VET Options History — March 2023 In March 2023, VET traded between $12.18 and $14.09. ATM implied volatility averaged 62.8%, placing in the 30.3% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded above realized volatility by 22.3% (HV 20d: 40.5%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 0.39.
Notable Days 2023-03-15 : Highest Volume — 6,034 contracts2023-03-09 : Largest IV drop — 33.1% change2023-03-08 : Highest IV Rank — 80.1%2023-03-01 : Largest Expected Move — 21.1%Monthly Statistics Metric Avg Min Max Open Close Price $13.03 $12.18 $14.09 $13.71 $12.89 Max Pain $12.83 $12.50 $15.00 $15.00 $12.50 ATM IV 62.8% 47.6% 92.9% 73.6% 47.6% Expected Move 16.3% 13.7% 21.1% 21.1% 13.7% HV 20d 40.5% 35.7% 43.7% 43.7% 40.5% HV 60d 48.7% 38.5% 51.0% 50.0% 38.7% IV Rank 30.3% 5.1% 80.1% 48.1% 5.1% IV Percentile 34.3% 1.2% 99.2% 65.9% 1.2% Term Structure 1.1% -14.9% 8.4% -11.8% 8.4% VWIV 55.4% 47.7% 71.9% 70.0% 47.8% Skew 25d 4.9% -9.3% 18.5% 6.3% -2.8% Skew 10d 5.9% -14.9% 31.7% -13.3% -5.9% Call IV 25d 53.3% 46.8% 68.9% 68.9% 48.1% Put IV 25d 58.1% 43.4% 75.2% 75.2% 45.3% Bid-Ask Spread % 24.01 5.93 54.42 6.69 8.42 Gamma HHI 0.23 0.19 0.30 0.21 0.25 Net GEX 297.7K 8.6K 407.0K 355.2K 358.5K Net DEX -10.3M -16.5M -3.6M -12.0M -15.0M Net VEX -248.7K -271.7K -229.0K -257.3K -250.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.39 0.04 1.47 0.17 1.12 Total Volume 2,485.13 420 6,034 1,254 2,348 Total OI 100,117.261 84,840 115,562 102,547 90,061
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 2023-03-01 $13.71 $15.00 73.6% 21.1% 43.7% 48.1% 70.0% 6.3% -11.8% 355.2K -12.0M -257.3K 0.17 6.69 N/A N/A 1,072 182 79,954 22,593 2023-03-02 $13.86 $15.00 68.5% 19.6% 43.6% 39.6% 71.9% 12.9% -14.9% 365.2K -13.1M -261.6K 0.29 34.17 N/A N/A 1,122 330 80,232 22,654 2023-03-03 $14.09 $15.00 67.8% 19.4% 41.5% 38.6% 68.7% 18.5% -14.5% 407.0K -16.5M -271.7K 0.04 7.54 N/A N/A 2,482 89 80,836 22,798 2023-03-06 $13.86 $12.50 74.7% 15.5% 41.9% 50.0% 57.6% 7.6% -0.0% 391.7K -14.4M -262.0K 0.07 29.62 N/A N/A 1,279 84 81,927 22,839 2023-03-07 $13.79 $12.50 81.2% 16.0% 41.2% 60.9% 55.4% 4.9% -1.0% 400.3K -14.3M -262.0K 0.74 33.67 N/A N/A 1,259 930 82,905 22,917 2023-03-08 $13.41 $12.50 92.9% 17.4% 38.3% 80.1% 57.6% 7.3% -1.7% 354.5K -10.9M -254.6K 0.56 51.31 N/A N/A 1,987 1,117 83,721 23,575 2023-03-09 $13.39 $12.50 62.2% 14.7% 38.3% 29.2% 47.7% 0.1% 4.3% 273.2K -8.8M -238.3K 0.24 22.07 N/A N/A 3,845 931 84,832 24,291 2023-03-10 $13.52 $12.50 58.6% 14.9% 37.9% 23.2% 49.8% -0.4% 3.8% 293.6K -10.9M -252.6K 0.29 34.18 N/A N/A 1,228 357 86,778 24,338 2023-03-13 $13.16 $12.50 73.8% 15.9% 35.7% 48.6% 52.9% -2.1% 2.3% 205.8K -7.7M -241.8K 0.11 54.42 N/A N/A 2,034 226 87,136 24,241 2023-03-14 $13.39 $12.50 80.4% 16.0% 36.4% 59.5% 54.5% 1.2% 1.7% 340.5K -9.7M -243.5K 0.31 44.25 N/A N/A 1,742 542 87,964 24,203 2023-03-15 $12.43 $12.50 58.0% 16.6% 43.7% 22.3% 56.4% 10.6% 2.6% 121.6K -5.6M -229.0K 1.36 37.17 N/A N/A 2,557 3,477 88,543 22,719 2023-03-16 $12.45 $12.50 57.0% 16.3% 43.4% 20.7% 57.2% 12.2% -0.6% 8.6K -6.6M -239.8K 1.47 35.10 N/A N/A 1,432 2,110 90,261 23,897 2023-03-17 $12.18 $12.50 61.2% 17.6% 43.6% 27.6% 60.8% 8.1% 4.1% 280.7K -3.6M -233.6K 0.13 10.74 N/A N/A 3,337 450 90,787 24,775 2023-03-20 $12.46 $12.50 57.2% 16.4% 41.2% 21.0% 55.2% 11.9% 5.7% 266.1K -7.6M -229.4K 0.14 9.93 N/A N/A 1,246 179 64,339 20,501 2023-03-21 $12.84 $12.50 55.6% 15.9% 42.7% 18.3% 49.2% 12.9% 4.8% 291.8K -10.0M -237.8K 0.27 29.57 N/A N/A 4,050 1,084 64,674 20,646 2023-03-22 $12.80 $12.50 54.1% 15.5% 42.3% 15.8% 53.6% -4.0% 4.2% 323.5K -11.7M -263.5K 0.34 25.75 N/A N/A 550 188 67,117 21,668 2023-03-23 $12.50 $12.50 57.1% 16.4% 37.9% 20.8% 55.7% 8.2% 2.6% 282.4K -8.3M -241.5K 0.12 22.92 N/A N/A 779 94 67,375 21,731 2023-03-24 $12.36 $12.50 56.6% 16.2% 37.9% 20.0% 52.3% 8.5% 1.1% 292.9K -8.5M -249.8K 0.17 29.15 N/A N/A 601 102 67,616 21,796 2023-03-27 $12.77 $12.50 53.7% 15.4% 40.2% 15.1% 50.5% 10.1% 5.7% 321.2K -10.6M -256.4K 0.18 6.92 N/A N/A 4,047 734 67,856 21,845 2023-03-28 $12.73 $12.50 54.1% 15.5% 39.9% 15.8% 52.2% -4.5% 3.0% 319.9K -11.3M -257.5K 0.35 6.39 N/A N/A 310 110 68,741 21,803 2023-03-29 $12.41 $12.50 49.1% 14.1% 39.8% 7.5% 48.2% -9.3% 8.3% 272.8K -8.0M -239.0K 0.36 6.31 N/A N/A 2,022 718 68,943 21,882 2023-03-30 $12.66 $12.50 49.5% 14.2% 40.4% 8.1% 49.6% -6.5% 7.9% 320.9K -10.7M -247.7K 0.13 5.93 N/A N/A 1,586 209 70,068 22,319 2023-03-31 $12.89 $12.50 47.6% 13.7% 40.5% 5.1% 47.8% -2.8% 8.4% 358.5K -15.0M -250.0K 1.12 8.42 N/A N/A 1,105 1,243 70,114 19,947
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