VET Options History — October 2018

In October 2018, VET traded between $26.17 and $33.85. ATM implied volatility averaged 33.7%, placing in the 24.1% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 4.1% (HV 20d: 29.6%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 5 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 1.75.

Notable Days

  • 2018-10-05: Highest Volume — 424 contracts
  • 2018-10-10: Largest IV spike — 102.0% change
  • 2018-10-29: Highest IV Rank — 74.6%
  • 2018-10-29: Largest Expected Move — 21.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.20$26.17$33.85$33.43$26.62
Max Pain$35.00$35.00$35.00$35.00$35.00
ATM IV33.7%19.7%73.5%23.8%42.8%
Expected Move9.6%5.8%21.1%6.8%12.3%
HV 20d29.6%23.6%33.6%25.3%32.2%
HV 60d28.0%25.8%30.2%25.8%30.1%
IV Rank24.1%6.3%74.6%11.5%35.6%
IV Percentile71.0%8.7%99.2%36.9%96.4%
Term Structure-4.1%-46.3%6.7%1.3%-8.8%
VWIV33.1%19.4%64.0%23.1%46.3%
Skew 25d3.7%-11.5%38.0%-5.9%0.3%
Skew 10d6.1%-14.1%22.1%-9.8%6.9%
Call IV 25d29.9%19.0%44.0%25.2%44.0%
Put IV 25d33.7%19.3%72.9%19.3%44.4%
Bid-Ask Spread %90.6548.10120.3358.2495.62
Gamma HHI0.440.340.590.340.43
Net GEX-18.9K-41.9K8.9K8.9K-34.6K
Net DEX612.9K-322.2K1.5M-260.7K1.5M
Net VEX-5.3K-6.0K-4.6K-4.8K-4.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.750.682.861.510.96
Total Volume287.391165424329243
Total OI1,367.7391,0551,6711,0551,668

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-10-01$33.43$35.0023.8%6.8%25.3%11.5%23.1%-5.9%1.3%8.9K-260.7K-4.8K1.5158.24N/AN/A131198567488
2018-10-02$33.02$35.0024.3%7.0%23.6%12.2%24.5%1.3%6.7%3.8K-94.2K-5.0K1.3264.77N/AN/A150198624547
2018-10-03$33.85$35.0020.4%5.8%24.6%7.2%20.0%-4.6%1.6%8.4K-322.2K-5.0K1.4648.10N/AN/A136198627547
2018-10-04$33.39$35.0019.7%7.1%25.3%6.3%24.7%3.7%-3.7%6.1K-213.7K-4.9K1.4667.48N/AN/A136198631547
2018-10-05$32.74$35.0034.1%6.8%26.4%24.6%21.3%-5.1%-1.6%3.9K-100.8K-4.9K2.1294.78N/AN/A136288631547
2018-10-08$32.61$35.0027.0%7.5%26.0%15.7%26.0%1.1%0.1%-7.7K115.6K-6.0K2.1279.88N/AN/A136288631647
2018-10-09$32.64$35.0021.1%6.2%25.0%8.2%19.4%4.4%0.7%-5.3K92.4K-5.4K2.1298.01N/AN/A136288631647
2018-10-10$31.12$35.0042.7%12.2%29.8%35.5%39.8%16.7%-18.1%-13.0K411.3K-5.1K1.78100.25N/AN/A114203631647
2018-10-11$30.79$35.0023.5%6.7%29.9%11.1%39.2%-11.5%3.5%-15.6K449.7K-5.7K1.63120.33N/AN/A111181627631
2018-10-12$31.03$35.0026.3%7.5%29.7%14.7%34.0%-10.4%3.2%-15.7K390.3K-5.5K2.78111.22N/AN/A65181627631
2018-10-15$30.34$35.0034.3%9.8%30.6%24.9%36.7%-1.1%-5.9%-18.5K489.9K-5.4K2.83105.27N/AN/A64181626630
2018-10-16$31.13$35.0025.2%7.2%31.1%13.3%31.1%6.6%2.6%-17.5K374.2K-5.4K1.45105.34N/AN/A104151626632
2018-10-17$30.45$35.0042.3%12.1%30.2%35.0%40.5%7.4%-18.4%-22.1K571.7K-5.3K2.74100.39N/AN/A104285650633
2018-10-18$29.26$35.0034.9%10.0%32.8%25.6%34.9%8.0%-4.7%-34.7K968.9K-5.4K2.8684.29N/AN/A103295650766
2018-10-19$29.09$35.0029.3%8.4%32.7%18.6%29.5%6.0%4.3%-38.2K1.0M-5.6K0.8884.06N/AN/A10290647870
2018-10-22$29.24$35.0032.8%9.4%31.6%23.0%32.8%-3.6%5.6%-39.9K968.1K-5.8K0.8067.90N/AN/A9274607881
2018-10-23$28.83$35.0030.3%8.7%31.2%19.9%29.9%5.9%2.7%-41.9K1.1M-5.7K0.7891.76N/AN/A9574625893
2018-10-24$28.34$35.0039.5%11.3%30.5%31.4%33.7%11.0%-3.4%-31.9K929.7K-5.8K0.68103.34N/AN/A9867622893
2018-10-25$27.04$35.0041.6%11.9%33.6%34.2%37.6%11.7%5.6%-31.2K1.3M-5.0K1.7193.17N/AN/A76130624896
2018-10-26$27.17$35.0039.7%11.4%32.6%31.8%33.9%2.1%-4.5%-35.5K1.4M-4.6K1.8988.76N/AN/A81153646935
2018-10-29$26.17$35.0073.5%21.1%33.1%74.6%64.0%38.0%-46.3%-31.9K1.5M-5.0K2.15114.00N/AN/A75161665996
2018-10-30$26.24$35.0045.4%13.0%33.5%39.0%37.7%4.2%-16.5%-30.7K1.5M-5.0K2.16107.92N/AN/A761646661,005
2018-10-31$26.62$35.0042.8%12.3%32.2%35.6%46.3%0.3%-8.8%-34.6K1.5M-4.9K0.9695.62N/AN/A1241196661,002