VERS Options History — March 2025 In March 2025, VERS traded between $45.92 and $50.45. ATM implied volatility averaged 35.9%, placing in the 33.5% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 3.7% (HV 20d: 32.2%). Max pain ranged from $47.00 to $47.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2025-03-10 : Largest IV spike — 37.4% change2025-03-10 : Highest IV Rank — 51.2%2025-03-11 : Largest Expected Move — 14.1%Monthly Statistics Metric Avg Min Max Open Close Price $48.23 $45.92 $50.45 $48.98 $45.92 Max Pain $47.00 $47.00 $47.00 $47.00 $47.00 ATM IV 35.9% 30.3% 46.3% 39.6% 37.8% Expected Move 10.3% 8.1% 14.1% 11.4% 9.1% HV 20d 32.2% 26.0% 35.7% 27.3% 33.9% HV 60d 36.8% 35.0% 37.7% 35.0% 37.4% IV Rank 33.5% 24.1% 51.2% 39.9% 36.7% IV Percentile 89.7% 80.2% 97.6% 94.4% 91.7% Term Structure -4.9% -12.3% -1.0% -6.8% -5.8% Skew 25d 5.2% -12.4% 14.2% -12.4% 4.6% Skew 10d 3.3% -10.6% 8.1% -10.6% 1.9% Call IV 25d 28.0% 23.3% 38.7% 38.7% 32.1% Put IV 25d 33.1% 26.3% 42.7% 26.3% 36.7% Bid-Ask Spread % 116.51 101.27 130.34 121.66 111.56 Gamma HHI 0.21 0.20 0.22 0.20 0.22 Net GEX 1.3K 1.2K 1.4K 1.3K 1.4K Net DEX -32.6K -40.8K -20.1K -37.9K -20.1K Net VEX -171 -188 -145 -186 -145 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 19 19 19 19 19
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 2025-03-03 $48.98 $0.00 39.6% 11.4% 27.3% 39.9% 0.0% -12.4% -6.8% 1.3K -37.9K -186 0.00 121.66 N/A N/A 0 0 16 3 2025-03-04 $49.69 $0.00 39.8% 11.4% 28.1% 40.2% 0.0% 4.5% -5.2% 1.3K -38.9K -188 0.00 119.95 N/A N/A 0 0 16 3 2025-03-05 $50.45 $0.00 37.2% 10.7% 26.0% 35.7% 0.0% 7.8% -3.5% 1.4K -40.8K -186 0.00 124.66 N/A N/A 0 0 16 3 2025-03-06 $48.97 $0.00 40.6% 11.6% 27.5% 41.6% 0.0% 5.8% -4.9% 1.3K -38.4K -186 0.00 118.10 N/A N/A 0 0 16 3 2025-03-07 $49.62 $0.00 33.7% 9.7% 28.0% 29.9% 0.0% 11.2% -1.6% 1.3K -37.0K -187 0.00 124.43 N/A N/A 0 0 16 3 2025-03-10 $47.27 $0.00 46.3% 13.3% 32.1% 51.2% 0.0% 11.2% -9.2% 1.2K -29.6K -179 0.00 116.99 N/A N/A 0 0 16 3 2025-03-11 $47.36 $0.00 40.7% 14.1% 31.9% 41.7% 0.0% 10.2% -11.3% 1.2K -28.6K -178 0.00 120.33 N/A N/A 0 0 16 3 2025-03-12 $47.48 $0.00 37.9% 13.3% 32.1% 36.9% 0.0% 14.2% -10.3% 1.3K -29.5K -177 0.00 122.73 N/A N/A 0 0 16 3 2025-03-13 $46.55 $0.00 38.3% 13.1% 32.4% 37.7% 0.0% 9.4% -12.3% 1.2K -26.3K -172 0.00 124.64 N/A N/A 0 0 16 3 2025-03-14 $47.91 $0.00 36.5% 11.8% 33.2% 34.6% 0.0% 10.6% -5.5% 1.3K -30.3K -174 0.00 130.34 N/A N/A 0 0 16 3 2025-03-17 $48.82 $47.00 33.2% 8.5% 33.7% 29.0% 0.0% 2.8% -2.9% 1.3K -34.1K -173 0.00 103.57 N/A N/A 0 0 16 3 2025-03-18 $47.98 $47.00 35.1% 8.8% 33.8% 32.3% 0.0% 4.9% -4.2% 1.3K -30.9K -170 0.00 102.39 N/A N/A 0 0 16 3 2025-03-19 $48.73 $47.00 33.1% 8.4% 34.4% 28.8% 0.0% 2.5% -2.6% 1.4K -33.8K -171 0.00 101.27 N/A N/A 0 0 16 3 2025-03-20 $48.10 $0.00 32.8% 9.1% 34.5% 28.3% 0.0% 2.7% -1.4% 1.3K -31.2K -168 0.00 108.54 N/A N/A 0 0 16 3 2025-03-21 $48.28 $0.00 32.2% 8.9% 33.5% 27.3% 0.0% 1.2% -1.5% 1.4K -31.5K -165 0.00 109.45 N/A N/A 0 0 16 3 2025-03-24 $49.44 $0.00 30.7% 8.4% 35.0% 24.7% 0.0% 2.6% -1.4% 1.4K -37.7K -161 0.00 122.77 N/A N/A 0 0 16 3 2025-03-25 $49.32 $0.00 30.3% 8.1% 34.6% 24.1% 0.0% 2.3% -1.9% 1.3K -37.8K -160 0.00 122.53 N/A N/A 0 0 16 3 2025-03-26 $48.14 $0.00 31.6% 8.5% 35.0% 26.3% 0.0% 1.0% -2.6% 1.4K -34.0K -157 0.00 112.13 N/A N/A 0 0 16 3 2025-03-27 $47.84 $0.00 31.8% 8.7% 33.4% 26.5% 0.0% 1.8% -1.0% 1.4K -30.6K -157 0.00 119.68 N/A N/A 0 0 16 3 2025-03-28 $46.03 $0.00 34.4% 8.8% 35.7% 31.0% 0.0% 10.0% -7.5% 1.4K -25.4K -155 0.00 109.07 N/A N/A 0 0 16 3 2025-03-31 $45.92 $0.00 37.8% 9.1% 33.9% 36.7% 0.0% 4.6% -5.8% 1.4K -20.1K -145 0.00 111.56 N/A N/A 0 0 16 3
« Feb 2025 | All History | Apr 2025 » Home VERS History March 2025