VET Options History — July 2022

In July 2022, VET traded between $17.99 and $25.88. ATM implied volatility averaged 80.3%, placing in the 65.1% IV rank vs the trailing year. The 30-day expected move averaged 22.7%. IV traded below realized volatility by 15.1% (HV 20d: 95.4%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.53.

Notable Days

  • 2022-07-06: Highest Volume — 21,807 contracts
  • 2022-07-05: Largest IV spike — 15.5% change
  • 2022-07-06: Highest IV Rank — 82.9%
  • 2022-07-06: Largest Expected Move — 25.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.36$17.99$25.88$19.57$25.88
Max Pain$19.63$17.50$20.00$20.00$20.00
ATM IV80.3%72.2%92.8%73.5%72.2%
Expected Move22.7%20.7%25.9%21.1%20.7%
HV 20d95.4%72.9%106.4%97.6%72.9%
HV 60d85.3%81.8%86.7%82.4%85.6%
IV Rank65.1%53.4%82.9%55.4%53.4%
IV Percentile84.3%63.9%99.2%71.8%63.9%
Term Structure-2.7%-6.8%6.7%6.7%-4.2%
VWIV79.6%71.9%88.4%74.0%73.7%
Skew 25d5.7%2.7%8.8%2.8%6.9%
Skew 10d12.7%3.8%32.4%8.5%11.6%
Call IV 25d77.8%69.7%86.3%74.0%69.7%
Put IV 25d83.5%76.7%95.0%76.8%76.7%
Bid-Ask Spread %19.607.6638.3831.7017.51
Gamma HHI0.230.170.600.200.21
Net GEX1.3M888.0K3.6M1.1M1.5M
Net DEX-92.5M-143.8M-53.8M-71.2M-143.8M
Net VEX-416.5K-448.3K-374.7K-416.5K-448.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.530.130.800.650.41
Total Volume7,077.93,79321,8074,4108,809
Total OI110,987.5102,778118,247114,417107,832

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$19.57$20.0073.5%21.1%97.6%55.4%74.0%2.8%6.7%1.1M-71.2M-416.5K0.6531.70N/AN/A2,6691,74195,89718,520
2022-07-05$18.75$17.5084.9%23.6%98.3%71.6%81.4%5.5%-2.6%1.0M-59.8M-387.3K0.5320.38N/AN/A4,1542,20696,17818,579
2022-07-06$17.99$17.5092.8%25.9%97.9%82.9%88.4%8.8%-4.4%890.8K-53.8M-374.7K0.1326.29N/AN/A19,2342,57397,31219,069
2022-07-07$20.35$17.5086.1%24.3%106.4%73.3%83.7%5.5%-4.0%1.3M-87.2M-424.5K0.3219.72N/AN/A6,6072,12197,65719,310
2022-07-08$20.12$20.0080.9%23.7%106.2%65.9%83.1%2.7%-2.4%1.3M-82.3M-415.4K0.4727.11N/AN/A3,7011,75896,49919,264
2022-07-11$19.77$20.0091.0%23.7%106.1%80.3%84.4%4.1%-0.9%1.2M-77.2M-401.9K0.4624.66N/AN/A3,9271,78796,85419,289
2022-07-12$18.88$20.0092.5%24.2%106.3%82.5%86.2%3.5%-3.2%1.1M-65.6M-385.7K0.6119.15N/AN/A3,1261,90598,22419,394
2022-07-13$19.42$20.0083.2%23.9%104.3%69.2%83.7%5.2%-2.6%1.3M-72.0M-401.2K0.7319.10N/AN/A2,3681,73198,53219,715
2022-07-14$18.98$20.0082.0%23.5%104.5%67.5%83.8%4.3%0.4%888.0K-63.8M-382.7K0.6323.93N/AN/A3,8302,43098,43519,631
2022-07-15$20.07$20.0080.0%22.9%106.2%64.6%79.9%8.6%-3.4%3.6M-82.0M-403.9K0.4138.38N/AN/A5,7412,37598,53119,700
2022-07-18$21.34$20.0075.9%21.8%105.8%58.7%77.2%3.6%-1.5%1.1M-92.9M-416.1K0.2119.44N/AN/A10,0392,14486,57016,208
2022-07-19$22.61$20.0075.4%21.6%101.2%58.1%76.8%6.6%-0.6%1.2M-104.3M-430.3K0.4413.15N/AN/A4,8942,14786,96416,584
2022-07-20$23.25$20.0076.6%21.9%97.4%59.7%76.9%8.4%-2.6%1.3M-113.2M-446.0K0.5717.79N/AN/A3,6132,07488,15216,929
2022-07-21$22.51$20.0075.9%21.7%91.3%58.7%74.3%7.1%-4.1%1.3M-103.3M-432.7K0.7214.78N/AN/A2,5541,84988,78317,007
2022-07-22$21.81$20.0075.5%21.6%85.5%58.1%71.9%5.0%-1.7%1.2M-95.8M-417.8K0.8013.42N/AN/A2,1081,68588,63917,185
2022-07-25$23.35$20.0080.1%23.0%86.8%64.8%79.4%6.3%-6.7%1.3M-112.6M-430.0K0.5414.32N/AN/A3,3091,78087,10817,260
2022-07-26$23.33$20.0080.0%22.9%79.3%64.6%80.3%6.7%-6.8%1.3M-112.5M-427.1K0.427.66N/AN/A5,2742,24087,46517,354
2022-07-27$24.26$20.0074.6%21.4%78.8%56.9%78.3%7.2%-4.1%1.4M-124.5M-441.8K0.699.97N/AN/A2,8521,97988,32317,831
2022-07-28$24.96$20.0073.2%21.0%75.9%54.9%75.8%5.8%-5.0%1.4M-131.7M-445.1K0.7413.59N/AN/A3,5782,64688,52218,444
2022-07-29$25.88$20.0072.2%20.7%72.9%53.4%73.7%6.9%-4.2%1.5M-143.8M-448.3K0.4117.51N/AN/A6,2562,55388,92118,911