VET Options History — June 2022 In June 2022, VET traded between $17.10 and $25.00. ATM implied volatility averaged 71.3%, placing in the 52.2% IV rank vs the trailing year. The 30-day expected move averaged 20.4%. IV traded below realized volatility by 6.9% (HV 20d: 78.1%). Max pain ranged from $17.50 to $25.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.51.
Notable Days 2022-06-07 : Highest Volume — 27,059 contracts2022-06-16 : Largest IV spike — 6.8% change2022-06-27 : Highest IV Rank — 66.3%2022-06-27 : Largest Expected Move — 23.3%Monthly Statistics Metric Avg Min Max Open Close Price $21.33 $17.10 $25.00 $22.79 $18.97 Max Pain $21.43 $17.50 $25.00 $17.50 $20.00 ATM IV 71.3% 61.9% 81.2% 64.5% 77.7% Expected Move 20.4% 17.7% 23.3% 18.5% 22.3% HV 20d 78.1% 60.9% 98.2% 85.5% 96.6% HV 60d 74.4% 68.7% 82.3% 75.6% 82.3% IV Rank 52.2% 38.8% 66.3% 42.5% 61.3% IV Percentile 63.1% 21.4% 90.9% 36.1% 86.9% Term Structure 2.9% -0.4% 7.2% 0.3% 1.8% VWIV 71.2% 62.8% 80.7% 64.5% 77.3% Skew 25d 2.9% -0.3% 5.5% 3.4% 3.4% Skew 10d 5.0% -6.2% 11.2% 4.5% 2.2% Call IV 25d 70.5% 61.2% 80.0% 63.7% 76.8% Put IV 25d 73.3% 63.0% 83.8% 67.0% 80.1% Bid-Ask Spread % 27.85 14.31 49.25 29.07 16.55 Gamma HHI 0.23 0.19 0.29 0.29 0.20 Net GEX 1.1M 641.2K 1.4M 1.1M 1.0M Net DEX -82.3M -129.6M -39.6M -96.1M -63.9M Net VEX -375.7K -433.4K -326.8K -335.4K -398.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.12 0.95 0.42 0.71 Total Volume 9,492.429 4,499 27,059 6,682 4,499 Total OI 105,155.952 91,076 113,946 91,076 113,524
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2022-06-01 $22.79 $17.50 64.5% 18.5% 85.5% 42.5% 64.5% 3.4% 0.3% 1.1M -96.1M -335.4K 0.42 29.07 N/A N/A 4,707 1,975 73,024 18,052 2022-06-02 $22.83 $22.50 63.0% 18.4% 84.0% 40.4% 64.8% 5.5% 4.3% 1.1M -92.1M -331.2K 0.65 29.43 N/A N/A 3,116 2,036 72,485 18,646 2022-06-03 $22.73 $22.50 63.5% 17.9% 82.6% 41.1% 64.1% 1.9% 7.2% 1.1M -91.0M -329.7K 0.40 29.19 N/A N/A 3,428 1,385 72,665 19,533 2022-06-06 $23.39 $22.50 66.3% 18.2% 82.9% 45.1% 64.3% 3.5% 4.4% 1.2M -98.4M -326.8K 0.62 28.43 N/A N/A 4,523 2,804 72,555 19,748 2022-06-07 $24.81 $25.00 64.3% 18.0% 60.9% 42.3% 64.8% -0.3% 5.1% 1.2M -115.6M -336.2K 0.12 19.57 N/A N/A 24,088 2,971 72,908 20,900 2022-06-08 $25.00 $22.50 63.2% 18.1% 60.9% 40.6% 63.2% 2.8% 4.4% 1.4M -129.6M -404.9K 0.44 34.31 N/A N/A 8,258 3,634 84,144 20,924 2022-06-09 $24.29 $22.50 61.9% 17.7% 62.8% 38.8% 62.8% 1.8% 4.9% 1.4M -120.6M -411.7K 0.95 25.55 N/A N/A 2,973 2,816 85,484 21,831 2022-06-10 $23.34 $22.50 65.7% 18.8% 63.1% 44.2% 64.4% 2.4% 3.7% 1.4M -105.2M -407.5K 0.36 21.96 N/A N/A 7,063 2,510 86,111 21,934 2022-06-13 $21.65 $22.50 69.7% 20.0% 66.3% 49.9% 70.3% 3.4% 2.2% 1.2M -83.2M -386.6K 0.69 34.02 N/A N/A 5,085 3,519 87,574 21,916 2022-06-14 $21.55 $22.50 71.1% 20.4% 63.6% 51.9% 71.6% 4.5% 1.3% 1.2M -80.7M -380.6K 0.50 32.58 N/A N/A 7,577 3,808 87,770 22,169 2022-06-15 $22.13 $22.50 69.5% 19.9% 64.0% 49.6% 70.4% 2.0% 3.7% 1.3M -86.8M -400.9K 0.95 30.16 N/A N/A 4,059 3,872 88,050 23,752 2022-06-16 $20.65 $22.50 74.2% 21.3% 65.3% 56.4% 71.6% 4.8% 3.1% 929.9K -66.8M -373.5K 0.56 33.27 N/A N/A 4,679 2,616 88,276 23,866 2022-06-17 $18.79 $22.50 77.7% 22.3% 73.6% 61.3% 77.5% -0.0% 2.6% 641.2K -47.4M -342.0K 0.31 49.25 N/A N/A 18,286 5,615 90,006 23,940 2022-06-21 $20.48 $20.00 75.1% 21.5% 79.6% 57.6% 75.9% 3.5% 2.8% 1.0M -72.2M -399.5K 0.31 20.01 N/A N/A 6,524 2,022 84,701 17,614 2022-06-22 $18.65 $20.00 77.0% 22.1% 84.3% 60.3% 76.9% 1.7% 2.7% 857.8K -53.3M -363.2K 0.31 32.56 N/A N/A 9,115 2,788 86,654 17,905 2022-06-23 $17.10 $20.00 80.8% 23.2% 89.1% 65.8% 80.1% 4.5% 1.3% 728.5K -39.6M -332.5K 0.32 38.65 N/A N/A 9,094 2,908 88,700 17,832 2022-06-24 $17.97 $20.00 78.2% 22.4% 85.5% 62.1% 77.8% 3.5% -0.3% 877.9K -50.9M -367.3K 0.48 32.83 N/A N/A 4,368 2,080 92,048 17,801 2022-06-27 $20.02 $20.00 81.2% 23.3% 95.0% 66.3% 80.7% 2.7% -0.4% 1.1M -73.6M -413.9K 0.46 18.46 N/A N/A 4,658 2,139 92,612 18,085 2022-06-28 $20.98 $20.00 75.8% 21.7% 96.7% 58.6% 75.2% 5.1% 3.3% 1.3M -86.5M -433.4K 0.55 14.31 N/A N/A 3,974 2,189 92,869 18,146 2022-06-29 $19.91 $20.00 76.5% 21.9% 98.2% 59.6% 77.2% -0.2% 2.1% 1.2M -74.7M -413.6K 0.61 14.73 N/A N/A 3,461 2,119 93,211 18,310 2022-06-30 $18.97 $20.00 77.7% 22.3% 96.6% 61.3% 77.3% 3.4% 1.8% 1.0M -63.9M -398.1K 0.71 16.55 N/A N/A 2,632 1,867 95,161 18,363
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