18.8% 18.4% 19.8% 19.2% 19.0% IV Rank 33.1% 16.8% 83.2% 33.7% 16.8% IV Percentile 69.6% 25.8% 99.6% 86.1% 25.8% Term Structure -0.9% -5.5% 2.5% -4.0% 0.3% Skew 25d 0.3% -0.9% 1.8% 1.8% -0.4% Skew 10d 1.6% -1.8% 8.1% 2.3% 2.8% Call IV 25d 24.5% 20.6% 31.4% 31.4% 25.1% Put IV 25d 24.8% 21.3% 33.2% 33.2% 24.7% Bid-Ask Spread % 136.92 129.00 145.15 145.15 141.26 Gamma HHI 0.44 0.35 0.58 0.41 0.53 Net GEX 1.5K 1.3K 1.7K 1.5K 1.4K Net DEX -31.0K -39.7K -24.2K -28.2K -39.7K Net VEX -73 -81 -62 -81 -63 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 0.45 0 8 0 0 Total OI 11 11 11 11 11
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 2024-11-01 $43.86 $0.00 29.8% 8.5% 14.8% 33.7% 0.0% 1.8% -4.0% 1.5K -28.2K -81 0.00 145.15 N/A N/A 0 0 11 0 2024-11-04 $43.46 $0.00 32.8% 7.2% 14.8% 41.2% 0.0% 1.1% -0.6% 1.5K -26.7K -79 0.00 135.16 N/A N/A 0 0 11 0 2024-11-05 $43.96 $0.00 32.2% 7.2% 15.1% 39.8% 0.0% 1.7% -0.7% 1.5K -27.8K -78 0.00 135.02 N/A N/A 0 0 11 0 2024-11-06 $44.87 $0.00 30.1% 6.3% 16.6% 34.6% 0.0% 1.1% -0.8% 1.6K -32.0K -74 0.00 143.38 N/A N/A 0 0 11 0 2024-11-07 $45.86 $0.00 29.9% 6.4% 18.2% 34.0% 0.0% 0.8% -5.5% 1.7K -36.9K -62 0.00 140.23 N/A N/A 0 0 11 0 2024-11-08 $45.24 $0.00 32.5% 6.2% 18.2% 40.4% 0.0% 0.7% -0.1% 1.7K -34.5K -65 0.00 142.12 N/A N/A 0 0 11 0 2024-11-11 $45.29 $0.00 46.2% 8.3% 17.9% 74.2% 0.0% -0.9% -0.9% 1.3K -32.9K -74 0.00 130.05 N/A N/A 1 0 11 0 2024-11-12 $44.85 $0.00 49.9% 8.1% 17.6% 83.2% 0.0% -0.8% -0.9% 1.4K -31.7K -74 0.00 129.00 N/A N/A 0 0 11 0 2024-11-13 $44.55 $0.00 27.4% 7.9% 17.7% 27.9% 0.0% 0.5% -2.1% 1.5K -30.2K -74 0.00 134.52 N/A N/A 0 0 11 0 2024-11-14 $44.25 $0.00 23.1% 6.6% 17.8% 17.2% 0.0% -0.6% 2.5% 1.5K -30.5K -71 0.00 138.00 N/A N/A 0 0 11 0 2024-11-15 $43.00 $0.00 25.1% 7.2% 20.4% 22.4% 0.0% -0.3% 0.1% 1.5K -24.2K -72 0.00 141.47 N/A N/A 8 0 11 0 2024-11-18 $43.27 $0.00 24.2% 6.9% 20.6% 20.1% 0.0% 0.0% 1.9% 1.5K -24.5K -79 0.00 139.69 N/A N/A 0 0 11 0 2024-11-19 $43.69 $0.00 26.7% 7.6% 20.9% 26.1% 0.0% -0.5% -0.7% 1.5K -24.2K -79 0.00 133.29 N/A N/A 0 0 11 0 2024-11-20 $43.87 $0.00 28.4% 8.1% 20.1% 30.3% 0.0% -0.1% -1.9% 1.4K -25.7K -80 0.00 136.97 N/A N/A 0 0 11 0 2024-11-21 $44.66 $0.00 26.8% 7.7% 21.1% 26.5% 0.0% 0.0% -0.1% 1.5K -27.7K -80 0.00 133.78 N/A N/A 0 0 11 0 2024-11-22 $45.50 $0.00 26.0% 7.5% 22.0% 24.5% 0.0% 1.3% 0.9% 1.5K -31.9K -76 0.00 134.11 N/A N/A 0 0 11 0 2024-11-25 $46.81 $0.00 27.7% 7.9% 23.7% 28.7% 0.0% 0.7% -1.8% 1.4K -37.7K -69 0.00 132.66 N/A N/A 0 0 11 0 2024-11-26 $46.20 $0.00 24.7% 7.1% 24.3% 21.2% 0.0% 0.2% -3.9% 1.4K -36.6K -69 0.00 135.67 N/A N/A 0 0 11 0 2024-11-27 $46.47 $0.00 23.6% 6.8% 24.2% 18.5% 0.0% 0.5% 0.9% 1.5K -36.7K -68 0.00 136.89 N/A N/A 0 0 11 0 2024-11-29 $47.16 $0.00 22.9% 6.6% 23.2% 16.8% 0.0% -0.4% 0.3% 1.4K -39.7K -63 0.00 141.26 N/A N/A 0 0 11 0
« Oct 2024 | All History | Dec 2024 » Home VERS History November 2024