VET Options History — November 2022

In November 2022, VET traded between $18.87 and $24.59. ATM implied volatility averaged 63.9%, placing in the 19.9% IV rank vs the trailing year. The 30-day expected move averaged 17.9%. IV traded above realized volatility by 4.7% (HV 20d: 59.2%). Max pain ranged from $12.50 to $22.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.65.

Notable Days

  • 2022-11-10: Highest Volume — 18,490 contracts
  • 2022-11-09: Largest IV drop — 12.3% change
  • 2022-11-07: Highest IV Rank — 43.4%
  • 2022-11-02: Largest Expected Move — 21.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.06$18.87$24.59$23.86$19.73
Max Pain$14.40$12.50$22.50$22.50$15.00
ATM IV63.9%56.2%75.9%71.3%56.2%
Expected Move17.9%16.1%21.0%20.4%16.1%
HV 20d59.2%41.4%65.8%49.5%64.7%
HV 60d66.3%61.8%68.7%64.2%66.3%
IV Rank19.9%4.9%43.4%34.4%4.9%
IV Percentile27.0%2.8%75.0%54.0%2.8%
Term Structure-0.4%-5.8%4.0%-4.6%1.4%
VWIV63.0%56.7%72.9%72.9%56.7%
Skew 25d5.6%2.9%8.6%8.6%3.6%
Skew 10d10.5%1.1%18.1%13.9%10.2%
Call IV 25d60.8%55.9%68.0%67.9%56.5%
Put IV 25d66.4%60.1%76.4%76.4%60.1%
Bid-Ask Spread %23.699.2047.5124.4021.23
Gamma HHI0.200.170.220.200.22
Net GEX1.2M779.4K1.9M1.6M1.1M
Net DEX-78.1M-129.5M-48.4M-116.6M-64.0M
Net VEX-387.9K-460.5K-331.2K-459.5K-362.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.650.101.750.941.75
Total Volume6,590.47656418,4905,4312,632
Total OI124,255.762112,938133,205121,168121,602

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$23.86$22.5071.3%20.4%49.5%34.4%72.9%8.6%-4.6%1.6M-116.6M-459.5K0.9424.40N/AN/A2,8062,625100,17820,990
2022-11-02$23.45$22.5073.4%21.0%48.9%38.5%71.6%7.6%-5.8%1.6M-110.8M-454.4K0.8722.72N/AN/A1,9101,661101,27721,639
2022-11-03$23.72$12.5074.6%19.2%49.0%40.9%67.0%7.3%-0.9%1.7M-115.0M-457.1K1.2727.61N/AN/A1,4101,788101,81021,721
2022-11-04$24.24$12.5071.8%18.7%47.3%35.4%66.5%6.0%-0.6%1.8M-123.6M-458.0K0.6823.12N/AN/A2,5231,716102,12821,862
2022-11-07$24.59$12.5075.9%19.0%42.0%43.4%67.3%6.1%-2.5%1.9M-129.5M-460.5K0.7026.88N/AN/A2,6281,850102,91821,934
2022-11-08$24.43$12.5075.4%19.0%41.4%42.4%68.3%7.1%-2.4%1.8M-125.9M-454.7K0.8518.55N/AN/A2,2941,960102,78222,138
2022-11-09$22.30$12.5066.1%18.9%54.2%24.3%66.1%2.9%-1.0%1.4M-90.0M-409.3K0.3147.51N/AN/A8,1832,547102,88922,370
2022-11-10$20.12$12.5064.4%18.5%63.4%20.9%63.4%6.0%-2.9%985.8K-58.6M-360.6K0.5125.99N/AN/A12,2126,278104,41423,271
2022-11-11$21.18$12.5058.5%16.8%64.0%9.4%58.0%5.6%1.2%1.2M-76.0M-394.6K0.6114.94N/AN/A6,1483,741106,54124,007
2022-11-14$20.30$12.5062.8%18.0%65.0%17.9%62.6%5.8%-1.8%951.5K-62.9M-364.0K0.4029.59N/AN/A7,4092,960106,00024,097
2022-11-15$20.82$12.5059.7%17.1%65.1%11.8%60.3%5.8%-0.1%1.1M-72.1M-380.7K0.9315.89N/AN/A3,2843,069107,25824,377
2022-11-16$19.58$12.5059.9%17.2%65.4%12.2%60.5%3.1%0.3%809.9K-53.9M-352.1K0.7733.25N/AN/A3,5952,761106,87024,725
2022-11-17$19.19$12.5058.6%16.8%65.4%9.5%61.8%4.0%0.3%779.4K-48.4M-338.4K1.0518.68N/AN/A2,9933,155107,64224,657
2022-11-18$19.54$15.0057.9%16.6%65.1%8.3%57.2%8.0%4.0%978.6K-50.7M-343.6K0.509.26N/AN/A5,7872,868107,89425,311
2022-11-21$19.04$15.0059.8%17.2%65.2%12.1%62.7%4.8%1.0%933.9K-53.9M-331.2K0.329.20N/AN/A6,5132,11192,80520,133
2022-11-22$19.61$15.0058.8%16.9%65.8%10.1%60.6%5.1%0.8%1.0M-61.9M-357.7K0.2212.42N/AN/A9,4172,03395,05020,287
2022-11-23$19.21$15.0057.7%16.6%65.4%7.9%57.1%4.5%2.2%949.0K-56.2M-354.0K0.3736.92N/AN/A4,7361,76896,90820,673
2022-11-25$19.34$15.0058.0%16.6%65.6%8.5%59.1%7.0%1.6%1.0M-59.1M-359.9K0.2221.70N/AN/A46310197,98320,756
2022-11-28$18.87$15.0060.7%17.4%65.8%13.8%61.9%4.0%0.1%911.8K-53.6M-342.3K0.2226.63N/AN/A2,85363897,77820,865
2022-11-29$19.13$15.0059.8%17.2%64.0%12.0%61.0%4.7%0.2%989.3K-56.6M-350.1K0.1030.94N/AN/A2,69627899,65621,175
2022-11-30$19.73$15.0056.2%16.1%64.7%4.9%56.7%3.6%1.4%1.1M-64.0M-362.2K1.7521.23N/AN/A9571,675100,29121,311