VERS Options History — December 2024 In December 2024, VERS traded between $47.88 and $51.97. ATM implied volatility averaged 26.0%, placing in the 24.4% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 4.3% (HV 20d: 21.7%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-12-27 : Highest Volume — 10 contracts2024-12-09 : Largest IV spike — 12.1% change2024-12-19 : Highest IV Rank — 32.4%2024-12-19 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $49.72 $47.88 $51.97 $47.88 $49.21 Max Pain $40.00 $40.00 $40.00 $40.00 $40.00 ATM IV 26.0% 23.8% 29.2% 25.1% 27.0% Expected Move 7.3% 6.8% 8.4% 7.2% 7.7% HV 20d 21.7% 16.7% 25.1% 23.6% 25.1% HV 60d 19.4% 18.4% 21.5% 18.8% 21.5% IV Rank 24.4% 19.1% 32.4% 22.2% 26.9% IV Percentile 60.3% 37.3% 85.3% 50.4% 71.0% Term Structure -0.3% -7.2% 2.3% -1.6% -7.2% VWIV 22.3% 17.6% 27.0% 17.6% 27.0% Skew 25d 0.4% -4.3% 2.4% 0.7% -0.6% Skew 10d 3.7% -0.4% 6.9% 6.9% 1.4% Call IV 25d 23.6% 20.0% 27.4% 25.5% 27.2% Put IV 25d 24.0% 21.0% 27.6% 26.2% 26.6% Bid-Ask Spread % 125.50 119.42 143.96 134.71 126.04 Gamma HHI 0.37 0.22 0.58 0.50 0.23 Net GEX 1.1K 718 1.6K 1.3K 1.6K Net DEX -53.2K -70.4K -42.0K -42.0K -57.2K Net VEX -102 -182 -41 -59 -181 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 1.143 0 10 0 0 Total OI 13.524 11 19 11 18
Daily Data (21 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 2024-12-02 $47.88 $0.00 25.1% 7.2% 23.6% 22.2% 0.0% 0.7% -1.6% 1.3K -42.0K -59 0.00 134.71 N/A N/A 0 0 11 0 2024-12-03 $48.14 $0.00 24.7% 7.1% 23.0% 21.3% 0.0% -0.1% -1.5% 1.3K -43.6K -53 0.00 143.96 N/A N/A 0 0 11 0 2024-12-04 $48.82 $0.00 24.4% 7.0% 23.1% 20.6% 0.0% 1.0% -0.9% 1.2K -45.8K -47 0.00 141.31 N/A N/A 0 0 11 0 2024-12-05 $48.70 $40.00 24.9% 6.8% 22.6% 21.8% 0.0% 0.6% 0.3% 1.2K -45.5K -48 0.00 125.18 N/A N/A 0 0 11 0 2024-12-06 $49.16 $40.00 25.0% 7.0% 21.7% 22.1% 0.0% 0.1% 0.4% 1.1K -46.9K -44 0.00 125.65 N/A N/A 0 0 11 0 2024-12-09 $49.45 $40.00 28.1% 7.0% 20.7% 29.5% 17.6% 0.3% 1.5% 955 -48.2K -41 0.00 119.42 N/A N/A 8 0 11 0 2024-12-10 $49.38 $40.00 28.3% 7.0% 20.8% 30.2% 0.0% 1.0% 0.9% 798 -43.9K -82 0.00 123.30 N/A N/A 0 0 11 0 2024-12-11 $50.23 $40.00 25.0% 7.2% 20.6% 21.9% 0.0% 0.6% 0.2% 726 -45.7K -79 0.00 123.27 N/A N/A 0 0 11 0 2024-12-12 $50.84 $40.00 24.2% 6.9% 20.2% 19.9% 0.0% 1.3% 0.7% 718 -47.2K -74 0.00 120.44 N/A N/A 0 0 11 0 2024-12-13 $50.04 $40.00 23.8% 6.8% 21.2% 19.1% 0.0% 0.7% 0.4% 737 -45.6K -78 0.00 121.73 N/A N/A 0 0 11 0 2024-12-16 $50.49 $40.00 24.6% 7.1% 16.7% 21.1% 0.0% 0.7% 1.7% 718 -46.4K -75 0.00 121.89 N/A N/A 3 0 11 0 2024-12-17 $50.25 $40.00 24.7% 7.1% 17.3% 21.2% 0.0% 0.9% 0.6% 974 -56.7K -114 0.00 126.06 N/A N/A 0 0 14 0 2024-12-18 $48.56 $40.00 27.3% 7.8% 22.7% 27.6% 0.0% -4.3% -1.8% 1.1K -51.2K -125 0.00 124.89 N/A N/A 2 0 14 0 2024-12-19 $48.88 $40.00 29.2% 8.4% 22.7% 32.4% 0.0% 0.6% -1.1% 1.3K -58.3K -152 0.00 121.91 N/A N/A 0 0 16 0 2024-12-20 $49.78 $40.00 26.3% 7.5% 22.8% 25.1% 0.0% 2.4% -0.8% 1.2K -60.8K -149 0.00 123.10 N/A N/A 0 0 16 0 2024-12-23 $50.26 $40.00 28.3% 8.1% 22.3% 30.2% 0.0% 0.7% -0.2% 1.1K -62.8K -141 0.00 122.04 N/A N/A 0 0 16 0 2024-12-24 $50.40 $40.00 25.1% 7.2% 20.5% 22.2% 0.0% 0.7% 1.7% 1.1K -64.2K -139 0.00 123.88 N/A N/A 0 0 16 0 2024-12-26 $51.97 $40.00 26.8% 7.7% 21.6% 26.3% 0.0% 1.4% -2.3% 925 -68.2K -131 0.00 121.66 N/A N/A 0 0 16 0 2024-12-27 $51.22 $40.00 26.5% 7.6% 22.8% 25.7% 27.0% -0.6% -0.4% 1.6K -70.4K -140 0.00 120.79 N/A N/A 10 0 18 0 2024-12-30 $50.41 $40.00 26.5% 7.6% 23.6% 25.8% 0.0% 0.5% 2.3% 1.6K -66.1K -182 0.00 124.36 N/A N/A 1 0 19 0 2024-12-31 $49.21 $40.00 27.0% 7.7% 25.1% 26.9% 0.0% -0.6% -7.2% 1.6K -57.2K -181 0.00 126.04 N/A N/A 0 0 18 0
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