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 contracts
  • 2026-04-02: Largest IV drop — 13.6% change
  • 2026-04-01: Highest IV Rank — 45.7%
  • 2026-04-01: Largest Expected Move — 22.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.07$12.04$12.11$12.11$12.04
Max Pain$12.00$11.00$13.00$13.00$11.00
ATM IV72.7%67.4%78.0%78.0%67.4%
Expected Move20.8%19.3%22.4%22.4%19.3%
HV 20d45.8%44.3%47.3%47.3%44.3%
HV 60d71.4%71.3%71.4%71.4%71.3%
IV Rank41.0%36.3%45.7%45.7%36.3%
IV Percentile77.2%69.8%84.5%84.5%69.8%
Term Structure6.3%-11.8%24.4%-11.8%24.4%
VWIV74.5%74.5%74.5%74.5%74.5%
Skew 25d10.1%-9.1%29.4%-9.1%29.4%
Skew 10d51.7%34.3%69.0%34.3%69.0%
Call IV 25d50.1%47.0%53.2%53.2%47.0%
Put IV 25d60.2%44.1%76.4%44.1%76.4%
Bid-Ask Spread %70.9853.9388.0353.9388.03
Gamma HHI0.180.180.180.180.18
Net GEX6.2K5.4K7.0K5.4K7.0K
Net DEX-29.3K-58.1K-524-524-58.1K
Net VEX-3.6K-3.7K-3.6K-3.6K-3.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.060.060.060.060.06
Total Volume11517175
Total OI2,772.52,7642,7812,7642,781

Daily Data (2 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-04-01$12.11$13.0078.0%22.4%47.3%45.7%74.5%-9.1%-11.8%5.4K-524-3.6K0.0653.93N/AN/A1612,234530
2026-04-02$12.04$11.0067.4%19.3%44.3%36.3%0.0%29.4%24.4%7.0K-58.1K-3.7K0.0088.03N/AN/A052,250531