VERS Options History — April 2025

In April 2025, VERS traded between $39.19 and $46.67. ATM implied volatility averaged 42.2%, placing in the 44.3% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded below realized volatility by 15.8% (HV 20d: 58.0%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-04-25: Highest Volume — 8 contracts
  • 2025-04-09: Largest IV drop — 47.9% change
  • 2025-04-07: Highest IV Rank — 93.8%
  • 2025-04-08: Largest Expected Move — 14.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$43.59$39.19$46.67$46.17$45.52
ATM IV42.2%31.0%71.5%38.2%31.0%
Expected Move11.2%8.9%14.9%9.8%8.9%
HV 20d58.0%33.1%67.9%33.4%66.6%
HV 60d42.2%33.6%45.3%37.4%45.2%
IV Rank44.3%25.3%93.8%37.5%25.3%
IV Percentile89.5%73.4%99.6%92.1%73.4%
Term Structure-4.5%-11.3%-1.4%-2.9%-2.3%
Skew 25d4.2%0.6%8.8%0.8%3.9%
Skew 10d4.6%-4.0%9.6%3.2%2.7%
Call IV 25d33.2%25.0%44.9%32.7%31.8%
Put IV 25d37.4%31.3%51.1%33.5%35.7%
Bid-Ask Spread %124.76110.26139.43110.87125.17
Gamma HHI0.240.210.280.220.25
Net GEX1.1K5921.6K1.4K1.1K
Net DEX-10.0K-24.6K-769-21.1K-12.0K
Net VEX-115-149-83-145-128
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.4760800
Total OI18.1916201917

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-04-01$46.17$0.0038.2%9.8%33.4%37.5%0.0%0.8%-2.9%1.4K-21.1K-1450.00110.87N/AN/A00163
2025-04-02$46.67$0.0036.6%9.5%33.1%34.8%0.0%6.3%-7.0%1.4K-24.6K-1490.00110.26N/AN/A00163
2025-04-03$43.38$0.0045.1%10.1%40.4%49.1%0.0%0.6%-2.6%1.1K-12.2K-1290.00132.07N/AN/A00163
2025-04-04$41.49$0.0059.9%13.6%41.9%74.3%0.0%8.8%-6.9%813-7.9K-1180.00129.44N/AN/A00163
2025-04-07$40.72$0.0071.5%14.7%39.4%93.8%0.0%6.2%-8.4%785-5.4K-1030.00135.24N/AN/A00163
2025-04-08$39.19$0.0071.3%14.9%40.7%93.5%0.0%6.2%-11.3%648-1.3K-830.00120.00N/AN/A00163
2025-04-09$44.41$0.0037.1%10.6%62.8%35.6%0.0%5.8%-3.9%1.2K-14.4K-1290.00139.43N/AN/A00163
2025-04-10$41.91$0.0047.3%13.6%65.5%52.9%0.0%2.8%-9.5%995-7.5K-1130.00120.82N/AN/A00163
2025-04-11$43.20$0.0045.8%13.1%65.6%50.4%0.0%5.2%-7.7%1.0K-10.9K-1200.00139.24N/AN/A00163
2025-04-14$43.71$0.0037.6%10.8%65.3%36.5%0.0%4.9%-2.9%1.5K-10.3K-1130.00122.09N/AN/A10163
2025-04-15$43.50$0.0037.8%10.8%65.1%36.8%0.0%3.7%-4.2%1.6K-9.6K-1100.00119.29N/AN/A00173
2025-04-16$42.20$0.0038.7%11.1%65.3%38.3%0.0%4.9%-5.3%1.1K-6.0K-1010.00132.60N/AN/A00173
2025-04-17$42.70$0.0038.4%11.0%65.6%37.7%0.0%5.4%-1.9%1.3K-5.4K-970.00122.11N/AN/A00173
2025-04-21$41.64$0.0041.6%11.9%65.8%43.3%0.0%3.8%-3.3%592-769-850.00118.53N/AN/A00133
2025-04-22$42.74$0.0038.6%11.1%66.0%38.2%0.0%5.2%-2.7%693-3.3K-930.00120.40N/AN/A00133
2025-04-23$43.70$0.0034.8%10.0%66.8%31.6%0.0%2.7%-3.6%825-5.8K-990.00119.17N/AN/A00133
2025-04-24$45.09$0.0033.8%9.7%67.7%30.0%0.0%3.5%-2.3%925-8.6K-1100.00123.99N/AN/A10133
2025-04-25$45.70$0.0032.6%9.3%67.9%28.0%0.0%2.9%-1.4%1.1K-13.8K-1260.00127.62N/AN/A08143
2025-04-28$45.80$0.0034.3%9.8%66.6%30.8%0.0%2.1%-2.4%1.1K-14.5K-1340.00123.48N/AN/A00143
2025-04-29$45.89$0.0034.7%10.0%66.6%31.6%0.0%2.9%-2.3%1.2K-14.9K-1340.00128.19N/AN/A00143
2025-04-30$45.52$0.0031.0%8.9%66.6%25.3%0.0%3.9%-2.3%1.1K-12.0K-1280.00125.17N/AN/A00143