VET Options History — February 2022

In February 2022, VET traded between $15.27 and $18.68. ATM implied volatility averaged 70.6%, placing in the 46.5% IV rank vs the trailing year. The 30-day expected move averaged 20.5%. IV traded above realized volatility by 18.6% (HV 20d: 52.0%). Max pain ranged from $10.00 to $15.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 0.84.

Notable Days

  • 2022-02-28: Highest Volume — 4,920 contracts
  • 2022-02-07: Largest IV spike — 13.1% change
  • 2022-02-28: Highest IV Rank — 62.1%
  • 2022-02-28: Largest Expected Move — 23.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.90$15.27$18.68$16.13$18.68
Max Pain$10.53$10.00$15.00$15.00$10.00
ATM IV70.6%60.8%82.6%67.0%82.6%
Expected Move20.5%19.1%23.7%19.2%23.7%
HV 20d52.0%45.8%57.4%56.8%49.0%
HV 60d58.0%52.5%63.1%63.1%52.5%
IV Rank46.5%33.8%62.1%41.9%62.1%
IV Percentile63.0%22.6%91.3%51.6%91.3%
Term Structure-4.2%-9.8%1.2%-0.6%-9.8%
VWIV71.6%63.8%82.6%65.2%82.6%
Skew 25d2.8%-1.7%10.4%2.5%5.1%
Skew 10d6.8%2.1%10.6%5.1%8.8%
Call IV 25d70.8%65.1%79.6%65.2%79.6%
Put IV 25d73.6%67.3%86.2%67.7%84.8%
Bid-Ask Spread %40.6717.4961.0447.5126.36
Gamma HHI0.270.170.530.250.17
Net GEX320.9K207.7K572.1K299.1K215.4K
Net DEX-35.2M-39.7M-29.3M-32.8M-39.7M
Net VEX-90.3K-96.5K-83.2K-86.2K-96.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.840.141.641.000.70
Total Volume2,950.0531,5154,9202,1294,920
Total OI36,557.36834,44339,17234,44337,053

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-02-01$16.13$15.0067.0%19.2%56.8%41.9%65.2%2.5%-0.6%299.1K-32.8M-86.2K1.0047.51N/AN/A1,0621,06728,7035,740
2022-02-02$16.19$15.0066.5%19.1%55.1%41.2%63.8%2.2%1.2%302.8K-33.3M-86.6K0.3846.87N/AN/A1,97974528,9825,925
2022-02-03$16.09$10.0063.4%19.7%55.0%37.1%72.3%1.8%-1.6%314.6K-33.3M-87.9K0.8947.43N/AN/A81272629,4685,965
2022-02-04$16.55$10.0060.8%19.6%45.8%33.8%72.5%3.8%-0.4%330.0K-35.0M-88.9K0.4129.69N/AN/A1,73470329,5885,969
2022-02-07$16.15$10.0068.7%20.0%47.3%44.0%69.2%2.4%-4.5%340.8K-33.8M-87.6K0.4117.49N/AN/A1,07544030,0236,122
2022-02-08$15.27$10.0064.3%19.3%52.3%38.4%67.7%2.0%-2.0%315.3K-29.3M-86.6K0.2447.61N/AN/A1,60338929,9606,132
2022-02-09$16.00$10.0066.9%19.2%50.1%41.7%66.4%3.7%-2.2%338.0K-32.4M-85.4K0.1451.20N/AN/A1,38418929,6486,187
2022-02-10$16.13$10.0074.7%21.4%50.1%51.8%72.6%9.0%-5.0%347.9K-33.4M-87.1K0.1854.76N/AN/A1,71730230,0836,230
2022-02-11$17.52$10.0071.9%20.6%57.4%48.1%72.0%1.5%-4.7%376.6K-39.6M-83.2K0.6050.30N/AN/A3,0031,79829,9926,309
2022-02-14$17.05$10.0071.3%20.4%56.4%47.4%71.8%-1.7%-4.8%391.4K-35.8M-94.8K1.0261.04N/AN/A1,6651,70330,3407,667
2022-02-15$17.37$10.0069.1%19.8%56.1%44.6%70.7%2.0%-4.0%429.8K-38.2M-93.0K1.1425.74N/AN/A1,5651,77830,5977,711
2022-02-16$17.49$10.0069.5%19.9%56.1%45.1%70.1%0.9%-5.5%464.1K-39.4M-92.8K0.9640.53N/AN/A1,8841,81530,8377,788
2022-02-17$17.56$10.0069.9%20.0%55.1%45.6%70.0%2.6%-3.5%572.1K-39.4M-93.2K1.6438.37N/AN/A1,1641,90731,0497,811
2022-02-18$17.05$10.0071.4%20.5%50.9%47.6%71.3%-0.3%-4.7%214.4K-35.8M-91.7K1.4719.28N/AN/A1,4082,07031,1478,025
2022-02-22$16.86$10.0073.9%21.2%51.4%50.8%75.3%0.4%-6.8%208.7K-32.5M-90.7K1.2647.12N/AN/A1,5721,97927,7637,386
2022-02-23$17.25$10.0076.0%21.8%47.7%53.6%76.0%2.3%-6.2%207.7K-33.7M-92.9K0.7943.38N/AN/A2,2661,79727,8917,655
2022-02-24$17.68$10.0079.2%22.7%47.9%57.6%77.5%10.4%-7.6%213.6K-35.0M-95.7K1.3843.18N/AN/A1,2261,68928,2887,903
2022-02-25$18.06$10.0074.1%21.2%48.1%51.0%74.4%2.8%-7.0%215.5K-37.1M-95.4K1.3134.94N/AN/A1,2621,65328,6538,000
2022-02-28$18.68$10.0082.6%23.7%49.0%62.1%82.6%5.1%-9.8%215.4K-39.7M-96.5K0.7026.36N/AN/A2,8952,02528,9518,102