VET Options History — June 2019

In June 2019, VET traded between $19.94 and $22.29. ATM implied volatility averaged 36.0%, placing in the 26.1% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 5.9% (HV 20d: 30.1%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.76.

Notable Days

  • 2019-06-14: Highest Volume — 402 contracts
  • 2019-06-10: Largest IV spike — 56.1% change
  • 2019-06-10: Highest IV Rank — 49.5%
  • 2019-06-10: Largest Expected Move — 12.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.10$19.94$22.29$21.11$21.66
Max Pain$24.25$22.50$25.00$25.00$22.50
ATM IV36.0%26.6%54.2%41.9%27.3%
Expected Move10.0%7.6%12.1%12.0%7.8%
HV 20d30.1%27.5%33.2%31.6%30.1%
HV 60d30.2%29.5%31.6%29.8%31.5%
IV Rank26.1%14.0%49.5%33.7%14.9%
IV Percentile61.3%25.4%94.8%82.1%26.2%
Term Structure3.1%-4.6%61.6%-0.2%3.8%
VWIV34.7%26.5%47.0%39.1%29.5%
Skew 25d6.1%-4.3%22.6%5.2%6.7%
Skew 10d12.0%-8.0%37.3%-5.4%14.5%
Call IV 25d30.6%23.6%37.9%37.4%27.6%
Put IV 25d36.7%28.1%46.4%42.6%34.4%
Bid-Ask Spread %84.6559.32111.6959.3288.30
Gamma HHI0.440.300.760.300.44
Net GEX-9.1K-31.1K18.9K-15.0K18.1K
Net DEX429.4K-286.5K986.3K714.3K-113.5K
Net VEX-5.2K-6.9K-3.7K-4.2K-6.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.760.071.480.271.19
Total Volume124.9284022892
Total OI2,105.051,8252,5351,9841,873

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-06-03$21.11$25.0041.9%12.0%31.6%33.7%39.1%5.2%-0.2%-15.0K714.3K-4.2K0.2759.32N/AN/A2261,145839
2019-06-04$21.46$25.0036.6%10.5%32.6%26.9%45.0%2.3%-0.3%-16.3K664.8K-4.3K0.6278.31N/AN/A29181,144839
2019-06-05$20.91$25.0040.7%11.7%30.9%32.2%40.3%2.1%3.0%-17.2K785.1K-4.1K0.8169.30N/AN/A27221,164851
2019-06-06$21.20$25.0043.4%10.8%27.5%35.6%35.9%8.2%-0.8%-17.9K639.2K-4.1K0.9464.19N/AN/A34321,164821
2019-06-07$21.44$25.0034.7%9.4%28.1%24.5%34.6%10.4%1.5%-19.0K553.4K-4.2K0.9583.34N/AN/A42401,168794
2019-06-10$21.10$25.0054.2%12.1%28.3%49.5%47.0%15.2%-3.2%-21.0K612.2K-3.9K1.0789.40N/AN/A15161,178793
2019-06-11$20.57$25.0041.2%11.0%28.8%32.8%38.3%5.1%-2.2%-19.3K707.8K-3.7K0.1782.10N/AN/A119201,170803
2019-06-12$20.06$25.0036.8%10.5%29.2%27.1%37.3%5.0%-2.8%-15.8K796.2K-3.9K1.3374.26N/AN/A1141521,273818
2019-06-13$20.24$25.0036.6%10.5%29.5%26.9%30.8%-4.3%-1.2%-22.7K856.2K-4.5K1.4591.09N/AN/A941361,303949
2019-06-14$19.94$25.0036.9%10.6%29.3%27.3%29.0%3.7%-1.7%-29.8K986.3K-4.4K1.0196.10N/AN/A2002021,2841,022
2019-06-17$20.41$25.0039.3%11.3%31.1%30.3%0.0%-2.4%-4.6%-31.1K852.3K-5.1K0.0985.36N/AN/A112101,3921,072
2019-06-18$20.70$25.0037.2%10.7%31.7%27.7%34.1%-2.8%-0.5%-25.2K399.7K-5.8K0.0791.15N/AN/A12991,499936
2019-06-19$20.97$25.0032.4%9.3%32.0%21.5%26.5%22.6%-3.4%-13.4K409.7K-5.7K0.08111.69N/AN/A133111,501937
2019-06-20$21.59$25.0032.6%9.4%33.2%21.8%32.6%6.5%-0.3%-4.2K159.0K-6.1K0.1383.47N/AN/A200261,507940
2019-06-21$21.49$22.5027.8%8.0%29.4%15.6%32.2%6.6%5.4%9.4K10.4K-6.3K0.5096.63N/AN/A126631,631904
2019-06-24$21.57$22.5026.6%7.6%29.1%14.0%27.4%9.8%61.6%11.5K-16.3K-6.5K0.8893.50N/AN/A16141,123702
2019-06-25$21.59$22.5031.1%8.9%28.3%19.9%32.8%4.8%2.7%12.3K-36.8K-6.5K0.8188.77N/AN/A27221,131703
2019-06-26$22.29$22.5031.1%8.9%30.5%19.9%33.6%10.9%2.5%18.9K-286.5K-6.9K1.3283.59N/AN/A37491,152708
2019-06-27$21.63$22.5030.6%8.8%30.7%19.2%34.1%6.9%2.7%16.1K-106.3K-6.7K1.4883.11N/AN/A33491,157711
2019-06-28$21.66$22.5027.3%7.8%30.1%14.9%29.5%6.7%3.8%18.1K-113.5K-6.6K1.1988.30N/AN/A42501,162711