VERS Options History — August 2025

In August 2025, VERS traded between $53.42 and $56.89. ATM implied volatility averaged 28.1%, placing in the 16.7% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 5.1% (HV 20d: 23.0%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-08-22: Highest Volume — 4 contracts
  • 2025-08-13: Largest IV drop — 29.9% change
  • 2025-08-12: Highest IV Rank — 35.7%
  • 2025-08-01: Largest Expected Move — 8.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$55.29$53.42$56.89$53.42$56.54
ATM IV28.1%23.9%38.8%30.6%23.9%
Expected Move7.6%6.9%8.8%8.8%6.9%
HV 20d23.0%19.6%27.2%19.6%22.8%
HV 60d20.8%19.8%21.5%21.2%20.9%
IV Rank16.7%9.3%35.7%21.1%9.3%
IV Percentile42.6%6.3%91.7%65.5%6.3%
Term Structure0.8%-0.6%2.7%-0.2%1.3%
Skew 25d1.9%-0.1%5.6%1.3%0.7%
Skew 10d4.2%-3.0%7.9%4.1%4.0%
Call IV 25d22.0%19.9%27.8%27.8%22.8%
Put IV 25d23.9%22.3%29.1%29.1%23.5%
Bid-Ask Spread %126.15106.22140.20131.05132.36
Gamma HHI0.230.180.250.230.25
Net GEX1.6K1.3K1.9K1.3K1.8K
Net DEX-55.9K-64.5K-45.0K-45.0K-63.1K
Net VEX-139-150-130-143-137
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.3330410
Total OI18.33317191719

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-08-01$53.42$0.0030.6%8.8%19.6%21.1%0.0%1.3%-0.2%1.3K-45.0K-1430.00131.05N/AN/A10152
2025-08-04$54.81$0.0028.8%7.9%20.9%17.9%0.0%5.6%0.3%1.3K-50.4K-1370.00114.89N/AN/A00152
2025-08-05$55.02$0.0028.9%8.0%20.6%18.1%0.0%2.7%0.1%1.4K-51.1K-1410.00115.18N/AN/A00152
2025-08-06$54.86$0.0029.4%7.8%20.4%19.0%0.0%2.3%-0.6%1.4K-50.6K-1350.00117.28N/AN/A00152
2025-08-07$54.09$0.0029.5%7.9%21.1%19.2%0.0%1.9%0.1%1.4K-45.7K-1380.00106.22N/AN/A10152
2025-08-08$54.42$0.0030.7%7.8%21.0%21.3%0.0%2.0%1.2%1.6K-50.2K-1460.00124.80N/AN/A00162
2025-08-11$54.27$0.0038.0%7.9%21.0%34.2%0.0%-0.1%1.1%1.5K-54.1K-1330.00114.44N/AN/A00162
2025-08-12$55.84$0.0038.8%7.5%23.3%35.7%0.0%2.7%0.6%1.6K-58.6K-1320.00119.41N/AN/A00162
2025-08-13$56.37$0.0027.2%7.8%22.5%15.1%0.0%2.4%-0.3%1.6K-60.8K-1300.00126.38N/AN/A10162
2025-08-14$56.03$0.0027.4%7.9%21.6%15.5%0.0%1.7%0.8%1.7K-61.9K-1440.00125.66N/AN/A00172
2025-08-15$55.50$0.0026.9%7.7%21.9%14.5%0.0%1.4%1.1%1.8K-56.4K-1500.00127.79N/AN/A00172
2025-08-18$55.80$0.0026.2%7.5%21.9%13.2%0.0%1.1%1.1%1.8K-60.2K-1390.00131.40N/AN/A00172
2025-08-19$54.66$0.0026.1%7.5%23.1%13.1%0.0%1.1%2.7%1.7K-57.2K-1370.00122.58N/AN/A00172
2025-08-20$54.04$0.0027.1%7.8%23.3%15.0%0.0%3.8%1.2%1.7K-49.9K-1460.00123.29N/AN/A00172
2025-08-21$53.83$0.0026.6%7.6%23.4%14.0%0.0%2.1%0.5%1.7K-47.5K-1440.00133.19N/AN/A00172
2025-08-22$55.86$0.0025.3%7.2%27.2%11.7%0.0%1.7%1.1%1.8K-60.8K-1360.00135.71N/AN/A40172
2025-08-25$55.92$0.0025.1%7.2%27.2%11.4%0.0%1.2%1.9%1.8K-60.5K-1390.00140.20N/AN/A00172
2025-08-26$56.30$0.0025.4%7.3%26.9%11.8%0.0%1.4%0.9%1.8K-62.5K-1330.00132.25N/AN/A00172
2025-08-27$56.54$0.0024.2%6.9%26.9%9.8%0.0%2.1%1.4%1.8K-62.6K-1390.00136.91N/AN/A00172
2025-08-28$56.89$0.0024.6%7.1%26.9%10.6%0.0%1.7%1.1%1.9K-64.5K-1360.00138.16N/AN/A00172
2025-08-29$56.54$0.0023.9%6.9%22.8%9.3%0.0%0.7%1.3%1.8K-63.1K-1370.00132.36N/AN/A00172