VET Options History — October 2022

In October 2022, VET traded between $20.72 and $23.75. ATM implied volatility averaged 73.9%, placing in the 45.3% IV rank vs the trailing year. The 30-day expected move averaged 21.4%. IV traded above realized volatility by 1.9% (HV 20d: 72.0%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.70.

Notable Days

  • 2022-10-27: Highest Volume — 9,805 contracts
  • 2022-10-10: Largest IV spike — 11.5% change
  • 2022-10-10: Highest IV Rank — 60.3%
  • 2022-10-10: Largest Expected Move — 22.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.14$20.72$23.75$22.76$23.36
Max Pain$21.07$20.00$22.50$22.50$22.50
ATM IV73.9%68.2%78.8%74.1%73.7%
Expected Move21.4%19.6%22.7%21.2%21.1%
HV 20d72.0%51.3%82.8%81.9%51.3%
HV 60d67.7%64.1%69.8%69.4%64.1%
IV Rank45.3%33.5%60.3%56.2%39.1%
IV Percentile66.4%44.4%85.3%68.3%61.5%
Term Structure-2.4%-6.9%6.3%2.5%-4.8%
VWIV73.1%66.9%78.1%72.4%71.5%
Skew 25d7.3%4.9%10.2%10.2%8.4%
Skew 10d15.8%12.7%22.3%13.5%22.3%
Call IV 25d71.3%66.2%75.0%70.6%68.1%
Put IV 25d78.7%72.6%83.1%80.9%76.4%
Bid-Ask Spread %29.5813.3941.8539.1517.27
Gamma HHI0.180.170.200.180.20
Net GEX1.3M983.0K1.5M1.3M1.5M
Net DEX-93.7M-114.9M-73.7M-100.2M-108.3M
Net VEX-445.9K-493.0K-412.4K-474.9K-452.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.700.361.330.491.33
Total Volume6,0844,3119,8057,3524,621
Total OI120,424.476108,915127,765117,173120,047

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$22.76$22.5074.1%21.2%81.9%56.2%72.4%10.2%2.5%1.3M-100.2M-474.9K0.4939.15N/AN/A4,9502,40295,92121,252
2022-10-04$23.75$22.5070.6%20.2%82.8%51.2%67.0%7.1%4.5%1.5M-114.9M-493.0K0.4637.62N/AN/A5,9392,71496,93621,429
2022-10-05$23.12$22.5068.2%19.6%77.9%47.8%67.3%5.9%6.3%1.4M-106.4M-479.4K0.6041.55N/AN/A4,2502,53697,48220,517
2022-10-06$23.31$20.0068.6%21.4%77.5%48.3%73.5%5.3%-3.4%1.5M-110.9M-476.4K0.9033.25N/AN/A3,0342,71798,75220,637
2022-10-07$22.44$20.0069.0%21.1%77.4%49.0%73.7%5.5%-1.1%1.3M-99.3M-466.4K0.5126.56N/AN/A3,6571,84799,59520,980
2022-10-10$21.25$20.0077.0%22.7%78.7%60.3%76.6%9.8%-4.3%1.1M-81.9M-438.1K0.5528.14N/AN/A3,3971,853100,53921,223
2022-10-11$20.90$20.0074.1%22.6%78.6%48.7%78.1%7.5%-5.0%1.1M-78.4M-429.7K0.6928.66N/AN/A3,2292,240101,01521,476
2022-10-12$20.73$20.0078.3%22.5%77.3%53.9%76.9%7.6%-3.9%1.0M-75.7M-421.7K0.7130.92N/AN/A3,4162,414101,58121,836
2022-10-13$21.76$20.0075.3%21.6%80.0%42.2%75.5%7.2%-3.8%1.2M-88.8M-446.5K0.7934.17N/AN/A3,6762,916102,25822,134
2022-10-14$20.72$20.0076.6%21.9%76.6%44.7%75.7%6.4%-0.5%1.0M-75.4M-423.2K0.8841.85N/AN/A3,0612,708102,34022,284
2022-10-17$21.27$20.0075.4%21.6%77.4%42.4%76.5%8.0%-1.3%1.1M-82.9M-433.8K0.9438.18N/AN/A2,3972,253102,85422,418
2022-10-18$20.72$20.0078.8%22.6%77.7%49.2%76.8%7.9%-3.0%983.0K-73.7M-412.4K0.5128.71N/AN/A3,8441,958102,78222,372
2022-10-19$21.86$20.0075.9%21.8%80.2%43.4%75.7%7.3%-3.9%1.2M-92.5M-435.6K0.5822.78N/AN/A3,8192,225103,85422,495
2022-10-20$21.99$20.0076.7%22.0%79.8%45.1%76.0%6.7%-3.7%1.2M-93.4M-437.4K0.7337.85N/AN/A3,5332,595104,31522,434
2022-10-21$22.52$20.0075.5%21.6%71.2%42.6%74.4%7.4%-4.2%1.3M-100.3M-448.8K0.6925.77N/AN/A3,1792,208105,00222,763
2022-10-24$21.98$22.5074.4%21.3%66.6%40.5%75.0%6.5%-4.2%1.2M-91.6M-432.4K0.9713.39N/AN/A2,2782,20190,72918,186
2022-10-25$22.41$22.5074.0%21.2%57.5%39.8%69.8%7.3%-4.4%1.3M-95.7M-434.8K0.3717.41N/AN/A5,5892,08791,22718,781
2022-10-26$22.78$22.5070.8%20.3%54.1%33.5%67.5%9.4%-2.1%1.4M-100.5M-443.5K0.6923.79N/AN/A3,5002,40594,04219,087
2022-10-27$22.75$22.5073.6%21.1%53.7%39.0%66.9%7.2%-6.9%1.4M-100.0M-443.3K0.3626.01N/AN/A7,2332,57295,40819,886
2022-10-28$22.47$22.5070.9%20.3%53.9%33.6%68.7%4.9%-3.8%1.4M-96.7M-439.8K0.9628.20N/AN/A2,1952,11699,58720,458
2022-10-31$23.36$22.5073.7%21.1%51.3%39.1%71.5%8.4%-4.8%1.5M-108.3M-452.3K1.3317.27N/AN/A1,9872,63499,48820,559