VERS Options History — March 2026

In March 2026, VERS traded between $50.50 and $57.02. ATM implied volatility averaged 50.3%, placing in the 27.8% IV rank vs the trailing year. The 30-day expected move averaged 14.9%. IV traded above realized volatility by 23.6% (HV 20d: 26.8%). Max pain ranged from $58.00 to $58.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2026-03-31: Highest Volume — 50 contracts
  • 2026-03-31: Largest IV spike — 1055.4% change
  • 2026-03-31: Highest IV Rank — 100.0%
  • 2026-03-31: Largest Expected Move — 117.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$54.45$50.50$57.02$57.02$53.21
Max Pain$58.00$58.00$58.00$58.00$58.00
ATM IV50.3%28.6%409.0%28.6%409.0%
Expected Move14.9%8.2%117.3%8.2%117.3%
HV 20d26.8%23.6%32.6%31.1%32.6%
HV 60d25.2%24.1%28.3%24.7%28.3%
IV Rank27.8%15.1%100.0%15.1%100.0%
IV Percentile75.2%37.3%100.0%37.3%100.0%
Term Structure-1.4%-5.1%2.7%0.3%2.7%
Skew 25d5.1%0.8%16.0%7.5%7.3%
Skew 10d5.7%3.3%11.6%3.3%4.7%
Call IV 25d26.1%22.6%34.3%25.7%26.8%
Put IV 25d31.1%26.0%38.6%33.2%34.1%
Bid-Ask Spread %73.7943.93125.90125.9045.49
Gamma HHI0.530.420.670.440.67
Net GEX4.1K1.1K5.9K5.9K1.8K
Net DEX-32.4K-58.7K-5.0K-57.0K-7.3K
Net VEX-140-230-33-230-41
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume2.273050050
Total OI3434343434

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-03-02$57.02$0.0028.6%8.2%31.1%15.1%0.0%7.5%0.3%5.9K-57.0K-2300.00125.90N/AN/A00340
2026-03-03$56.49$0.0034.5%9.9%31.2%26.9%0.0%10.1%-3.8%5.4K-47.8K-2020.00118.55N/AN/A00340
2026-03-04$56.89$0.0033.1%9.5%30.2%24.1%0.0%2.9%-1.3%5.6K-58.7K-2290.00122.75N/AN/A00340
2026-03-05$55.70$58.0036.4%8.8%30.6%30.6%0.0%4.6%0.1%5.0K-49.6K-2110.00107.30N/AN/A00340
2026-03-06$54.25$58.0035.0%9.7%29.7%27.7%0.0%8.4%-1.4%4.2K-37.1K-1720.00107.76N/AN/A00340
2026-03-09$55.11$58.0032.7%9.7%26.9%23.3%0.0%16.0%-5.1%4.5K-34.0K-1580.00108.41N/AN/A00340
2026-03-10$55.45$58.0032.0%9.4%26.2%21.9%0.0%3.2%-2.3%5.0K-45.7K-1840.00110.65N/AN/A00340
2026-03-11$55.86$58.0033.5%9.6%26.3%24.8%0.0%5.4%-2.6%5.2K-46.3K-1880.00110.34N/AN/A00340
2026-03-12$54.91$58.0034.1%0.0%26.6%26.0%0.0%9.1%-3.4%4.9K-44.9K-1800.0056.02N/AN/A00340
2026-03-13$54.20$58.0033.0%0.0%23.9%23.8%0.0%1.8%-2.1%4.4K-34.3K-1580.0055.85N/AN/A00340
2026-03-16$54.82$58.0032.8%9.6%24.3%23.5%0.0%2.2%-2.0%4.6K-35.6K-1530.0052.42N/AN/A00340
2026-03-17$54.98$58.0031.3%9.1%24.2%20.5%0.0%2.9%-1.3%4.8K-34.0K-1390.0054.10N/AN/A00340
2026-03-18$54.54$58.0030.8%8.8%24.2%19.5%0.0%0.8%-0.3%4.4K-31.1K-1370.0054.24N/AN/A00340
2026-03-19$54.55$58.0031.3%9.0%24.2%20.5%0.0%4.0%0.2%4.1K-26.4K-1190.0052.01N/AN/A00340
2026-03-20$52.95$58.0033.8%9.8%26.0%25.4%0.0%4.1%-0.8%3.4K-22.6K-1070.0047.54N/AN/A00340
2026-03-23$54.06$58.0031.9%9.2%26.4%21.7%0.0%2.9%-0.6%3.8K-22.7K-1020.0043.93N/AN/A00340
2026-03-24$53.75$58.0033.0%9.6%23.6%23.9%0.0%3.6%-0.1%3.6K-20.4K-950.0050.29N/AN/A00340
2026-03-25$54.30$58.0032.9%9.4%23.7%23.7%0.0%1.9%-0.6%4.1K-23.7K-1010.0049.80N/AN/A00340
2026-03-26$52.86$58.0035.5%10.2%25.2%28.8%0.0%2.3%-2.1%3.3K-19.3K-840.0047.68N/AN/A00340
2026-03-27$51.39$58.0037.0%10.6%26.2%31.8%0.0%7.9%-2.3%1.8K-9.3K-520.0054.11N/AN/A00340
2026-03-30$50.50$58.0035.4%10.1%25.3%28.6%0.0%2.4%-1.5%1.1K-5.0K-330.0048.35N/AN/A00340
2026-03-31$53.21$58.00409.0%117.3%32.6%100.0%0.0%7.3%2.7%1.8K-7.3K-410.0045.49N/AN/A500340