VET Options History — April 2022

In April 2022, VET traded between $19.20 and $23.06. ATM implied volatility averaged 73.3%, placing in the 70.7% IV rank vs the trailing year. The 30-day expected move averaged 21.3%. IV traded above realized volatility by 8.1% (HV 20d: 65.2%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.68.

Notable Days

  • 2022-04-26: Highest Volume — 11,765 contracts
  • 2022-04-11: Largest IV spike — 15.5% change
  • 2022-04-28: Highest IV Rank — 91.2%
  • 2022-04-28: Largest Expected Move — 24.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.05$19.20$23.06$21.53$19.48
Max Pain$21.88$20.00$22.50$20.00$20.00
ATM IV73.3%64.8%84.1%64.8%82.7%
Expected Move21.3%19.9%24.1%19.9%23.7%
HV 20d65.2%57.8%86.6%86.6%60.8%
HV 60d65.1%63.1%67.4%65.4%67.4%
IV Rank70.7%53.9%91.2%53.9%88.7%
IV Percentile76.2%46.0%98.4%46.0%96.0%
Term Structure-2.9%-8.8%4.8%4.8%-2.4%
VWIV75.3%69.4%85.1%72.2%83.5%
Skew 25d-0.7%-4.0%1.9%-2.3%0.9%
Skew 10d-2.8%-9.3%10.8%10.8%-2.6%
Call IV 25d76.1%65.8%86.5%65.8%83.7%
Put IV 25d75.4%63.5%84.8%63.5%84.6%
Bid-Ask Spread %33.5625.1948.4231.4936.20
Gamma HHI0.310.260.430.340.28
Net GEX812.6K660.3K1.0M809.0K865.4K
Net DEX-65.2M-80.5M-47.7M-65.3M-57.1M
Net VEX-303.6K-337.6K-259.0K-259.0K-323.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.680.141.520.640.56
Total Volume6,507.73,54611,7656,6745,340
Total OI80,104.1566,49095,15266,49095,152

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$21.53$20.0064.8%19.9%86.6%53.9%72.2%-2.3%4.8%809.0K-65.3M-259.0K0.6431.49N/AN/A4,0612,61354,46412,026
2022-04-04$22.26$20.0066.4%20.1%78.8%56.8%70.1%0.5%-0.6%894.6K-75.2M-279.9K0.5839.00N/AN/A5,0052,90357,67414,213
2022-04-05$21.59$22.5065.8%20.3%75.6%55.7%71.0%0.6%-3.2%847.3K-68.3M-278.7K0.3544.76N/AN/A5,8432,04157,82115,207
2022-04-06$20.25$22.5066.6%20.8%73.1%57.3%72.8%-1.4%-3.8%702.5K-56.7M-286.8K1.1038.55N/AN/A2,9223,22059,77416,112
2022-04-07$20.91$22.5065.1%20.4%71.2%54.6%71.2%1.1%-4.0%815.7K-62.7M-299.7K0.9748.42N/AN/A2,8172,74161,33516,304
2022-04-08$21.42$22.5065.5%20.3%71.8%55.2%71.1%1.9%-3.2%890.7K-68.3M-307.3K1.5230.61N/AN/A1,5982,42361,73316,434
2022-04-11$20.78$22.5075.6%20.9%60.2%73.4%72.9%1.2%-3.4%820.0K-62.3M-296.3K1.0932.37N/AN/A2,1892,39762,17816,479
2022-04-12$20.89$22.5076.1%20.0%60.1%74.2%70.8%1.3%-1.0%825.9K-63.5M-295.4K1.3330.76N/AN/A1,9952,64962,57916,752
2022-04-13$21.69$22.5069.5%19.9%61.2%64.4%69.4%-4.0%-0.8%1.0M-71.0M-301.7K0.8527.74N/AN/A2,0761,76462,53216,865
2022-04-14$21.77$22.5070.2%20.1%59.8%65.6%71.2%-1.2%-1.3%713.4K-70.2M-300.9K0.6531.82N/AN/A2,1531,39362,52616,920
2022-04-18$23.06$22.5075.8%21.7%61.4%76.0%76.9%-0.6%-2.8%760.6K-80.2M-310.7K0.1531.10N/AN/A6,7581,02657,99614,850
2022-04-19$22.41$22.5073.3%21.0%57.8%71.4%77.0%-3.3%-1.9%801.5K-75.9M-312.6K0.3428.00N/AN/A4,1641,42860,33515,312
2022-04-20$22.75$22.5073.3%21.0%57.9%71.4%74.6%-1.3%-2.6%848.7K-80.5M-325.5K0.1730.50N/AN/A4,07071062,61815,873
2022-04-21$21.03$22.5072.4%20.8%63.9%69.7%73.3%-2.4%-3.6%791.8K-65.7M-309.4K0.3533.73N/AN/A4,3991,54864,33615,951
2022-04-22$20.18$22.5073.7%21.1%65.3%72.1%75.5%-0.4%-3.2%737.0K-56.9M-308.0K0.4727.69N/AN/A4,9412,32865,81016,991
2022-04-25$19.20$22.5078.6%22.5%62.8%81.2%79.8%-1.6%-4.7%660.3K-47.7M-301.6K1.1133.75N/AN/A4,7105,21267,52518,364
2022-04-26$19.64$22.5083.1%23.8%58.5%89.4%84.2%-1.7%-4.3%706.5K-53.5M-315.7K0.5034.82N/AN/A7,8213,94468,48718,428
2022-04-27$19.86$20.0083.9%24.1%58.6%91.0%85.1%-0.8%-7.7%825.3K-57.8M-321.1K0.1434.71N/AN/A10,1391,37971,71118,467
2022-04-28$20.31$20.0084.1%24.1%59.2%91.2%83.8%-1.0%-8.8%903.6K-65.3M-337.6K0.7225.19N/AN/A3,1542,28074,41619,533
2022-04-29$19.48$20.0082.7%23.7%60.8%88.7%83.5%0.9%-2.4%865.4K-57.1M-323.8K0.5636.20N/AN/A3,4321,90875,62219,530