VET Options History — December 2021

In December 2021, VET traded between $9.87 and $13.43. ATM implied volatility averaged 63.5%, placing in the 26.7% IV rank vs the trailing year. The 30-day expected move averaged 17.7%. IV traded below realized volatility by 1.1% (HV 20d: 64.6%). Max pain ranged from $7.50 to $12.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.70.

Notable Days

  • 2021-12-22: Highest Volume — 6,948 contracts
  • 2021-12-28: Largest IV spike — 30.9% change
  • 2021-12-03: Highest IV Rank — 38.7%
  • 2021-12-03: Largest Expected Move — 21.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.42$9.87$13.43$9.87$12.62
Max Pain$10.68$7.50$12.50$7.50$12.50
ATM IV63.5%53.7%76.4%75.0%56.0%
Expected Move17.7%15.4%21.9%21.5%16.1%
HV 20d64.6%50.8%77.3%75.6%54.1%
HV 60d62.8%58.8%67.1%67.1%58.8%
IV Rank26.7%17.6%38.7%37.4%19.8%
IV Percentile28.4%5.6%68.7%65.1%7.1%
Term Structure0.7%-10.1%6.7%-6.6%2.1%
VWIV60.7%54.3%75.3%75.3%54.8%
Skew 25d-0.6%-16.3%19.5%-16.3%5.7%
Skew 10d-3.1%-25.9%30.0%-25.9%11.1%
Call IV 25d62.3%54.8%79.4%79.4%57.2%
Put IV 25d61.7%52.3%78.5%63.1%62.9%
Bid-Ask Spread %30.089.3859.2611.4017.51
Gamma HHI0.380.290.550.500.29
Net GEX221.7K142.0K288.3K215.2K235.2K
Net DEX-17.7M-24.0M-12.1M-12.9M-20.8M
Net VEX-76.0K-89.5K-68.7K-68.7K-88.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.700.191.180.991.07
Total Volume1,856.8189126,9481,7571,111
Total OI33,955.68226,51736,83335,85632,507

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-12-01$9.87$7.5075.0%21.5%75.6%37.4%75.3%-16.3%-6.6%215.2K-12.9M-68.7K0.9911.40N/AN/A88587230,2615,595
2021-12-02$10.15$7.5068.7%19.7%76.4%31.6%67.8%-10.1%-3.0%231.1K-14.1M-71.0K0.549.58N/AN/A1,11460430,5395,895
2021-12-03$10.22$7.5076.4%21.9%76.1%38.7%74.5%-6.6%-10.1%232.5K-14.5M-72.3K0.7230.15N/AN/A84561030,4645,930
2021-12-06$10.39$12.5068.3%18.8%73.8%31.2%71.7%3.1%0.5%257.5K-14.9M-70.8K0.6229.92N/AN/A56434830,4925,921
2021-12-07$10.95$12.5073.3%18.1%75.5%35.8%60.8%-6.3%2.5%276.2K-17.7M-72.5K0.2427.66N/AN/A1,87244230,5545,938
2021-12-08$11.43$12.5064.7%17.6%77.3%27.8%59.7%1.9%0.9%274.6K-20.0M-72.9K0.5127.60N/AN/A86543930,4555,916
2021-12-09$11.32$10.0061.9%17.7%61.1%25.2%59.5%-0.3%1.4%288.3K-19.3M-73.4K0.5949.54N/AN/A93555530,5955,904
2021-12-10$11.37$10.0061.9%16.7%60.7%25.2%56.7%-2.0%3.9%265.3K-19.2M-73.5K1.1828.30N/AN/A59269630,4076,172
2021-12-13$10.87$10.0064.8%17.1%63.0%28.0%66.6%0.9%3.6%250.5K-16.8M-71.3K0.7633.39N/AN/A90768930,5546,166
2021-12-14$10.51$10.0074.8%17.3%64.3%37.2%60.1%-7.9%5.3%262.3K-15.1M-70.3K0.789.38N/AN/A93073030,6546,167
2021-12-15$10.61$10.0061.0%17.5%64.3%24.4%54.3%-7.2%4.0%142.0K-16.3M-69.2K0.8643.83N/AN/A88576030,5416,232
2021-12-16$10.87$10.0060.2%17.3%63.1%23.7%57.9%-3.5%-0.1%153.6K-17.2M-70.6K0.7742.23N/AN/A94472330,5926,241
2021-12-17$10.64$10.0058.1%16.7%63.8%21.7%56.6%-6.8%0.8%145.9K-16.3M-69.7K0.4625.80N/AN/A1,45766930,5586,249
2021-12-20$10.85$10.0060.4%17.3%60.4%23.8%61.6%-2.8%-1.1%153.1K-12.1M-69.5K0.9312.86N/AN/A65961222,6373,880
2021-12-21$11.68$10.0056.7%16.2%64.6%20.4%57.0%4.6%1.1%167.6K-15.1M-72.4K0.5713.00N/AN/A1,19367522,8083,928
2021-12-22$12.35$10.0057.0%16.3%65.5%20.7%58.3%0.1%2.5%188.2K-17.9M-74.8K0.1931.04N/AN/A5,8441,10423,5673,918
2021-12-23$12.84$12.5053.7%15.4%66.2%17.6%54.5%3.2%4.8%218.2K-21.2M-86.6K0.429.78N/AN/A1,74973226,3414,405
2021-12-27$13.43$12.5057.1%16.4%53.9%20.8%55.8%4.2%2.2%229.3K-24.0M-87.9K0.5240.37N/AN/A1,58681726,9124,442
2021-12-28$13.16$12.5074.8%21.4%50.8%37.2%61.4%19.5%-8.6%226.0K-23.0M-89.5K0.6651.26N/AN/A93161427,3684,655
2021-12-29$12.55$12.5055.7%16.0%55.3%19.5%56.3%6.3%6.7%232.3K-20.6M-88.0K0.9657.87N/AN/A61759527,6534,671
2021-12-30$12.61$12.5055.7%16.0%54.3%19.5%54.4%6.3%2.3%232.9K-20.7M-88.5K1.0859.26N/AN/A51956027,6444,697
2021-12-31$12.62$12.5056.0%16.1%54.1%19.8%54.8%5.7%2.1%235.2K-20.8M-88.5K1.0717.51N/AN/A53657527,7994,708