VERS Options History — June 2025

In June 2025, VERS traded between $49.45 and $52.88. ATM implied volatility averaged 30.0%, placing in the 23.6% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 8.0% (HV 20d: 22.0%). Max pain ranged from $44.00 to $44.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-06-23: Highest Volume — 8 contracts
  • 2025-06-06: Largest IV spike — 24.0% change
  • 2025-06-06: Highest IV Rank — 34.5%
  • 2025-06-06: Largest Expected Move — 9.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$51.29$49.45$52.88$49.45$52.88
Max Pain$44.00$44.00$44.00$44.00$44.00
ATM IV30.0%25.9%36.4%25.9%29.2%
Expected Move8.5%7.4%9.5%7.4%8.4%
HV 20d22.0%18.0%24.0%22.9%21.2%
HV 60d42.7%41.9%44.0%44.0%41.9%
IV Rank23.6%16.7%34.5%16.7%22.2%
IV Percentile64.5%41.3%84.5%41.3%61.5%
Term Structure1.3%-3.2%29.4%2.1%1.2%
Skew 25d2.6%0.8%8.5%1.9%1.4%
Skew 10d4.7%1.7%8.0%5.2%1.9%
Call IV 25d25.3%23.0%27.7%26.7%26.4%
Put IV 25d27.8%24.4%33.4%28.6%27.9%
Bid-Ask Spread %120.07114.65136.21136.21123.52
Gamma HHI0.220.200.250.250.21
Net GEX1.6K1.5K1.7K1.5K1.7K
Net DEX-37.8K-46.1K-28.4K-28.4K-46.1K
Net VEX-130-143-118-138-119
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.40800
Total OI1818181818

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-06-02$49.45$0.0025.9%7.4%22.9%16.7%0.0%1.9%2.1%1.5K-28.4K-1380.00136.21N/AN/A00153
2025-06-03$50.07$0.0026.7%7.6%23.1%18.0%0.0%1.4%0.8%1.6K-31.2K-1400.00127.62N/AN/A00153
2025-06-04$50.71$0.0026.3%7.5%23.2%17.3%0.0%2.6%3.0%1.7K-34.2K-1390.00129.44N/AN/A00153
2025-06-05$50.18$44.0029.4%8.3%23.2%22.5%0.0%8.5%-1.6%1.5K-31.8K-1390.00117.25N/AN/A00153
2025-06-06$50.88$44.0036.4%9.5%23.4%34.5%0.0%7.9%-3.2%1.5K-36.8K-1430.00114.65N/AN/A00153
2025-06-09$51.53$44.0034.3%9.1%23.4%30.8%0.0%2.1%-2.3%1.6K-39.2K-1390.00115.14N/AN/A00153
2025-06-10$51.86$44.0031.3%8.3%18.5%25.8%0.0%1.2%-0.5%1.7K-39.0K-1330.00117.93N/AN/A00153
2025-06-11$51.67$44.0028.2%8.1%18.0%20.5%0.0%1.0%-2.0%1.7K-39.6K-1330.00116.18N/AN/A00153
2025-06-12$51.53$44.0026.8%7.7%18.1%18.2%0.0%1.4%0.2%1.7K-40.6K-1280.00121.53N/AN/A00153
2025-06-13$50.20$44.0027.4%7.9%20.6%19.2%0.0%1.8%-1.3%1.7K-35.5K-1250.00116.74N/AN/A00153
2025-06-16$51.61$44.0027.8%8.0%22.6%19.8%0.0%1.4%-0.5%1.7K-40.5K-1210.00117.70N/AN/A00153
2025-06-17$51.09$44.0030.8%8.8%22.9%24.9%0.0%4.0%-2.1%1.6K-36.2K-1250.00122.70N/AN/A00153
2025-06-18$51.38$44.0030.7%8.8%23.0%24.7%0.0%1.2%29.4%1.6K-37.4K-1260.00117.67N/AN/A00153
2025-06-20$50.56$44.0031.8%9.1%22.6%26.6%0.0%2.8%-0.3%1.6K-35.4K-1210.00115.52N/AN/A00153
2025-06-23$50.72$44.0033.2%9.5%22.6%29.0%0.0%5.1%-1.1%1.6K-34.1K-1180.00114.84N/AN/A80153
2025-06-24$52.16$44.0031.7%9.1%24.0%26.4%0.0%0.8%-0.2%1.7K-41.8K-1300.00119.89N/AN/A00153
2025-06-25$51.97$44.0032.1%9.2%21.9%27.1%0.0%2.5%-0.9%1.6K-40.6K-1280.00118.83N/AN/A00153
2025-06-26$52.50$44.0030.8%8.8%22.0%24.9%0.0%1.0%1.9%1.7K-43.6K-1240.00119.41N/AN/A00153
2025-06-27$52.76$44.0029.5%8.5%22.0%22.8%0.0%0.9%2.4%1.7K-45.0K-1240.00118.66N/AN/A00153
2025-06-30$52.88$44.0029.2%8.4%21.2%22.2%0.0%1.4%1.2%1.7K-46.1K-1190.00123.52N/AN/A00153