VERS Options History — January 2026

In January 2026, VERS traded between $59.09 and $64.11. ATM implied volatility averaged 25.5%, placing in the 8.3% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 5.6% (HV 20d: 19.9%). Max pain ranged from $52.00 to $66.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2026-01-06: Highest Volume — 10 contracts
  • 2026-01-14: Largest IV drop — 26.5% change
  • 2026-01-13: Highest IV Rank — 21.9%
  • 2026-01-29: Largest Expected Move — 8.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$62.44$59.09$64.11$62.65$59.09
Max Pain$65.07$52.00$66.00$52.00$66.00
ATM IV25.5%21.0%32.8%21.0%27.4%
Expected Move7.1%6.0%8.3%6.0%7.9%
HV 20d19.9%16.0%22.2%21.2%22.2%
HV 60d24.1%23.1%26.7%26.7%23.8%
IV Rank8.3%0.1%21.9%0.1%12.0%
IV Percentile17.0%0.4%71.8%0.4%33.3%
Term Structure1.5%-0.3%5.2%5.2%1.2%
VWIV17.9%17.9%17.9%17.9%17.9%
Skew 25d0.7%-2.2%3.4%0.5%-1.1%
Skew 10d2.0%-3.5%4.0%1.9%-3.5%
Call IV 25d20.8%17.8%23.8%22.5%23.8%
Put IV 25d21.6%19.2%23.8%23.0%22.8%
Bid-Ask Spread %118.72114.30122.72122.66118.34
Gamma HHI0.340.250.440.260.44
Net GEX3.7K2.8K4.8K2.9K3.0K
Net DEX-75.4K-112.5K-36.5K-69.5K-36.5K
Net VEX-195-230-100-100-171
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.8501020
Total OI21.717271719

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-01-02$62.65$52.0021.0%6.0%21.2%0.1%0.0%0.5%5.2%2.9K-69.5K-1000.00122.66N/AN/A20170
2026-01-05$63.21$0.0023.7%7.0%21.3%5.0%0.0%-2.2%1.4%2.9K-72.3K-1070.00118.39N/AN/A00170
2026-01-06$64.11$0.0024.3%6.8%21.4%6.2%0.0%-1.1%1.7%2.8K-75.8K-1060.00116.51N/AN/A100170
2026-01-07$63.06$0.0025.2%6.8%22.2%7.9%0.0%-2.1%1.8%4.8K-111.6K-2280.00114.30N/AN/A00270
2026-01-08$63.50$0.0023.7%7.1%21.9%5.1%0.0%3.4%1.7%4.5K-110.4K-2250.00114.58N/AN/A00270
2026-01-09$63.52$0.0024.7%6.9%21.8%6.9%17.9%2.0%1.2%4.8K-112.2K-2260.00116.76N/AN/A40270
2026-01-12$64.03$66.0028.7%6.9%21.9%14.3%0.0%3.4%1.3%4.0K-112.5K-2300.00117.08N/AN/A10270
2026-01-13$63.59$66.0032.8%6.9%18.0%21.9%0.0%1.0%1.4%3.9K-108.4K-2290.00117.47N/AN/A00260
2026-01-14$62.51$66.0024.1%6.9%18.1%5.8%0.0%2.0%1.4%4.0K-99.1K-2230.00117.46N/AN/A00260
2026-01-15$62.95$66.0024.3%7.0%18.2%6.2%0.0%1.2%1.1%3.8K-102.7K-2220.00121.03N/AN/A00260
2026-01-16$63.20$66.0023.8%6.8%16.0%5.3%0.0%-0.2%2.2%3.8K-106.3K-2240.00118.70N/AN/A00260
2026-01-20$61.41$66.0026.3%7.5%18.7%9.8%0.0%-0.3%0.8%3.5K-50.5K-2080.00116.84N/AN/A00190
2026-01-21$61.85$66.0024.6%7.0%18.6%6.7%0.0%2.1%4.0%3.5K-47.6K-2060.00117.89N/AN/A00190
2026-01-22$62.44$66.0025.2%7.2%18.9%7.8%0.0%1.4%1.1%3.8K-55.1K-2120.00121.82N/AN/A00190
2026-01-23$61.78$66.0024.7%7.1%18.6%7.0%0.0%1.1%0.6%3.7K-51.1K-2060.00120.39N/AN/A00190
2026-01-26$61.26$66.0025.3%7.3%18.7%8.1%0.0%2.0%1.2%3.6K-46.6K-1950.00122.36N/AN/A00190
2026-01-27$62.24$66.0024.9%7.1%19.5%7.4%0.0%0.5%0.9%3.8K-50.1K-2000.00122.72N/AN/A00190
2026-01-28$61.83$66.0025.6%7.3%19.5%8.5%0.0%1.9%-0.3%3.8K-49.1K-1950.00121.81N/AN/A00190
2026-01-29$60.56$66.0028.8%8.3%20.7%14.6%0.0%-0.7%-0.3%3.3K-40.3K-1840.00117.28N/AN/A00190
2026-01-30$59.09$66.0027.4%7.9%22.2%12.0%0.0%-1.1%1.2%3.0K-36.5K-1710.00118.34N/AN/A00190