VERS Options History — May 2025

In May 2025, VERS traded between $46.02 and $50.06. ATM implied volatility averaged 30.7%, placing in the 24.8% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded below realized volatility by 2.2% (HV 20d: 33.0%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-05-20: Highest Volume — 8 contracts
  • 2025-05-14: Largest IV drop — 32.6% change
  • 2025-05-13: Highest IV Rank — 42.6%
  • 2025-05-01: Largest Expected Move — 9.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$48.34$46.02$50.06$46.20$49.30
ATM IV30.7%26.4%41.2%34.7%26.9%
Expected Move8.3%7.6%9.9%9.9%7.7%
HV 20d33.0%20.3%66.7%66.7%23.0%
HV 60d45.0%44.5%45.6%44.8%44.5%
IV Rank24.8%17.4%42.6%31.5%18.3%
IV Percentile68.2%49.2%92.5%82.1%52.8%
Term Structure0.1%-3.1%2.8%-3.1%2.8%
Skew 25d2.3%-1.4%6.9%4.1%1.4%
Skew 10d6.4%2.9%9.9%6.1%5.0%
Call IV 25d24.4%21.9%30.7%30.7%24.8%
Put IV 25d26.7%24.2%34.8%34.8%26.2%
Bid-Ask Spread %123.36117.64129.28129.28125.89
Gamma HHI0.240.220.270.250.25
Net GEX1.5K1.2K1.7K1.2K1.5K
Net DEX-24.7K-34.0K-14.0K-16.6K-28.2K
Net VEX-136-152-124-135-142
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.4290800
Total OI17.38117181718

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-05-01$46.20$0.0034.7%9.9%66.7%31.5%0.0%4.1%-3.1%1.2K-16.6K-1350.00129.28N/AN/A00143
2025-05-02$46.59$0.0031.7%9.1%61.0%26.4%0.0%2.8%-2.3%1.3K-17.6K-1340.00128.14N/AN/A00143
2025-05-05$46.57$0.0031.5%8.6%58.3%26.2%0.0%4.0%-1.1%1.3K-16.9K-1320.00119.69N/AN/A00143
2025-05-06$46.53$0.0033.5%9.0%57.6%29.5%0.0%6.9%-2.7%1.2K-16.5K-1320.00119.69N/AN/A00143
2025-05-07$46.02$0.0036.3%9.3%55.6%34.2%0.0%4.4%-1.4%1.2K-14.0K-1250.00117.64N/AN/A00143
2025-05-08$46.48$0.0033.2%8.8%34.4%29.0%0.0%3.6%1.2%1.3K-15.2K-1250.00119.16N/AN/A00143
2025-05-09$46.44$0.0035.5%8.7%26.2%32.9%0.0%2.1%2.3%1.4K-16.4K-1250.00122.06N/AN/A00143
2025-05-12$48.52$0.0037.7%7.6%28.3%36.6%0.0%-0.4%1.6%1.5K-26.0K-1320.00119.04N/AN/A00143
2025-05-13$49.32$0.0041.2%7.7%28.4%42.6%0.0%-1.4%0.8%1.6K-28.3K-1310.00118.80N/AN/A00143
2025-05-14$49.45$0.0027.8%8.0%28.2%19.8%0.0%2.4%0.7%1.5K-30.4K-1270.00124.15N/AN/A00143
2025-05-15$49.34$0.0027.9%8.0%24.9%20.0%0.0%2.7%1.2%1.5K-29.6K-1300.00122.32N/AN/A00143
2025-05-16$49.77$0.0026.4%7.6%24.8%17.4%0.0%2.5%1.3%1.6K-31.1K-1280.00124.31N/AN/A00143
2025-05-19$49.60$0.0027.0%7.7%22.1%18.5%0.0%1.9%0.0%1.7K-29.6K-1240.00121.62N/AN/A10143
2025-05-20$49.56$0.0026.5%7.6%21.3%17.7%0.0%1.7%0.5%1.7K-31.1K-1350.00127.37N/AN/A80153
2025-05-21$48.63$0.0028.5%8.2%22.5%21.1%0.0%1.5%-2.7%1.4K-26.7K-1520.00122.85N/AN/A00153
2025-05-22$48.73$0.0028.1%8.1%20.3%20.4%0.0%1.6%0.1%1.4K-25.7K-1490.00125.49N/AN/A00153
2025-05-23$48.28$0.0028.6%8.2%20.5%21.2%0.0%1.3%1.4%1.4K-23.4K-1480.00127.30N/AN/A00153
2025-05-27$49.80$0.0026.9%7.7%22.8%18.4%0.0%1.6%0.2%1.6K-29.9K-1470.00124.27N/AN/A00153
2025-05-28$50.06$0.0027.9%8.0%22.8%20.0%0.0%2.0%0.8%1.6K-31.9K-1490.00127.76N/AN/A00153
2025-05-29$49.93$0.0027.6%7.9%22.5%19.5%0.0%2.1%0.7%1.6K-34.0K-1450.00123.75N/AN/A00153
2025-05-30$49.30$0.0026.9%7.7%23.0%18.3%0.0%1.4%2.8%1.5K-28.2K-1420.00125.89N/AN/A00153