VERX Options History — April 2026 In April 2026, VERX traded between $12.04 and $12.11. ATM implied volatility averaged 72.7%, placing in the 41.0% IV rank vs the trailing year. The 30-day expected move averaged 20.8%. IV traded above realized volatility by 26.9% (HV 20d: 45.8%). Max pain ranged from $11.00 to $13.00. Net GEX was positive for 2 of 2 trading days. Term structure was in contango for 1 of 2 days. Put/call ratio averaged 0.06.
Notable Days 2026-04-01 : Highest Volume — 17 contracts2026-04-02 : Largest IV drop — 13.6% change2026-04-01 : Highest IV Rank — 45.7%2026-04-01 : Largest Expected Move — 22.4%Monthly Statistics Metric Avg Min Max Open Close Price $12.07 $12.04 $12.11 $12.11 $12.04 Max Pain $12.00 $11.00 $13.00 $13.00 $11.00 ATM IV 72.7% 67.4% 78.0% 78.0% 67.4% Expected Move 20.8% 19.3% 22.4% 22.4% 19.3% HV 20d 45.8% 44.3% 47.3% 47.3% 44.3% HV 60d 71.4% 71.3% 71.4% 71.4% 71.3% IV Rank 41.0% 36.3% 45.7% 45.7% 36.3% IV Percentile 77.2% 69.8% 84.5% 84.5% 69.8% Term Structure 6.3% -11.8% 24.4% -11.8% 24.4% VWIV 74.5% 74.5% 74.5% 74.5% 74.5% Skew 25d 10.1% -9.1% 29.4% -9.1% 29.4% Skew 10d 51.7% 34.3% 69.0% 34.3% 69.0% Call IV 25d 50.1% 47.0% 53.2% 53.2% 47.0% Put IV 25d 60.2% 44.1% 76.4% 44.1% 76.4% Bid-Ask Spread % 70.98 53.93 88.03 53.93 88.03 Gamma HHI 0.18 0.18 0.18 0.18 0.18 Net GEX 6.2K 5.4K 7.0K 5.4K 7.0K Net DEX -29.3K -58.1K -524 -524 -58.1K Net VEX -3.6K -3.7K -3.6K -3.6K -3.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.06 0.06 0.06 0.06 0.06 Total Volume 11 5 17 17 5 Total OI 2,772.5 2,764 2,781 2,764 2,781
Daily Data (2 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2026-04-01 $12.11 $13.00 78.0% 22.4% 47.3% 45.7% 74.5% -9.1% -11.8% 5.4K -524 -3.6K 0.06 53.93 N/A N/A 16 1 2,234 530 2026-04-02 $12.04 $11.00 67.4% 19.3% 44.3% 36.3% 0.0% 29.4% 24.4% 7.0K -58.1K -3.7K 0.00 88.03 N/A N/A 0 5 2,250 531
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