VET Options History — March 2018

In March 2018, VET traded between $30.58 and $32.29. ATM implied volatility averaged 30.4%, placing in the 34.0% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 0.8% (HV 20d: 29.5%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 1.47.

Notable Days

  • 2018-03-16: Highest Volume — 552 contracts
  • 2018-03-09: Largest IV spike — 163.3% change
  • 2018-03-09: Highest IV Rank — 100.0%
  • 2018-03-01: Largest Expected Move — 10.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.37$30.58$32.29$31.63$32.29
Max Pain$31.19$30.00$35.00$30.00$35.00
ATM IV30.4%18.8%76.4%35.7%18.8%
Expected Move7.9%5.4%10.2%10.2%5.4%
HV 20d29.5%23.5%37.3%37.1%23.5%
HV 60d30.0%28.6%31.9%31.9%29.0%
IV Rank34.0%6.8%100.0%72.9%6.8%
IV Percentile62.2%3.2%100.0%96.8%3.2%
Term Structure2.4%-2.7%12.4%-2.7%12.4%
VWIV25.8%18.9%35.9%35.9%19.1%
Skew 25d5.9%-2.2%15.3%1.6%10.3%
Skew 10d13.6%-5.5%49.7%39.1%11.0%
Call IV 25d21.9%14.1%34.6%34.6%14.1%
Put IV 25d27.9%23.9%36.2%36.2%24.4%
Bid-Ask Spread %87.4060.67100.8690.79100.86
Gamma HHI0.770.580.910.780.58
Net GEX-65.0K-139.0K-36.1K-55.4K-44.4K
Net DEX814.6K610.9K1.0M834.5K794.3K
Net VEX-4.8K-5.3K-4.1K-5.3K-5.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.470.405.130.655.13
Total Volume308.667186552249319
Total OI1,6981,3762,1751,8171,552

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-03-01$31.63$30.0035.7%10.2%37.1%72.9%35.9%1.6%-2.7%-55.4K834.5K-5.3K0.6590.79N/AN/A151987511,066
2018-03-02$32.09$30.0029.2%8.4%37.3%50.3%27.1%15.3%6.1%-46.6K627.5K-5.3K0.5298.43N/AN/A165857521,075
2018-03-05$31.78$30.0031.3%9.3%34.6%57.7%31.0%1.8%0.0%-52.6K650.5K-5.1K0.7971.63N/AN/A1631287721,077
2018-03-06$31.78$30.0030.0%9.1%34.0%53.2%30.0%2.5%0.7%-55.1K610.9K-5.3K0.4860.67N/AN/A163797931,102
2018-03-07$31.34$30.0030.1%9.2%34.0%53.6%30.1%1.9%-0.2%-68.2K760.2K-5.3K0.4980.00N/AN/A165817931,121
2018-03-08$31.24$30.0029.0%8.9%32.4%49.7%30.2%-0.4%-0.2%-99.4K768.0K-5.1K0.4074.17N/AN/A202817931,114
2018-03-09$31.64$30.0076.4%8.7%30.5%100.0%23.8%2.7%0.3%-63.4K631.9K-5.0K0.4780.20N/AN/A186887581,114
2018-03-12$31.44$30.0042.9%8.6%30.5%45.7%25.2%2.8%1.1%-72.7K692.3K-4.9K0.4791.16N/AN/A186887701,123
2018-03-13$30.73$30.0036.3%8.5%30.2%35.1%28.9%-2.2%1.5%-123.2K910.6K-4.7K0.4790.28N/AN/A2151017801,123
2018-03-14$30.60$30.0029.1%8.4%29.0%23.4%26.6%6.5%1.6%-139.0K953.3K-4.6K0.4989.60N/AN/A2061008101,130
2018-03-15$30.71$30.0026.4%7.6%26.1%19.1%26.1%6.5%0.5%-120.7K686.2K-4.1K1.8684.09N/AN/A1723208101,136
2018-03-16$30.78$30.0023.9%6.8%26.2%14.9%23.7%6.1%2.9%-42.6K798.3K-4.8K1.4292.47N/AN/A2283248091,366
2018-03-19$30.58$30.0026.9%7.7%26.0%19.8%26.7%5.2%2.9%-41.9K1.0M-4.7K3.2581.27N/AN/A95309615777
2018-03-20$30.96$30.0028.2%8.1%26.8%21.9%26.1%5.5%-2.3%-41.2K941.6K-4.8K2.6075.23N/AN/A119309615777
2018-03-21$31.91$30.0023.9%6.9%29.1%15.0%23.9%8.2%2.1%-36.1K677.1K-4.9K3.7096.56N/AN/A82303609779
2018-03-22$31.57$30.0020.5%5.9%29.0%9.5%19.0%9.3%8.8%-43.5K821.4K-4.8K0.9687.60N/AN/A9591595786
2018-03-23$31.30$35.0027.6%7.9%25.8%21.0%24.8%9.9%0.5%-49.9K991.2K-4.5K1.3096.56N/AN/A91118571805
2018-03-26$31.81$35.0023.1%6.6%26.8%13.7%19.2%10.5%5.7%-51.4K915.0K-4.6K1.3097.19N/AN/A91118575843
2018-03-27$31.37$35.0021.7%6.2%26.4%11.4%18.9%12.4%9.9%-60.2K1.0M-4.5K1.3098.79N/AN/A91118575843
2018-03-28$31.22$35.0026.9%7.7%25.1%19.8%25.1%8.5%-0.5%-56.3K990.8K-4.4K2.9397.89N/AN/A91267575828
2018-03-29$32.29$35.0018.8%5.4%23.5%6.8%19.1%10.3%12.4%-44.4K794.3K-5.0K5.13100.86N/AN/A52267574978