VET Options History — August 2022

In August 2022, VET traded between $21.97 and $29.48. ATM implied volatility averaged 67.0%, placing in the 46.1% IV rank vs the trailing year. The 30-day expected move averaged 18.7%. IV traded above realized volatility by 2.4% (HV 20d: 64.6%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 17 of 23 days. Put/call ratio averaged 0.43.

Notable Days

2022-08-24: Highest Volume — 12,605 contracts
2022-08-10: Largest IV drop — 16.9% change
2022-08-08: Highest IV Rank — 69.1%
2022-08-01: Largest Expected Move — 21.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.73	$21.97	$29.48	$25.06	$26.93
Max Pain	$20.33	$20.00	$22.50	$20.00	$22.50
ATM IV	67.0%	59.1%	83.1%	75.5%	64.8%
Expected Move	18.7%	17.0%	21.7%	21.7%	18.6%
HV 20d	64.6%	56.7%	74.6%	74.6%	59.2%
HV 60d	80.5%	78.0%	85.9%	85.5%	79.4%
IV Rank	46.1%	34.9%	69.1%	58.3%	42.9%
IV Percentile	39.4%	9.5%	91.7%	76.2%	32.9%
Term Structure	0.8%	-6.6%	5.4%	-6.6%	2.2%
VWIV	66.7%	59.6%	79.7%	79.7%	66.8%
Skew 25d	4.6%	0.7%	9.1%	4.5%	3.3%
Skew 10d	11.1%	-1.2%	31.0%	6.5%	7.5%
Call IV 25d	64.5%	57.7%	76.2%	74.4%	64.5%
Put IV 25d	69.1%	62.5%	80.9%	78.9%	67.7%
Bid-Ask Spread %	18.62	7.68	31.32	21.75	31.32
Gamma HHI	0.25	0.20	0.41	0.22	0.26
Net GEX	1.6M	1.2M	2.4M	1.5M	1.5M
Net DEX	-139.4M	-186.0M	-91.4M	-133.8M	-150.9M
Net VEX	-463.4K	-515.3K	-414.3K	-446.3K	-498.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.43	0.03	1.61	1.13	1.61
Total Volume	5,991.913	2,093	12,605	3,990	5,309
Total OI	112,916.043	103,951	120,619	108,618	115,647

Daily Data (23 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
2022-08-01	$25.06	$20.00	75.5%	21.7%	74.6%	58.3%	79.7%	4.5%	-6.6%	1.5M	-133.8M	-446.3K	1.13	21.75	N/A	N/A	1,873	2,117	89,083	19,535
2022-08-02	$25.01	$20.00	75.0%	21.5%	71.9%	57.5%	78.7%	6.5%	-5.6%	1.5M	-131.3M	-444.7K	0.51	7.68	N/A	N/A	2,418	1,245	89,194	19,533
2022-08-03	$23.59	$22.50	74.6%	21.4%	73.9%	56.8%	75.6%	1.1%	-6.5%	1.4M	-113.3M	-428.7K	0.45	25.85	N/A	N/A	3,496	1,587	88,991	19,722
2022-08-04	$21.97	$20.00	77.0%	20.2%	67.6%	60.3%	71.2%	5.2%	-1.1%	1.2M	-91.4M	-414.3K	0.35	17.64	N/A	N/A	5,905	2,055	89,913	20,018
2022-08-05	$22.99	$20.00	77.2%	20.0%	68.9%	60.6%	72.4%	3.4%	0.8%	1.4M	-108.0M	-448.6K	0.40	19.61	N/A	N/A	3,149	1,273	92,024	20,345
2022-08-08	$23.10	$20.00	83.1%	20.4%	68.3%	69.1%	70.7%	3.8%	-0.1%	1.4M	-109.2M	-442.0K	0.51	19.04	N/A	N/A	2,581	1,313	92,269	20,402
2022-08-09	$23.81	$20.00	82.1%	19.7%	65.7%	67.6%	69.8%	5.5%	0.4%	1.5M	-119.0M	-446.2K	0.50	29.37	N/A	N/A	1,392	701	92,490	20,594
2022-08-10	$24.98	$20.00	68.3%	19.6%	66.7%	47.9%	69.1%	7.2%	0.1%	1.6M	-135.5M	-454.9K	0.21	22.00	N/A	N/A	3,309	697	92,607	21,107
2022-08-11	$26.29	$20.00	69.0%	19.8%	66.6%	49.0%	68.9%	4.3%	0.5%	1.6M	-153.2M	-466.0K	0.47	17.01	N/A	N/A	7,704	3,605	93,067	21,420
2022-08-12	$25.49	$20.00	61.4%	17.6%	66.9%	38.0%	61.7%	5.6%	5.3%	1.7M	-141.6M	-455.5K	0.35	18.89	N/A	N/A	6,738	2,361	94,744	22,712
2022-08-15	$24.53	$20.00	62.6%	18.0%	66.5%	39.9%	63.0%	6.7%	4.6%	1.7M	-125.2M	-446.4K	0.47	23.78	N/A	N/A	3,337	1,561	94,859	23,118
2022-08-16	$24.14	$20.00	62.1%	17.8%	64.2%	39.1%	62.4%	4.6%	4.5%	1.8M	-118.4M	-437.9K	0.17	17.98	N/A	N/A	4,737	783	94,776	23,060
2022-08-17	$24.53	$20.00	61.1%	17.5%	63.7%	37.7%	61.3%	2.4%	5.4%	1.9M	-122.3M	-440.6K	0.03	27.83	N/A	N/A	4,964	164	93,548	23,499
2022-08-18	$25.34	$20.00	60.0%	17.2%	63.1%	36.2%	60.3%	5.7%	2.3%	2.4M	-138.1M	-462.1K	0.23	16.31	N/A	N/A	3,323	751	96,122	23,529
2022-08-19	$25.48	$20.00	59.7%	17.1%	61.5%	35.6%	60.4%	3.9%	2.7%	1.3M	-146.1M	-470.1K	0.07	18.54	N/A	N/A	3,744	246	96,882	23,737
2022-08-22	$26.59	$20.00	63.9%	18.3%	58.8%	41.6%	64.1%	3.4%	0.6%	1.3M	-140.5M	-474.4K	0.09	9.81	N/A	N/A	9,751	899	85,085	18,866
2022-08-23	$27.68	$20.00	60.6%	17.4%	59.9%	37.0%	62.9%	2.9%	1.1%	1.5M	-156.7M	-482.0K	0.36	10.22	N/A	N/A	5,259	1,910	88,313	19,279
2022-08-24	$28.70	$20.00	60.4%	17.3%	59.7%	36.6%	61.8%	9.1%	3.2%	1.6M	-168.7M	-489.1K	0.10	20.89	N/A	N/A	11,465	1,140	88,780	19,410
2022-08-25	$29.20	$20.00	59.4%	17.0%	59.4%	35.3%	62.3%	5.9%	2.6%	1.7M	-180.4M	-510.3K	0.34	10.40	N/A	N/A	5,456	1,881	91,204	20,131
2022-08-26	$29.28	$20.00	59.1%	17.0%	58.4%	34.9%	59.6%	5.1%	3.7%	1.7M	-183.3M	-515.3K	0.19	10.19	N/A	N/A	2,095	396	91,678	20,231
2022-08-29	$29.48	$20.00	62.2%	17.8%	56.7%	39.2%	65.5%	4.3%	0.4%	1.7M	-186.0M	-499.9K	0.70	16.62	N/A	N/A	3,068	2,144	91,536	20,246
2022-08-30	$27.51	$22.50	61.5%	17.6%	62.9%	38.2%	65.1%	0.7%	-1.4%	1.5M	-154.6M	-484.1K	0.73	15.64	N/A	N/A	4,572	3,340	92,058	21,705
2022-08-31	$26.93	$22.50	64.8%	18.6%	59.2%	42.9%	66.8%	3.3%	2.2%	1.5M	-150.9M	-498.0K	1.61	31.32	N/A	N/A	2,037	3,272	93,447	22,200