VET Options History — June 2021

In June 2021, VET traded between $8.11 and $9.28. ATM implied volatility averaged 60.9%, placing in the 19.0% IV rank vs the trailing year. The 30-day expected move averaged 17.8%. IV traded above realized volatility by 5.7% (HV 20d: 55.3%). Max pain ranged from $2.50 to $7.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 0.08.

Notable Days

  • 2021-06-17: Highest Volume — 2,644 contracts
  • 2021-06-07: Largest IV spike — 59.1% change
  • 2021-06-30: Highest IV Rank — 25.0%
  • 2021-06-30: Largest Expected Move — 19.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.75$8.11$9.28$8.11$8.73
Max Pain$7.05$2.50$7.50$2.50$7.50
ATM IV60.9%35.5%68.9%58.7%68.9%
Expected Move17.8%13.9%19.8%16.8%19.8%
HV 20d55.3%47.5%60.6%57.5%52.4%
HV 60d56.8%51.7%66.0%65.3%53.1%
IV Rank19.0%0.0%25.0%16.6%25.0%
IV Percentile14.8%0.0%28.2%8.7%28.2%
Term Structure4.0%-2.7%25.1%0.8%1.9%
VWIV62.2%41.8%69.2%58.2%69.2%
Skew 25d-3.2%-31.7%24.3%11.2%0.7%
Skew 10d11.2%-15.1%73.8%73.8%26.5%
Call IV 25d63.8%35.4%71.8%47.3%68.5%
Put IV 25d60.5%40.1%69.2%58.5%69.2%
Bid-Ask Spread %23.246.2552.0017.3841.66
Gamma HHI0.420.370.500.500.41
Net GEX161.4K132.3K187.2K165.0K179.1K
Net DEX-11.4M-13.3M-9.8M-10.0M-10.3M
Net VEX-25.7K-28.6K-23.1K-25.6K-28.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.080.010.260.140.02
Total Volume1,058.8643102,644812351
Total OI25,57720,77627,58326,82324,271

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$8.11$2.5058.7%16.8%57.5%16.6%58.2%11.2%0.8%165.0K-10.0M-25.6K0.1417.38N/AN/A7149823,5673,256
2021-06-02$8.56$2.5048.4%13.9%59.5%8.9%41.8%24.3%25.1%172.3K-11.7M-25.4K0.146.25N/AN/A1,71023123,4623,229
2021-06-03$8.32$7.5061.3%17.1%59.3%18.6%67.4%-7.8%5.5%171.0K-10.8M-24.8K0.0948.97N/AN/A1,16710123,5953,010
2021-06-04$8.68$7.5035.5%18.0%60.5%0.0%62.2%-0.2%-0.7%185.8K-12.4M-26.2K0.0811.85N/AN/A9137024,0423,046
2021-06-07$8.52$7.5056.4%17.4%60.6%15.7%61.0%-4.8%4.7%177.7K-11.8M-25.5K0.0214.38N/AN/A384924,1203,065
2021-06-08$8.44$7.5065.6%17.9%60.5%22.5%63.5%-1.9%4.0%169.9K-11.4M-25.0K0.1414.30N/AN/A2723824,0173,071
2021-06-09$8.52$7.5062.4%17.9%59.2%20.2%59.7%-3.1%1.4%133.6K-11.9M-23.4K0.0552.00N/AN/A5162824,1593,099
2021-06-10$8.65$7.5067.7%19.4%58.1%24.1%67.9%3.2%-2.7%140.2K-12.1M-23.5K0.0112.67N/AN/A510323,9353,114
2021-06-11$8.73$7.5064.4%18.5%51.4%21.6%64.4%-2.5%-1.4%187.2K-12.4M-25.2K0.0332.69N/AN/A5331624,1063,117
2021-06-14$8.84$7.5064.2%18.4%49.5%21.5%62.9%-4.3%2.3%137.0K-12.9M-23.3K0.0216.09N/AN/A1,2963224,4643,119
2021-06-15$9.23$7.5062.2%17.8%48.5%20.0%63.3%-5.2%1.8%133.4K-13.3M-23.1K0.0327.07N/AN/A7172123,7393,122
2021-06-16$9.28$7.5064.5%18.5%47.5%21.8%64.5%-4.2%1.4%132.3K-12.8M-23.3K0.1027.86N/AN/A1,19011623,1603,128
2021-06-17$8.64$7.5063.0%18.1%50.8%20.6%65.9%-4.5%4.3%141.4K-10.9M-23.5K0.0216.34N/AN/A2,5974723,4363,131
2021-06-18$8.44$7.5065.9%18.9%51.6%22.7%65.0%2.0%3.2%144.7K-10.7M-24.5K0.1636.24N/AN/A1,41323124,2113,156
2021-06-21$9.10$7.5062.6%17.9%57.1%20.3%61.7%-1.5%3.9%147.6K-10.5M-25.0K0.0319.27N/AN/A2,0706518,7881,988
2021-06-22$9.03$7.5067.5%19.3%57.5%23.9%67.8%-5.8%1.5%160.4K-10.7M-27.6K0.0423.69N/AN/A9113220,0602,005
2021-06-23$9.10$7.5065.2%18.7%53.7%22.2%65.4%-5.9%1.4%170.2K-11.4M-28.6K0.0912.92N/AN/A8317620,9842,035
2021-06-24$9.18$7.5060.6%17.4%53.7%18.8%50.7%-14.4%7.6%172.5K-11.7M-28.3K0.0534.75N/AN/A1,4667721,1662,060
2021-06-25$9.14$7.5061.5%17.6%53.2%19.5%58.2%-16.4%4.6%180.7K-11.6M-28.6K0.268.81N/AN/A2867521,5282,121
2021-06-28$8.61$7.5048.8%14.0%58.5%9.9%64.8%-31.7%8.5%174.2K-9.8M-28.3K0.0514.61N/AN/A1,0485221,5842,182
2021-06-29$8.72$7.5065.5%18.8%55.7%22.5%63.4%1.3%8.1%174.8K-10.3M-28.5K0.2421.49N/AN/A79318922,0152,231
2021-06-30$8.73$7.5068.9%19.8%52.4%25.0%69.2%0.7%1.9%179.1K-10.3M-28.6K0.0241.66N/AN/A344722,0122,259